From 87e01e260bddaf124b7ae694310659258090d3a2 Mon Sep 17 00:00:00 2001 From: Dennis Thiessen Date: Mon, 13 Jul 2026 08:08:15 +0200 Subject: [PATCH] done --- ...affic-train-legacy_range_grid_neutral.json | 219906 +++++++++++++++ ...traffic-train-legacy_range_grid_touch.json | 219760 ++++++++++++++ 2 files changed, 439666 insertions(+) create mode 100644 reports/backtest-sr-traffic-train-legacy_range_grid_neutral.json create mode 100644 reports/backtest-sr-traffic-train-legacy_range_grid_touch.json diff --git a/reports/backtest-sr-traffic-train-legacy_range_grid_neutral.json b/reports/backtest-sr-traffic-train-legacy_range_grid_neutral.json new file mode 100644 index 0000000..34977c2 --- /dev/null +++ b/reports/backtest-sr-traffic-train-legacy_range_grid_neutral.json @@ -0,0 +1,219906 @@ +{ + "generated_at": "2026-07-13T06:05:08.206250+00:00", + "tickers": 506, + "candidates": 121464, + "qualified": 515, + "params": { + "step_days": 5, + "horizon_days": 30, + "min_lookback": 60, + "cost_per_side_pct": 0.1, + "sr_variant": "legacy_range_grid_neutral", + "entry_start": null, + "entry_end": "2024-06-30" + }, + "activation": { + "min_momentum_percentile": 80.0, + "min_rr": 2.0, + "min_confidence": 0.0, + "require_high_conviction": false, + "exclude_conflicts": false, + "exclude_neutral": true + }, + "overall_qualified": { + "total": 515, + "wins": 192, + "losses": 280, + "expired": 43, + "hit_rate": 40.7, + "avg_r": 0.302, + "total_r": 155.31, + "net_avg_r": 0.257, + "net_total_r": 132.22, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0216, + "median_net_r": -1.026, + "profit_factor": 1.41, + "net_avg_r_ex_top5": 0.109 + }, + "overall_all": { + "total": 121464, + "wins": 52737, + "losses": 66427, + "expired": 2300, + "hit_rate": 44.3, + "avg_r": -0.025, + "total_r": -3078.74, + "net_avg_r": -0.081, + "net_total_r": -9836.66, + "best_r": 7.17, + "worst_r": -9.25, + "avg_hold_days": 7.6, + "net_r_per_day": -0.0107, + "median_net_r": -1.034, + "profit_factor": 0.87, + "net_avg_r_ex_top5": -0.19 + }, + "by_direction": { + "long": { + "total": 515, + "wins": 192, + "losses": 280, + "expired": 43, + "hit_rate": 40.7, + "avg_r": 0.302, + "total_r": 155.31, + "net_avg_r": 0.257, + "net_total_r": 132.22, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0216, + "median_net_r": -1.026, + "profit_factor": 1.41, + "net_avg_r_ex_top5": 0.109 + }, + "short": { + "total": 0, + "wins": 0, + "losses": 0, + "expired": 0, + "hit_rate": null, + "avg_r": null, + "total_r": null, + "net_avg_r": null, + "net_total_r": null, + "best_r": null, + "worst_r": null, + "avg_hold_days": null, + "net_r_per_day": null, + "median_net_r": null, + "profit_factor": null, + "net_avg_r_ex_top5": null + } + }, + "min_momentum_percentile": 80.0, + "sweep": [ + { + "min_momentum_percentile": 90.0, + "total": 280, + "wins": 102, + "losses": 155, + "expired": 23, + "hit_rate": 39.7, + "avg_r": 0.286, + "total_r": 80.09, + "net_avg_r": 0.246, + "net_total_r": 68.79, + "best_r": 4.09, + "worst_r": -3.38, + "avg_hold_days": 11.7, + "net_r_per_day": 0.021, + "median_net_r": -1.021, + "profit_factor": 1.39, + "net_avg_r_ex_top5": 0.091 + }, + { + "min_momentum_percentile": 80.0, + "total": 515, + "wins": 192, + "losses": 280, + "expired": 43, + "hit_rate": 40.7, + "avg_r": 0.302, + "total_r": 155.31, + "net_avg_r": 0.257, + "net_total_r": 132.22, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0216, + "median_net_r": -1.026, + "profit_factor": 1.41, + "net_avg_r_ex_top5": 0.109 + }, + { + "min_momentum_percentile": 70.0, + "total": 773, + "wins": 280, + "losses": 420, + "expired": 73, + "hit_rate": 40.0, + "avg_r": 0.278, + "total_r": 214.76, + "net_avg_r": 0.231, + "net_total_r": 178.37, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 12.1, + "net_r_per_day": 0.0191, + "median_net_r": -1.027, + "profit_factor": 1.37, + "net_avg_r_ex_top5": 0.085 + }, + { + "min_momentum_percentile": 60.0, + "total": 1101, + "wins": 385, + "losses": 605, + "expired": 111, + "hit_rate": 38.9, + "avg_r": 0.246, + "total_r": 270.69, + "net_avg_r": 0.197, + "net_total_r": 216.87, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 12.5, + "net_r_per_day": 0.0158, + "median_net_r": -1.032, + "profit_factor": 1.32, + "net_avg_r_ex_top5": 0.049 + }, + { + "min_momentum_percentile": 50.0, + "total": 1466, + "wins": 484, + "losses": 833, + "expired": 149, + "hit_rate": 36.8, + "avg_r": 0.187, + "total_r": 273.79, + "net_avg_r": 0.137, + "net_total_r": 200.46, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 12.6, + "net_r_per_day": 0.0108, + "median_net_r": -1.037, + "profit_factor": 1.21, + "net_avg_r_ex_top5": -0.012 + }, + { + "min_momentum_percentile": 0.0, + "total": 5180, + "wins": 1485, + "losses": 3195, + "expired": 500, + "hit_rate": 31.7, + "avg_r": 0.051, + "total_r": 261.61, + "net_avg_r": 0.001, + "net_total_r": 5.39, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 12.3, + "net_r_per_day": 0.0001, + "median_net_r": -1.042, + "profit_factor": 1.0, + "net_avg_r_ex_top5": -0.153 + } + ], + "gate_ablation": [ + { + "variant": "all_floors", + "total": 515, + "wins": 192, + "losses": 280, + "expired": 43, + "hit_rate": 40.7, + "avg_r": 0.302, + "total_r": 155.31, + "net_avg_r": 0.257, + "net_total_r": 132.22, + "best_r": 4.09, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0216, + "median_net_r": -1.026, + "profit_factor": 1.41, + "net_avg_r_ex_top5": 0.109, + "hold_days": 30, + "hold_avg_r": 0.66, + "hold_net_avg_r": 0.615, + "hold_total_r": 339.8 + }, + { + "variant": "no_confidence_floor", + "total": 529, + "wins": 198, + "losses": 288, + "expired": 43, + "hit_rate": 40.7, + "avg_r": 0.315, + "total_r": 166.37, + "net_avg_r": 0.27, + "net_total_r": 142.81, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 11.8, + "net_r_per_day": 0.0228, + "median_net_r": -1.026, + "profit_factor": 1.44, + "net_avg_r_ex_top5": 0.111, + "hold_days": 30, + "hold_avg_r": 0.683, + "hold_net_avg_r": 0.639, + "hold_total_r": 361.4 + }, + { + "variant": "no_rr_floor", + "total": 3765, + "wins": 1741, + "losses": 1927, + "expired": 97, + "hit_rate": 47.5, + "avg_r": 0.125, + "total_r": 470.44, + "net_avg_r": 0.072, + "net_total_r": 272.64, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 8.0, + "net_r_per_day": 0.009, + "median_net_r": -1.022, + "profit_factor": 1.13, + "net_avg_r_ex_top5": -0.05, + "hold_days": 30, + "hold_avg_r": 0.387, + "hold_net_avg_r": 0.335, + "hold_total_r": 1457.46 + }, + { + "variant": "no_neutral_exclusion", + "total": 568, + "wins": 212, + "losses": 311, + "expired": 45, + "hit_rate": 40.5, + "avg_r": 0.318, + "total_r": 180.43, + "net_avg_r": 0.274, + "net_total_r": 155.72, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0229, + "median_net_r": -1.026, + "profit_factor": 1.44, + "net_avg_r_ex_top5": 0.109, + "hold_days": 30, + "hold_avg_r": 0.692, + "hold_net_avg_r": 0.648, + "hold_total_r": 392.83 + }, + { + "variant": "momentum_only", + "total": 7729, + "wins": 3547, + "losses": 3963, + "expired": 219, + "hit_rate": 47.2, + "avg_r": 0.114, + "total_r": 877.72, + "net_avg_r": 0.062, + "net_total_r": 481.3, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 8.4, + "net_r_per_day": 0.0074, + "median_net_r": -1.022, + "profit_factor": 1.11, + "net_avg_r_ex_top5": -0.049, + "hold_days": 30, + "hold_avg_r": 0.428, + "hold_net_avg_r": 0.376, + "hold_total_r": 3306.21 + } + ], + "gate_ablation_note": "Each row re-qualifies the same candidates at the current momentum cutoff (80) with one floor removed (long-only while the momentum gate is active). If dropping a floor doesn't hurt net expectancy, that floor isn't pulling its weight. The Hold columns grade the same variants under the hold-to-horizon time exit instead of the S/R target \u2014 the view that matters if the exit policy moves to a fixed hold.", + "time_exit_sweep": [ + { + "hold_days": 5, + "total": 515, + "wins": 285, + "win_rate": 55.3, + "avg_r": 0.203, + "total_r": 104.47, + "net_avg_r": 0.158, + "net_total_r": 81.39, + "best_r": 4.91, + "worst_r": -5.16, + "avg_hold_days": 4.5, + "net_r_per_day": 0.0348, + "median_net_r": 0.125, + "profit_factor": 1.44, + "net_avg_r_ex_top5": 0.014 + }, + { + "hold_days": 10, + "total": 515, + "wins": 275, + "win_rate": 53.4, + "avg_r": 0.407, + "total_r": 209.81, + "net_avg_r": 0.363, + "net_total_r": 186.72, + "best_r": 5.76, + "worst_r": -5.16, + "avg_hold_days": 8.0, + "net_r_per_day": 0.0452, + "median_net_r": 0.126, + "profit_factor": 1.78, + "net_avg_r_ex_top5": 0.164 + }, + { + "hold_days": 21, + "total": 515, + "wins": 232, + "win_rate": 45.0, + "avg_r": 0.513, + "total_r": 264.11, + "net_avg_r": 0.468, + "net_total_r": 241.02, + "best_r": 13.71, + "worst_r": -5.16, + "avg_hold_days": 14.0, + "net_r_per_day": 0.0334, + "median_net_r": -1.021, + "profit_factor": 1.77, + "net_avg_r_ex_top5": 0.148 + }, + { + "hold_days": 30, + "total": 515, + "wins": 204, + "win_rate": 39.6, + "avg_r": 0.66, + "total_r": 339.8, + "net_avg_r": 0.615, + "net_total_r": 316.71, + "best_r": 27.38, + "worst_r": -5.16, + "avg_hold_days": 18.0, + "net_r_per_day": 0.0341, + "median_net_r": -1.029, + "profit_factor": 1.92, + "net_avg_r_ex_top5": 0.19 + } + ], + "portfolio_sim": { + "params": { + "starting_capital": 10000.0, + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "notional_cap_pct": 20.0, + "cost_per_side_pct": 0.1, + "hold_days": 30 + }, + "policies": [ + { + "policy": "target", + "starting_capital": 10000.0, + "final_equity": 16553.38, + "total_return_pct": 65.5, + "cagr_pct": 27.0, + "max_drawdown_pct": 15.5, + "sharpe": 1.35, + "trades": 201, + "win_rate": 41.8, + "avg_trade_pnl": 32.6, + "best_trade_r": 4.09, + "worst_trade_r": -4.21, + "best_trade_pnl": 599.09, + "worst_trade_pnl": -445.17, + "avg_hold_days": 11.5, + "exit_reasons": { + "stop": 113, + "target": 72, + "time": 16 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 5.7 + }, + { + "year": 2023, + "return_pct": 38.0 + }, + { + "year": 2024, + "return_pct": 13.6 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "policy": "hold", + "starting_capital": 10000.0, + "final_equity": 23949.98, + "total_return_pct": 139.5, + "cagr_pct": 51.2, + "max_drawdown_pct": 16.8, + "sharpe": 1.92, + "trades": 154, + "win_rate": 37.0, + "avg_trade_pnl": 90.58, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4614.23, + "worst_trade_pnl": -488.85, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 93, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.7 + }, + { + "year": 2023, + "return_pct": 75.9 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + } + ], + "note": "One capital-constrained book over the same qualified setups the tables above grade per-setup: at most 10 concurrent positions (one per ticker), best momentum first, fixed-fractional risk sizing with a no-leverage cap, entries at the detection close, stops filled at the worse of stop or open. 'target' races the S/R target against the stop (timeout at the horizon); 'hold' keeps the initial stop and exits at the horizon close. SPY return is price-only over the same window. In-sample; no dividends." + }, + "strategy_variants": { + "variants": [ + { + "variant": "production_residual_80_fixed10", + "label": "Production residual 80 / max 10", + "ranking": "residual", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 23949.98, + "total_return_pct": 139.5, + "cagr_pct": 51.2, + "max_drawdown_pct": 16.8, + "sharpe": 1.92, + "trades": 154, + "win_rate": 37.0, + "avg_trade_pnl": 90.58, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4614.23, + "worst_trade_pnl": -488.85, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 93, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.7 + }, + { + "year": 2023, + "return_pct": 75.9 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "legacy_raw_80_fixed10", + "label": "Legacy raw 80 / max 10", + "ranking": "raw", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 20214.52, + "total_return_pct": 102.1, + "cagr_pct": 39.6, + "max_drawdown_pct": 14.4, + "sharpe": 1.63, + "trades": 144, + "win_rate": 35.4, + "avg_trade_pnl": 70.93, + "best_trade_r": 27.38, + "worst_trade_r": -2.69, + "best_trade_pnl": 4115.31, + "worst_trade_pnl": -416.6, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 90, + "time": 54 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 5.1 + }, + { + "year": 2023, + "return_pct": 46.8 + }, + { + "year": 2024, + "return_pct": 31.1 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "raw_90_fixed10", + "label": "Raw 90 / max 10", + "ranking": "raw", + "cutoff": 90.0, + "filters": [ + { + "percentile_key": "momentum_percentile", + "cutoff": 90.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 19828.96, + "total_return_pct": 98.3, + "cagr_pct": 38.3, + "max_drawdown_pct": 15.2, + "sharpe": 1.67, + "trades": 113, + "win_rate": 37.2, + "avg_trade_pnl": 86.98, + "best_trade_r": 27.38, + "worst_trade_r": -2.29, + "best_trade_pnl": 3767.18, + "worst_trade_pnl": -296.13, + "avg_hold_days": 17.7, + "exit_reasons": { + "stop": 70, + "time": 43 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -1.3 + }, + { + "year": 2023, + "return_pct": 43.7 + }, + { + "year": 2024, + "return_pct": 39.9 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual_80_fixed15", + "label": "Residual 80 / max 15 capacity check", + "ranking": "residual", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 15, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 23949.98, + "total_return_pct": 139.5, + "cagr_pct": 51.2, + "max_drawdown_pct": 16.8, + "sharpe": 1.92, + "trades": 154, + "win_rate": 37.0, + "avg_trade_pnl": 90.58, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4614.23, + "worst_trade_pnl": -488.85, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 93, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.7 + }, + { + "year": 2023, + "return_pct": 75.9 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_lowvol50_fixed10", + "label": "Residual 80 + low-vol 50 / max 10", + "ranking": "residual+low_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 50.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 12033.19, + "total_return_pct": 20.3, + "cagr_pct": 9.9, + "max_drawdown_pct": 4.9, + "sharpe": 1.06, + "trades": 48, + "win_rate": 50.0, + "avg_trade_pnl": 42.36, + "best_trade_r": 4.49, + "worst_trade_r": -1.0, + "best_trade_pnl": 319.0, + "worst_trade_pnl": -95.54, + "avg_hold_days": 19.4, + "exit_reasons": { + "stop": 24, + "time": 24 + }, + "skipped_book_full": 0, + "spy_return_pct": 40.7, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 10.1 + }, + { + "year": 2023, + "return_pct": 11.7 + }, + { + "year": 2024, + "return_pct": -2.1 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-06-10" + }, + { + "variant": "residual80_lowvol70_fixed10", + "label": "Residual 80 + low-vol 70 / max 10", + "ranking": "residual+low_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 11819.86, + "total_return_pct": 18.2, + "cagr_pct": 12.1, + "max_drawdown_pct": 4.6, + "sharpe": 1.47, + "trades": 26, + "win_rate": 57.7, + "avg_trade_pnl": 69.99, + "best_trade_r": 4.23, + "worst_trade_r": -1.16, + "best_trade_pnl": 301.95, + "worst_trade_pnl": -90.63, + "avg_hold_days": 21.2, + "exit_reasons": { + "stop": 11, + "time": 15 + }, + "skipped_book_full": 0, + "spy_return_pct": 23.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 9.0 + }, + { + "year": 2023, + "return_pct": 8.4 + } + ], + "start_date": "2022-06-28", + "end_date": "2023-12-15" + }, + { + "variant": "residual80_lowvol_blend_fixed10", + "label": "Residual 80 + low-vol blend / max 10", + "ranking": "residual_low_vol_blend", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 15331.83, + "total_return_pct": 53.3, + "cagr_pct": 22.4, + "max_drawdown_pct": 15.3, + "sharpe": 1.17, + "trades": 146, + "win_rate": 36.3, + "avg_trade_pnl": 36.52, + "best_trade_r": 10.83, + "worst_trade_r": -5.16, + "best_trade_pnl": 1176.79, + "worst_trade_pnl": -502.19, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 90, + "time": 56 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 16.4 + }, + { + "year": 2023, + "return_pct": 18.5 + }, + { + "year": 2024, + "return_pct": 11.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol50_fixed10", + "label": "Residual 80 + high-vol 50 / max 10", + "ranking": "residual+high_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "vol_6m_percentile", + "cutoff": 50.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 22544.8, + "total_return_pct": 125.4, + "cagr_pct": 48.1, + "max_drawdown_pct": 18.6, + "sharpe": 1.82, + "trades": 147, + "win_rate": 36.1, + "avg_trade_pnl": 85.34, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4236.13, + "worst_trade_pnl": -460.56, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 91, + "time": 56 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.9, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 1.6 + }, + { + "year": 2023, + "return_pct": 57.8 + }, + { + "year": 2024, + "return_pct": 40.7 + } + ], + "start_date": "2022-07-13", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol70_fixed10", + "label": "Residual 80 + high-vol 70 / max 10", + "ranking": "residual+high_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 22368.86, + "total_return_pct": 123.7, + "cagr_pct": 47.5, + "max_drawdown_pct": 24.1, + "sharpe": 1.75, + "trades": 141, + "win_rate": 34.8, + "avg_trade_pnl": 87.72, + "best_trade_r": 27.38, + "worst_trade_r": -2.69, + "best_trade_pnl": 3829.08, + "worst_trade_pnl": -457.08, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 89, + "time": 52 + }, + "skipped_book_full": 3, + "spy_return_pct": 36.9, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -3.0 + }, + { + "year": 2023, + "return_pct": 49.3 + }, + { + "year": 2024, + "return_pct": 54.5 + } + ], + "start_date": "2022-07-13", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend90_10_fixed10", + "label": "Residual 80 + high-vol 90/10 blend / max 10", + "ranking": "residual_high_vol_blend_90_10", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 24764.25, + "total_return_pct": 147.6, + "cagr_pct": 53.7, + "max_drawdown_pct": 16.6, + "sharpe": 1.92, + "trades": 157, + "win_rate": 37.6, + "avg_trade_pnl": 94.04, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4749.37, + "worst_trade_pnl": -379.98, + "avg_hold_days": 17.5, + "exit_reasons": { + "stop": 95, + "time": 62 + }, + "skipped_book_full": 15, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -1.5 + }, + { + "year": 2023, + "return_pct": 82.0 + }, + { + "year": 2024, + "return_pct": 38.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend80_20_fixed10", + "label": "Residual 80 + high-vol 80/20 blend / max 10", + "ranking": "residual_high_vol_blend_80_20", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 24141.15, + "total_return_pct": 141.4, + "cagr_pct": 51.8, + "max_drawdown_pct": 19.3, + "sharpe": 1.87, + "trades": 153, + "win_rate": 36.6, + "avg_trade_pnl": 92.43, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4558.13, + "worst_trade_pnl": -659.2, + "avg_hold_days": 17.4, + "exit_reasons": { + "stop": 94, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.5 + }, + { + "year": 2023, + "return_pct": 81.9 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend_fixed10", + "label": "Residual 80 + high-vol 70/30 blend / max 10", + "ranking": "residual_high_vol_blend_70_30", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 23045.18, + "total_return_pct": 130.5, + "cagr_pct": 48.5, + "max_drawdown_pct": 19.4, + "sharpe": 1.77, + "trades": 160, + "win_rate": 35.6, + "avg_trade_pnl": 81.53, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4483.62, + "worst_trade_pnl": -643.84, + "avg_hold_days": 17.1, + "exit_reasons": { + "stop": 100, + "time": 60 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.6 + }, + { + "year": 2023, + "return_pct": 79.0 + }, + { + "year": 2024, + "return_pct": 36.4 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend60_40_fixed10", + "label": "Residual 80 + high-vol 60/40 blend / max 10", + "ranking": "residual_high_vol_blend_60_40", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 25187.58, + "total_return_pct": 151.9, + "cagr_pct": 54.9, + "max_drawdown_pct": 18.1, + "sharpe": 1.95, + "trades": 156, + "win_rate": 36.5, + "avg_trade_pnl": 97.36, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4894.28, + "worst_trade_pnl": -703.69, + "avg_hold_days": 17.2, + "exit_reasons": { + "stop": 97, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.6 + }, + { + "year": 2023, + "return_pct": 95.3 + }, + { + "year": 2024, + "return_pct": 36.6 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "variant": "highvol70_fixed10", + "label": "High-vol 70 / max 10", + "ranking": "high_vol", + "cutoff": 70.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 14477.35, + "total_return_pct": 44.8, + "cagr_pct": 15.2, + "max_drawdown_pct": 47.9, + "sharpe": 0.64, + "trades": 272, + "win_rate": 29.0, + "avg_trade_pnl": 16.46, + "best_trade_r": 27.38, + "worst_trade_r": -1.44, + "best_trade_pnl": 1440.89, + "worst_trade_pnl": -146.36, + "avg_hold_days": 15.3, + "exit_reasons": { + "stop": 187, + "time": 85 + }, + "skipped_book_full": 187, + "spy_return_pct": 8.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -1.0 + }, + { + "year": 2022, + "return_pct": -42.3 + }, + { + "year": 2023, + "return_pct": 88.8 + }, + { + "year": 2024, + "return_pct": 34.5 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-08-07" + }, + { + "variant": "highvol80_fixed10", + "label": "High-vol 80 / max 10", + "ranking": "high_vol", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 16468.08, + "total_return_pct": 64.7, + "cagr_pct": 21.1, + "max_drawdown_pct": 45.7, + "sharpe": 0.8, + "trades": 265, + "win_rate": 29.4, + "avg_trade_pnl": 24.41, + "best_trade_r": 27.38, + "worst_trade_r": -1.44, + "best_trade_pnl": 2835.46, + "worst_trade_pnl": -166.24, + "avg_hold_days": 15.3, + "exit_reasons": { + "stop": 181, + "time": 84 + }, + "skipped_book_full": 97, + "spy_return_pct": 8.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -0.9 + }, + { + "year": 2022, + "return_pct": -41.3 + }, + { + "year": 2023, + "return_pct": 91.7 + }, + { + "year": 2024, + "return_pct": 47.9 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-08-07" + }, + { + "variant": "highvol90_fixed10", + "label": "High-vol 90 / max 10", + "ranking": "high_vol", + "cutoff": 90.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 90.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 22053.26, + "total_return_pct": 120.5, + "cagr_pct": 35.7, + "max_drawdown_pct": 31.8, + "sharpe": 1.2, + "trades": 235, + "win_rate": 32.8, + "avg_trade_pnl": 51.29, + "best_trade_r": 27.38, + "worst_trade_r": -1.44, + "best_trade_pnl": 3639.99, + "worst_trade_pnl": -214.64, + "avg_hold_days": 15.6, + "exit_reasons": { + "stop": 154, + "time": 81 + }, + "skipped_book_full": 29, + "spy_return_pct": 8.6, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -31.4 + }, + { + "year": 2023, + "return_pct": 101.2 + }, + { + "year": 2024, + "return_pct": 59.9 + } + ], + "start_date": "2022-01-04", + "end_date": "2024-08-07" + }, + { + "variant": "lowvol80_fixed10", + "label": "Low-vol 80 / max 10", + "ranking": "low_vol", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 11960.23, + "total_return_pct": 19.6, + "cagr_pct": 8.2, + "max_drawdown_pct": 11.7, + "sharpe": 0.78, + "trades": 89, + "win_rate": 38.2, + "avg_trade_pnl": 22.03, + "best_trade_r": 8.62, + "worst_trade_r": -2.77, + "best_trade_pnl": 592.44, + "worst_trade_pnl": -193.53, + "avg_hold_days": 17.9, + "exit_reasons": { + "stop": 53, + "time": 36 + }, + "skipped_book_full": 0, + "spy_return_pct": 8.7, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -0.1 + }, + { + "year": 2022, + "return_pct": 16.4 + }, + { + "year": 2023, + "return_pct": 1.1 + }, + { + "year": 2024, + "return_pct": 1.9 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-04-05" + } + ], + "note": "Research-only hold-to-horizon portfolio variants. Production now uses residual 12-1 momentum at cutoff 80; the remaining rows compare the legacy raw rank, raw cutoff 90, one max-15 capacity check, and volatility overlays." + }, + "exit_policy_variants": { + "variants": [ + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "label": "80/20 entry + 30d hold / initial stop", + "description": "Baseline: keep the initial ATR stop and exit at 30 trading days.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 24141.15, + "total_return_pct": 141.4, + "cagr_pct": 51.8, + "max_drawdown_pct": 19.3, + "sharpe": 1.87, + "trades": 153, + "win_rate": 36.6, + "avg_trade_pnl": 92.43, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4558.13, + "worst_trade_pnl": -659.2, + "avg_hold_days": 17.4, + "exit_reasons": { + "stop": 94, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.5 + }, + { + "year": 2023, + "return_pct": 81.9 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "sma50", + "label": "80/20 entry + SMA50 break", + "description": "Exit at the close when price closes below its 50-day SMA.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 22752.96, + "total_return_pct": 127.5, + "cagr_pct": 47.6, + "max_drawdown_pct": 17.8, + "sharpe": 1.88, + "trades": 182, + "win_rate": 34.1, + "avg_trade_pnl": 70.07, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4178.41, + "worst_trade_pnl": -622.17, + "avg_hold_days": 13.0, + "exit_reasons": { + "sma50": 61, + "stop": 71, + "time": 50 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -3.6 + }, + { + "year": 2023, + "return_pct": 63.2 + }, + { + "year": 2024, + "return_pct": 44.6 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "low20", + "label": "80/20 entry + 20-day low break", + "description": "Exit at the close when price closes below the prior 20-day low.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 24790.2, + "total_return_pct": 147.9, + "cagr_pct": 53.7, + "max_drawdown_pct": 18.2, + "sharpe": 1.93, + "trades": 152, + "win_rate": 38.8, + "avg_trade_pnl": 97.3, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4644.4, + "worst_trade_pnl": -676.14, + "avg_hold_days": 17.5, + "exit_reasons": { + "low20": 11, + "stop": 87, + "time": 54 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -4.3 + }, + { + "year": 2023, + "return_pct": 83.1 + }, + { + "year": 2024, + "return_pct": 41.5 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "technical40", + "label": "80/20 entry + technical score < 40", + "description": "Exit at the close when the price-derived technical score deteriorates below 40.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 24141.15, + "total_return_pct": 141.4, + "cagr_pct": 51.8, + "max_drawdown_pct": 19.3, + "sharpe": 1.87, + "trades": 153, + "win_rate": 36.6, + "avg_trade_pnl": 92.43, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4558.13, + "worst_trade_pnl": -659.2, + "avg_hold_days": 17.4, + "exit_reasons": { + "stop": 94, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.5 + }, + { + "year": 2023, + "return_pct": 81.9 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "label": "80/20 entry + 3x ATR trailing stop", + "description": "Trail the stop upward to highest close minus 3 ATR, evaluated from prior data.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 24779.37, + "total_return_pct": 147.8, + "cagr_pct": 53.7, + "max_drawdown_pct": 18.0, + "sharpe": 1.98, + "trades": 167, + "win_rate": 38.9, + "avg_trade_pnl": 88.5, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4654.61, + "worst_trade_pnl": -695.67, + "avg_hold_days": 15.1, + "exit_reasons": { + "stop": 78, + "time": 36, + "trailing_stop": 53 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -4.5 + }, + { + "year": 2023, + "return_pct": 83.3 + }, + { + "year": 2024, + "return_pct": 41.6 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07" + } + ], + "note": "Research-only exit policies over the residual/high-vol 80/20 entry candidate. Every row uses the same entry qualification/ranking and changes only the exit discipline." + }, + "portfolio_monitor": { + "production_strategy": "residual80_highvol80_20_atr3", + "strategies": [ + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true + } + ], + "lookbacks": [ + { + "lookback": "6m", + "label": "6 months" + }, + { + "lookback": "1y", + "label": "1 year" + }, + { + "lookback": "3y", + "label": "3 years" + }, + { + "lookback": "5y", + "label": "5 years" + }, + { + "lookback": "all", + "label": "All history" + } + ], + "runs": [ + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 15551.08, + "total_return_pct": 55.5, + "cagr_pct": 49.5, + "max_drawdown_pct": 17.0, + "sharpe": 1.69, + "trades": 86, + "win_rate": 32.6, + "avg_trade_pnl": 64.55, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 2996.09, + "worst_trade_pnl": -317.42, + "avg_hold_days": 16.6, + "exit_reasons": { + "stop": 55, + "time": 31 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 13.3 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9899.32, + "return_pct": -1.01 + }, + { + "date": "2023-07-07", + "equity": 9916.66, + "return_pct": -0.83 + }, + { + "date": "2023-07-10", + "equity": 10050.07, + "return_pct": 0.5 + }, + { + "date": "2023-07-11", + "equity": 10142.94, + "return_pct": 1.43 + }, + { + "date": "2023-07-12", + "equity": 10148.19, + "return_pct": 1.48 + }, + { + "date": "2023-07-13", + "equity": 10356.25, + "return_pct": 3.56 + }, + { + "date": "2023-07-14", + "equity": 10255.08, + "return_pct": 2.55 + }, + { + "date": "2023-07-17", + "equity": 10256.06, + "return_pct": 2.56 + }, + { + "date": "2023-07-18", + "equity": 10416.66, + "return_pct": 4.17 + }, + { + "date": "2023-07-19", + "equity": 10324.05, + "return_pct": 3.24 + }, + { + "date": "2023-07-20", + "equity": 10036.01, + "return_pct": 0.36 + }, + { + "date": "2023-07-21", + "equity": 9965.26, + "return_pct": -0.35 + }, + { + "date": "2023-07-24", + "equity": 10025.18, + "return_pct": 0.25 + }, + { + "date": "2023-07-25", + "equity": 10081.22, + "return_pct": 0.81 + }, + { + "date": "2023-07-26", + "equity": 10210.3, + "return_pct": 2.1 + }, + { + "date": "2023-07-27", + "equity": 10120.4, + "return_pct": 1.2 + }, + { + "date": "2023-07-28", + "equity": 10251.25, + "return_pct": 2.51 + }, + { + "date": "2023-07-31", + "equity": 10358.33, + "return_pct": 3.58 + }, + { + "date": "2023-08-01", + "equity": 10316.3, + "return_pct": 3.16 + }, + { + "date": "2023-08-02", + "equity": 10036.34, + "return_pct": 0.36 + }, + { + "date": "2023-08-03", + "equity": 9940.36, + "return_pct": -0.6 + }, + { + "date": "2023-08-04", + "equity": 9763.93, + "return_pct": -2.36 + }, + { + "date": "2023-08-07", + "equity": 9847.88, + "return_pct": -1.52 + }, + { + "date": "2023-08-08", + "equity": 9865.72, + "return_pct": -1.34 + }, + { + "date": "2023-08-09", + "equity": 9773.07, + "return_pct": -2.27 + }, + { + "date": "2023-08-10", + "equity": 9728.55, + "return_pct": -2.71 + }, + { + "date": "2023-08-11", + "equity": 9686.76, + "return_pct": -3.13 + }, + { + "date": "2023-08-14", + "equity": 9796.03, + "return_pct": -2.04 + }, + { + "date": "2023-08-15", + "equity": 9646.82, + "return_pct": -3.53 + }, + { + "date": "2023-08-16", + "equity": 9603.38, + "return_pct": -3.97 + }, + { + "date": "2023-08-17", + "equity": 9595.83, + "return_pct": -4.04 + }, + { + "date": "2023-08-18", + "equity": 9595.83, + "return_pct": -4.04 + }, + { + "date": "2023-08-21", + "equity": 9595.83, + "return_pct": -4.04 + }, + { + "date": "2023-08-22", + "equity": 9595.83, + "return_pct": -4.04 + }, + { + "date": "2023-08-23", + "equity": 9591.99, + "return_pct": -4.08 + }, + { + "date": "2023-08-24", + "equity": 9465.53, + "return_pct": -5.34 + }, + { + "date": "2023-08-25", + "equity": 9488.71, + "return_pct": -5.11 + }, + { + "date": "2023-08-28", + "equity": 9510.56, + "return_pct": -4.89 + }, + { + "date": "2023-08-29", + "equity": 9552.99, + "return_pct": -4.47 + }, + { + "date": "2023-08-30", + "equity": 9607.41, + "return_pct": -3.93 + }, + { + "date": "2023-08-31", + "equity": 9630.77, + "return_pct": -3.69 + }, + { + "date": "2023-09-01", + "equity": 9686.81, + "return_pct": -3.13 + }, + { + "date": "2023-09-05", + "equity": 9608.85, + "return_pct": -3.91 + }, + { + "date": "2023-09-06", + "equity": 9636.43, + "return_pct": -3.64 + }, + { + "date": "2023-09-07", + "equity": 9531.32, + "return_pct": -4.69 + }, + { + "date": "2023-09-08", + "equity": 9518.82, + "return_pct": -4.81 + }, + { + "date": "2023-09-11", + "equity": 9646.75, + "return_pct": -3.53 + }, + { + "date": "2023-09-12", + "equity": 9509.13, + "return_pct": -4.91 + }, + { + "date": "2023-09-13", + "equity": 9410.89, + "return_pct": -5.89 + }, + { + "date": "2023-09-14", + "equity": 9536.08, + "return_pct": -4.64 + }, + { + "date": "2023-09-15", + "equity": 9309.87, + "return_pct": -6.9 + }, + { + "date": "2023-09-18", + "equity": 9266.22, + "return_pct": -7.34 + }, + { + "date": "2023-09-19", + "equity": 9120.52, + "return_pct": -8.79 + }, + { + "date": "2023-09-20", + "equity": 9050.58, + "return_pct": -9.49 + }, + { + "date": "2023-09-21", + "equity": 8976.09, + "return_pct": -10.24 + }, + { + "date": "2023-09-22", + "equity": 8969.29, + "return_pct": -10.31 + }, + { + "date": "2023-09-25", + "equity": 8948.41, + "return_pct": -10.52 + }, + { + "date": "2023-09-26", + "equity": 8921.67, + "return_pct": -10.78 + }, + { + "date": "2023-09-27", + "equity": 8921.67, + "return_pct": -10.78 + }, + { + "date": "2023-09-28", + "equity": 8915.82, + "return_pct": -10.84 + }, + { + "date": "2023-09-29", + "equity": 8952.01, + "return_pct": -10.48 + }, + { + "date": "2023-10-02", + "equity": 9024.98, + "return_pct": -9.75 + }, + { + "date": "2023-10-03", + "equity": 8838.08, + "return_pct": -11.62 + }, + { + "date": "2023-10-04", + "equity": 8976.45, + "return_pct": -10.24 + }, + { + "date": "2023-10-05", + "equity": 9013.61, + "return_pct": -9.86 + }, + { + "date": "2023-10-06", + "equity": 9167.41, + "return_pct": -8.33 + }, + { + "date": "2023-10-09", + "equity": 9270.64, + "return_pct": -7.29 + }, + { + "date": "2023-10-10", + "equity": 9404.06, + "return_pct": -5.96 + }, + { + "date": "2023-10-11", + "equity": 9455.07, + "return_pct": -5.45 + }, + { + "date": "2023-10-12", + "equity": 9290.75, + "return_pct": -7.09 + }, + { + "date": "2023-10-13", + "equity": 9055.76, + "return_pct": -9.44 + }, + { + "date": "2023-10-16", + "equity": 9106.17, + "return_pct": -8.94 + }, + { + "date": "2023-10-17", + "equity": 9252.64, + "return_pct": -7.47 + }, + { + "date": "2023-10-18", + "equity": 9044.23, + "return_pct": -9.56 + }, + { + "date": "2023-10-19", + "equity": 8883.5, + "return_pct": -11.16 + }, + { + "date": "2023-10-20", + "equity": 8675.24, + "return_pct": -13.25 + }, + { + "date": "2023-10-23", + "equity": 8829.15, + "return_pct": -11.71 + }, + { + "date": "2023-10-24", + "equity": 9047.09, + "return_pct": -9.53 + }, + { + "date": "2023-10-25", + "equity": 8909.05, + "return_pct": -10.91 + }, + { + "date": "2023-10-26", + "equity": 8731.25, + "return_pct": -12.69 + }, + { + "date": "2023-10-27", + "equity": 8650.17, + "return_pct": -13.5 + }, + { + "date": "2023-10-30", + "equity": 8738.71, + "return_pct": -12.61 + }, + { + "date": "2023-10-31", + "equity": 8743.14, + "return_pct": -12.57 + }, + { + "date": "2023-11-01", + "equity": 8762.57, + "return_pct": -12.37 + }, + { + "date": "2023-11-02", + "equity": 8942.53, + "return_pct": -10.57 + }, + { + "date": "2023-11-03", + "equity": 9100.39, + "return_pct": -9.0 + }, + { + "date": "2023-11-06", + "equity": 9112.76, + "return_pct": -8.87 + }, + { + "date": "2023-11-07", + "equity": 9150.65, + "return_pct": -8.49 + }, + { + "date": "2023-11-08", + "equity": 9134.35, + "return_pct": -8.66 + }, + { + "date": "2023-11-09", + "equity": 9131.73, + "return_pct": -8.68 + }, + { + "date": "2023-11-10", + "equity": 9332.3, + "return_pct": -6.68 + }, + { + "date": "2023-11-13", + "equity": 9306.52, + "return_pct": -6.93 + }, + { + "date": "2023-11-14", + "equity": 9505.41, + "return_pct": -4.95 + }, + { + "date": "2023-11-15", + "equity": 9561.8, + "return_pct": -4.38 + }, + { + "date": "2023-11-16", + "equity": 9547.27, + "return_pct": -4.53 + }, + { + "date": "2023-11-17", + "equity": 9577.3, + "return_pct": -4.23 + }, + { + "date": "2023-11-20", + "equity": 9738.41, + "return_pct": -2.62 + }, + { + "date": "2023-11-21", + "equity": 9646.47, + "return_pct": -3.54 + }, + { + "date": "2023-11-22", + "equity": 9745.99, + "return_pct": -2.54 + }, + { + "date": "2023-11-24", + "equity": 9769.02, + "return_pct": -2.31 + }, + { + "date": "2023-11-27", + "equity": 9671.66, + "return_pct": -3.28 + }, + { + "date": "2023-11-28", + "equity": 9658.5, + "return_pct": -3.41 + }, + { + "date": "2023-11-29", + "equity": 9562.87, + "return_pct": -4.37 + }, + { + "date": "2023-11-30", + "equity": 9474.41, + "return_pct": -5.26 + }, + { + "date": "2023-12-01", + "equity": 9600.28, + "return_pct": -4.0 + }, + { + "date": "2023-12-04", + "equity": 9783.0, + "return_pct": -2.17 + }, + { + "date": "2023-12-05", + "equity": 9835.99, + "return_pct": -1.64 + }, + { + "date": "2023-12-06", + "equity": 9727.41, + "return_pct": -2.73 + }, + { + "date": "2023-12-07", + "equity": 10025.13, + "return_pct": 0.25 + }, + { + "date": "2023-12-08", + "equity": 10317.63, + "return_pct": 3.18 + }, + { + "date": "2023-12-11", + "equity": 10179.63, + "return_pct": 1.8 + }, + { + "date": "2023-12-12", + "equity": 10300.96, + "return_pct": 3.01 + }, + { + "date": "2023-12-13", + "equity": 10678.68, + "return_pct": 6.79 + }, + { + "date": "2023-12-14", + "equity": 10989.39, + "return_pct": 9.89 + }, + { + "date": "2023-12-15", + "equity": 10866.51, + "return_pct": 8.67 + }, + { + "date": "2023-12-18", + "equity": 11127.76, + "return_pct": 11.28 + }, + { + "date": "2023-12-19", + "equity": 11273.68, + "return_pct": 12.74 + }, + { + "date": "2023-12-20", + "equity": 10995.61, + "return_pct": 9.96 + }, + { + "date": "2023-12-21", + "equity": 11273.96, + "return_pct": 12.74 + }, + { + "date": "2023-12-22", + "equity": 11273.09, + "return_pct": 12.73 + }, + { + "date": "2023-12-26", + "equity": 11273.19, + "return_pct": 12.73 + }, + { + "date": "2023-12-27", + "equity": 11636.97, + "return_pct": 16.37 + }, + { + "date": "2023-12-28", + "equity": 11663.45, + "return_pct": 16.63 + }, + { + "date": "2023-12-29", + "equity": 11333.13, + "return_pct": 13.33 + }, + { + "date": "2024-01-02", + "equity": 10961.54, + "return_pct": 9.62 + }, + { + "date": "2024-01-03", + "equity": 10626.75, + "return_pct": 6.27 + }, + { + "date": "2024-01-04", + "equity": 10788.46, + "return_pct": 7.88 + }, + { + "date": "2024-01-05", + "equity": 10799.04, + "return_pct": 7.99 + }, + { + "date": "2024-01-08", + "equity": 11097.06, + "return_pct": 10.97 + }, + { + "date": "2024-01-09", + "equity": 11100.66, + "return_pct": 11.01 + }, + { + "date": "2024-01-10", + "equity": 11104.71, + "return_pct": 11.05 + }, + { + "date": "2024-01-11", + "equity": 10883.99, + "return_pct": 8.84 + }, + { + "date": "2024-01-12", + "equity": 10576.25, + "return_pct": 5.76 + }, + { + "date": "2024-01-16", + "equity": 10680.52, + "return_pct": 6.81 + }, + { + "date": "2024-01-17", + "equity": 10658.36, + "return_pct": 6.58 + }, + { + "date": "2024-01-18", + "equity": 10718.01, + "return_pct": 7.18 + }, + { + "date": "2024-01-19", + "equity": 11374.05, + "return_pct": 13.74 + }, + { + "date": "2024-01-22", + "equity": 11520.06, + "return_pct": 15.2 + }, + { + "date": "2024-01-23", + "equity": 11676.07, + "return_pct": 16.76 + }, + { + "date": "2024-01-24", + "equity": 11779.09, + "return_pct": 17.79 + }, + { + "date": "2024-01-25", + "equity": 11986.45, + "return_pct": 19.86 + }, + { + "date": "2024-01-26", + "equity": 11657.48, + "return_pct": 16.57 + }, + { + "date": "2024-01-29", + "equity": 11975.8, + "return_pct": 19.76 + }, + { + "date": "2024-01-30", + "equity": 11791.4, + "return_pct": 17.91 + }, + { + "date": "2024-01-31", + "equity": 11721.12, + "return_pct": 17.21 + }, + { + "date": "2024-02-01", + "equity": 12055.31, + "return_pct": 20.55 + }, + { + "date": "2024-02-02", + "equity": 12528.6, + "return_pct": 25.29 + }, + { + "date": "2024-02-05", + "equity": 12859.12, + "return_pct": 28.59 + }, + { + "date": "2024-02-06", + "equity": 12838.01, + "return_pct": 28.38 + }, + { + "date": "2024-02-07", + "equity": 12942.33, + "return_pct": 29.42 + }, + { + "date": "2024-02-08", + "equity": 13077.61, + "return_pct": 30.78 + }, + { + "date": "2024-02-09", + "equity": 13325.92, + "return_pct": 33.26 + }, + { + "date": "2024-02-12", + "equity": 13524.29, + "return_pct": 35.24 + }, + { + "date": "2024-02-13", + "equity": 13328.32, + "return_pct": 33.28 + }, + { + "date": "2024-02-14", + "equity": 13958.4, + "return_pct": 39.58 + }, + { + "date": "2024-02-15", + "equity": 14367.38, + "return_pct": 43.67 + }, + { + "date": "2024-02-16", + "equity": 13907.81, + "return_pct": 39.08 + }, + { + "date": "2024-02-20", + "equity": 13724.26, + "return_pct": 37.24 + }, + { + "date": "2024-02-21", + "equity": 13442.65, + "return_pct": 34.43 + }, + { + "date": "2024-02-22", + "equity": 13736.38, + "return_pct": 37.36 + }, + { + "date": "2024-02-23", + "equity": 14125.25, + "return_pct": 41.25 + }, + { + "date": "2024-02-26", + "equity": 14463.72, + "return_pct": 44.64 + }, + { + "date": "2024-02-27", + "equity": 14830.29, + "return_pct": 48.3 + }, + { + "date": "2024-02-28", + "equity": 14677.9, + "return_pct": 46.78 + }, + { + "date": "2024-02-29", + "equity": 14814.4, + "return_pct": 48.14 + }, + { + "date": "2024-03-01", + "equity": 15263.91, + "return_pct": 52.64 + }, + { + "date": "2024-03-04", + "equity": 15477.47, + "return_pct": 54.77 + }, + { + "date": "2024-03-05", + "equity": 15012.52, + "return_pct": 50.13 + }, + { + "date": "2024-03-06", + "equity": 15512.04, + "return_pct": 55.12 + }, + { + "date": "2024-03-07", + "equity": 15638.07, + "return_pct": 56.38 + }, + { + "date": "2024-03-08", + "equity": 15786.54, + "return_pct": 57.87 + }, + { + "date": "2024-03-11", + "equity": 15356.73, + "return_pct": 53.57 + }, + { + "date": "2024-03-12", + "equity": 15410.99, + "return_pct": 54.11 + }, + { + "date": "2024-03-13", + "equity": 15524.86, + "return_pct": 55.25 + }, + { + "date": "2024-03-14", + "equity": 15197.48, + "return_pct": 51.97 + }, + { + "date": "2024-03-15", + "equity": 15154.66, + "return_pct": 51.55 + }, + { + "date": "2024-03-18", + "equity": 15294.5, + "return_pct": 52.94 + }, + { + "date": "2024-03-19", + "equity": 15149.93, + "return_pct": 51.5 + }, + { + "date": "2024-03-20", + "equity": 15847.48, + "return_pct": 58.47 + }, + { + "date": "2024-03-21", + "equity": 15998.12, + "return_pct": 59.98 + }, + { + "date": "2024-03-22", + "equity": 15805.45, + "return_pct": 58.05 + }, + { + "date": "2024-03-25", + "equity": 16169.06, + "return_pct": 61.69 + }, + { + "date": "2024-03-26", + "equity": 16218.1, + "return_pct": 62.18 + }, + { + "date": "2024-03-27", + "equity": 15853.87, + "return_pct": 58.54 + }, + { + "date": "2024-03-28", + "equity": 15861.48, + "return_pct": 58.61 + }, + { + "date": "2024-04-01", + "equity": 16028.77, + "return_pct": 60.29 + }, + { + "date": "2024-04-02", + "equity": 15714.38, + "return_pct": 57.14 + }, + { + "date": "2024-04-03", + "equity": 16152.84, + "return_pct": 61.53 + }, + { + "date": "2024-04-04", + "equity": 15924.29, + "return_pct": 59.24 + }, + { + "date": "2024-04-05", + "equity": 16375.45, + "return_pct": 63.75 + }, + { + "date": "2024-04-08", + "equity": 16245.45, + "return_pct": 62.45 + }, + { + "date": "2024-04-09", + "equity": 16054.77, + "return_pct": 60.55 + }, + { + "date": "2024-04-10", + "equity": 15947.57, + "return_pct": 59.48 + }, + { + "date": "2024-04-11", + "equity": 16222.11, + "return_pct": 62.22 + }, + { + "date": "2024-04-12", + "equity": 15728.2, + "return_pct": 57.28 + }, + { + "date": "2024-04-15", + "equity": 15396.86, + "return_pct": 53.97 + }, + { + "date": "2024-04-16", + "equity": 15576.81, + "return_pct": 55.77 + }, + { + "date": "2024-04-17", + "equity": 15353.58, + "return_pct": 53.54 + }, + { + "date": "2024-04-18", + "equity": 15314.48, + "return_pct": 53.14 + }, + { + "date": "2024-04-19", + "equity": 14919.19, + "return_pct": 49.19 + }, + { + "date": "2024-04-22", + "equity": 14934.79, + "return_pct": 49.35 + }, + { + "date": "2024-04-23", + "equity": 15053.33, + "return_pct": 50.53 + }, + { + "date": "2024-04-24", + "equity": 15043.31, + "return_pct": 50.43 + }, + { + "date": "2024-04-25", + "equity": 15153.0, + "return_pct": 51.53 + }, + { + "date": "2024-04-26", + "equity": 15144.27, + "return_pct": 51.44 + }, + { + "date": "2024-04-29", + "equity": 15294.77, + "return_pct": 52.95 + }, + { + "date": "2024-04-30", + "equity": 15049.35, + "return_pct": 50.49 + }, + { + "date": "2024-05-01", + "equity": 14835.59, + "return_pct": 48.36 + }, + { + "date": "2024-05-02", + "equity": 15668.88, + "return_pct": 56.69 + }, + { + "date": "2024-05-03", + "equity": 15900.45, + "return_pct": 59.0 + }, + { + "date": "2024-05-06", + "equity": 16371.42, + "return_pct": 63.71 + }, + { + "date": "2024-05-07", + "equity": 15869.74, + "return_pct": 58.7 + }, + { + "date": "2024-05-08", + "equity": 15802.81, + "return_pct": 58.03 + }, + { + "date": "2024-05-09", + "equity": 16154.01, + "return_pct": 61.54 + }, + { + "date": "2024-05-10", + "equity": 16178.66, + "return_pct": 61.79 + }, + { + "date": "2024-05-13", + "equity": 16132.75, + "return_pct": 61.33 + }, + { + "date": "2024-05-14", + "equity": 16313.69, + "return_pct": 63.14 + }, + { + "date": "2024-05-15", + "equity": 16673.95, + "return_pct": 66.74 + }, + { + "date": "2024-05-16", + "equity": 16522.32, + "return_pct": 65.22 + }, + { + "date": "2024-05-17", + "equity": 16577.59, + "return_pct": 65.78 + }, + { + "date": "2024-05-20", + "equity": 16781.33, + "return_pct": 67.81 + }, + { + "date": "2024-05-21", + "equity": 16574.67, + "return_pct": 65.75 + }, + { + "date": "2024-05-22", + "equity": 16375.51, + "return_pct": 63.76 + }, + { + "date": "2024-05-23", + "equity": 16217.49, + "return_pct": 62.17 + }, + { + "date": "2024-05-24", + "equity": 16828.44, + "return_pct": 68.28 + }, + { + "date": "2024-05-28", + "equity": 16744.82, + "return_pct": 67.45 + }, + { + "date": "2024-05-29", + "equity": 16753.75, + "return_pct": 67.54 + }, + { + "date": "2024-05-30", + "equity": 16231.97, + "return_pct": 62.32 + }, + { + "date": "2024-05-31", + "equity": 16179.24, + "return_pct": 61.79 + }, + { + "date": "2024-06-03", + "equity": 16197.58, + "return_pct": 61.98 + }, + { + "date": "2024-06-04", + "equity": 16053.63, + "return_pct": 60.54 + }, + { + "date": "2024-06-05", + "equity": 16256.48, + "return_pct": 62.56 + }, + { + "date": "2024-06-06", + "equity": 16187.12, + "return_pct": 61.87 + }, + { + "date": "2024-06-07", + "equity": 16189.48, + "return_pct": 61.89 + }, + { + "date": "2024-06-10", + "equity": 16438.06, + "return_pct": 64.38 + }, + { + "date": "2024-06-11", + "equity": 16415.4, + "return_pct": 64.15 + }, + { + "date": "2024-06-12", + "equity": 16532.93, + "return_pct": 65.33 + }, + { + "date": "2024-06-13", + "equity": 16425.79, + "return_pct": 64.26 + }, + { + "date": "2024-06-14", + "equity": 16315.38, + "return_pct": 63.15 + }, + { + "date": "2024-06-17", + "equity": 16278.03, + "return_pct": 62.78 + }, + { + "date": "2024-06-18", + "equity": 16173.72, + "return_pct": 61.74 + }, + { + "date": "2024-06-20", + "equity": 15984.38, + "return_pct": 59.84 + }, + { + "date": "2024-06-21", + "equity": 15833.26, + "return_pct": 58.33 + }, + { + "date": "2024-06-24", + "equity": 15623.34, + "return_pct": 56.23 + }, + { + "date": "2024-06-25", + "equity": 15731.84, + "return_pct": 57.32 + }, + { + "date": "2024-06-26", + "equity": 15629.6, + "return_pct": 56.3 + }, + { + "date": "2024-06-27", + "equity": 15545.07, + "return_pct": 55.45 + }, + { + "date": "2024-06-28", + "equity": 15388.92, + "return_pct": 53.89 + }, + { + "date": "2024-07-01", + "equity": 15199.64, + "return_pct": 52.0 + }, + { + "date": "2024-07-02", + "equity": 15263.5, + "return_pct": 52.64 + }, + { + "date": "2024-07-03", + "equity": 15298.3, + "return_pct": 52.98 + }, + { + "date": "2024-07-05", + "equity": 15299.73, + "return_pct": 53.0 + }, + { + "date": "2024-07-08", + "equity": 15226.85, + "return_pct": 52.27 + }, + { + "date": "2024-07-09", + "equity": 15347.54, + "return_pct": 53.48 + }, + { + "date": "2024-07-10", + "equity": 15516.4, + "return_pct": 55.16 + }, + { + "date": "2024-07-11", + "equity": 15577.29, + "return_pct": 55.77 + }, + { + "date": "2024-07-12", + "equity": 15748.01, + "return_pct": 57.48 + }, + { + "date": "2024-07-15", + "equity": 16096.09, + "return_pct": 60.96 + }, + { + "date": "2024-07-16", + "equity": 16238.84, + "return_pct": 62.39 + }, + { + "date": "2024-07-17", + "equity": 15763.62, + "return_pct": 57.64 + }, + { + "date": "2024-07-18", + "equity": 15497.75, + "return_pct": 54.98 + }, + { + "date": "2024-07-19", + "equity": 15523.57, + "return_pct": 55.24 + }, + { + "date": "2024-07-22", + "equity": 15603.26, + "return_pct": 56.03 + }, + { + "date": "2024-07-23", + "equity": 15506.99, + "return_pct": 55.07 + }, + { + "date": "2024-07-24", + "equity": 15538.66, + "return_pct": 55.39 + }, + { + "date": "2024-07-25", + "equity": 15591.5, + "return_pct": 55.92 + }, + { + "date": "2024-07-26", + "equity": 15755.89, + "return_pct": 57.56 + }, + { + "date": "2024-07-29", + "equity": 15671.84, + "return_pct": 56.72 + }, + { + "date": "2024-07-30", + "equity": 15688.15, + "return_pct": 56.88 + }, + { + "date": "2024-07-31", + "equity": 15840.17, + "return_pct": 58.4 + }, + { + "date": "2024-08-01", + "equity": 15971.97, + "return_pct": 59.72 + }, + { + "date": "2024-08-02", + "equity": 15712.31, + "return_pct": 57.12 + }, + { + "date": "2024-08-05", + "equity": 15604.34, + "return_pct": 56.04 + }, + { + "date": "2024-08-06", + "equity": 15708.72, + "return_pct": 57.09 + }, + { + "date": "2024-08-07", + "equity": 15551.08, + "return_pct": 55.51 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 23949.98, + "total_return_pct": 139.5, + "cagr_pct": 32.7, + "max_drawdown_pct": 16.8, + "sharpe": 1.59, + "trades": 154, + "win_rate": 37.0, + "avg_trade_pnl": 90.58, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4614.23, + "worst_trade_pnl": -488.85, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 93, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": -0.8 + }, + { + "year": 2023, + "return_pct": 75.9 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": -0.02 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.2 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.07 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.17 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": -0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.08 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.03 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.08 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.02 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.1 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.1 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.15 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.19 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.76 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.77 + }, + { + "date": "2022-07-21", + "equity": 10289.49, + "return_pct": 2.89 + }, + { + "date": "2022-07-22", + "equity": 10179.16, + "return_pct": 1.79 + }, + { + "date": "2022-07-25", + "equity": 10310.9, + "return_pct": 3.11 + }, + { + "date": "2022-07-26", + "equity": 10229.21, + "return_pct": 2.29 + }, + { + "date": "2022-07-27", + "equity": 10539.25, + "return_pct": 5.39 + }, + { + "date": "2022-07-28", + "equity": 10770.96, + "return_pct": 7.71 + }, + { + "date": "2022-07-29", + "equity": 11036.83, + "return_pct": 10.37 + }, + { + "date": "2022-08-01", + "equity": 10984.12, + "return_pct": 9.84 + }, + { + "date": "2022-08-02", + "equity": 10990.4, + "return_pct": 9.9 + }, + { + "date": "2022-08-03", + "equity": 10980.14, + "return_pct": 9.8 + }, + { + "date": "2022-08-04", + "equity": 10948.41, + "return_pct": 9.48 + }, + { + "date": "2022-08-05", + "equity": 11011.59, + "return_pct": 10.12 + }, + { + "date": "2022-08-08", + "equity": 11003.86, + "return_pct": 10.04 + }, + { + "date": "2022-08-09", + "equity": 10977.33, + "return_pct": 9.77 + }, + { + "date": "2022-08-10", + "equity": 11218.56, + "return_pct": 12.19 + }, + { + "date": "2022-08-11", + "equity": 11213.96, + "return_pct": 12.14 + }, + { + "date": "2022-08-12", + "equity": 11406.47, + "return_pct": 14.06 + }, + { + "date": "2022-08-15", + "equity": 11467.08, + "return_pct": 14.67 + }, + { + "date": "2022-08-16", + "equity": 11516.55, + "return_pct": 15.17 + }, + { + "date": "2022-08-17", + "equity": 11555.84, + "return_pct": 15.56 + }, + { + "date": "2022-08-18", + "equity": 11674.9, + "return_pct": 16.75 + }, + { + "date": "2022-08-19", + "equity": 11515.32, + "return_pct": 15.15 + }, + { + "date": "2022-08-22", + "equity": 11386.65, + "return_pct": 13.87 + }, + { + "date": "2022-08-23", + "equity": 11512.42, + "return_pct": 15.12 + }, + { + "date": "2022-08-24", + "equity": 11507.5, + "return_pct": 15.07 + }, + { + "date": "2022-08-25", + "equity": 11661.09, + "return_pct": 16.61 + }, + { + "date": "2022-08-26", + "equity": 11531.76, + "return_pct": 15.32 + }, + { + "date": "2022-08-29", + "equity": 11510.73, + "return_pct": 15.11 + }, + { + "date": "2022-08-30", + "equity": 11169.03, + "return_pct": 11.69 + }, + { + "date": "2022-08-31", + "equity": 11092.11, + "return_pct": 10.92 + }, + { + "date": "2022-09-01", + "equity": 10887.77, + "return_pct": 8.88 + }, + { + "date": "2022-09-02", + "equity": 11021.11, + "return_pct": 10.21 + }, + { + "date": "2022-09-06", + "equity": 10828.0, + "return_pct": 8.28 + }, + { + "date": "2022-09-07", + "equity": 10752.63, + "return_pct": 7.53 + }, + { + "date": "2022-09-08", + "equity": 10748.57, + "return_pct": 7.49 + }, + { + "date": "2022-09-09", + "equity": 10825.34, + "return_pct": 8.25 + }, + { + "date": "2022-09-12", + "equity": 11013.53, + "return_pct": 10.14 + }, + { + "date": "2022-09-13", + "equity": 10696.82, + "return_pct": 6.97 + }, + { + "date": "2022-09-14", + "equity": 10861.73, + "return_pct": 8.62 + }, + { + "date": "2022-09-15", + "equity": 10780.93, + "return_pct": 7.81 + }, + { + "date": "2022-09-16", + "equity": 10683.74, + "return_pct": 6.84 + }, + { + "date": "2022-09-19", + "equity": 10653.41, + "return_pct": 6.53 + }, + { + "date": "2022-09-20", + "equity": 10588.64, + "return_pct": 5.89 + }, + { + "date": "2022-09-21", + "equity": 10496.96, + "return_pct": 4.97 + }, + { + "date": "2022-09-22", + "equity": 10460.89, + "return_pct": 4.61 + }, + { + "date": "2022-09-23", + "equity": 10354.17, + "return_pct": 3.54 + }, + { + "date": "2022-09-26", + "equity": 10325.86, + "return_pct": 3.26 + }, + { + "date": "2022-09-27", + "equity": 10333.66, + "return_pct": 3.34 + }, + { + "date": "2022-09-28", + "equity": 10377.74, + "return_pct": 3.78 + }, + { + "date": "2022-09-29", + "equity": 10348.97, + "return_pct": 3.49 + }, + { + "date": "2022-09-30", + "equity": 10248.55, + "return_pct": 2.49 + }, + { + "date": "2022-10-03", + "equity": 10248.55, + "return_pct": 2.49 + }, + { + "date": "2022-10-04", + "equity": 10248.55, + "return_pct": 2.49 + }, + { + "date": "2022-10-05", + "equity": 10248.55, + "return_pct": 2.49 + }, + { + "date": "2022-10-06", + "equity": 10241.59, + "return_pct": 2.42 + }, + { + "date": "2022-10-07", + "equity": 10256.65, + "return_pct": 2.57 + }, + { + "date": "2022-10-10", + "equity": 10161.4, + "return_pct": 1.61 + }, + { + "date": "2022-10-11", + "equity": 10144.98, + "return_pct": 1.45 + }, + { + "date": "2022-10-12", + "equity": 10172.78, + "return_pct": 1.73 + }, + { + "date": "2022-10-13", + "equity": 10198.0, + "return_pct": 1.98 + }, + { + "date": "2022-10-14", + "equity": 10000.81, + "return_pct": 0.01 + }, + { + "date": "2022-10-17", + "equity": 10057.23, + "return_pct": 0.57 + }, + { + "date": "2022-10-18", + "equity": 10109.32, + "return_pct": 1.09 + }, + { + "date": "2022-10-19", + "equity": 10221.29, + "return_pct": 2.21 + }, + { + "date": "2022-10-20", + "equity": 10180.57, + "return_pct": 1.81 + }, + { + "date": "2022-10-21", + "equity": 10370.27, + "return_pct": 3.7 + }, + { + "date": "2022-10-24", + "equity": 10440.52, + "return_pct": 4.41 + }, + { + "date": "2022-10-25", + "equity": 10463.32, + "return_pct": 4.63 + }, + { + "date": "2022-10-26", + "equity": 10492.8, + "return_pct": 4.93 + }, + { + "date": "2022-10-27", + "equity": 10493.01, + "return_pct": 4.93 + }, + { + "date": "2022-10-28", + "equity": 10579.16, + "return_pct": 5.79 + }, + { + "date": "2022-10-31", + "equity": 10635.37, + "return_pct": 6.35 + }, + { + "date": "2022-11-01", + "equity": 10689.73, + "return_pct": 6.9 + }, + { + "date": "2022-11-02", + "equity": 10362.25, + "return_pct": 3.62 + }, + { + "date": "2022-11-03", + "equity": 10315.39, + "return_pct": 3.15 + }, + { + "date": "2022-11-04", + "equity": 10386.49, + "return_pct": 3.86 + }, + { + "date": "2022-11-07", + "equity": 10484.81, + "return_pct": 4.85 + }, + { + "date": "2022-11-08", + "equity": 10510.4, + "return_pct": 5.1 + }, + { + "date": "2022-11-09", + "equity": 10129.09, + "return_pct": 1.29 + }, + { + "date": "2022-11-10", + "equity": 10482.57, + "return_pct": 4.83 + }, + { + "date": "2022-11-11", + "equity": 10489.71, + "return_pct": 4.9 + }, + { + "date": "2022-11-14", + "equity": 10451.53, + "return_pct": 4.52 + }, + { + "date": "2022-11-15", + "equity": 10567.79, + "return_pct": 5.68 + }, + { + "date": "2022-11-16", + "equity": 10493.52, + "return_pct": 4.94 + }, + { + "date": "2022-11-17", + "equity": 10378.93, + "return_pct": 3.79 + }, + { + "date": "2022-11-18", + "equity": 10428.43, + "return_pct": 4.28 + }, + { + "date": "2022-11-21", + "equity": 10493.71, + "return_pct": 4.94 + }, + { + "date": "2022-11-22", + "equity": 10407.95, + "return_pct": 4.08 + }, + { + "date": "2022-11-23", + "equity": 10410.82, + "return_pct": 4.11 + }, + { + "date": "2022-11-25", + "equity": 10410.77, + "return_pct": 4.11 + }, + { + "date": "2022-11-28", + "equity": 10240.47, + "return_pct": 2.4 + }, + { + "date": "2022-11-29", + "equity": 10248.82, + "return_pct": 2.49 + }, + { + "date": "2022-11-30", + "equity": 10430.81, + "return_pct": 4.31 + }, + { + "date": "2022-12-01", + "equity": 10471.57, + "return_pct": 4.72 + }, + { + "date": "2022-12-02", + "equity": 10574.7, + "return_pct": 5.75 + }, + { + "date": "2022-12-05", + "equity": 10450.15, + "return_pct": 4.5 + }, + { + "date": "2022-12-06", + "equity": 10534.13, + "return_pct": 5.34 + }, + { + "date": "2022-12-07", + "equity": 10383.88, + "return_pct": 3.84 + }, + { + "date": "2022-12-08", + "equity": 10316.82, + "return_pct": 3.17 + }, + { + "date": "2022-12-09", + "equity": 10222.86, + "return_pct": 2.23 + }, + { + "date": "2022-12-12", + "equity": 10317.74, + "return_pct": 3.18 + }, + { + "date": "2022-12-13", + "equity": 10318.67, + "return_pct": 3.19 + }, + { + "date": "2022-12-14", + "equity": 10288.4, + "return_pct": 2.88 + }, + { + "date": "2022-12-15", + "equity": 10064.31, + "return_pct": 0.64 + }, + { + "date": "2022-12-16", + "equity": 9925.76, + "return_pct": -0.74 + }, + { + "date": "2022-12-19", + "equity": 9893.93, + "return_pct": -1.06 + }, + { + "date": "2022-12-20", + "equity": 9905.41, + "return_pct": -0.95 + }, + { + "date": "2022-12-21", + "equity": 9952.23, + "return_pct": -0.48 + }, + { + "date": "2022-12-22", + "equity": 9925.99, + "return_pct": -0.74 + }, + { + "date": "2022-12-23", + "equity": 9942.96, + "return_pct": -0.57 + }, + { + "date": "2022-12-27", + "equity": 9975.0, + "return_pct": -0.25 + }, + { + "date": "2022-12-28", + "equity": 9925.29, + "return_pct": -0.75 + }, + { + "date": "2022-12-29", + "equity": 9946.69, + "return_pct": -0.53 + }, + { + "date": "2022-12-30", + "equity": 9924.43, + "return_pct": -0.76 + }, + { + "date": "2023-01-03", + "equity": 9928.42, + "return_pct": -0.72 + }, + { + "date": "2023-01-04", + "equity": 9986.81, + "return_pct": -0.13 + }, + { + "date": "2023-01-05", + "equity": 10020.52, + "return_pct": 0.21 + }, + { + "date": "2023-01-06", + "equity": 10153.39, + "return_pct": 1.53 + }, + { + "date": "2023-01-09", + "equity": 10129.82, + "return_pct": 1.3 + }, + { + "date": "2023-01-10", + "equity": 10182.62, + "return_pct": 1.83 + }, + { + "date": "2023-01-11", + "equity": 10197.02, + "return_pct": 1.97 + }, + { + "date": "2023-01-12", + "equity": 10336.19, + "return_pct": 3.36 + }, + { + "date": "2023-01-13", + "equity": 10309.91, + "return_pct": 3.1 + }, + { + "date": "2023-01-17", + "equity": 10294.76, + "return_pct": 2.95 + }, + { + "date": "2023-01-18", + "equity": 10218.98, + "return_pct": 2.19 + }, + { + "date": "2023-01-19", + "equity": 10244.78, + "return_pct": 2.45 + }, + { + "date": "2023-01-20", + "equity": 10381.56, + "return_pct": 3.82 + }, + { + "date": "2023-01-23", + "equity": 10523.37, + "return_pct": 5.23 + }, + { + "date": "2023-01-24", + "equity": 10443.0, + "return_pct": 4.43 + }, + { + "date": "2023-01-25", + "equity": 10551.04, + "return_pct": 5.51 + }, + { + "date": "2023-01-26", + "equity": 10544.28, + "return_pct": 5.44 + }, + { + "date": "2023-01-27", + "equity": 10527.8, + "return_pct": 5.28 + }, + { + "date": "2023-01-30", + "equity": 10370.07, + "return_pct": 3.7 + }, + { + "date": "2023-01-31", + "equity": 10532.42, + "return_pct": 5.32 + }, + { + "date": "2023-02-01", + "equity": 10587.15, + "return_pct": 5.87 + }, + { + "date": "2023-02-02", + "equity": 10446.57, + "return_pct": 4.47 + }, + { + "date": "2023-02-03", + "equity": 10314.92, + "return_pct": 3.15 + }, + { + "date": "2023-02-06", + "equity": 10305.81, + "return_pct": 3.06 + }, + { + "date": "2023-02-07", + "equity": 10146.26, + "return_pct": 1.46 + }, + { + "date": "2023-02-08", + "equity": 10074.97, + "return_pct": 0.75 + }, + { + "date": "2023-02-09", + "equity": 10390.73, + "return_pct": 3.91 + }, + { + "date": "2023-02-10", + "equity": 10256.95, + "return_pct": 2.57 + }, + { + "date": "2023-02-13", + "equity": 10379.4, + "return_pct": 3.79 + }, + { + "date": "2023-02-14", + "equity": 10453.45, + "return_pct": 4.53 + }, + { + "date": "2023-02-15", + "equity": 10366.8, + "return_pct": 3.67 + }, + { + "date": "2023-02-16", + "equity": 10186.98, + "return_pct": 1.87 + }, + { + "date": "2023-02-17", + "equity": 10076.49, + "return_pct": 0.76 + }, + { + "date": "2023-02-21", + "equity": 9922.03, + "return_pct": -0.78 + }, + { + "date": "2023-02-22", + "equity": 9938.6, + "return_pct": -0.61 + }, + { + "date": "2023-02-23", + "equity": 9980.64, + "return_pct": -0.19 + }, + { + "date": "2023-02-24", + "equity": 9932.08, + "return_pct": -0.68 + }, + { + "date": "2023-02-27", + "equity": 9940.06, + "return_pct": -0.6 + }, + { + "date": "2023-02-28", + "equity": 9996.3, + "return_pct": -0.04 + }, + { + "date": "2023-03-01", + "equity": 10082.14, + "return_pct": 0.82 + }, + { + "date": "2023-03-02", + "equity": 10135.08, + "return_pct": 1.35 + }, + { + "date": "2023-03-03", + "equity": 10347.79, + "return_pct": 3.48 + }, + { + "date": "2023-03-06", + "equity": 10218.89, + "return_pct": 2.19 + }, + { + "date": "2023-03-07", + "equity": 10140.96, + "return_pct": 1.41 + }, + { + "date": "2023-03-08", + "equity": 10162.1, + "return_pct": 1.62 + }, + { + "date": "2023-03-09", + "equity": 9974.32, + "return_pct": -0.26 + }, + { + "date": "2023-03-10", + "equity": 9848.83, + "return_pct": -1.51 + }, + { + "date": "2023-03-13", + "equity": 9818.08, + "return_pct": -1.82 + }, + { + "date": "2023-03-14", + "equity": 9928.88, + "return_pct": -0.71 + }, + { + "date": "2023-03-15", + "equity": 9708.31, + "return_pct": -2.92 + }, + { + "date": "2023-03-16", + "equity": 9831.34, + "return_pct": -1.69 + }, + { + "date": "2023-03-17", + "equity": 9743.76, + "return_pct": -2.56 + }, + { + "date": "2023-03-20", + "equity": 9775.45, + "return_pct": -2.25 + }, + { + "date": "2023-03-21", + "equity": 9847.05, + "return_pct": -1.53 + }, + { + "date": "2023-03-22", + "equity": 9720.62, + "return_pct": -2.79 + }, + { + "date": "2023-03-23", + "equity": 9858.76, + "return_pct": -1.41 + }, + { + "date": "2023-03-24", + "equity": 9908.7, + "return_pct": -0.91 + }, + { + "date": "2023-03-27", + "equity": 9761.33, + "return_pct": -2.39 + }, + { + "date": "2023-03-28", + "equity": 9784.3, + "return_pct": -2.16 + }, + { + "date": "2023-03-29", + "equity": 9802.59, + "return_pct": -1.97 + }, + { + "date": "2023-03-30", + "equity": 9810.94, + "return_pct": -1.89 + }, + { + "date": "2023-03-31", + "equity": 9946.16, + "return_pct": -0.54 + }, + { + "date": "2023-04-03", + "equity": 9933.81, + "return_pct": -0.66 + }, + { + "date": "2023-04-04", + "equity": 9862.84, + "return_pct": -1.37 + }, + { + "date": "2023-04-05", + "equity": 10059.61, + "return_pct": 0.6 + }, + { + "date": "2023-04-06", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-04-10", + "equity": 10059.32, + "return_pct": 0.59 + }, + { + "date": "2023-04-11", + "equity": 10141.16, + "return_pct": 1.41 + }, + { + "date": "2023-04-12", + "equity": 10128.36, + "return_pct": 1.28 + }, + { + "date": "2023-04-13", + "equity": 10220.46, + "return_pct": 2.2 + }, + { + "date": "2023-04-14", + "equity": 10211.67, + "return_pct": 2.12 + }, + { + "date": "2023-04-17", + "equity": 10172.35, + "return_pct": 1.72 + }, + { + "date": "2023-04-18", + "equity": 10197.9, + "return_pct": 1.98 + }, + { + "date": "2023-04-19", + "equity": 10204.77, + "return_pct": 2.05 + }, + { + "date": "2023-04-20", + "equity": 10315.56, + "return_pct": 3.16 + }, + { + "date": "2023-04-21", + "equity": 10343.97, + "return_pct": 3.44 + }, + { + "date": "2023-04-24", + "equity": 10408.26, + "return_pct": 4.08 + }, + { + "date": "2023-04-25", + "equity": 10293.09, + "return_pct": 2.93 + }, + { + "date": "2023-04-26", + "equity": 10201.78, + "return_pct": 2.02 + }, + { + "date": "2023-04-27", + "equity": 10460.84, + "return_pct": 4.61 + }, + { + "date": "2023-04-28", + "equity": 10576.5, + "return_pct": 5.76 + }, + { + "date": "2023-05-01", + "equity": 10569.73, + "return_pct": 5.7 + }, + { + "date": "2023-05-02", + "equity": 10514.07, + "return_pct": 5.14 + }, + { + "date": "2023-05-03", + "equity": 10501.09, + "return_pct": 5.01 + }, + { + "date": "2023-05-04", + "equity": 10552.92, + "return_pct": 5.53 + }, + { + "date": "2023-05-05", + "equity": 10663.24, + "return_pct": 6.63 + }, + { + "date": "2023-05-08", + "equity": 10730.88, + "return_pct": 7.31 + }, + { + "date": "2023-05-09", + "equity": 10661.03, + "return_pct": 6.61 + }, + { + "date": "2023-05-10", + "equity": 10742.93, + "return_pct": 7.43 + }, + { + "date": "2023-05-11", + "equity": 10662.01, + "return_pct": 6.62 + }, + { + "date": "2023-05-12", + "equity": 10627.14, + "return_pct": 6.27 + }, + { + "date": "2023-05-15", + "equity": 10638.3, + "return_pct": 6.38 + }, + { + "date": "2023-05-16", + "equity": 10566.86, + "return_pct": 5.67 + }, + { + "date": "2023-05-17", + "equity": 10736.19, + "return_pct": 7.36 + }, + { + "date": "2023-05-18", + "equity": 11133.57, + "return_pct": 11.34 + }, + { + "date": "2023-05-19", + "equity": 11139.01, + "return_pct": 11.39 + }, + { + "date": "2023-05-22", + "equity": 11191.18, + "return_pct": 11.91 + }, + { + "date": "2023-05-23", + "equity": 11217.44, + "return_pct": 12.17 + }, + { + "date": "2023-05-24", + "equity": 11061.74, + "return_pct": 10.62 + }, + { + "date": "2023-05-25", + "equity": 11688.87, + "return_pct": 16.89 + }, + { + "date": "2023-05-26", + "equity": 11948.67, + "return_pct": 19.49 + }, + { + "date": "2023-05-30", + "equity": 12176.31, + "return_pct": 21.76 + }, + { + "date": "2023-05-31", + "equity": 12042.13, + "return_pct": 20.42 + }, + { + "date": "2023-06-01", + "equity": 12412.23, + "return_pct": 24.12 + }, + { + "date": "2023-06-02", + "equity": 12395.31, + "return_pct": 23.95 + }, + { + "date": "2023-06-05", + "equity": 12509.18, + "return_pct": 25.09 + }, + { + "date": "2023-06-06", + "equity": 12479.45, + "return_pct": 24.79 + }, + { + "date": "2023-06-07", + "equity": 12188.65, + "return_pct": 21.89 + }, + { + "date": "2023-06-08", + "equity": 12431.26, + "return_pct": 24.31 + }, + { + "date": "2023-06-09", + "equity": 12496.59, + "return_pct": 24.97 + }, + { + "date": "2023-06-12", + "equity": 12703.36, + "return_pct": 27.03 + }, + { + "date": "2023-06-13", + "equity": 12952.91, + "return_pct": 29.53 + }, + { + "date": "2023-06-14", + "equity": 13052.59, + "return_pct": 30.53 + }, + { + "date": "2023-06-15", + "equity": 13376.97, + "return_pct": 33.77 + }, + { + "date": "2023-06-16", + "equity": 13273.36, + "return_pct": 32.73 + }, + { + "date": "2023-06-20", + "equity": 13112.68, + "return_pct": 31.13 + }, + { + "date": "2023-06-21", + "equity": 12960.52, + "return_pct": 29.61 + }, + { + "date": "2023-06-22", + "equity": 12886.69, + "return_pct": 28.87 + }, + { + "date": "2023-06-23", + "equity": 12824.0, + "return_pct": 28.24 + }, + { + "date": "2023-06-26", + "equity": 12649.26, + "return_pct": 26.49 + }, + { + "date": "2023-06-27", + "equity": 13026.57, + "return_pct": 30.27 + }, + { + "date": "2023-06-28", + "equity": 13148.13, + "return_pct": 31.48 + }, + { + "date": "2023-06-29", + "equity": 13172.58, + "return_pct": 31.73 + }, + { + "date": "2023-06-30", + "equity": 13328.84, + "return_pct": 33.29 + }, + { + "date": "2023-07-03", + "equity": 13498.93, + "return_pct": 34.99 + }, + { + "date": "2023-07-05", + "equity": 13448.4, + "return_pct": 34.48 + }, + { + "date": "2023-07-06", + "equity": 13257.58, + "return_pct": 32.58 + }, + { + "date": "2023-07-07", + "equity": 13534.87, + "return_pct": 35.35 + }, + { + "date": "2023-07-10", + "equity": 13959.7, + "return_pct": 39.6 + }, + { + "date": "2023-07-11", + "equity": 14060.04, + "return_pct": 40.6 + }, + { + "date": "2023-07-12", + "equity": 14248.95, + "return_pct": 42.49 + }, + { + "date": "2023-07-13", + "equity": 14564.37, + "return_pct": 45.64 + }, + { + "date": "2023-07-14", + "equity": 14498.64, + "return_pct": 44.99 + }, + { + "date": "2023-07-17", + "equity": 14374.24, + "return_pct": 43.74 + }, + { + "date": "2023-07-18", + "equity": 14526.99, + "return_pct": 45.27 + }, + { + "date": "2023-07-19", + "equity": 14914.45, + "return_pct": 49.14 + }, + { + "date": "2023-07-20", + "equity": 14506.15, + "return_pct": 45.06 + }, + { + "date": "2023-07-21", + "equity": 14381.07, + "return_pct": 43.81 + }, + { + "date": "2023-07-24", + "equity": 14429.38, + "return_pct": 44.29 + }, + { + "date": "2023-07-25", + "equity": 14465.02, + "return_pct": 44.65 + }, + { + "date": "2023-07-26", + "equity": 14670.78, + "return_pct": 46.71 + }, + { + "date": "2023-07-27", + "equity": 14613.38, + "return_pct": 46.13 + }, + { + "date": "2023-07-28", + "equity": 14920.68, + "return_pct": 49.21 + }, + { + "date": "2023-07-31", + "equity": 15047.32, + "return_pct": 50.47 + }, + { + "date": "2023-08-01", + "equity": 14971.73, + "return_pct": 49.72 + }, + { + "date": "2023-08-02", + "equity": 15497.03, + "return_pct": 54.97 + }, + { + "date": "2023-08-03", + "equity": 15350.18, + "return_pct": 53.5 + }, + { + "date": "2023-08-04", + "equity": 15158.24, + "return_pct": 51.58 + }, + { + "date": "2023-08-07", + "equity": 15310.2, + "return_pct": 53.1 + }, + { + "date": "2023-08-08", + "equity": 15245.02, + "return_pct": 52.45 + }, + { + "date": "2023-08-09", + "equity": 15048.82, + "return_pct": 50.49 + }, + { + "date": "2023-08-10", + "equity": 15043.84, + "return_pct": 50.44 + }, + { + "date": "2023-08-11", + "equity": 14957.44, + "return_pct": 49.57 + }, + { + "date": "2023-08-14", + "equity": 14963.57, + "return_pct": 49.64 + }, + { + "date": "2023-08-15", + "equity": 14880.74, + "return_pct": 48.81 + }, + { + "date": "2023-08-16", + "equity": 14795.58, + "return_pct": 47.96 + }, + { + "date": "2023-08-17", + "equity": 14778.39, + "return_pct": 47.78 + }, + { + "date": "2023-08-18", + "equity": 14778.39, + "return_pct": 47.78 + }, + { + "date": "2023-08-21", + "equity": 14778.39, + "return_pct": 47.78 + }, + { + "date": "2023-08-22", + "equity": 14778.39, + "return_pct": 47.78 + }, + { + "date": "2023-08-23", + "equity": 14772.48, + "return_pct": 47.72 + }, + { + "date": "2023-08-24", + "equity": 14577.72, + "return_pct": 45.78 + }, + { + "date": "2023-08-25", + "equity": 14613.43, + "return_pct": 46.13 + }, + { + "date": "2023-08-28", + "equity": 14647.06, + "return_pct": 46.47 + }, + { + "date": "2023-08-29", + "equity": 14712.42, + "return_pct": 47.12 + }, + { + "date": "2023-08-30", + "equity": 14796.22, + "return_pct": 47.96 + }, + { + "date": "2023-08-31", + "equity": 14832.2, + "return_pct": 48.32 + }, + { + "date": "2023-09-01", + "equity": 14918.51, + "return_pct": 49.19 + }, + { + "date": "2023-09-05", + "equity": 14798.44, + "return_pct": 47.98 + }, + { + "date": "2023-09-06", + "equity": 14840.91, + "return_pct": 48.41 + }, + { + "date": "2023-09-07", + "equity": 14679.04, + "return_pct": 46.79 + }, + { + "date": "2023-09-08", + "equity": 14659.79, + "return_pct": 46.6 + }, + { + "date": "2023-09-11", + "equity": 14856.81, + "return_pct": 48.57 + }, + { + "date": "2023-09-12", + "equity": 14644.86, + "return_pct": 46.45 + }, + { + "date": "2023-09-13", + "equity": 14493.56, + "return_pct": 44.94 + }, + { + "date": "2023-09-14", + "equity": 14686.37, + "return_pct": 46.86 + }, + { + "date": "2023-09-15", + "equity": 14337.99, + "return_pct": 43.38 + }, + { + "date": "2023-09-18", + "equity": 14270.77, + "return_pct": 42.71 + }, + { + "date": "2023-09-19", + "equity": 14046.37, + "return_pct": 40.46 + }, + { + "date": "2023-09-20", + "equity": 13938.66, + "return_pct": 39.39 + }, + { + "date": "2023-09-21", + "equity": 13823.94, + "return_pct": 38.24 + }, + { + "date": "2023-09-22", + "equity": 13813.47, + "return_pct": 38.13 + }, + { + "date": "2023-09-25", + "equity": 13781.31, + "return_pct": 37.81 + }, + { + "date": "2023-09-26", + "equity": 13740.13, + "return_pct": 37.4 + }, + { + "date": "2023-09-27", + "equity": 13740.13, + "return_pct": 37.4 + }, + { + "date": "2023-09-28", + "equity": 13731.12, + "return_pct": 37.31 + }, + { + "date": "2023-09-29", + "equity": 13786.86, + "return_pct": 37.87 + }, + { + "date": "2023-10-02", + "equity": 13899.24, + "return_pct": 38.99 + }, + { + "date": "2023-10-03", + "equity": 13611.4, + "return_pct": 36.11 + }, + { + "date": "2023-10-04", + "equity": 13824.5, + "return_pct": 38.25 + }, + { + "date": "2023-10-05", + "equity": 13881.73, + "return_pct": 38.82 + }, + { + "date": "2023-10-06", + "equity": 14118.58, + "return_pct": 41.19 + }, + { + "date": "2023-10-09", + "equity": 14277.58, + "return_pct": 42.78 + }, + { + "date": "2023-10-10", + "equity": 14483.05, + "return_pct": 44.83 + }, + { + "date": "2023-10-11", + "equity": 14561.61, + "return_pct": 45.62 + }, + { + "date": "2023-10-12", + "equity": 14308.55, + "return_pct": 43.09 + }, + { + "date": "2023-10-13", + "equity": 13946.63, + "return_pct": 39.47 + }, + { + "date": "2023-10-16", + "equity": 14024.28, + "return_pct": 40.24 + }, + { + "date": "2023-10-17", + "equity": 14249.84, + "return_pct": 42.5 + }, + { + "date": "2023-10-18", + "equity": 13928.88, + "return_pct": 39.29 + }, + { + "date": "2023-10-19", + "equity": 13681.35, + "return_pct": 36.81 + }, + { + "date": "2023-10-20", + "equity": 13360.6, + "return_pct": 33.61 + }, + { + "date": "2023-10-23", + "equity": 13597.65, + "return_pct": 35.98 + }, + { + "date": "2023-10-24", + "equity": 13933.29, + "return_pct": 39.33 + }, + { + "date": "2023-10-25", + "equity": 13720.69, + "return_pct": 37.21 + }, + { + "date": "2023-10-26", + "equity": 13446.86, + "return_pct": 34.47 + }, + { + "date": "2023-10-27", + "equity": 13322.0, + "return_pct": 33.22 + }, + { + "date": "2023-10-30", + "equity": 13458.36, + "return_pct": 34.58 + }, + { + "date": "2023-10-31", + "equity": 13465.18, + "return_pct": 34.65 + }, + { + "date": "2023-11-01", + "equity": 13495.1, + "return_pct": 34.95 + }, + { + "date": "2023-11-02", + "equity": 13772.25, + "return_pct": 37.72 + }, + { + "date": "2023-11-03", + "equity": 14015.37, + "return_pct": 40.15 + }, + { + "date": "2023-11-06", + "equity": 14034.43, + "return_pct": 40.34 + }, + { + "date": "2023-11-07", + "equity": 14092.78, + "return_pct": 40.93 + }, + { + "date": "2023-11-08", + "equity": 14067.67, + "return_pct": 40.68 + }, + { + "date": "2023-11-09", + "equity": 14063.65, + "return_pct": 40.64 + }, + { + "date": "2023-11-10", + "equity": 14372.53, + "return_pct": 43.73 + }, + { + "date": "2023-11-13", + "equity": 14332.83, + "return_pct": 43.33 + }, + { + "date": "2023-11-14", + "equity": 14639.13, + "return_pct": 46.39 + }, + { + "date": "2023-11-15", + "equity": 14725.98, + "return_pct": 47.26 + }, + { + "date": "2023-11-16", + "equity": 14703.6, + "return_pct": 47.04 + }, + { + "date": "2023-11-17", + "equity": 14749.85, + "return_pct": 47.5 + }, + { + "date": "2023-11-20", + "equity": 14997.98, + "return_pct": 49.98 + }, + { + "date": "2023-11-21", + "equity": 14856.38, + "return_pct": 48.56 + }, + { + "date": "2023-11-22", + "equity": 15009.65, + "return_pct": 50.1 + }, + { + "date": "2023-11-24", + "equity": 15045.12, + "return_pct": 50.45 + }, + { + "date": "2023-11-27", + "equity": 14895.17, + "return_pct": 48.95 + }, + { + "date": "2023-11-28", + "equity": 14874.91, + "return_pct": 48.75 + }, + { + "date": "2023-11-29", + "equity": 14727.63, + "return_pct": 47.28 + }, + { + "date": "2023-11-30", + "equity": 14591.39, + "return_pct": 45.91 + }, + { + "date": "2023-12-01", + "equity": 14785.24, + "return_pct": 47.85 + }, + { + "date": "2023-12-04", + "equity": 15066.65, + "return_pct": 50.67 + }, + { + "date": "2023-12-05", + "equity": 15148.25, + "return_pct": 51.48 + }, + { + "date": "2023-12-06", + "equity": 14981.04, + "return_pct": 49.81 + }, + { + "date": "2023-12-07", + "equity": 15439.56, + "return_pct": 54.4 + }, + { + "date": "2023-12-08", + "equity": 15890.02, + "return_pct": 58.9 + }, + { + "date": "2023-12-11", + "equity": 15677.49, + "return_pct": 56.77 + }, + { + "date": "2023-12-12", + "equity": 15864.36, + "return_pct": 58.64 + }, + { + "date": "2023-12-13", + "equity": 16446.08, + "return_pct": 64.46 + }, + { + "date": "2023-12-14", + "equity": 16924.6, + "return_pct": 69.25 + }, + { + "date": "2023-12-15", + "equity": 16735.34, + "return_pct": 67.35 + }, + { + "date": "2023-12-18", + "equity": 17137.7, + "return_pct": 71.38 + }, + { + "date": "2023-12-19", + "equity": 17362.43, + "return_pct": 73.62 + }, + { + "date": "2023-12-20", + "equity": 16934.17, + "return_pct": 69.34 + }, + { + "date": "2023-12-21", + "equity": 17362.85, + "return_pct": 73.63 + }, + { + "date": "2023-12-22", + "equity": 17361.51, + "return_pct": 73.62 + }, + { + "date": "2023-12-26", + "equity": 17361.66, + "return_pct": 73.62 + }, + { + "date": "2023-12-27", + "equity": 17921.92, + "return_pct": 79.22 + }, + { + "date": "2023-12-28", + "equity": 17962.7, + "return_pct": 79.63 + }, + { + "date": "2023-12-29", + "equity": 17453.98, + "return_pct": 74.54 + }, + { + "date": "2024-01-02", + "equity": 16881.7, + "return_pct": 68.82 + }, + { + "date": "2024-01-03", + "equity": 16366.1, + "return_pct": 63.66 + }, + { + "date": "2024-01-04", + "equity": 16615.14, + "return_pct": 66.15 + }, + { + "date": "2024-01-05", + "equity": 16631.43, + "return_pct": 66.31 + }, + { + "date": "2024-01-08", + "equity": 17090.41, + "return_pct": 70.9 + }, + { + "date": "2024-01-09", + "equity": 17095.96, + "return_pct": 70.96 + }, + { + "date": "2024-01-10", + "equity": 17102.19, + "return_pct": 71.02 + }, + { + "date": "2024-01-11", + "equity": 16762.27, + "return_pct": 67.62 + }, + { + "date": "2024-01-12", + "equity": 16288.32, + "return_pct": 62.88 + }, + { + "date": "2024-01-16", + "equity": 16448.91, + "return_pct": 64.49 + }, + { + "date": "2024-01-17", + "equity": 16414.78, + "return_pct": 64.15 + }, + { + "date": "2024-01-18", + "equity": 16506.64, + "return_pct": 65.07 + }, + { + "date": "2024-01-19", + "equity": 17517.0, + "return_pct": 75.17 + }, + { + "date": "2024-01-22", + "equity": 17741.87, + "return_pct": 77.42 + }, + { + "date": "2024-01-23", + "equity": 17982.13, + "return_pct": 79.82 + }, + { + "date": "2024-01-24", + "equity": 18140.79, + "return_pct": 81.41 + }, + { + "date": "2024-01-25", + "equity": 18460.15, + "return_pct": 84.6 + }, + { + "date": "2024-01-26", + "equity": 17953.51, + "return_pct": 79.54 + }, + { + "date": "2024-01-29", + "equity": 18443.74, + "return_pct": 84.44 + }, + { + "date": "2024-01-30", + "equity": 18159.75, + "return_pct": 81.6 + }, + { + "date": "2024-01-31", + "equity": 18051.52, + "return_pct": 80.52 + }, + { + "date": "2024-02-01", + "equity": 18566.19, + "return_pct": 85.66 + }, + { + "date": "2024-02-02", + "equity": 19295.11, + "return_pct": 92.95 + }, + { + "date": "2024-02-05", + "equity": 19804.14, + "return_pct": 98.04 + }, + { + "date": "2024-02-06", + "equity": 19771.62, + "return_pct": 97.72 + }, + { + "date": "2024-02-07", + "equity": 19932.29, + "return_pct": 99.32 + }, + { + "date": "2024-02-08", + "equity": 20140.63, + "return_pct": 101.41 + }, + { + "date": "2024-02-09", + "equity": 20523.04, + "return_pct": 105.23 + }, + { + "date": "2024-02-12", + "equity": 20828.55, + "return_pct": 108.29 + }, + { + "date": "2024-02-13", + "equity": 20526.75, + "return_pct": 105.27 + }, + { + "date": "2024-02-14", + "equity": 21497.12, + "return_pct": 114.97 + }, + { + "date": "2024-02-15", + "equity": 22126.99, + "return_pct": 121.27 + }, + { + "date": "2024-02-16", + "equity": 21419.2, + "return_pct": 114.19 + }, + { + "date": "2024-02-20", + "equity": 21136.53, + "return_pct": 111.37 + }, + { + "date": "2024-02-21", + "equity": 20702.81, + "return_pct": 107.03 + }, + { + "date": "2024-02-22", + "equity": 21155.19, + "return_pct": 111.55 + }, + { + "date": "2024-02-23", + "equity": 21754.08, + "return_pct": 117.54 + }, + { + "date": "2024-02-26", + "equity": 22275.35, + "return_pct": 122.75 + }, + { + "date": "2024-02-27", + "equity": 22839.91, + "return_pct": 128.4 + }, + { + "date": "2024-02-28", + "equity": 22605.2, + "return_pct": 126.05 + }, + { + "date": "2024-02-29", + "equity": 22815.44, + "return_pct": 128.15 + }, + { + "date": "2024-03-01", + "equity": 23507.71, + "return_pct": 135.08 + }, + { + "date": "2024-03-04", + "equity": 23836.62, + "return_pct": 138.37 + }, + { + "date": "2024-03-05", + "equity": 23120.56, + "return_pct": 131.21 + }, + { + "date": "2024-03-06", + "equity": 23889.85, + "return_pct": 138.9 + }, + { + "date": "2024-03-07", + "equity": 24083.96, + "return_pct": 140.84 + }, + { + "date": "2024-03-08", + "equity": 24312.62, + "return_pct": 143.13 + }, + { + "date": "2024-03-11", + "equity": 23650.67, + "return_pct": 136.51 + }, + { + "date": "2024-03-12", + "equity": 23734.23, + "return_pct": 137.34 + }, + { + "date": "2024-03-13", + "equity": 23909.59, + "return_pct": 139.1 + }, + { + "date": "2024-03-14", + "equity": 23405.41, + "return_pct": 134.05 + }, + { + "date": "2024-03-15", + "equity": 23339.47, + "return_pct": 133.39 + }, + { + "date": "2024-03-18", + "equity": 23554.83, + "return_pct": 135.55 + }, + { + "date": "2024-03-19", + "equity": 23332.17, + "return_pct": 133.32 + }, + { + "date": "2024-03-20", + "equity": 24406.47, + "return_pct": 144.06 + }, + { + "date": "2024-03-21", + "equity": 24638.46, + "return_pct": 146.38 + }, + { + "date": "2024-03-22", + "equity": 24341.74, + "return_pct": 143.42 + }, + { + "date": "2024-03-25", + "equity": 24901.72, + "return_pct": 149.02 + }, + { + "date": "2024-03-26", + "equity": 24977.25, + "return_pct": 149.77 + }, + { + "date": "2024-03-27", + "equity": 24416.3, + "return_pct": 144.16 + }, + { + "date": "2024-03-28", + "equity": 24428.03, + "return_pct": 144.28 + }, + { + "date": "2024-04-01", + "equity": 24685.67, + "return_pct": 146.86 + }, + { + "date": "2024-04-02", + "equity": 24201.47, + "return_pct": 142.01 + }, + { + "date": "2024-04-03", + "equity": 24876.75, + "return_pct": 148.77 + }, + { + "date": "2024-04-04", + "equity": 24524.75, + "return_pct": 145.25 + }, + { + "date": "2024-04-05", + "equity": 25219.58, + "return_pct": 152.2 + }, + { + "date": "2024-04-08", + "equity": 25019.38, + "return_pct": 150.19 + }, + { + "date": "2024-04-09", + "equity": 24725.71, + "return_pct": 147.26 + }, + { + "date": "2024-04-10", + "equity": 24560.61, + "return_pct": 145.61 + }, + { + "date": "2024-04-11", + "equity": 24983.42, + "return_pct": 149.83 + }, + { + "date": "2024-04-12", + "equity": 24222.76, + "return_pct": 142.23 + }, + { + "date": "2024-04-15", + "equity": 23712.47, + "return_pct": 137.12 + }, + { + "date": "2024-04-16", + "equity": 23989.6, + "return_pct": 139.9 + }, + { + "date": "2024-04-17", + "equity": 23645.81, + "return_pct": 136.46 + }, + { + "date": "2024-04-18", + "equity": 23585.6, + "return_pct": 135.86 + }, + { + "date": "2024-04-19", + "equity": 22976.81, + "return_pct": 129.77 + }, + { + "date": "2024-04-22", + "equity": 23000.84, + "return_pct": 130.01 + }, + { + "date": "2024-04-23", + "equity": 23183.4, + "return_pct": 131.83 + }, + { + "date": "2024-04-24", + "equity": 23167.98, + "return_pct": 131.68 + }, + { + "date": "2024-04-25", + "equity": 23336.91, + "return_pct": 133.37 + }, + { + "date": "2024-04-26", + "equity": 23323.45, + "return_pct": 133.23 + }, + { + "date": "2024-04-29", + "equity": 23555.25, + "return_pct": 135.55 + }, + { + "date": "2024-04-30", + "equity": 23177.28, + "return_pct": 131.77 + }, + { + "date": "2024-05-01", + "equity": 22848.06, + "return_pct": 128.48 + }, + { + "date": "2024-05-02", + "equity": 24131.4, + "return_pct": 141.31 + }, + { + "date": "2024-05-03", + "equity": 24488.04, + "return_pct": 144.88 + }, + { + "date": "2024-05-06", + "equity": 25213.38, + "return_pct": 152.13 + }, + { + "date": "2024-05-07", + "equity": 24440.74, + "return_pct": 144.41 + }, + { + "date": "2024-05-08", + "equity": 24337.66, + "return_pct": 143.38 + }, + { + "date": "2024-05-09", + "equity": 24878.54, + "return_pct": 148.79 + }, + { + "date": "2024-05-10", + "equity": 24916.51, + "return_pct": 149.17 + }, + { + "date": "2024-05-13", + "equity": 24845.81, + "return_pct": 148.46 + }, + { + "date": "2024-05-14", + "equity": 25124.46, + "return_pct": 151.24 + }, + { + "date": "2024-05-15", + "equity": 25679.29, + "return_pct": 156.79 + }, + { + "date": "2024-05-16", + "equity": 25445.78, + "return_pct": 154.46 + }, + { + "date": "2024-05-17", + "equity": 25530.9, + "return_pct": 155.31 + }, + { + "date": "2024-05-20", + "equity": 25844.68, + "return_pct": 158.45 + }, + { + "date": "2024-05-21", + "equity": 25526.4, + "return_pct": 155.26 + }, + { + "date": "2024-05-22", + "equity": 25219.68, + "return_pct": 152.2 + }, + { + "date": "2024-05-23", + "equity": 24976.31, + "return_pct": 149.76 + }, + { + "date": "2024-05-24", + "equity": 25917.22, + "return_pct": 159.17 + }, + { + "date": "2024-05-28", + "equity": 25788.44, + "return_pct": 157.88 + }, + { + "date": "2024-05-29", + "equity": 25802.2, + "return_pct": 158.02 + }, + { + "date": "2024-05-30", + "equity": 24998.61, + "return_pct": 149.99 + }, + { + "date": "2024-05-31", + "equity": 24917.4, + "return_pct": 149.17 + }, + { + "date": "2024-06-03", + "equity": 24945.64, + "return_pct": 149.46 + }, + { + "date": "2024-06-04", + "equity": 24723.95, + "return_pct": 147.24 + }, + { + "date": "2024-06-05", + "equity": 25036.35, + "return_pct": 150.36 + }, + { + "date": "2024-06-06", + "equity": 24929.53, + "return_pct": 149.3 + }, + { + "date": "2024-06-07", + "equity": 24933.17, + "return_pct": 149.33 + }, + { + "date": "2024-06-10", + "equity": 25316.01, + "return_pct": 153.16 + }, + { + "date": "2024-06-11", + "equity": 25281.11, + "return_pct": 152.81 + }, + { + "date": "2024-06-12", + "equity": 25462.11, + "return_pct": 154.62 + }, + { + "date": "2024-06-13", + "equity": 25297.11, + "return_pct": 152.97 + }, + { + "date": "2024-06-14", + "equity": 25127.07, + "return_pct": 151.27 + }, + { + "date": "2024-06-17", + "equity": 25069.55, + "return_pct": 150.7 + }, + { + "date": "2024-06-18", + "equity": 24908.9, + "return_pct": 149.09 + }, + { + "date": "2024-06-20", + "equity": 24617.29, + "return_pct": 146.17 + }, + { + "date": "2024-06-21", + "equity": 24384.56, + "return_pct": 143.85 + }, + { + "date": "2024-06-24", + "equity": 24061.26, + "return_pct": 140.61 + }, + { + "date": "2024-06-25", + "equity": 24228.37, + "return_pct": 142.28 + }, + { + "date": "2024-06-26", + "equity": 24070.91, + "return_pct": 140.71 + }, + { + "date": "2024-06-27", + "equity": 23940.72, + "return_pct": 139.41 + }, + { + "date": "2024-06-28", + "equity": 23700.25, + "return_pct": 137.0 + }, + { + "date": "2024-07-01", + "equity": 23408.73, + "return_pct": 134.09 + }, + { + "date": "2024-07-02", + "equity": 23507.09, + "return_pct": 135.07 + }, + { + "date": "2024-07-03", + "equity": 23560.68, + "return_pct": 135.61 + }, + { + "date": "2024-07-05", + "equity": 23562.88, + "return_pct": 135.63 + }, + { + "date": "2024-07-08", + "equity": 23450.64, + "return_pct": 134.51 + }, + { + "date": "2024-07-09", + "equity": 23636.52, + "return_pct": 136.37 + }, + { + "date": "2024-07-10", + "equity": 23896.57, + "return_pct": 138.97 + }, + { + "date": "2024-07-11", + "equity": 23990.35, + "return_pct": 139.9 + }, + { + "date": "2024-07-12", + "equity": 24253.27, + "return_pct": 142.53 + }, + { + "date": "2024-07-15", + "equity": 24789.34, + "return_pct": 147.89 + }, + { + "date": "2024-07-16", + "equity": 25009.19, + "return_pct": 150.09 + }, + { + "date": "2024-07-17", + "equity": 24277.32, + "return_pct": 142.77 + }, + { + "date": "2024-07-18", + "equity": 23867.84, + "return_pct": 138.68 + }, + { + "date": "2024-07-19", + "equity": 23907.61, + "return_pct": 139.08 + }, + { + "date": "2024-07-22", + "equity": 24030.34, + "return_pct": 140.3 + }, + { + "date": "2024-07-23", + "equity": 23882.09, + "return_pct": 138.82 + }, + { + "date": "2024-07-24", + "equity": 23930.86, + "return_pct": 139.31 + }, + { + "date": "2024-07-25", + "equity": 24012.23, + "return_pct": 140.12 + }, + { + "date": "2024-07-26", + "equity": 24265.41, + "return_pct": 142.65 + }, + { + "date": "2024-07-29", + "equity": 24135.96, + "return_pct": 141.36 + }, + { + "date": "2024-07-30", + "equity": 24161.08, + "return_pct": 141.61 + }, + { + "date": "2024-07-31", + "equity": 24395.2, + "return_pct": 143.95 + }, + { + "date": "2024-08-01", + "equity": 24598.19, + "return_pct": 145.98 + }, + { + "date": "2024-08-02", + "equity": 24198.29, + "return_pct": 141.98 + }, + { + "date": "2024-08-05", + "equity": 24032.01, + "return_pct": 140.32 + }, + { + "date": "2024-08-06", + "equity": 24192.77, + "return_pct": 141.93 + }, + { + "date": "2024-08-07", + "equity": 23949.98, + "return_pct": 139.5 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 23949.98, + "total_return_pct": 139.5, + "cagr_pct": 51.2, + "max_drawdown_pct": 16.8, + "sharpe": 1.92, + "trades": 154, + "win_rate": 37.0, + "avg_trade_pnl": 90.58, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4614.23, + "worst_trade_pnl": -488.85, + "avg_hold_days": 17.3, + "exit_reasons": { + "stop": 93, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.7 + }, + { + "year": 2023, + "return_pct": 75.9 + }, + { + "year": 2024, + "return_pct": 37.2 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.22 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.09 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.17 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.19 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": 0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.06 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.05 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.1 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.0 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.08 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.17 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.21 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.78 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.79 + }, + { + "date": "2022-07-21", + "equity": 10289.49, + "return_pct": 2.92 + }, + { + "date": "2022-07-22", + "equity": 10179.16, + "return_pct": 1.81 + }, + { + "date": "2022-07-25", + "equity": 10310.9, + "return_pct": 3.13 + }, + { + "date": "2022-07-26", + "equity": 10229.21, + "return_pct": 2.31 + }, + { + "date": "2022-07-27", + "equity": 10539.25, + "return_pct": 5.41 + }, + { + "date": "2022-07-28", + "equity": 10770.96, + "return_pct": 7.73 + }, + { + "date": "2022-07-29", + "equity": 11036.83, + "return_pct": 10.39 + }, + { + "date": "2022-08-01", + "equity": 10984.12, + "return_pct": 9.86 + }, + { + "date": "2022-08-02", + "equity": 10990.4, + "return_pct": 9.93 + }, + { + "date": "2022-08-03", + "equity": 10980.14, + "return_pct": 9.82 + }, + { + "date": "2022-08-04", + "equity": 10948.41, + "return_pct": 9.51 + }, + { + "date": "2022-08-05", + "equity": 11011.59, + "return_pct": 10.14 + }, + { + "date": "2022-08-08", + "equity": 11003.86, + "return_pct": 10.06 + }, + { + "date": "2022-08-09", + "equity": 10977.33, + "return_pct": 9.8 + }, + { + "date": "2022-08-10", + "equity": 11218.56, + "return_pct": 12.21 + }, + { + "date": "2022-08-11", + "equity": 11213.96, + "return_pct": 12.16 + }, + { + "date": "2022-08-12", + "equity": 11406.47, + "return_pct": 14.09 + }, + { + "date": "2022-08-15", + "equity": 11467.08, + "return_pct": 14.69 + }, + { + "date": "2022-08-16", + "equity": 11516.55, + "return_pct": 15.19 + }, + { + "date": "2022-08-17", + "equity": 11555.84, + "return_pct": 15.58 + }, + { + "date": "2022-08-18", + "equity": 11674.9, + "return_pct": 16.77 + }, + { + "date": "2022-08-19", + "equity": 11515.32, + "return_pct": 15.18 + }, + { + "date": "2022-08-22", + "equity": 11386.65, + "return_pct": 13.89 + }, + { + "date": "2022-08-23", + "equity": 11512.42, + "return_pct": 15.15 + }, + { + "date": "2022-08-24", + "equity": 11507.5, + "return_pct": 15.1 + }, + { + "date": "2022-08-25", + "equity": 11661.09, + "return_pct": 16.63 + }, + { + "date": "2022-08-26", + "equity": 11531.76, + "return_pct": 15.34 + }, + { + "date": "2022-08-29", + "equity": 11510.73, + "return_pct": 15.13 + }, + { + "date": "2022-08-30", + "equity": 11169.03, + "return_pct": 11.71 + }, + { + "date": "2022-08-31", + "equity": 11092.11, + "return_pct": 10.94 + }, + { + "date": "2022-09-01", + "equity": 10887.77, + "return_pct": 8.9 + }, + { + "date": "2022-09-02", + "equity": 11021.11, + "return_pct": 10.23 + }, + { + "date": "2022-09-06", + "equity": 10828.0, + "return_pct": 8.3 + }, + { + "date": "2022-09-07", + "equity": 10752.63, + "return_pct": 7.55 + }, + { + "date": "2022-09-08", + "equity": 10748.57, + "return_pct": 7.51 + }, + { + "date": "2022-09-09", + "equity": 10825.34, + "return_pct": 8.28 + }, + { + "date": "2022-09-12", + "equity": 11013.53, + "return_pct": 10.16 + }, + { + "date": "2022-09-13", + "equity": 10696.82, + "return_pct": 6.99 + }, + { + "date": "2022-09-14", + "equity": 10861.73, + "return_pct": 8.64 + }, + { + "date": "2022-09-15", + "equity": 10780.93, + "return_pct": 7.83 + }, + { + "date": "2022-09-16", + "equity": 10683.74, + "return_pct": 6.86 + }, + { + "date": "2022-09-19", + "equity": 10653.41, + "return_pct": 6.56 + }, + { + "date": "2022-09-20", + "equity": 10588.64, + "return_pct": 5.91 + }, + { + "date": "2022-09-21", + "equity": 10496.96, + "return_pct": 4.99 + }, + { + "date": "2022-09-22", + "equity": 10460.89, + "return_pct": 4.63 + }, + { + "date": "2022-09-23", + "equity": 10354.17, + "return_pct": 3.56 + }, + { + "date": "2022-09-26", + "equity": 10325.86, + "return_pct": 3.28 + }, + { + "date": "2022-09-27", + "equity": 10333.66, + "return_pct": 3.36 + }, + { + "date": "2022-09-28", + "equity": 10377.74, + "return_pct": 3.8 + }, + { + "date": "2022-09-29", + "equity": 10348.97, + "return_pct": 3.51 + }, + { + "date": "2022-09-30", + "equity": 10248.55, + "return_pct": 2.51 + }, + { + "date": "2022-10-03", + "equity": 10248.55, + "return_pct": 2.51 + }, + { + "date": "2022-10-04", + "equity": 10248.55, + "return_pct": 2.51 + }, + { + "date": "2022-10-05", + "equity": 10248.55, + "return_pct": 2.51 + }, + { + "date": "2022-10-06", + "equity": 10241.59, + "return_pct": 2.44 + }, + { + "date": "2022-10-07", + "equity": 10256.65, + "return_pct": 2.59 + }, + { + "date": "2022-10-10", + "equity": 10161.4, + "return_pct": 1.63 + }, + { + "date": "2022-10-11", + "equity": 10144.98, + "return_pct": 1.47 + }, + { + "date": "2022-10-12", + "equity": 10172.78, + "return_pct": 1.75 + }, + { + "date": "2022-10-13", + "equity": 10198.0, + "return_pct": 2.0 + }, + { + "date": "2022-10-14", + "equity": 10000.81, + "return_pct": 0.03 + }, + { + "date": "2022-10-17", + "equity": 10057.23, + "return_pct": 0.59 + }, + { + "date": "2022-10-18", + "equity": 10109.32, + "return_pct": 1.11 + }, + { + "date": "2022-10-19", + "equity": 10221.29, + "return_pct": 2.23 + }, + { + "date": "2022-10-20", + "equity": 10180.57, + "return_pct": 1.83 + }, + { + "date": "2022-10-21", + "equity": 10370.27, + "return_pct": 3.72 + }, + { + "date": "2022-10-24", + "equity": 10440.52, + "return_pct": 4.43 + }, + { + "date": "2022-10-25", + "equity": 10463.32, + "return_pct": 4.65 + }, + { + "date": "2022-10-26", + "equity": 10492.8, + "return_pct": 4.95 + }, + { + "date": "2022-10-27", + "equity": 10493.01, + "return_pct": 4.95 + }, + { + "date": "2022-10-28", + "equity": 10579.16, + "return_pct": 5.81 + }, + { + "date": "2022-10-31", + "equity": 10635.37, + "return_pct": 6.37 + }, + { + "date": "2022-11-01", + "equity": 10689.73, + "return_pct": 6.92 + }, + { + "date": "2022-11-02", + "equity": 10362.25, + "return_pct": 3.64 + }, + { + "date": "2022-11-03", + "equity": 10315.39, + "return_pct": 3.17 + }, + { + "date": "2022-11-04", + "equity": 10386.49, + "return_pct": 3.89 + }, + { + "date": "2022-11-07", + "equity": 10484.81, + "return_pct": 4.87 + }, + { + "date": "2022-11-08", + "equity": 10510.4, + "return_pct": 5.13 + }, + { + "date": "2022-11-09", + "equity": 10129.09, + "return_pct": 1.31 + }, + { + "date": "2022-11-10", + "equity": 10482.57, + "return_pct": 4.85 + }, + { + "date": "2022-11-11", + "equity": 10489.71, + "return_pct": 4.92 + }, + { + "date": "2022-11-14", + "equity": 10451.53, + "return_pct": 4.54 + }, + { + "date": "2022-11-15", + "equity": 10567.79, + "return_pct": 5.7 + }, + { + "date": "2022-11-16", + "equity": 10493.52, + "return_pct": 4.96 + }, + { + "date": "2022-11-17", + "equity": 10378.93, + "return_pct": 3.81 + }, + { + "date": "2022-11-18", + "equity": 10428.43, + "return_pct": 4.31 + }, + { + "date": "2022-11-21", + "equity": 10493.71, + "return_pct": 4.96 + }, + { + "date": "2022-11-22", + "equity": 10407.95, + "return_pct": 4.1 + }, + { + "date": "2022-11-23", + "equity": 10410.82, + "return_pct": 4.13 + }, + { + "date": "2022-11-25", + "equity": 10410.77, + "return_pct": 4.13 + }, + { + "date": "2022-11-28", + "equity": 10240.47, + "return_pct": 2.43 + }, + { + "date": "2022-11-29", + "equity": 10248.82, + "return_pct": 2.51 + }, + { + "date": "2022-11-30", + "equity": 10430.81, + "return_pct": 4.33 + }, + { + "date": "2022-12-01", + "equity": 10471.57, + "return_pct": 4.74 + }, + { + "date": "2022-12-02", + "equity": 10574.7, + "return_pct": 5.77 + }, + { + "date": "2022-12-05", + "equity": 10450.15, + "return_pct": 4.52 + }, + { + "date": "2022-12-06", + "equity": 10534.13, + "return_pct": 5.36 + }, + { + "date": "2022-12-07", + "equity": 10383.88, + "return_pct": 3.86 + }, + { + "date": "2022-12-08", + "equity": 10316.82, + "return_pct": 3.19 + }, + { + "date": "2022-12-09", + "equity": 10222.86, + "return_pct": 2.25 + }, + { + "date": "2022-12-12", + "equity": 10317.74, + "return_pct": 3.2 + }, + { + "date": "2022-12-13", + "equity": 10318.67, + "return_pct": 3.21 + }, + { + "date": "2022-12-14", + "equity": 10288.4, + "return_pct": 2.9 + }, + { + "date": "2022-12-15", + "equity": 10064.31, + "return_pct": 0.66 + }, + { + "date": "2022-12-16", + "equity": 9925.76, + "return_pct": -0.72 + }, + { + "date": "2022-12-19", + "equity": 9893.93, + "return_pct": -1.04 + }, + { + "date": "2022-12-20", + "equity": 9905.41, + "return_pct": -0.93 + }, + { + "date": "2022-12-21", + "equity": 9952.23, + "return_pct": -0.46 + }, + { + "date": "2022-12-22", + "equity": 9925.99, + "return_pct": -0.72 + }, + { + "date": "2022-12-23", + "equity": 9942.96, + "return_pct": -0.55 + }, + { + "date": "2022-12-27", + "equity": 9975.0, + "return_pct": -0.23 + }, + { + "date": "2022-12-28", + "equity": 9925.29, + "return_pct": -0.73 + }, + { + "date": "2022-12-29", + "equity": 9946.69, + "return_pct": -0.51 + }, + { + "date": "2022-12-30", + "equity": 9924.43, + "return_pct": -0.74 + }, + { + "date": "2023-01-03", + "equity": 9928.42, + "return_pct": -0.7 + }, + { + "date": "2023-01-04", + "equity": 9986.81, + "return_pct": -0.11 + }, + { + "date": "2023-01-05", + "equity": 10020.52, + "return_pct": 0.23 + }, + { + "date": "2023-01-06", + "equity": 10153.39, + "return_pct": 1.55 + }, + { + "date": "2023-01-09", + "equity": 10129.82, + "return_pct": 1.32 + }, + { + "date": "2023-01-10", + "equity": 10182.62, + "return_pct": 1.85 + }, + { + "date": "2023-01-11", + "equity": 10197.02, + "return_pct": 1.99 + }, + { + "date": "2023-01-12", + "equity": 10336.19, + "return_pct": 3.38 + }, + { + "date": "2023-01-13", + "equity": 10309.91, + "return_pct": 3.12 + }, + { + "date": "2023-01-17", + "equity": 10294.76, + "return_pct": 2.97 + }, + { + "date": "2023-01-18", + "equity": 10218.98, + "return_pct": 2.21 + }, + { + "date": "2023-01-19", + "equity": 10244.78, + "return_pct": 2.47 + }, + { + "date": "2023-01-20", + "equity": 10381.56, + "return_pct": 3.84 + }, + { + "date": "2023-01-23", + "equity": 10523.37, + "return_pct": 5.25 + }, + { + "date": "2023-01-24", + "equity": 10443.0, + "return_pct": 4.45 + }, + { + "date": "2023-01-25", + "equity": 10551.04, + "return_pct": 5.53 + }, + { + "date": "2023-01-26", + "equity": 10544.28, + "return_pct": 5.46 + }, + { + "date": "2023-01-27", + "equity": 10527.8, + "return_pct": 5.3 + }, + { + "date": "2023-01-30", + "equity": 10370.07, + "return_pct": 3.72 + }, + { + "date": "2023-01-31", + "equity": 10532.42, + "return_pct": 5.35 + }, + { + "date": "2023-02-01", + "equity": 10587.15, + "return_pct": 5.89 + }, + { + "date": "2023-02-02", + "equity": 10446.57, + "return_pct": 4.49 + }, + { + "date": "2023-02-03", + "equity": 10314.92, + "return_pct": 3.17 + }, + { + "date": "2023-02-06", + "equity": 10305.81, + "return_pct": 3.08 + }, + { + "date": "2023-02-07", + "equity": 10146.26, + "return_pct": 1.48 + }, + { + "date": "2023-02-08", + "equity": 10074.97, + "return_pct": 0.77 + }, + { + "date": "2023-02-09", + "equity": 10390.73, + "return_pct": 3.93 + }, + { + "date": "2023-02-10", + "equity": 10256.95, + "return_pct": 2.59 + }, + { + "date": "2023-02-13", + "equity": 10379.4, + "return_pct": 3.81 + }, + { + "date": "2023-02-14", + "equity": 10453.45, + "return_pct": 4.56 + }, + { + "date": "2023-02-15", + "equity": 10366.8, + "return_pct": 3.69 + }, + { + "date": "2023-02-16", + "equity": 10186.98, + "return_pct": 1.89 + }, + { + "date": "2023-02-17", + "equity": 10076.49, + "return_pct": 0.79 + }, + { + "date": "2023-02-21", + "equity": 9922.03, + "return_pct": -0.76 + }, + { + "date": "2023-02-22", + "equity": 9938.6, + "return_pct": -0.59 + }, + { + "date": "2023-02-23", + "equity": 9980.64, + "return_pct": -0.17 + }, + { + "date": "2023-02-24", + "equity": 9932.08, + "return_pct": -0.66 + }, + { + "date": "2023-02-27", + "equity": 9940.06, + "return_pct": -0.58 + }, + { + "date": "2023-02-28", + "equity": 9996.3, + "return_pct": -0.02 + }, + { + "date": "2023-03-01", + "equity": 10082.14, + "return_pct": 0.84 + }, + { + "date": "2023-03-02", + "equity": 10135.08, + "return_pct": 1.37 + }, + { + "date": "2023-03-03", + "equity": 10347.79, + "return_pct": 3.5 + }, + { + "date": "2023-03-06", + "equity": 10218.89, + "return_pct": 2.21 + }, + { + "date": "2023-03-07", + "equity": 10140.96, + "return_pct": 1.43 + }, + { + "date": "2023-03-08", + "equity": 10162.1, + "return_pct": 1.64 + }, + { + "date": "2023-03-09", + "equity": 9974.32, + "return_pct": -0.24 + }, + { + "date": "2023-03-10", + "equity": 9848.83, + "return_pct": -1.49 + }, + { + "date": "2023-03-13", + "equity": 9818.08, + "return_pct": -1.8 + }, + { + "date": "2023-03-14", + "equity": 9928.88, + "return_pct": -0.69 + }, + { + "date": "2023-03-15", + "equity": 9708.31, + "return_pct": -2.9 + }, + { + "date": "2023-03-16", + "equity": 9831.34, + "return_pct": -1.67 + }, + { + "date": "2023-03-17", + "equity": 9743.76, + "return_pct": -2.54 + }, + { + "date": "2023-03-20", + "equity": 9775.45, + "return_pct": -2.23 + }, + { + "date": "2023-03-21", + "equity": 9847.05, + "return_pct": -1.51 + }, + { + "date": "2023-03-22", + "equity": 9720.62, + "return_pct": -2.77 + }, + { + "date": "2023-03-23", + "equity": 9858.76, + "return_pct": -1.39 + }, + { + "date": "2023-03-24", + "equity": 9908.7, + "return_pct": -0.89 + }, + { + "date": "2023-03-27", + "equity": 9761.33, + "return_pct": -2.37 + }, + { + "date": "2023-03-28", + "equity": 9784.3, + "return_pct": -2.14 + }, + { + "date": "2023-03-29", + "equity": 9802.59, + "return_pct": -1.95 + }, + { + "date": "2023-03-30", + "equity": 9810.94, + "return_pct": -1.87 + }, + { + "date": "2023-03-31", + "equity": 9946.16, + "return_pct": -0.52 + }, + { + "date": "2023-04-03", + "equity": 9933.81, + "return_pct": -0.64 + }, + { + "date": "2023-04-04", + "equity": 9862.84, + "return_pct": -1.35 + }, + { + "date": "2023-04-05", + "equity": 10059.61, + "return_pct": 0.62 + }, + { + "date": "2023-04-06", + "equity": 10047.77, + "return_pct": 0.5 + }, + { + "date": "2023-04-10", + "equity": 10059.32, + "return_pct": 0.61 + }, + { + "date": "2023-04-11", + "equity": 10141.16, + "return_pct": 1.43 + }, + { + "date": "2023-04-12", + "equity": 10128.36, + "return_pct": 1.3 + }, + { + "date": "2023-04-13", + "equity": 10220.46, + "return_pct": 2.23 + }, + { + "date": "2023-04-14", + "equity": 10211.67, + "return_pct": 2.14 + }, + { + "date": "2023-04-17", + "equity": 10172.35, + "return_pct": 1.74 + }, + { + "date": "2023-04-18", + "equity": 10197.9, + "return_pct": 2.0 + }, + { + "date": "2023-04-19", + "equity": 10204.77, + "return_pct": 2.07 + }, + { + "date": "2023-04-20", + "equity": 10315.56, + "return_pct": 3.18 + }, + { + "date": "2023-04-21", + "equity": 10343.97, + "return_pct": 3.46 + }, + { + "date": "2023-04-24", + "equity": 10408.26, + "return_pct": 4.1 + }, + { + "date": "2023-04-25", + "equity": 10293.09, + "return_pct": 2.95 + }, + { + "date": "2023-04-26", + "equity": 10201.78, + "return_pct": 2.04 + }, + { + "date": "2023-04-27", + "equity": 10460.84, + "return_pct": 4.63 + }, + { + "date": "2023-04-28", + "equity": 10576.5, + "return_pct": 5.79 + }, + { + "date": "2023-05-01", + "equity": 10569.73, + "return_pct": 5.72 + }, + { + "date": "2023-05-02", + "equity": 10514.07, + "return_pct": 5.16 + }, + { + "date": "2023-05-03", + "equity": 10501.09, + "return_pct": 5.03 + }, + { + "date": "2023-05-04", + "equity": 10552.92, + "return_pct": 5.55 + }, + { + "date": "2023-05-05", + "equity": 10663.24, + "return_pct": 6.65 + }, + { + "date": "2023-05-08", + "equity": 10730.88, + "return_pct": 7.33 + }, + { + "date": "2023-05-09", + "equity": 10661.03, + "return_pct": 6.63 + }, + { + "date": "2023-05-10", + "equity": 10742.93, + "return_pct": 7.45 + }, + { + "date": "2023-05-11", + "equity": 10662.01, + "return_pct": 6.64 + }, + { + "date": "2023-05-12", + "equity": 10627.14, + "return_pct": 6.29 + }, + { + "date": "2023-05-15", + "equity": 10638.3, + "return_pct": 6.4 + }, + { + "date": "2023-05-16", + "equity": 10566.86, + "return_pct": 5.69 + }, + { + "date": "2023-05-17", + "equity": 10736.19, + "return_pct": 7.38 + }, + { + "date": "2023-05-18", + "equity": 11133.57, + "return_pct": 11.36 + }, + { + "date": "2023-05-19", + "equity": 11139.01, + "return_pct": 11.41 + }, + { + "date": "2023-05-22", + "equity": 11191.18, + "return_pct": 11.93 + }, + { + "date": "2023-05-23", + "equity": 11217.44, + "return_pct": 12.2 + }, + { + "date": "2023-05-24", + "equity": 11061.74, + "return_pct": 10.64 + }, + { + "date": "2023-05-25", + "equity": 11688.87, + "return_pct": 16.91 + }, + { + "date": "2023-05-26", + "equity": 11948.67, + "return_pct": 19.51 + }, + { + "date": "2023-05-30", + "equity": 12176.31, + "return_pct": 21.79 + }, + { + "date": "2023-05-31", + "equity": 12042.13, + "return_pct": 20.45 + }, + { + "date": "2023-06-01", + "equity": 12412.23, + "return_pct": 24.15 + }, + { + "date": "2023-06-02", + "equity": 12395.31, + "return_pct": 23.98 + }, + { + "date": "2023-06-05", + "equity": 12509.18, + "return_pct": 25.12 + }, + { + "date": "2023-06-06", + "equity": 12479.45, + "return_pct": 24.82 + }, + { + "date": "2023-06-07", + "equity": 12188.65, + "return_pct": 21.91 + }, + { + "date": "2023-06-08", + "equity": 12431.26, + "return_pct": 24.34 + }, + { + "date": "2023-06-09", + "equity": 12496.59, + "return_pct": 24.99 + }, + { + "date": "2023-06-12", + "equity": 12703.36, + "return_pct": 27.06 + }, + { + "date": "2023-06-13", + "equity": 12952.91, + "return_pct": 29.55 + }, + { + "date": "2023-06-14", + "equity": 13052.59, + "return_pct": 30.55 + }, + { + "date": "2023-06-15", + "equity": 13376.97, + "return_pct": 33.8 + }, + { + "date": "2023-06-16", + "equity": 13273.36, + "return_pct": 32.76 + }, + { + "date": "2023-06-20", + "equity": 13112.68, + "return_pct": 31.15 + }, + { + "date": "2023-06-21", + "equity": 12960.52, + "return_pct": 29.63 + }, + { + "date": "2023-06-22", + "equity": 12886.69, + "return_pct": 28.89 + }, + { + "date": "2023-06-23", + "equity": 12824.0, + "return_pct": 28.27 + }, + { + "date": "2023-06-26", + "equity": 12649.26, + "return_pct": 26.52 + }, + { + "date": "2023-06-27", + "equity": 13026.57, + "return_pct": 30.29 + }, + { + "date": "2023-06-28", + "equity": 13148.13, + "return_pct": 31.51 + }, + { + "date": "2023-06-29", + "equity": 13172.58, + "return_pct": 31.75 + }, + { + "date": "2023-06-30", + "equity": 13328.84, + "return_pct": 33.32 + }, + { + "date": "2023-07-03", + "equity": 13498.93, + "return_pct": 35.02 + }, + { + "date": "2023-07-05", + "equity": 13448.4, + "return_pct": 34.51 + }, + { + "date": "2023-07-06", + "equity": 13257.58, + "return_pct": 32.6 + }, + { + "date": "2023-07-07", + "equity": 13534.87, + "return_pct": 35.38 + }, + { + "date": "2023-07-10", + "equity": 13959.7, + "return_pct": 39.62 + }, + { + "date": "2023-07-11", + "equity": 14060.04, + "return_pct": 40.63 + }, + { + "date": "2023-07-12", + "equity": 14248.95, + "return_pct": 42.52 + }, + { + "date": "2023-07-13", + "equity": 14564.37, + "return_pct": 45.67 + }, + { + "date": "2023-07-14", + "equity": 14498.64, + "return_pct": 45.02 + }, + { + "date": "2023-07-17", + "equity": 14374.24, + "return_pct": 43.77 + }, + { + "date": "2023-07-18", + "equity": 14526.99, + "return_pct": 45.3 + }, + { + "date": "2023-07-19", + "equity": 14914.45, + "return_pct": 49.17 + }, + { + "date": "2023-07-20", + "equity": 14506.15, + "return_pct": 45.09 + }, + { + "date": "2023-07-21", + "equity": 14381.07, + "return_pct": 43.84 + }, + { + "date": "2023-07-24", + "equity": 14429.38, + "return_pct": 44.32 + }, + { + "date": "2023-07-25", + "equity": 14465.02, + "return_pct": 44.68 + }, + { + "date": "2023-07-26", + "equity": 14670.78, + "return_pct": 46.74 + }, + { + "date": "2023-07-27", + "equity": 14613.38, + "return_pct": 46.16 + }, + { + "date": "2023-07-28", + "equity": 14920.68, + "return_pct": 49.24 + }, + { + "date": "2023-07-31", + "equity": 15047.32, + "return_pct": 50.5 + }, + { + "date": "2023-08-01", + "equity": 14971.73, + "return_pct": 49.75 + }, + { + "date": "2023-08-02", + "equity": 15497.03, + "return_pct": 55.0 + }, + { + "date": "2023-08-03", + "equity": 15350.18, + "return_pct": 53.53 + }, + { + "date": "2023-08-04", + "equity": 15158.24, + "return_pct": 51.61 + }, + { + "date": "2023-08-07", + "equity": 15310.2, + "return_pct": 53.13 + }, + { + "date": "2023-08-08", + "equity": 15245.02, + "return_pct": 52.48 + }, + { + "date": "2023-08-09", + "equity": 15048.82, + "return_pct": 50.52 + }, + { + "date": "2023-08-10", + "equity": 15043.84, + "return_pct": 50.47 + }, + { + "date": "2023-08-11", + "equity": 14957.44, + "return_pct": 49.6 + }, + { + "date": "2023-08-14", + "equity": 14963.57, + "return_pct": 49.67 + }, + { + "date": "2023-08-15", + "equity": 14880.74, + "return_pct": 48.84 + }, + { + "date": "2023-08-16", + "equity": 14795.58, + "return_pct": 47.99 + }, + { + "date": "2023-08-17", + "equity": 14778.39, + "return_pct": 47.81 + }, + { + "date": "2023-08-18", + "equity": 14778.39, + "return_pct": 47.81 + }, + { + "date": "2023-08-21", + "equity": 14778.39, + "return_pct": 47.81 + }, + { + "date": "2023-08-22", + "equity": 14778.39, + "return_pct": 47.81 + }, + { + "date": "2023-08-23", + "equity": 14772.48, + "return_pct": 47.75 + }, + { + "date": "2023-08-24", + "equity": 14577.72, + "return_pct": 45.81 + }, + { + "date": "2023-08-25", + "equity": 14613.43, + "return_pct": 46.16 + }, + { + "date": "2023-08-28", + "equity": 14647.06, + "return_pct": 46.5 + }, + { + "date": "2023-08-29", + "equity": 14712.42, + "return_pct": 47.15 + }, + { + "date": "2023-08-30", + "equity": 14796.22, + "return_pct": 47.99 + }, + { + "date": "2023-08-31", + "equity": 14832.2, + "return_pct": 48.35 + }, + { + "date": "2023-09-01", + "equity": 14918.51, + "return_pct": 49.21 + }, + { + "date": "2023-09-05", + "equity": 14798.44, + "return_pct": 48.01 + }, + { + "date": "2023-09-06", + "equity": 14840.91, + "return_pct": 48.44 + }, + { + "date": "2023-09-07", + "equity": 14679.04, + "return_pct": 46.82 + }, + { + "date": "2023-09-08", + "equity": 14659.79, + "return_pct": 46.63 + }, + { + "date": "2023-09-11", + "equity": 14856.81, + "return_pct": 48.6 + }, + { + "date": "2023-09-12", + "equity": 14644.86, + "return_pct": 46.48 + }, + { + "date": "2023-09-13", + "equity": 14493.56, + "return_pct": 44.96 + }, + { + "date": "2023-09-14", + "equity": 14686.37, + "return_pct": 46.89 + }, + { + "date": "2023-09-15", + "equity": 14337.99, + "return_pct": 43.41 + }, + { + "date": "2023-09-18", + "equity": 14270.77, + "return_pct": 42.74 + }, + { + "date": "2023-09-19", + "equity": 14046.37, + "return_pct": 40.49 + }, + { + "date": "2023-09-20", + "equity": 13938.66, + "return_pct": 39.41 + }, + { + "date": "2023-09-21", + "equity": 13823.94, + "return_pct": 38.27 + }, + { + "date": "2023-09-22", + "equity": 13813.47, + "return_pct": 38.16 + }, + { + "date": "2023-09-25", + "equity": 13781.31, + "return_pct": 37.84 + }, + { + "date": "2023-09-26", + "equity": 13740.13, + "return_pct": 37.43 + }, + { + "date": "2023-09-27", + "equity": 13740.13, + "return_pct": 37.43 + }, + { + "date": "2023-09-28", + "equity": 13731.12, + "return_pct": 37.34 + }, + { + "date": "2023-09-29", + "equity": 13786.86, + "return_pct": 37.9 + }, + { + "date": "2023-10-02", + "equity": 13899.24, + "return_pct": 39.02 + }, + { + "date": "2023-10-03", + "equity": 13611.4, + "return_pct": 36.14 + }, + { + "date": "2023-10-04", + "equity": 13824.5, + "return_pct": 38.27 + }, + { + "date": "2023-10-05", + "equity": 13881.73, + "return_pct": 38.85 + }, + { + "date": "2023-10-06", + "equity": 14118.58, + "return_pct": 41.21 + }, + { + "date": "2023-10-09", + "equity": 14277.58, + "return_pct": 42.8 + }, + { + "date": "2023-10-10", + "equity": 14483.05, + "return_pct": 44.86 + }, + { + "date": "2023-10-11", + "equity": 14561.61, + "return_pct": 45.65 + }, + { + "date": "2023-10-12", + "equity": 14308.55, + "return_pct": 43.11 + }, + { + "date": "2023-10-13", + "equity": 13946.63, + "return_pct": 39.49 + }, + { + "date": "2023-10-16", + "equity": 14024.28, + "return_pct": 40.27 + }, + { + "date": "2023-10-17", + "equity": 14249.84, + "return_pct": 42.53 + }, + { + "date": "2023-10-18", + "equity": 13928.88, + "return_pct": 39.32 + }, + { + "date": "2023-10-19", + "equity": 13681.35, + "return_pct": 36.84 + }, + { + "date": "2023-10-20", + "equity": 13360.6, + "return_pct": 33.63 + }, + { + "date": "2023-10-23", + "equity": 13597.65, + "return_pct": 36.0 + }, + { + "date": "2023-10-24", + "equity": 13933.29, + "return_pct": 39.36 + }, + { + "date": "2023-10-25", + "equity": 13720.69, + "return_pct": 37.23 + }, + { + "date": "2023-10-26", + "equity": 13446.86, + "return_pct": 34.5 + }, + { + "date": "2023-10-27", + "equity": 13322.0, + "return_pct": 33.25 + }, + { + "date": "2023-10-30", + "equity": 13458.36, + "return_pct": 34.61 + }, + { + "date": "2023-10-31", + "equity": 13465.18, + "return_pct": 34.68 + }, + { + "date": "2023-11-01", + "equity": 13495.1, + "return_pct": 34.98 + }, + { + "date": "2023-11-02", + "equity": 13772.25, + "return_pct": 37.75 + }, + { + "date": "2023-11-03", + "equity": 14015.37, + "return_pct": 40.18 + }, + { + "date": "2023-11-06", + "equity": 14034.43, + "return_pct": 40.37 + }, + { + "date": "2023-11-07", + "equity": 14092.78, + "return_pct": 40.96 + }, + { + "date": "2023-11-08", + "equity": 14067.67, + "return_pct": 40.7 + }, + { + "date": "2023-11-09", + "equity": 14063.65, + "return_pct": 40.66 + }, + { + "date": "2023-11-10", + "equity": 14372.53, + "return_pct": 43.75 + }, + { + "date": "2023-11-13", + "equity": 14332.83, + "return_pct": 43.36 + }, + { + "date": "2023-11-14", + "equity": 14639.13, + "return_pct": 46.42 + }, + { + "date": "2023-11-15", + "equity": 14725.98, + "return_pct": 47.29 + }, + { + "date": "2023-11-16", + "equity": 14703.6, + "return_pct": 47.07 + }, + { + "date": "2023-11-17", + "equity": 14749.85, + "return_pct": 47.53 + }, + { + "date": "2023-11-20", + "equity": 14997.98, + "return_pct": 50.01 + }, + { + "date": "2023-11-21", + "equity": 14856.38, + "return_pct": 48.59 + }, + { + "date": "2023-11-22", + "equity": 15009.65, + "return_pct": 50.13 + }, + { + "date": "2023-11-24", + "equity": 15045.12, + "return_pct": 50.48 + }, + { + "date": "2023-11-27", + "equity": 14895.17, + "return_pct": 48.98 + }, + { + "date": "2023-11-28", + "equity": 14874.91, + "return_pct": 48.78 + }, + { + "date": "2023-11-29", + "equity": 14727.63, + "return_pct": 47.31 + }, + { + "date": "2023-11-30", + "equity": 14591.39, + "return_pct": 45.94 + }, + { + "date": "2023-12-01", + "equity": 14785.24, + "return_pct": 47.88 + }, + { + "date": "2023-12-04", + "equity": 15066.65, + "return_pct": 50.7 + }, + { + "date": "2023-12-05", + "equity": 15148.25, + "return_pct": 51.51 + }, + { + "date": "2023-12-06", + "equity": 14981.04, + "return_pct": 49.84 + }, + { + "date": "2023-12-07", + "equity": 15439.56, + "return_pct": 54.43 + }, + { + "date": "2023-12-08", + "equity": 15890.02, + "return_pct": 58.93 + }, + { + "date": "2023-12-11", + "equity": 15677.49, + "return_pct": 56.81 + }, + { + "date": "2023-12-12", + "equity": 15864.36, + "return_pct": 58.68 + }, + { + "date": "2023-12-13", + "equity": 16446.08, + "return_pct": 64.49 + }, + { + "date": "2023-12-14", + "equity": 16924.6, + "return_pct": 69.28 + }, + { + "date": "2023-12-15", + "equity": 16735.34, + "return_pct": 67.39 + }, + { + "date": "2023-12-18", + "equity": 17137.7, + "return_pct": 71.41 + }, + { + "date": "2023-12-19", + "equity": 17362.43, + "return_pct": 73.66 + }, + { + "date": "2023-12-20", + "equity": 16934.17, + "return_pct": 69.38 + }, + { + "date": "2023-12-21", + "equity": 17362.85, + "return_pct": 73.66 + }, + { + "date": "2023-12-22", + "equity": 17361.51, + "return_pct": 73.65 + }, + { + "date": "2023-12-26", + "equity": 17361.66, + "return_pct": 73.65 + }, + { + "date": "2023-12-27", + "equity": 17921.92, + "return_pct": 79.26 + }, + { + "date": "2023-12-28", + "equity": 17962.7, + "return_pct": 79.66 + }, + { + "date": "2023-12-29", + "equity": 17453.98, + "return_pct": 74.57 + }, + { + "date": "2024-01-02", + "equity": 16881.7, + "return_pct": 68.85 + }, + { + "date": "2024-01-03", + "equity": 16366.1, + "return_pct": 63.69 + }, + { + "date": "2024-01-04", + "equity": 16615.14, + "return_pct": 66.18 + }, + { + "date": "2024-01-05", + "equity": 16631.43, + "return_pct": 66.35 + }, + { + "date": "2024-01-08", + "equity": 17090.41, + "return_pct": 70.94 + }, + { + "date": "2024-01-09", + "equity": 17095.96, + "return_pct": 70.99 + }, + { + "date": "2024-01-10", + "equity": 17102.19, + "return_pct": 71.06 + }, + { + "date": "2024-01-11", + "equity": 16762.27, + "return_pct": 67.66 + }, + { + "date": "2024-01-12", + "equity": 16288.32, + "return_pct": 62.92 + }, + { + "date": "2024-01-16", + "equity": 16448.91, + "return_pct": 64.52 + }, + { + "date": "2024-01-17", + "equity": 16414.78, + "return_pct": 64.18 + }, + { + "date": "2024-01-18", + "equity": 16506.64, + "return_pct": 65.1 + }, + { + "date": "2024-01-19", + "equity": 17517.0, + "return_pct": 75.21 + }, + { + "date": "2024-01-22", + "equity": 17741.87, + "return_pct": 77.45 + }, + { + "date": "2024-01-23", + "equity": 17982.13, + "return_pct": 79.86 + }, + { + "date": "2024-01-24", + "equity": 18140.79, + "return_pct": 81.44 + }, + { + "date": "2024-01-25", + "equity": 18460.15, + "return_pct": 84.64 + }, + { + "date": "2024-01-26", + "equity": 17953.51, + "return_pct": 79.57 + }, + { + "date": "2024-01-29", + "equity": 18443.74, + "return_pct": 84.47 + }, + { + "date": "2024-01-30", + "equity": 18159.75, + "return_pct": 81.63 + }, + { + "date": "2024-01-31", + "equity": 18051.52, + "return_pct": 80.55 + }, + { + "date": "2024-02-01", + "equity": 18566.19, + "return_pct": 85.7 + }, + { + "date": "2024-02-02", + "equity": 19295.11, + "return_pct": 92.99 + }, + { + "date": "2024-02-05", + "equity": 19804.14, + "return_pct": 98.08 + }, + { + "date": "2024-02-06", + "equity": 19771.62, + "return_pct": 97.76 + }, + { + "date": "2024-02-07", + "equity": 19932.29, + "return_pct": 99.36 + }, + { + "date": "2024-02-08", + "equity": 20140.63, + "return_pct": 101.45 + }, + { + "date": "2024-02-09", + "equity": 20523.04, + "return_pct": 105.27 + }, + { + "date": "2024-02-12", + "equity": 20828.55, + "return_pct": 108.33 + }, + { + "date": "2024-02-13", + "equity": 20526.75, + "return_pct": 105.31 + }, + { + "date": "2024-02-14", + "equity": 21497.12, + "return_pct": 115.01 + }, + { + "date": "2024-02-15", + "equity": 22126.99, + "return_pct": 121.31 + }, + { + "date": "2024-02-16", + "equity": 21419.2, + "return_pct": 114.23 + }, + { + "date": "2024-02-20", + "equity": 21136.53, + "return_pct": 111.41 + }, + { + "date": "2024-02-21", + "equity": 20702.81, + "return_pct": 107.07 + }, + { + "date": "2024-02-22", + "equity": 21155.19, + "return_pct": 111.59 + }, + { + "date": "2024-02-23", + "equity": 21754.08, + "return_pct": 117.58 + }, + { + "date": "2024-02-26", + "equity": 22275.35, + "return_pct": 122.8 + }, + { + "date": "2024-02-27", + "equity": 22839.91, + "return_pct": 128.44 + }, + { + "date": "2024-02-28", + "equity": 22605.2, + "return_pct": 126.1 + }, + { + "date": "2024-02-29", + "equity": 22815.44, + "return_pct": 128.2 + }, + { + "date": "2024-03-01", + "equity": 23507.71, + "return_pct": 135.12 + }, + { + "date": "2024-03-04", + "equity": 23836.62, + "return_pct": 138.41 + }, + { + "date": "2024-03-05", + "equity": 23120.56, + "return_pct": 131.25 + }, + { + "date": "2024-03-06", + "equity": 23889.85, + "return_pct": 138.95 + }, + { + "date": "2024-03-07", + "equity": 24083.96, + "return_pct": 140.89 + }, + { + "date": "2024-03-08", + "equity": 24312.62, + "return_pct": 143.17 + }, + { + "date": "2024-03-11", + "equity": 23650.67, + "return_pct": 136.55 + }, + { + "date": "2024-03-12", + "equity": 23734.23, + "return_pct": 137.39 + }, + { + "date": "2024-03-13", + "equity": 23909.59, + "return_pct": 139.14 + }, + { + "date": "2024-03-14", + "equity": 23405.41, + "return_pct": 134.1 + }, + { + "date": "2024-03-15", + "equity": 23339.47, + "return_pct": 133.44 + }, + { + "date": "2024-03-18", + "equity": 23554.83, + "return_pct": 135.6 + }, + { + "date": "2024-03-19", + "equity": 23332.17, + "return_pct": 133.37 + }, + { + "date": "2024-03-20", + "equity": 24406.47, + "return_pct": 144.11 + }, + { + "date": "2024-03-21", + "equity": 24638.46, + "return_pct": 146.43 + }, + { + "date": "2024-03-22", + "equity": 24341.74, + "return_pct": 143.47 + }, + { + "date": "2024-03-25", + "equity": 24901.72, + "return_pct": 149.07 + }, + { + "date": "2024-03-26", + "equity": 24977.25, + "return_pct": 149.82 + }, + { + "date": "2024-03-27", + "equity": 24416.3, + "return_pct": 144.21 + }, + { + "date": "2024-03-28", + "equity": 24428.03, + "return_pct": 144.33 + }, + { + "date": "2024-04-01", + "equity": 24685.67, + "return_pct": 146.91 + }, + { + "date": "2024-04-02", + "equity": 24201.47, + "return_pct": 142.06 + }, + { + "date": "2024-04-03", + "equity": 24876.75, + "return_pct": 148.82 + }, + { + "date": "2024-04-04", + "equity": 24524.75, + "return_pct": 145.3 + }, + { + "date": "2024-04-05", + "equity": 25219.58, + "return_pct": 152.25 + }, + { + "date": "2024-04-08", + "equity": 25019.38, + "return_pct": 150.24 + }, + { + "date": "2024-04-09", + "equity": 24725.71, + "return_pct": 147.31 + }, + { + "date": "2024-04-10", + "equity": 24560.61, + "return_pct": 145.66 + }, + { + "date": "2024-04-11", + "equity": 24983.42, + "return_pct": 149.88 + }, + { + "date": "2024-04-12", + "equity": 24222.76, + "return_pct": 142.28 + }, + { + "date": "2024-04-15", + "equity": 23712.47, + "return_pct": 137.17 + }, + { + "date": "2024-04-16", + "equity": 23989.6, + "return_pct": 139.94 + }, + { + "date": "2024-04-17", + "equity": 23645.81, + "return_pct": 136.51 + }, + { + "date": "2024-04-18", + "equity": 23585.6, + "return_pct": 135.9 + }, + { + "date": "2024-04-19", + "equity": 22976.81, + "return_pct": 129.81 + }, + { + "date": "2024-04-22", + "equity": 23000.84, + "return_pct": 130.05 + }, + { + "date": "2024-04-23", + "equity": 23183.4, + "return_pct": 131.88 + }, + { + "date": "2024-04-24", + "equity": 23167.98, + "return_pct": 131.73 + }, + { + "date": "2024-04-25", + "equity": 23336.91, + "return_pct": 133.42 + }, + { + "date": "2024-04-26", + "equity": 23323.45, + "return_pct": 133.28 + }, + { + "date": "2024-04-29", + "equity": 23555.25, + "return_pct": 135.6 + }, + { + "date": "2024-04-30", + "equity": 23177.28, + "return_pct": 131.82 + }, + { + "date": "2024-05-01", + "equity": 22848.06, + "return_pct": 128.53 + }, + { + "date": "2024-05-02", + "equity": 24131.4, + "return_pct": 141.36 + }, + { + "date": "2024-05-03", + "equity": 24488.04, + "return_pct": 144.93 + }, + { + "date": "2024-05-06", + "equity": 25213.38, + "return_pct": 152.18 + }, + { + "date": "2024-05-07", + "equity": 24440.74, + "return_pct": 144.46 + }, + { + "date": "2024-05-08", + "equity": 24337.66, + "return_pct": 143.43 + }, + { + "date": "2024-05-09", + "equity": 24878.54, + "return_pct": 148.84 + }, + { + "date": "2024-05-10", + "equity": 24916.51, + "return_pct": 149.21 + }, + { + "date": "2024-05-13", + "equity": 24845.81, + "return_pct": 148.51 + }, + { + "date": "2024-05-14", + "equity": 25124.46, + "return_pct": 151.29 + }, + { + "date": "2024-05-15", + "equity": 25679.29, + "return_pct": 156.84 + }, + { + "date": "2024-05-16", + "equity": 25445.78, + "return_pct": 154.51 + }, + { + "date": "2024-05-17", + "equity": 25530.9, + "return_pct": 155.36 + }, + { + "date": "2024-05-20", + "equity": 25844.68, + "return_pct": 158.5 + }, + { + "date": "2024-05-21", + "equity": 25526.4, + "return_pct": 155.32 + }, + { + "date": "2024-05-22", + "equity": 25219.68, + "return_pct": 152.25 + }, + { + "date": "2024-05-23", + "equity": 24976.31, + "return_pct": 149.81 + }, + { + "date": "2024-05-24", + "equity": 25917.22, + "return_pct": 159.22 + }, + { + "date": "2024-05-28", + "equity": 25788.44, + "return_pct": 157.94 + }, + { + "date": "2024-05-29", + "equity": 25802.2, + "return_pct": 158.07 + }, + { + "date": "2024-05-30", + "equity": 24998.61, + "return_pct": 150.04 + }, + { + "date": "2024-05-31", + "equity": 24917.4, + "return_pct": 149.22 + }, + { + "date": "2024-06-03", + "equity": 24945.64, + "return_pct": 149.51 + }, + { + "date": "2024-06-04", + "equity": 24723.95, + "return_pct": 147.29 + }, + { + "date": "2024-06-05", + "equity": 25036.35, + "return_pct": 150.41 + }, + { + "date": "2024-06-06", + "equity": 24929.53, + "return_pct": 149.35 + }, + { + "date": "2024-06-07", + "equity": 24933.17, + "return_pct": 149.38 + }, + { + "date": "2024-06-10", + "equity": 25316.01, + "return_pct": 153.21 + }, + { + "date": "2024-06-11", + "equity": 25281.11, + "return_pct": 152.86 + }, + { + "date": "2024-06-12", + "equity": 25462.11, + "return_pct": 154.67 + }, + { + "date": "2024-06-13", + "equity": 25297.11, + "return_pct": 153.02 + }, + { + "date": "2024-06-14", + "equity": 25127.07, + "return_pct": 151.32 + }, + { + "date": "2024-06-17", + "equity": 25069.55, + "return_pct": 150.75 + }, + { + "date": "2024-06-18", + "equity": 24908.9, + "return_pct": 149.14 + }, + { + "date": "2024-06-20", + "equity": 24617.29, + "return_pct": 146.22 + }, + { + "date": "2024-06-21", + "equity": 24384.56, + "return_pct": 143.89 + }, + { + "date": "2024-06-24", + "equity": 24061.26, + "return_pct": 140.66 + }, + { + "date": "2024-06-25", + "equity": 24228.37, + "return_pct": 142.33 + }, + { + "date": "2024-06-26", + "equity": 24070.91, + "return_pct": 140.76 + }, + { + "date": "2024-06-27", + "equity": 23940.72, + "return_pct": 139.46 + }, + { + "date": "2024-06-28", + "equity": 23700.25, + "return_pct": 137.05 + }, + { + "date": "2024-07-01", + "equity": 23408.73, + "return_pct": 134.13 + }, + { + "date": "2024-07-02", + "equity": 23507.09, + "return_pct": 135.12 + }, + { + "date": "2024-07-03", + "equity": 23560.68, + "return_pct": 135.65 + }, + { + "date": "2024-07-05", + "equity": 23562.88, + "return_pct": 135.68 + }, + { + "date": "2024-07-08", + "equity": 23450.64, + "return_pct": 134.55 + }, + { + "date": "2024-07-09", + "equity": 23636.52, + "return_pct": 136.41 + }, + { + "date": "2024-07-10", + "equity": 23896.57, + "return_pct": 139.01 + }, + { + "date": "2024-07-11", + "equity": 23990.35, + "return_pct": 139.95 + }, + { + "date": "2024-07-12", + "equity": 24253.27, + "return_pct": 142.58 + }, + { + "date": "2024-07-15", + "equity": 24789.34, + "return_pct": 147.94 + }, + { + "date": "2024-07-16", + "equity": 25009.19, + "return_pct": 150.14 + }, + { + "date": "2024-07-17", + "equity": 24277.32, + "return_pct": 142.82 + }, + { + "date": "2024-07-18", + "equity": 23867.84, + "return_pct": 138.73 + }, + { + "date": "2024-07-19", + "equity": 23907.61, + "return_pct": 139.12 + }, + { + "date": "2024-07-22", + "equity": 24030.34, + "return_pct": 140.35 + }, + { + "date": "2024-07-23", + "equity": 23882.09, + "return_pct": 138.87 + }, + { + "date": "2024-07-24", + "equity": 23930.86, + "return_pct": 139.36 + }, + { + "date": "2024-07-25", + "equity": 24012.23, + "return_pct": 140.17 + }, + { + "date": "2024-07-26", + "equity": 24265.41, + "return_pct": 142.7 + }, + { + "date": "2024-07-29", + "equity": 24135.96, + "return_pct": 141.41 + }, + { + "date": "2024-07-30", + "equity": 24161.08, + "return_pct": 141.66 + }, + { + "date": "2024-07-31", + "equity": 24395.2, + "return_pct": 144.0 + }, + { + "date": "2024-08-01", + "equity": 24598.19, + "return_pct": 146.03 + }, + { + "date": "2024-08-02", + "equity": 24198.29, + "return_pct": 142.03 + }, + { + "date": "2024-08-05", + "equity": 24032.01, + "return_pct": 140.37 + }, + { + "date": "2024-08-06", + "equity": 24192.77, + "return_pct": 141.98 + }, + { + "date": "2024-08-07", + "equity": 23949.98, + "return_pct": 139.55 + } + ], + "benchmark_curve": [ + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 9991.86, + "return_pct": -0.08 + }, + { + "date": "2022-06-30", + "equity": 9910.68, + "return_pct": -0.89 + }, + { + "date": "2022-07-01", + "equity": 10015.5, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10034.41, + "return_pct": 0.34 + }, + { + "date": "2022-07-06", + "equity": 10068.3, + "return_pct": 0.68 + }, + { + "date": "2022-07-07", + "equity": 10219.1, + "return_pct": 2.19 + }, + { + "date": "2022-07-08", + "equity": 10210.69, + "return_pct": 2.11 + }, + { + "date": "2022-07-11", + "equity": 10094.05, + "return_pct": 0.94 + }, + { + "date": "2022-07-12", + "equity": 10004.73, + "return_pct": 0.05 + }, + { + "date": "2022-07-13", + "equity": 9952.19, + "return_pct": -0.48 + }, + { + "date": "2022-07-14", + "equity": 9928.02, + "return_pct": -0.72 + }, + { + "date": "2022-07-15", + "equity": 10117.69, + "return_pct": 1.18 + }, + { + "date": "2022-07-18", + "equity": 10034.15, + "return_pct": 0.34 + }, + { + "date": "2022-07-19", + "equity": 10305.27, + "return_pct": 3.05 + }, + { + "date": "2022-07-20", + "equity": 10370.94, + "return_pct": 3.71 + }, + { + "date": "2022-07-21", + "equity": 10476.55, + "return_pct": 4.77 + }, + { + "date": "2022-07-22", + "equity": 10379.35, + "return_pct": 3.79 + }, + { + "date": "2022-07-25", + "equity": 10391.96, + "return_pct": 3.92 + }, + { + "date": "2022-07-26", + "equity": 10269.01, + "return_pct": 2.69 + }, + { + "date": "2022-07-27", + "equity": 10535.66, + "return_pct": 5.36 + }, + { + "date": "2022-07-28", + "equity": 10667.02, + "return_pct": 6.67 + }, + { + "date": "2022-07-29", + "equity": 10823.33, + "return_pct": 8.23 + }, + { + "date": "2022-08-01", + "equity": 10791.28, + "return_pct": 7.91 + }, + { + "date": "2022-08-02", + "equity": 10720.08, + "return_pct": 7.2 + }, + { + "date": "2022-08-03", + "equity": 10887.95, + "return_pct": 8.88 + }, + { + "date": "2022-08-04", + "equity": 10880.6, + "return_pct": 8.81 + }, + { + "date": "2022-08-05", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2022-08-08", + "equity": 10849.6, + "return_pct": 8.5 + }, + { + "date": "2022-08-09", + "equity": 10806.52, + "return_pct": 8.07 + }, + { + "date": "2022-08-10", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-11", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-12", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2022-08-15", + "equity": 11266.52, + "return_pct": 12.67 + }, + { + "date": "2022-08-16", + "equity": 11288.59, + "return_pct": 12.89 + }, + { + "date": "2022-08-17", + "equity": 11208.46, + "return_pct": 12.08 + }, + { + "date": "2022-08-18", + "equity": 11241.04, + "return_pct": 12.41 + }, + { + "date": "2022-08-19", + "equity": 11089.98, + "return_pct": 10.9 + }, + { + "date": "2022-08-22", + "equity": 10859.06, + "return_pct": 8.59 + }, + { + "date": "2022-08-23", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2022-08-24", + "equity": 10867.46, + "return_pct": 8.67 + }, + { + "date": "2022-08-25", + "equity": 11020.89, + "return_pct": 10.21 + }, + { + "date": "2022-08-26", + "equity": 10647.84, + "return_pct": 6.48 + }, + { + "date": "2022-08-29", + "equity": 10577.43, + "return_pct": 5.77 + }, + { + "date": "2022-08-30", + "equity": 10461.32, + "return_pct": 4.61 + }, + { + "date": "2022-08-31", + "equity": 10381.72, + "return_pct": 3.82 + }, + { + "date": "2022-09-01", + "equity": 10414.29, + "return_pct": 4.14 + }, + { + "date": "2022-09-02", + "equity": 10304.48, + "return_pct": 3.04 + }, + { + "date": "2022-09-06", + "equity": 10265.6, + "return_pct": 2.66 + }, + { + "date": "2022-09-07", + "equity": 10450.02, + "return_pct": 4.5 + }, + { + "date": "2022-09-08", + "equity": 10518.32, + "return_pct": 5.18 + }, + { + "date": "2022-09-09", + "equity": 10681.73, + "return_pct": 6.82 + }, + { + "date": "2022-09-12", + "equity": 10796.53, + "return_pct": 7.97 + }, + { + "date": "2022-09-13", + "equity": 10327.07, + "return_pct": 3.27 + }, + { + "date": "2022-09-14", + "equity": 10366.48, + "return_pct": 3.66 + }, + { + "date": "2022-09-15", + "equity": 10248.78, + "return_pct": 2.49 + }, + { + "date": "2022-09-16", + "equity": 10128.99, + "return_pct": 1.29 + }, + { + "date": "2022-09-19", + "equity": 10207.54, + "return_pct": 2.08 + }, + { + "date": "2022-09-20", + "equity": 10090.37, + "return_pct": 0.9 + }, + { + "date": "2022-09-21", + "equity": 9914.36, + "return_pct": -0.86 + }, + { + "date": "2022-09-22", + "equity": 9831.08, + "return_pct": -1.69 + }, + { + "date": "2022-09-23", + "equity": 9666.36, + "return_pct": -3.34 + }, + { + "date": "2022-09-26", + "equity": 9570.73, + "return_pct": -4.29 + }, + { + "date": "2022-09-27", + "equity": 9546.3, + "return_pct": -4.54 + }, + { + "date": "2022-09-28", + "equity": 9734.14, + "return_pct": -2.66 + }, + { + "date": "2022-09-29", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-09-30", + "equity": 9383.42, + "return_pct": -6.17 + }, + { + "date": "2022-10-03", + "equity": 9631.16, + "return_pct": -3.69 + }, + { + "date": "2022-10-04", + "equity": 9929.59, + "return_pct": -0.7 + }, + { + "date": "2022-10-05", + "equity": 9906.48, + "return_pct": -0.94 + }, + { + "date": "2022-10-06", + "equity": 9804.28, + "return_pct": -1.96 + }, + { + "date": "2022-10-07", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-10-10", + "equity": 9458.03, + "return_pct": -5.42 + }, + { + "date": "2022-10-11", + "equity": 9398.13, + "return_pct": -6.02 + }, + { + "date": "2022-10-12", + "equity": 9367.14, + "return_pct": -6.33 + }, + { + "date": "2022-10-13", + "equity": 9614.34, + "return_pct": -3.86 + }, + { + "date": "2022-10-14", + "equity": 9395.24, + "return_pct": -6.05 + }, + { + "date": "2022-10-17", + "equity": 9636.67, + "return_pct": -3.63 + }, + { + "date": "2022-10-18", + "equity": 9749.9, + "return_pct": -2.5 + }, + { + "date": "2022-10-19", + "equity": 9680.81, + "return_pct": -3.19 + }, + { + "date": "2022-10-20", + "equity": 9599.63, + "return_pct": -4.0 + }, + { + "date": "2022-10-21", + "equity": 9832.92, + "return_pct": -1.67 + }, + { + "date": "2022-10-24", + "equity": 9953.24, + "return_pct": -0.47 + }, + { + "date": "2022-10-25", + "equity": 10112.18, + "return_pct": 1.12 + }, + { + "date": "2022-10-26", + "equity": 10035.99, + "return_pct": 0.36 + }, + { + "date": "2022-10-27", + "equity": 9982.4, + "return_pct": -0.18 + }, + { + "date": "2022-10-28", + "equity": 10219.89, + "return_pct": 2.2 + }, + { + "date": "2022-10-31", + "equity": 10146.07, + "return_pct": 1.46 + }, + { + "date": "2022-11-01", + "equity": 10101.67, + "return_pct": 1.02 + }, + { + "date": "2022-11-02", + "equity": 9848.15, + "return_pct": -1.52 + }, + { + "date": "2022-11-03", + "equity": 9746.75, + "return_pct": -2.53 + }, + { + "date": "2022-11-04", + "equity": 9887.04, + "return_pct": -1.13 + }, + { + "date": "2022-11-07", + "equity": 9981.61, + "return_pct": -0.18 + }, + { + "date": "2022-11-08", + "equity": 10035.47, + "return_pct": 0.35 + }, + { + "date": "2022-11-09", + "equity": 9828.71, + "return_pct": -1.71 + }, + { + "date": "2022-11-10", + "equity": 10368.84, + "return_pct": 3.69 + }, + { + "date": "2022-11-11", + "equity": 10469.2, + "return_pct": 4.69 + }, + { + "date": "2022-11-14", + "equity": 10380.14, + "return_pct": 3.8 + }, + { + "date": "2022-11-15", + "equity": 10468.67, + "return_pct": 4.69 + }, + { + "date": "2022-11-16", + "equity": 10388.81, + "return_pct": 3.89 + }, + { + "date": "2022-11-17", + "equity": 10357.02, + "return_pct": 3.57 + }, + { + "date": "2022-11-18", + "equity": 10404.05, + "return_pct": 4.04 + }, + { + "date": "2022-11-21", + "equity": 10366.22, + "return_pct": 3.66 + }, + { + "date": "2022-11-22", + "equity": 10505.71, + "return_pct": 5.06 + }, + { + "date": "2022-11-23", + "equity": 10571.92, + "return_pct": 5.72 + }, + { + "date": "2022-11-25", + "equity": 10569.55, + "return_pct": 5.7 + }, + { + "date": "2022-11-28", + "equity": 10400.89, + "return_pct": 4.01 + }, + { + "date": "2022-11-29", + "equity": 10383.03, + "return_pct": 3.83 + }, + { + "date": "2022-11-30", + "equity": 10710.1, + "return_pct": 7.1 + }, + { + "date": "2022-12-01", + "equity": 10702.22, + "return_pct": 7.02 + }, + { + "date": "2022-12-02", + "equity": 10689.87, + "return_pct": 6.9 + }, + { + "date": "2022-12-05", + "equity": 10497.57, + "return_pct": 4.98 + }, + { + "date": "2022-12-06", + "equity": 10346.25, + "return_pct": 3.46 + }, + { + "date": "2022-12-07", + "equity": 10328.65, + "return_pct": 3.29 + }, + { + "date": "2022-12-08", + "equity": 10409.56, + "return_pct": 4.1 + }, + { + "date": "2022-12-09", + "equity": 10331.8, + "return_pct": 3.32 + }, + { + "date": "2022-12-12", + "equity": 10480.76, + "return_pct": 4.81 + }, + { + "date": "2022-12-13", + "equity": 10560.09, + "return_pct": 5.6 + }, + { + "date": "2022-12-14", + "equity": 10492.58, + "return_pct": 4.93 + }, + { + "date": "2022-12-15", + "equity": 10235.91, + "return_pct": 2.36 + }, + { + "date": "2022-12-16", + "equity": 10068.83, + "return_pct": 0.69 + }, + { + "date": "2022-12-19", + "equity": 9983.45, + "return_pct": -0.17 + }, + { + "date": "2022-12-20", + "equity": 9997.11, + "return_pct": -0.03 + }, + { + "date": "2022-12-21", + "equity": 10146.59, + "return_pct": 1.47 + }, + { + "date": "2022-12-22", + "equity": 10001.84, + "return_pct": 0.02 + }, + { + "date": "2022-12-23", + "equity": 10059.37, + "return_pct": 0.59 + }, + { + "date": "2022-12-27", + "equity": 10019.7, + "return_pct": 0.2 + }, + { + "date": "2022-12-28", + "equity": 9895.18, + "return_pct": -1.05 + }, + { + "date": "2022-12-29", + "equity": 10073.3, + "return_pct": 0.73 + }, + { + "date": "2022-12-30", + "equity": 10046.76, + "return_pct": 0.47 + }, + { + "date": "2023-01-03", + "equity": 10004.47, + "return_pct": 0.04 + }, + { + "date": "2023-01-04", + "equity": 10081.7, + "return_pct": 0.82 + }, + { + "date": "2023-01-05", + "equity": 9966.64, + "return_pct": -0.33 + }, + { + "date": "2023-01-06", + "equity": 10195.19, + "return_pct": 1.95 + }, + { + "date": "2023-01-09", + "equity": 10189.41, + "return_pct": 1.89 + }, + { + "date": "2023-01-10", + "equity": 10260.87, + "return_pct": 2.61 + }, + { + "date": "2023-01-11", + "equity": 10390.65, + "return_pct": 3.91 + }, + { + "date": "2023-01-12", + "equity": 10428.48, + "return_pct": 4.28 + }, + { + "date": "2023-01-13", + "equity": 10468.93, + "return_pct": 4.69 + }, + { + "date": "2023-01-17", + "equity": 10449.76, + "return_pct": 4.5 + }, + { + "date": "2023-01-18", + "equity": 10284.78, + "return_pct": 2.85 + }, + { + "date": "2023-01-19", + "equity": 10209.9, + "return_pct": 2.1 + }, + { + "date": "2023-01-20", + "equity": 10400.11, + "return_pct": 4.0 + }, + { + "date": "2023-01-23", + "equity": 10524.89, + "return_pct": 5.25 + }, + { + "date": "2023-01-24", + "equity": 10513.6, + "return_pct": 5.14 + }, + { + "date": "2023-01-25", + "equity": 10517.54, + "return_pct": 5.18 + }, + { + "date": "2023-01-26", + "equity": 10633.13, + "return_pct": 6.33 + }, + { + "date": "2023-01-27", + "equity": 10657.56, + "return_pct": 6.58 + }, + { + "date": "2023-01-30", + "equity": 10523.84, + "return_pct": 5.24 + }, + { + "date": "2023-01-31", + "equity": 10678.58, + "return_pct": 6.79 + }, + { + "date": "2023-02-01", + "equity": 10792.07, + "return_pct": 7.92 + }, + { + "date": "2023-02-02", + "equity": 10949.17, + "return_pct": 9.49 + }, + { + "date": "2023-02-03", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2023-02-06", + "equity": 10766.58, + "return_pct": 7.67 + }, + { + "date": "2023-02-07", + "equity": 10907.4, + "return_pct": 9.07 + }, + { + "date": "2023-02-08", + "equity": 10788.13, + "return_pct": 7.88 + }, + { + "date": "2023-02-09", + "equity": 10694.6, + "return_pct": 6.95 + }, + { + "date": "2023-02-10", + "equity": 10719.56, + "return_pct": 7.2 + }, + { + "date": "2023-02-13", + "equity": 10845.4, + "return_pct": 8.45 + }, + { + "date": "2023-02-14", + "equity": 10840.4, + "return_pct": 8.4 + }, + { + "date": "2023-02-15", + "equity": 10875.61, + "return_pct": 8.76 + }, + { + "date": "2023-02-16", + "equity": 10725.86, + "return_pct": 7.26 + }, + { + "date": "2023-02-17", + "equity": 10699.07, + "return_pct": 6.99 + }, + { + "date": "2023-02-21", + "equity": 10484.43, + "return_pct": 4.84 + }, + { + "date": "2023-02-22", + "equity": 10469.99, + "return_pct": 4.7 + }, + { + "date": "2023-02-23", + "equity": 10525.68, + "return_pct": 5.26 + }, + { + "date": "2023-02-24", + "equity": 10413.24, + "return_pct": 4.13 + }, + { + "date": "2023-02-27", + "equity": 10448.71, + "return_pct": 4.49 + }, + { + "date": "2023-02-28", + "equity": 10410.09, + "return_pct": 4.1 + }, + { + "date": "2023-03-01", + "equity": 10370.16, + "return_pct": 3.7 + }, + { + "date": "2023-03-02", + "equity": 10450.81, + "return_pct": 4.51 + }, + { + "date": "2023-03-03", + "equity": 10618.42, + "return_pct": 6.18 + }, + { + "date": "2023-03-06", + "equity": 10625.77, + "return_pct": 6.26 + }, + { + "date": "2023-03-07", + "equity": 10462.89, + "return_pct": 4.63 + }, + { + "date": "2023-03-08", + "equity": 10479.97, + "return_pct": 4.8 + }, + { + "date": "2023-03-09", + "equity": 10286.62, + "return_pct": 2.87 + }, + { + "date": "2023-03-10", + "equity": 10138.18, + "return_pct": 1.38 + }, + { + "date": "2023-03-13", + "equity": 10123.74, + "return_pct": 1.24 + }, + { + "date": "2023-03-14", + "equity": 10291.08, + "return_pct": 2.91 + }, + { + "date": "2023-03-15", + "equity": 10226.72, + "return_pct": 2.27 + }, + { + "date": "2023-03-16", + "equity": 10406.15, + "return_pct": 4.06 + }, + { + "date": "2023-03-17", + "equity": 10245.37, + "return_pct": 2.45 + }, + { + "date": "2023-03-20", + "equity": 10343.89, + "return_pct": 3.44 + }, + { + "date": "2023-03-21", + "equity": 10479.71, + "return_pct": 4.8 + }, + { + "date": "2023-03-22", + "equity": 10301.06, + "return_pct": 3.01 + }, + { + "date": "2023-03-23", + "equity": 10328.91, + "return_pct": 3.29 + }, + { + "date": "2023-03-24", + "equity": 10396.69, + "return_pct": 3.97 + }, + { + "date": "2023-03-27", + "equity": 10416.13, + "return_pct": 4.16 + }, + { + "date": "2023-03-28", + "equity": 10392.75, + "return_pct": 3.93 + }, + { + "date": "2023-03-29", + "equity": 10543.81, + "return_pct": 5.44 + }, + { + "date": "2023-03-30", + "equity": 10605.54, + "return_pct": 6.06 + }, + { + "date": "2023-03-31", + "equity": 10755.02, + "return_pct": 7.55 + }, + { + "date": "2023-04-03", + "equity": 10796.01, + "return_pct": 7.96 + }, + { + "date": "2023-04-04", + "equity": 10736.11, + "return_pct": 7.36 + }, + { + "date": "2023-04-05", + "equity": 10708.0, + "return_pct": 7.08 + }, + { + "date": "2023-04-06", + "equity": 10749.77, + "return_pct": 7.5 + }, + { + "date": "2023-04-10", + "equity": 10760.8, + "return_pct": 7.61 + }, + { + "date": "2023-04-11", + "equity": 10763.69, + "return_pct": 7.64 + }, + { + "date": "2023-04-12", + "equity": 10719.82, + "return_pct": 7.2 + }, + { + "date": "2023-04-13", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2023-04-14", + "equity": 10835.68, + "return_pct": 8.36 + }, + { + "date": "2023-04-17", + "equity": 10874.56, + "return_pct": 8.75 + }, + { + "date": "2023-04-18", + "equity": 10881.65, + "return_pct": 8.82 + }, + { + "date": "2023-04-19", + "equity": 10879.81, + "return_pct": 8.8 + }, + { + "date": "2023-04-20", + "equity": 10820.44, + "return_pct": 8.2 + }, + { + "date": "2023-04-21", + "equity": 10828.85, + "return_pct": 8.29 + }, + { + "date": "2023-04-24", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-04-25", + "equity": 10668.07, + "return_pct": 6.68 + }, + { + "date": "2023-04-26", + "equity": 10622.88, + "return_pct": 6.23 + }, + { + "date": "2023-04-27", + "equity": 10834.36, + "return_pct": 8.34 + }, + { + "date": "2023-04-28", + "equity": 10926.84, + "return_pct": 9.27 + }, + { + "date": "2023-05-01", + "equity": 10915.8, + "return_pct": 9.16 + }, + { + "date": "2023-05-02", + "equity": 10793.12, + "return_pct": 7.93 + }, + { + "date": "2023-05-03", + "equity": 10719.03, + "return_pct": 7.19 + }, + { + "date": "2023-05-04", + "equity": 10643.11, + "return_pct": 6.43 + }, + { + "date": "2023-05-05", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-05-08", + "equity": 10843.03, + "return_pct": 8.43 + }, + { + "date": "2023-05-09", + "equity": 10795.48, + "return_pct": 7.95 + }, + { + "date": "2023-05-10", + "equity": 10845.92, + "return_pct": 8.46 + }, + { + "date": "2023-05-11", + "equity": 10827.01, + "return_pct": 8.27 + }, + { + "date": "2023-05-12", + "equity": 10812.82, + "return_pct": 8.13 + }, + { + "date": "2023-05-15", + "equity": 10850.12, + "return_pct": 8.5 + }, + { + "date": "2023-05-16", + "equity": 10777.62, + "return_pct": 7.78 + }, + { + "date": "2023-05-17", + "equity": 10908.45, + "return_pct": 9.08 + }, + { + "date": "2023-05-18", + "equity": 11013.53, + "return_pct": 10.14 + }, + { + "date": "2023-05-19", + "equity": 10997.5, + "return_pct": 9.98 + }, + { + "date": "2023-05-22", + "equity": 11001.97, + "return_pct": 10.02 + }, + { + "date": "2023-05-23", + "equity": 10878.5, + "return_pct": 8.78 + }, + { + "date": "2023-05-24", + "equity": 10799.68, + "return_pct": 8.0 + }, + { + "date": "2023-05-25", + "equity": 10893.21, + "return_pct": 8.93 + }, + { + "date": "2023-05-26", + "equity": 11034.28, + "return_pct": 10.34 + }, + { + "date": "2023-05-30", + "equity": 11038.49, + "return_pct": 10.38 + }, + { + "date": "2023-05-31", + "equity": 10977.28, + "return_pct": 9.77 + }, + { + "date": "2023-06-01", + "equity": 11081.57, + "return_pct": 10.82 + }, + { + "date": "2023-06-02", + "equity": 11241.82, + "return_pct": 12.42 + }, + { + "date": "2023-06-05", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2023-06-06", + "equity": 11244.71, + "return_pct": 12.45 + }, + { + "date": "2023-06-07", + "equity": 11205.83, + "return_pct": 12.06 + }, + { + "date": "2023-06-08", + "equity": 11273.61, + "return_pct": 12.74 + }, + { + "date": "2023-06-09", + "equity": 11293.84, + "return_pct": 12.94 + }, + { + "date": "2023-06-12", + "equity": 11396.3, + "return_pct": 13.96 + }, + { + "date": "2023-06-13", + "equity": 11471.43, + "return_pct": 14.71 + }, + { + "date": "2023-06-14", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-15", + "equity": 11627.48, + "return_pct": 16.27 + }, + { + "date": "2023-06-16", + "equity": 11544.99, + "return_pct": 15.45 + }, + { + "date": "2023-06-20", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-21", + "equity": 11426.24, + "return_pct": 14.26 + }, + { + "date": "2023-06-22", + "equity": 11467.49, + "return_pct": 14.67 + }, + { + "date": "2023-06-23", + "equity": 11380.8, + "return_pct": 13.81 + }, + { + "date": "2023-06-26", + "equity": 11334.3, + "return_pct": 13.34 + }, + { + "date": "2023-06-27", + "equity": 11458.56, + "return_pct": 14.59 + }, + { + "date": "2023-06-28", + "equity": 11464.34, + "return_pct": 14.64 + }, + { + "date": "2023-06-29", + "equity": 11509.52, + "return_pct": 15.1 + }, + { + "date": "2023-06-30", + "equity": 11645.34, + "return_pct": 16.45 + }, + { + "date": "2023-07-03", + "equity": 11658.74, + "return_pct": 16.59 + }, + { + "date": "2023-07-05", + "equity": 11641.4, + "return_pct": 16.41 + }, + { + "date": "2023-07-06", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-07", + "equity": 11521.08, + "return_pct": 15.21 + }, + { + "date": "2023-07-10", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-11", + "equity": 11623.8, + "return_pct": 16.24 + }, + { + "date": "2023-07-12", + "equity": 11717.33, + "return_pct": 17.17 + }, + { + "date": "2023-07-13", + "equity": 11810.32, + "return_pct": 18.1 + }, + { + "date": "2023-07-14", + "equity": 11802.97, + "return_pct": 18.03 + }, + { + "date": "2023-07-17", + "equity": 11843.95, + "return_pct": 18.44 + }, + { + "date": "2023-07-18", + "equity": 11931.96, + "return_pct": 19.32 + }, + { + "date": "2023-07-19", + "equity": 11958.49, + "return_pct": 19.58 + }, + { + "date": "2023-07-20", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-21", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-24", + "equity": 11932.22, + "return_pct": 19.32 + }, + { + "date": "2023-07-25", + "equity": 11964.8, + "return_pct": 19.65 + }, + { + "date": "2023-07-26", + "equity": 11966.64, + "return_pct": 19.67 + }, + { + "date": "2023-07-27", + "equity": 11887.3, + "return_pct": 18.87 + }, + { + "date": "2023-07-28", + "equity": 12003.68, + "return_pct": 20.04 + }, + { + "date": "2023-07-31", + "equity": 12026.53, + "return_pct": 20.27 + }, + { + "date": "2023-08-01", + "equity": 11992.12, + "return_pct": 19.92 + }, + { + "date": "2023-08-02", + "equity": 11825.3, + "return_pct": 18.25 + }, + { + "date": "2023-08-03", + "equity": 11791.41, + "return_pct": 17.91 + }, + { + "date": "2023-08-04", + "equity": 11738.08, + "return_pct": 17.38 + }, + { + "date": "2023-08-07", + "equity": 11840.54, + "return_pct": 18.41 + }, + { + "date": "2023-08-08", + "equity": 11789.05, + "return_pct": 17.89 + }, + { + "date": "2023-08-09", + "equity": 11710.23, + "return_pct": 17.1 + }, + { + "date": "2023-08-10", + "equity": 11714.44, + "return_pct": 17.14 + }, + { + "date": "2023-08-11", + "equity": 11707.61, + "return_pct": 17.08 + }, + { + "date": "2023-08-14", + "equity": 11772.23, + "return_pct": 17.72 + }, + { + "date": "2023-08-15", + "equity": 11635.1, + "return_pct": 16.35 + }, + { + "date": "2023-08-16", + "equity": 11549.72, + "return_pct": 15.5 + }, + { + "date": "2023-08-17", + "equity": 11461.71, + "return_pct": 14.62 + }, + { + "date": "2023-08-18", + "equity": 11467.23, + "return_pct": 14.67 + }, + { + "date": "2023-08-21", + "equity": 11541.84, + "return_pct": 15.42 + }, + { + "date": "2023-08-22", + "equity": 11510.57, + "return_pct": 15.11 + }, + { + "date": "2023-08-23", + "equity": 11638.78, + "return_pct": 16.39 + }, + { + "date": "2023-08-24", + "equity": 11477.47, + "return_pct": 14.77 + }, + { + "date": "2023-08-25", + "equity": 11558.39, + "return_pct": 15.58 + }, + { + "date": "2023-08-28", + "equity": 11631.68, + "return_pct": 16.32 + }, + { + "date": "2023-08-29", + "equity": 11799.82, + "return_pct": 18.0 + }, + { + "date": "2023-08-30", + "equity": 11848.42, + "return_pct": 18.48 + }, + { + "date": "2023-08-31", + "equity": 11831.08, + "return_pct": 18.31 + }, + { + "date": "2023-09-01", + "equity": 11853.15, + "return_pct": 18.53 + }, + { + "date": "2023-09-05", + "equity": 11801.92, + "return_pct": 18.02 + }, + { + "date": "2023-09-06", + "equity": 11722.58, + "return_pct": 17.23 + }, + { + "date": "2023-09-07", + "equity": 11686.59, + "return_pct": 16.87 + }, + { + "date": "2023-09-08", + "equity": 11704.19, + "return_pct": 17.04 + }, + { + "date": "2023-09-11", + "equity": 11781.16, + "return_pct": 17.81 + }, + { + "date": "2023-09-12", + "equity": 11716.54, + "return_pct": 17.17 + }, + { + "date": "2023-09-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-09-14", + "equity": 11831.34, + "return_pct": 18.31 + }, + { + "date": "2023-09-15", + "equity": 11647.71, + "return_pct": 16.48 + }, + { + "date": "2023-09-18", + "equity": 11654.54, + "return_pct": 16.55 + }, + { + "date": "2023-09-19", + "equity": 11630.37, + "return_pct": 16.3 + }, + { + "date": "2023-09-20", + "equity": 11523.45, + "return_pct": 15.23 + }, + { + "date": "2023-09-21", + "equity": 11332.98, + "return_pct": 13.33 + }, + { + "date": "2023-09-22", + "equity": 11307.5, + "return_pct": 13.08 + }, + { + "date": "2023-09-25", + "equity": 11355.05, + "return_pct": 13.55 + }, + { + "date": "2023-09-26", + "equity": 11188.23, + "return_pct": 11.88 + }, + { + "date": "2023-09-27", + "equity": 11192.7, + "return_pct": 11.93 + }, + { + "date": "2023-09-28", + "equity": 11257.59, + "return_pct": 12.58 + }, + { + "date": "2023-09-29", + "equity": 11230.26, + "return_pct": 12.3 + }, + { + "date": "2023-10-02", + "equity": 11225.8, + "return_pct": 12.26 + }, + { + "date": "2023-10-03", + "equity": 11075.53, + "return_pct": 10.76 + }, + { + "date": "2023-10-04", + "equity": 11156.18, + "return_pct": 11.56 + }, + { + "date": "2023-10-05", + "equity": 11151.98, + "return_pct": 11.52 + }, + { + "date": "2023-10-06", + "equity": 11284.38, + "return_pct": 12.84 + }, + { + "date": "2023-10-09", + "equity": 11356.63, + "return_pct": 13.57 + }, + { + "date": "2023-10-10", + "equity": 11415.74, + "return_pct": 14.16 + }, + { + "date": "2023-10-11", + "equity": 11462.5, + "return_pct": 14.62 + }, + { + "date": "2023-10-12", + "equity": 11392.62, + "return_pct": 13.93 + }, + { + "date": "2023-10-13", + "equity": 11335.87, + "return_pct": 13.36 + }, + { + "date": "2023-10-16", + "equity": 11455.14, + "return_pct": 14.55 + }, + { + "date": "2023-10-17", + "equity": 11454.62, + "return_pct": 14.55 + }, + { + "date": "2023-10-18", + "equity": 11301.98, + "return_pct": 13.02 + }, + { + "date": "2023-10-19", + "equity": 11202.68, + "return_pct": 12.03 + }, + { + "date": "2023-10-20", + "equity": 11065.02, + "return_pct": 10.65 + }, + { + "date": "2023-10-23", + "equity": 11045.84, + "return_pct": 10.46 + }, + { + "date": "2023-10-24", + "equity": 11129.12, + "return_pct": 11.29 + }, + { + "date": "2023-10-25", + "equity": 10969.39, + "return_pct": 9.69 + }, + { + "date": "2023-10-26", + "equity": 10838.04, + "return_pct": 8.38 + }, + { + "date": "2023-10-27", + "equity": 10788.91, + "return_pct": 7.89 + }, + { + "date": "2023-10-30", + "equity": 10917.9, + "return_pct": 9.18 + }, + { + "date": "2023-10-31", + "equity": 10986.47, + "return_pct": 9.86 + }, + { + "date": "2023-11-01", + "equity": 11103.64, + "return_pct": 11.04 + }, + { + "date": "2023-11-02", + "equity": 11316.43, + "return_pct": 13.16 + }, + { + "date": "2023-11-03", + "equity": 11419.68, + "return_pct": 14.2 + }, + { + "date": "2023-11-06", + "equity": 11445.95, + "return_pct": 14.46 + }, + { + "date": "2023-11-07", + "equity": 11478.52, + "return_pct": 14.79 + }, + { + "date": "2023-11-08", + "equity": 11486.93, + "return_pct": 14.87 + }, + { + "date": "2023-11-09", + "equity": 11397.35, + "return_pct": 13.97 + }, + { + "date": "2023-11-10", + "equity": 11575.2, + "return_pct": 15.75 + }, + { + "date": "2023-11-13", + "equity": 11564.17, + "return_pct": 15.64 + }, + { + "date": "2023-11-14", + "equity": 11788.52, + "return_pct": 17.89 + }, + { + "date": "2023-11-15", + "equity": 11813.48, + "return_pct": 18.13 + }, + { + "date": "2023-11-16", + "equity": 11827.93, + "return_pct": 18.28 + }, + { + "date": "2023-11-17", + "equity": 11842.64, + "return_pct": 18.43 + }, + { + "date": "2023-11-20", + "equity": 11933.8, + "return_pct": 19.34 + }, + { + "date": "2023-11-21", + "equity": 11907.79, + "return_pct": 19.08 + }, + { + "date": "2023-11-22", + "equity": 11953.76, + "return_pct": 19.54 + }, + { + "date": "2023-11-24", + "equity": 11961.12, + "return_pct": 19.61 + }, + { + "date": "2023-11-27", + "equity": 11939.58, + "return_pct": 19.4 + }, + { + "date": "2023-11-28", + "equity": 11951.4, + "return_pct": 19.51 + }, + { + "date": "2023-11-29", + "equity": 11942.99, + "return_pct": 19.43 + }, + { + "date": "2023-11-30", + "equity": 11990.02, + "return_pct": 19.9 + }, + { + "date": "2023-12-01", + "equity": 12060.95, + "return_pct": 20.61 + }, + { + "date": "2023-12-04", + "equity": 11997.64, + "return_pct": 19.98 + }, + { + "date": "2023-12-05", + "equity": 11995.27, + "return_pct": 19.95 + }, + { + "date": "2023-12-06", + "equity": 11946.93, + "return_pct": 19.47 + }, + { + "date": "2023-12-07", + "equity": 12038.09, + "return_pct": 20.38 + }, + { + "date": "2023-12-08", + "equity": 12089.85, + "return_pct": 20.9 + }, + { + "date": "2023-12-11", + "equity": 12136.87, + "return_pct": 21.37 + }, + { + "date": "2023-12-12", + "equity": 12192.3, + "return_pct": 21.92 + }, + { + "date": "2023-12-13", + "equity": 12360.44, + "return_pct": 23.6 + }, + { + "date": "2023-12-14", + "equity": 12400.11, + "return_pct": 24.0 + }, + { + "date": "2023-12-15", + "equity": 12329.7, + "return_pct": 23.3 + }, + { + "date": "2023-12-18", + "equity": 12399.05, + "return_pct": 23.99 + }, + { + "date": "2023-12-19", + "equity": 12474.45, + "return_pct": 24.74 + }, + { + "date": "2023-12-20", + "equity": 12301.59, + "return_pct": 23.02 + }, + { + "date": "2023-12-21", + "equity": 12418.23, + "return_pct": 24.18 + }, + { + "date": "2023-12-22", + "equity": 12443.19, + "return_pct": 24.43 + }, + { + "date": "2023-12-26", + "equity": 12495.73, + "return_pct": 24.96 + }, + { + "date": "2023-12-27", + "equity": 12518.32, + "return_pct": 25.18 + }, + { + "date": "2023-12-28", + "equity": 12523.05, + "return_pct": 25.23 + }, + { + "date": "2023-12-29", + "equity": 12486.8, + "return_pct": 24.87 + }, + { + "date": "2024-01-02", + "equity": 12416.92, + "return_pct": 24.17 + }, + { + "date": "2024-01-03", + "equity": 12315.51, + "return_pct": 23.16 + }, + { + "date": "2024-01-04", + "equity": 12275.84, + "return_pct": 22.76 + }, + { + "date": "2024-01-05", + "equity": 12292.66, + "return_pct": 22.93 + }, + { + "date": "2024-01-08", + "equity": 12468.15, + "return_pct": 24.68 + }, + { + "date": "2024-01-09", + "equity": 12449.23, + "return_pct": 24.49 + }, + { + "date": "2024-01-10", + "equity": 12519.64, + "return_pct": 25.2 + }, + { + "date": "2024-01-11", + "equity": 12514.12, + "return_pct": 25.14 + }, + { + "date": "2024-01-12", + "equity": 12522.79, + "return_pct": 25.23 + }, + { + "date": "2024-01-16", + "equity": 12476.82, + "return_pct": 24.77 + }, + { + "date": "2024-01-17", + "equity": 12407.46, + "return_pct": 24.07 + }, + { + "date": "2024-01-18", + "equity": 12517.8, + "return_pct": 25.18 + }, + { + "date": "2024-01-19", + "equity": 12673.85, + "return_pct": 26.74 + }, + { + "date": "2024-01-22", + "equity": 12700.64, + "return_pct": 27.01 + }, + { + "date": "2024-01-23", + "equity": 12737.69, + "return_pct": 27.38 + }, + { + "date": "2024-01-24", + "equity": 12751.61, + "return_pct": 27.52 + }, + { + "date": "2024-01-25", + "equity": 12820.96, + "return_pct": 28.21 + }, + { + "date": "2024-01-26", + "equity": 12804.68, + "return_pct": 28.05 + }, + { + "date": "2024-01-29", + "equity": 12906.08, + "return_pct": 29.06 + }, + { + "date": "2024-01-30", + "equity": 12896.1, + "return_pct": 28.96 + }, + { + "date": "2024-01-31", + "equity": 12685.67, + "return_pct": 26.86 + }, + { + "date": "2024-02-01", + "equity": 12851.7, + "return_pct": 28.52 + }, + { + "date": "2024-02-02", + "equity": 12987.0, + "return_pct": 29.87 + }, + { + "date": "2024-02-05", + "equity": 12939.71, + "return_pct": 29.4 + }, + { + "date": "2024-02-06", + "equity": 12977.28, + "return_pct": 29.77 + }, + { + "date": "2024-02-07", + "equity": 13085.51, + "return_pct": 30.86 + }, + { + "date": "2024-02-08", + "equity": 13091.29, + "return_pct": 30.91 + }, + { + "date": "2024-02-09", + "equity": 13166.95, + "return_pct": 31.67 + }, + { + "date": "2024-02-12", + "equity": 13161.17, + "return_pct": 31.61 + }, + { + "date": "2024-02-13", + "equity": 12979.9, + "return_pct": 29.8 + }, + { + "date": "2024-02-14", + "equity": 13097.86, + "return_pct": 30.98 + }, + { + "date": "2024-02-15", + "equity": 13188.23, + "return_pct": 31.88 + }, + { + "date": "2024-02-16", + "equity": 13122.55, + "return_pct": 31.23 + }, + { + "date": "2024-02-20", + "equity": 13050.31, + "return_pct": 30.5 + }, + { + "date": "2024-02-21", + "equity": 13062.13, + "return_pct": 30.62 + }, + { + "date": "2024-02-22", + "equity": 13332.46, + "return_pct": 33.32 + }, + { + "date": "2024-02-23", + "equity": 13341.65, + "return_pct": 33.42 + }, + { + "date": "2024-02-26", + "equity": 13292.79, + "return_pct": 32.93 + }, + { + "date": "2024-02-27", + "equity": 13317.48, + "return_pct": 33.17 + }, + { + "date": "2024-02-28", + "equity": 13299.88, + "return_pct": 33.0 + }, + { + "date": "2024-02-29", + "equity": 13347.69, + "return_pct": 33.48 + }, + { + "date": "2024-03-01", + "equity": 13473.01, + "return_pct": 34.73 + }, + { + "date": "2024-03-04", + "equity": 13458.56, + "return_pct": 34.59 + }, + { + "date": "2024-03-05", + "equity": 13324.05, + "return_pct": 33.24 + }, + { + "date": "2024-03-06", + "equity": 13391.57, + "return_pct": 33.92 + }, + { + "date": "2024-03-07", + "equity": 13524.5, + "return_pct": 35.24 + }, + { + "date": "2024-03-08", + "equity": 13443.32, + "return_pct": 34.43 + }, + { + "date": "2024-03-11", + "equity": 13431.76, + "return_pct": 34.32 + }, + { + "date": "2024-03-12", + "equity": 13576.25, + "return_pct": 35.76 + }, + { + "date": "2024-03-13", + "equity": 13554.97, + "return_pct": 35.55 + }, + { + "date": "2024-03-14", + "equity": 13528.18, + "return_pct": 35.28 + }, + { + "date": "2024-03-15", + "equity": 13393.67, + "return_pct": 33.94 + }, + { + "date": "2024-03-18", + "equity": 13473.27, + "return_pct": 34.73 + }, + { + "date": "2024-03-19", + "equity": 13548.14, + "return_pct": 35.48 + }, + { + "date": "2024-03-20", + "equity": 13673.45, + "return_pct": 36.73 + }, + { + "date": "2024-03-21", + "equity": 13718.64, + "return_pct": 37.19 + }, + { + "date": "2024-03-22", + "equity": 13692.63, + "return_pct": 36.93 + }, + { + "date": "2024-03-25", + "equity": 13654.8, + "return_pct": 36.55 + }, + { + "date": "2024-03-26", + "equity": 13629.58, + "return_pct": 36.3 + }, + { + "date": "2024-03-27", + "equity": 13744.12, + "return_pct": 37.44 + }, + { + "date": "2024-03-28", + "equity": 13741.49, + "return_pct": 37.41 + }, + { + "date": "2024-04-01", + "equity": 13717.59, + "return_pct": 37.18 + }, + { + "date": "2024-04-02", + "equity": 13630.37, + "return_pct": 36.3 + }, + { + "date": "2024-04-03", + "equity": 13645.34, + "return_pct": 36.45 + }, + { + "date": "2024-04-04", + "equity": 13478.79, + "return_pct": 34.79 + }, + { + "date": "2024-04-05", + "equity": 13619.6, + "return_pct": 36.2 + }, + { + "date": "2024-04-08", + "equity": 13627.22, + "return_pct": 36.27 + }, + { + "date": "2024-04-09", + "equity": 13642.98, + "return_pct": 36.43 + }, + { + "date": "2024-04-10", + "equity": 13506.37, + "return_pct": 35.06 + }, + { + "date": "2024-04-11", + "equity": 13608.3, + "return_pct": 36.08 + }, + { + "date": "2024-04-12", + "equity": 13420.46, + "return_pct": 34.2 + }, + { + "date": "2024-04-15", + "equity": 13252.33, + "return_pct": 32.52 + }, + { + "date": "2024-04-16", + "equity": 13228.16, + "return_pct": 32.28 + }, + { + "date": "2024-04-17", + "equity": 13149.88, + "return_pct": 31.5 + }, + { + "date": "2024-04-18", + "equity": 13122.82, + "return_pct": 31.23 + }, + { + "date": "2024-04-19", + "equity": 13008.28, + "return_pct": 30.08 + }, + { + "date": "2024-04-22", + "equity": 13128.07, + "return_pct": 31.28 + }, + { + "date": "2024-04-23", + "equity": 13283.86, + "return_pct": 32.84 + }, + { + "date": "2024-04-24", + "equity": 13277.55, + "return_pct": 32.78 + }, + { + "date": "2024-04-25", + "equity": 13227.11, + "return_pct": 32.27 + }, + { + "date": "2024-04-26", + "equity": 13352.42, + "return_pct": 33.52 + }, + { + "date": "2024-04-29", + "equity": 13399.71, + "return_pct": 34.0 + }, + { + "date": "2024-04-30", + "equity": 13187.44, + "return_pct": 31.87 + }, + { + "date": "2024-05-01", + "equity": 13144.62, + "return_pct": 31.45 + }, + { + "date": "2024-05-02", + "equity": 13267.57, + "return_pct": 32.68 + }, + { + "date": "2024-05-03", + "equity": 13432.02, + "return_pct": 34.32 + }, + { + "date": "2024-05-06", + "equity": 13570.73, + "return_pct": 35.71 + }, + { + "date": "2024-05-07", + "equity": 13585.71, + "return_pct": 35.86 + }, + { + "date": "2024-05-08", + "equity": 13587.02, + "return_pct": 35.87 + }, + { + "date": "2024-05-09", + "equity": 13665.31, + "return_pct": 36.65 + }, + { + "date": "2024-05-10", + "equity": 13682.91, + "return_pct": 36.83 + }, + { + "date": "2024-05-13", + "equity": 13684.75, + "return_pct": 36.85 + }, + { + "date": "2024-05-14", + "equity": 13747.54, + "return_pct": 37.48 + }, + { + "date": "2024-05-15", + "equity": 13917.77, + "return_pct": 39.18 + }, + { + "date": "2024-05-16", + "equity": 13889.14, + "return_pct": 38.89 + }, + { + "date": "2024-05-17", + "equity": 13909.1, + "return_pct": 39.09 + }, + { + "date": "2024-05-20", + "equity": 13925.13, + "return_pct": 39.25 + }, + { + "date": "2024-05-21", + "equity": 13959.28, + "return_pct": 39.59 + }, + { + "date": "2024-05-22", + "equity": 13919.09, + "return_pct": 39.19 + }, + { + "date": "2024-05-23", + "equity": 13817.42, + "return_pct": 38.17 + }, + { + "date": "2024-05-24", + "equity": 13908.84, + "return_pct": 39.09 + }, + { + "date": "2024-05-28", + "equity": 13918.56, + "return_pct": 39.19 + }, + { + "date": "2024-05-29", + "equity": 13821.1, + "return_pct": 38.21 + }, + { + "date": "2024-05-30", + "equity": 13729.41, + "return_pct": 37.29 + }, + { + "date": "2024-05-31", + "equity": 13854.46, + "return_pct": 38.54 + }, + { + "date": "2024-06-03", + "equity": 13865.76, + "return_pct": 38.66 + }, + { + "date": "2024-06-04", + "equity": 13881.26, + "return_pct": 38.81 + }, + { + "date": "2024-06-05", + "equity": 14046.24, + "return_pct": 40.46 + }, + { + "date": "2024-06-06", + "equity": 14045.97, + "return_pct": 40.46 + }, + { + "date": "2024-06-07", + "equity": 14028.9, + "return_pct": 40.29 + }, + { + "date": "2024-06-10", + "equity": 14072.24, + "return_pct": 40.72 + }, + { + "date": "2024-06-11", + "equity": 14106.13, + "return_pct": 41.06 + }, + { + "date": "2024-06-12", + "equity": 14221.99, + "return_pct": 42.22 + }, + { + "date": "2024-06-13", + "equity": 14250.62, + "return_pct": 42.51 + }, + { + "date": "2024-06-14", + "equity": 14259.29, + "return_pct": 42.59 + }, + { + "date": "2024-06-17", + "equity": 14372.78, + "return_pct": 43.73 + }, + { + "date": "2024-06-18", + "equity": 14409.3, + "return_pct": 44.09 + }, + { + "date": "2024-06-20", + "equity": 14370.16, + "return_pct": 43.7 + }, + { + "date": "2024-06-21", + "equity": 14304.74, + "return_pct": 43.05 + }, + { + "date": "2024-06-24", + "equity": 14258.24, + "return_pct": 42.58 + }, + { + "date": "2024-06-25", + "equity": 14313.15, + "return_pct": 43.13 + }, + { + "date": "2024-06-26", + "equity": 14331.01, + "return_pct": 43.31 + }, + { + "date": "2024-06-27", + "equity": 14353.61, + "return_pct": 43.54 + }, + { + "date": "2024-06-28", + "equity": 14297.12, + "return_pct": 42.97 + }, + { + "date": "2024-07-01", + "equity": 14326.55, + "return_pct": 43.27 + }, + { + "date": "2024-07-02", + "equity": 14422.96, + "return_pct": 44.23 + }, + { + "date": "2024-07-03", + "equity": 14487.32, + "return_pct": 44.87 + }, + { + "date": "2024-07-05", + "equity": 14570.87, + "return_pct": 45.71 + }, + { + "date": "2024-07-08", + "equity": 14587.68, + "return_pct": 45.88 + }, + { + "date": "2024-07-09", + "equity": 14601.87, + "return_pct": 46.02 + }, + { + "date": "2024-07-10", + "equity": 14746.35, + "return_pct": 47.46 + }, + { + "date": "2024-07-11", + "equity": 14619.2, + "return_pct": 46.19 + }, + { + "date": "2024-07-12", + "equity": 14711.41, + "return_pct": 47.11 + }, + { + "date": "2024-07-15", + "equity": 14751.87, + "return_pct": 47.52 + }, + { + "date": "2024-07-16", + "equity": 14839.35, + "return_pct": 48.39 + }, + { + "date": "2024-07-17", + "equity": 14631.29, + "return_pct": 46.31 + }, + { + "date": "2024-07-18", + "equity": 14518.85, + "return_pct": 45.19 + }, + { + "date": "2024-07-19", + "equity": 14422.44, + "return_pct": 44.22 + }, + { + "date": "2024-07-22", + "equity": 14571.13, + "return_pct": 45.71 + }, + { + "date": "2024-07-23", + "equity": 14548.27, + "return_pct": 45.48 + }, + { + "date": "2024-07-24", + "equity": 14218.57, + "return_pct": 42.19 + }, + { + "date": "2024-07-25", + "equity": 14144.49, + "return_pct": 41.44 + }, + { + "date": "2024-07-26", + "equity": 14302.9, + "return_pct": 43.03 + }, + { + "date": "2024-07-29", + "equity": 14311.31, + "return_pct": 43.11 + }, + { + "date": "2024-07-30", + "equity": 14238.8, + "return_pct": 42.39 + }, + { + "date": "2024-07-31", + "equity": 14470.25, + "return_pct": 44.7 + }, + { + "date": "2024-08-01", + "equity": 14265.34, + "return_pct": 42.65 + }, + { + "date": "2024-08-02", + "equity": 13999.74, + "return_pct": 40.0 + }, + { + "date": "2024-08-05", + "equity": 13592.01, + "return_pct": 35.92 + }, + { + "date": "2024-08-06", + "equity": 13717.33, + "return_pct": 37.17 + }, + { + "date": "2024-08-07", + "equity": 13625.64, + "return_pct": 36.26 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 16461.82, + "total_return_pct": 64.6, + "cagr_pct": 57.5, + "max_drawdown_pct": 18.8, + "sharpe": 1.88, + "trades": 79, + "win_rate": 35.4, + "avg_trade_pnl": 81.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 3108.19, + "worst_trade_pnl": -449.51, + "avg_hold_days": 17.2, + "exit_reasons": { + "stop": 48, + "time": 31 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 17.2 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9880.06, + "return_pct": -1.2 + }, + { + "date": "2023-07-07", + "equity": 9942.71, + "return_pct": -0.57 + }, + { + "date": "2023-07-10", + "equity": 10166.09, + "return_pct": 1.66 + }, + { + "date": "2023-07-11", + "equity": 10272.72, + "return_pct": 2.73 + }, + { + "date": "2023-07-12", + "equity": 10242.36, + "return_pct": 2.42 + }, + { + "date": "2023-07-13", + "equity": 10459.12, + "return_pct": 4.59 + }, + { + "date": "2023-07-14", + "equity": 10283.77, + "return_pct": 2.84 + }, + { + "date": "2023-07-17", + "equity": 10289.6, + "return_pct": 2.9 + }, + { + "date": "2023-07-18", + "equity": 10459.05, + "return_pct": 4.59 + }, + { + "date": "2023-07-19", + "equity": 10402.35, + "return_pct": 4.02 + }, + { + "date": "2023-07-20", + "equity": 10147.7, + "return_pct": 1.48 + }, + { + "date": "2023-07-21", + "equity": 10056.08, + "return_pct": 0.56 + }, + { + "date": "2023-07-24", + "equity": 10095.44, + "return_pct": 0.95 + }, + { + "date": "2023-07-25", + "equity": 10167.89, + "return_pct": 1.68 + }, + { + "date": "2023-07-26", + "equity": 10353.01, + "return_pct": 3.53 + }, + { + "date": "2023-07-27", + "equity": 10274.03, + "return_pct": 2.74 + }, + { + "date": "2023-07-28", + "equity": 10561.34, + "return_pct": 5.61 + }, + { + "date": "2023-07-31", + "equity": 10687.77, + "return_pct": 6.88 + }, + { + "date": "2023-08-01", + "equity": 10531.51, + "return_pct": 5.32 + }, + { + "date": "2023-08-02", + "equity": 10267.08, + "return_pct": 2.67 + }, + { + "date": "2023-08-03", + "equity": 10048.12, + "return_pct": 0.48 + }, + { + "date": "2023-08-04", + "equity": 9934.18, + "return_pct": -0.66 + }, + { + "date": "2023-08-07", + "equity": 10018.45, + "return_pct": 0.18 + }, + { + "date": "2023-08-08", + "equity": 10061.61, + "return_pct": 0.62 + }, + { + "date": "2023-08-09", + "equity": 9928.4, + "return_pct": -0.72 + }, + { + "date": "2023-08-10", + "equity": 9858.17, + "return_pct": -1.42 + }, + { + "date": "2023-08-11", + "equity": 9842.35, + "return_pct": -1.58 + }, + { + "date": "2023-08-14", + "equity": 9958.25, + "return_pct": -0.42 + }, + { + "date": "2023-08-15", + "equity": 9772.34, + "return_pct": -2.28 + }, + { + "date": "2023-08-16", + "equity": 9710.79, + "return_pct": -2.89 + }, + { + "date": "2023-08-17", + "equity": 9701.52, + "return_pct": -2.98 + }, + { + "date": "2023-08-18", + "equity": 9701.52, + "return_pct": -2.98 + }, + { + "date": "2023-08-21", + "equity": 9701.52, + "return_pct": -2.98 + }, + { + "date": "2023-08-22", + "equity": 9701.52, + "return_pct": -2.98 + }, + { + "date": "2023-08-23", + "equity": 9697.64, + "return_pct": -3.02 + }, + { + "date": "2023-08-24", + "equity": 9569.79, + "return_pct": -4.3 + }, + { + "date": "2023-08-25", + "equity": 9593.22, + "return_pct": -4.07 + }, + { + "date": "2023-08-28", + "equity": 9615.31, + "return_pct": -3.85 + }, + { + "date": "2023-08-29", + "equity": 9658.21, + "return_pct": -3.42 + }, + { + "date": "2023-08-30", + "equity": 9713.23, + "return_pct": -2.87 + }, + { + "date": "2023-08-31", + "equity": 9736.84, + "return_pct": -2.63 + }, + { + "date": "2023-09-01", + "equity": 9793.51, + "return_pct": -2.06 + }, + { + "date": "2023-09-05", + "equity": 9714.68, + "return_pct": -2.85 + }, + { + "date": "2023-09-06", + "equity": 9742.56, + "return_pct": -2.57 + }, + { + "date": "2023-09-07", + "equity": 9636.3, + "return_pct": -3.64 + }, + { + "date": "2023-09-08", + "equity": 9614.45, + "return_pct": -3.86 + }, + { + "date": "2023-09-11", + "equity": 9748.22, + "return_pct": -2.52 + }, + { + "date": "2023-09-12", + "equity": 9585.03, + "return_pct": -4.15 + }, + { + "date": "2023-09-13", + "equity": 9497.32, + "return_pct": -5.03 + }, + { + "date": "2023-09-14", + "equity": 9623.1, + "return_pct": -3.77 + }, + { + "date": "2023-09-15", + "equity": 9427.04, + "return_pct": -5.73 + }, + { + "date": "2023-09-18", + "equity": 9433.07, + "return_pct": -5.67 + }, + { + "date": "2023-09-19", + "equity": 9154.02, + "return_pct": -8.46 + }, + { + "date": "2023-09-20", + "equity": 9091.26, + "return_pct": -9.09 + }, + { + "date": "2023-09-21", + "equity": 9015.95, + "return_pct": -9.84 + }, + { + "date": "2023-09-22", + "equity": 9009.08, + "return_pct": -9.91 + }, + { + "date": "2023-09-25", + "equity": 8987.96, + "return_pct": -10.12 + }, + { + "date": "2023-09-26", + "equity": 8960.94, + "return_pct": -10.39 + }, + { + "date": "2023-09-27", + "equity": 8960.94, + "return_pct": -10.39 + }, + { + "date": "2023-09-28", + "equity": 8955.06, + "return_pct": -10.45 + }, + { + "date": "2023-09-29", + "equity": 8991.41, + "return_pct": -10.09 + }, + { + "date": "2023-10-02", + "equity": 9064.7, + "return_pct": -9.35 + }, + { + "date": "2023-10-03", + "equity": 8876.97, + "return_pct": -11.23 + }, + { + "date": "2023-10-04", + "equity": 9015.96, + "return_pct": -9.84 + }, + { + "date": "2023-10-05", + "equity": 9053.28, + "return_pct": -9.47 + }, + { + "date": "2023-10-06", + "equity": 9207.75, + "return_pct": -7.92 + }, + { + "date": "2023-10-09", + "equity": 9311.46, + "return_pct": -6.89 + }, + { + "date": "2023-10-10", + "equity": 9445.46, + "return_pct": -5.55 + }, + { + "date": "2023-10-11", + "equity": 9496.69, + "return_pct": -5.03 + }, + { + "date": "2023-10-12", + "equity": 9331.66, + "return_pct": -6.68 + }, + { + "date": "2023-10-13", + "equity": 9078.31, + "return_pct": -9.22 + }, + { + "date": "2023-10-16", + "equity": 9127.32, + "return_pct": -8.73 + }, + { + "date": "2023-10-17", + "equity": 9266.73, + "return_pct": -7.33 + }, + { + "date": "2023-10-18", + "equity": 9059.23, + "return_pct": -9.41 + }, + { + "date": "2023-10-19", + "equity": 8899.54, + "return_pct": -11.0 + }, + { + "date": "2023-10-20", + "equity": 8705.77, + "return_pct": -12.94 + }, + { + "date": "2023-10-23", + "equity": 8861.53, + "return_pct": -11.38 + }, + { + "date": "2023-10-24", + "equity": 9082.34, + "return_pct": -9.18 + }, + { + "date": "2023-10-25", + "equity": 8944.05, + "return_pct": -10.56 + }, + { + "date": "2023-10-26", + "equity": 8764.73, + "return_pct": -12.35 + }, + { + "date": "2023-10-27", + "equity": 8683.09, + "return_pct": -13.17 + }, + { + "date": "2023-10-30", + "equity": 8772.42, + "return_pct": -12.28 + }, + { + "date": "2023-10-31", + "equity": 8776.99, + "return_pct": -12.23 + }, + { + "date": "2023-11-01", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2023-11-02", + "equity": 8978.37, + "return_pct": -10.22 + }, + { + "date": "2023-11-03", + "equity": 9203.22, + "return_pct": -7.97 + }, + { + "date": "2023-11-06", + "equity": 9155.58, + "return_pct": -8.44 + }, + { + "date": "2023-11-07", + "equity": 9202.58, + "return_pct": -7.97 + }, + { + "date": "2023-11-08", + "equity": 9191.89, + "return_pct": -8.08 + }, + { + "date": "2023-11-09", + "equity": 9129.02, + "return_pct": -8.71 + }, + { + "date": "2023-11-10", + "equity": 9336.12, + "return_pct": -6.64 + }, + { + "date": "2023-11-13", + "equity": 9360.59, + "return_pct": -6.39 + }, + { + "date": "2023-11-14", + "equity": 9608.89, + "return_pct": -3.91 + }, + { + "date": "2023-11-15", + "equity": 9693.63, + "return_pct": -3.06 + }, + { + "date": "2023-11-16", + "equity": 9686.11, + "return_pct": -3.14 + }, + { + "date": "2023-11-17", + "equity": 9732.42, + "return_pct": -2.68 + }, + { + "date": "2023-11-20", + "equity": 9874.41, + "return_pct": -1.26 + }, + { + "date": "2023-11-21", + "equity": 9777.27, + "return_pct": -2.23 + }, + { + "date": "2023-11-22", + "equity": 9860.26, + "return_pct": -1.4 + }, + { + "date": "2023-11-24", + "equity": 9882.65, + "return_pct": -1.17 + }, + { + "date": "2023-11-27", + "equity": 9826.81, + "return_pct": -1.73 + }, + { + "date": "2023-11-28", + "equity": 9785.97, + "return_pct": -2.14 + }, + { + "date": "2023-11-29", + "equity": 9736.58, + "return_pct": -2.63 + }, + { + "date": "2023-11-30", + "equity": 9683.92, + "return_pct": -3.16 + }, + { + "date": "2023-12-01", + "equity": 9884.83, + "return_pct": -1.15 + }, + { + "date": "2023-12-04", + "equity": 10158.81, + "return_pct": 1.59 + }, + { + "date": "2023-12-05", + "equity": 10202.6, + "return_pct": 2.03 + }, + { + "date": "2023-12-06", + "equity": 10144.11, + "return_pct": 1.44 + }, + { + "date": "2023-12-07", + "equity": 10419.63, + "return_pct": 4.2 + }, + { + "date": "2023-12-08", + "equity": 10703.52, + "return_pct": 7.04 + }, + { + "date": "2023-12-11", + "equity": 10613.96, + "return_pct": 6.14 + }, + { + "date": "2023-12-12", + "equity": 10676.9, + "return_pct": 6.77 + }, + { + "date": "2023-12-13", + "equity": 11056.93, + "return_pct": 10.57 + }, + { + "date": "2023-12-14", + "equity": 11404.46, + "return_pct": 14.04 + }, + { + "date": "2023-12-15", + "equity": 11278.07, + "return_pct": 12.78 + }, + { + "date": "2023-12-18", + "equity": 11533.53, + "return_pct": 15.34 + }, + { + "date": "2023-12-19", + "equity": 11703.64, + "return_pct": 17.04 + }, + { + "date": "2023-12-20", + "equity": 11388.96, + "return_pct": 13.89 + }, + { + "date": "2023-12-21", + "equity": 11679.75, + "return_pct": 16.8 + }, + { + "date": "2023-12-22", + "equity": 11672.74, + "return_pct": 16.73 + }, + { + "date": "2023-12-26", + "equity": 11689.39, + "return_pct": 16.89 + }, + { + "date": "2023-12-27", + "equity": 12082.39, + "return_pct": 20.82 + }, + { + "date": "2023-12-28", + "equity": 12072.6, + "return_pct": 20.73 + }, + { + "date": "2023-12-29", + "equity": 11720.67, + "return_pct": 17.21 + }, + { + "date": "2024-01-02", + "equity": 11371.66, + "return_pct": 13.72 + }, + { + "date": "2024-01-03", + "equity": 10978.0, + "return_pct": 9.78 + }, + { + "date": "2024-01-04", + "equity": 11069.97, + "return_pct": 10.7 + }, + { + "date": "2024-01-05", + "equity": 11050.58, + "return_pct": 10.51 + }, + { + "date": "2024-01-08", + "equity": 11311.17, + "return_pct": 13.11 + }, + { + "date": "2024-01-09", + "equity": 11313.23, + "return_pct": 13.13 + }, + { + "date": "2024-01-10", + "equity": 11263.16, + "return_pct": 12.63 + }, + { + "date": "2024-01-11", + "equity": 11028.02, + "return_pct": 10.28 + }, + { + "date": "2024-01-12", + "equity": 10690.23, + "return_pct": 6.9 + }, + { + "date": "2024-01-16", + "equity": 10807.16, + "return_pct": 8.07 + }, + { + "date": "2024-01-17", + "equity": 10787.18, + "return_pct": 7.87 + }, + { + "date": "2024-01-18", + "equity": 10841.26, + "return_pct": 8.41 + }, + { + "date": "2024-01-19", + "equity": 11437.95, + "return_pct": 14.38 + }, + { + "date": "2024-01-22", + "equity": 11642.06, + "return_pct": 16.42 + }, + { + "date": "2024-01-23", + "equity": 11811.15, + "return_pct": 18.11 + }, + { + "date": "2024-01-24", + "equity": 11856.81, + "return_pct": 18.57 + }, + { + "date": "2024-01-25", + "equity": 12092.09, + "return_pct": 20.92 + }, + { + "date": "2024-01-26", + "equity": 11777.76, + "return_pct": 17.78 + }, + { + "date": "2024-01-29", + "equity": 12022.75, + "return_pct": 20.23 + }, + { + "date": "2024-01-30", + "equity": 11906.32, + "return_pct": 19.06 + }, + { + "date": "2024-01-31", + "equity": 11931.71, + "return_pct": 19.32 + }, + { + "date": "2024-02-01", + "equity": 12339.45, + "return_pct": 23.39 + }, + { + "date": "2024-02-02", + "equity": 12427.55, + "return_pct": 24.28 + }, + { + "date": "2024-02-05", + "equity": 12842.16, + "return_pct": 28.42 + }, + { + "date": "2024-02-06", + "equity": 12908.31, + "return_pct": 29.08 + }, + { + "date": "2024-02-07", + "equity": 12951.57, + "return_pct": 29.52 + }, + { + "date": "2024-02-08", + "equity": 12948.97, + "return_pct": 29.49 + }, + { + "date": "2024-02-09", + "equity": 13165.42, + "return_pct": 31.65 + }, + { + "date": "2024-02-12", + "equity": 13427.02, + "return_pct": 34.27 + }, + { + "date": "2024-02-13", + "equity": 13358.28, + "return_pct": 33.58 + }, + { + "date": "2024-02-14", + "equity": 14190.45, + "return_pct": 41.9 + }, + { + "date": "2024-02-15", + "equity": 14692.31, + "return_pct": 46.92 + }, + { + "date": "2024-02-16", + "equity": 14315.15, + "return_pct": 43.15 + }, + { + "date": "2024-02-20", + "equity": 14163.87, + "return_pct": 41.64 + }, + { + "date": "2024-02-21", + "equity": 13857.77, + "return_pct": 38.58 + }, + { + "date": "2024-02-22", + "equity": 14187.33, + "return_pct": 41.87 + }, + { + "date": "2024-02-23", + "equity": 14606.98, + "return_pct": 46.07 + }, + { + "date": "2024-02-26", + "equity": 14935.72, + "return_pct": 49.36 + }, + { + "date": "2024-02-27", + "equity": 15381.54, + "return_pct": 53.82 + }, + { + "date": "2024-02-28", + "equity": 15235.71, + "return_pct": 52.36 + }, + { + "date": "2024-02-29", + "equity": 15375.87, + "return_pct": 53.76 + }, + { + "date": "2024-03-01", + "equity": 15761.85, + "return_pct": 57.62 + }, + { + "date": "2024-03-04", + "equity": 15884.35, + "return_pct": 58.84 + }, + { + "date": "2024-03-05", + "equity": 15711.65, + "return_pct": 57.12 + }, + { + "date": "2024-03-06", + "equity": 16144.36, + "return_pct": 61.44 + }, + { + "date": "2024-03-07", + "equity": 16373.62, + "return_pct": 63.74 + }, + { + "date": "2024-03-08", + "equity": 16608.19, + "return_pct": 66.08 + }, + { + "date": "2024-03-11", + "equity": 16176.61, + "return_pct": 61.77 + }, + { + "date": "2024-03-12", + "equity": 16276.74, + "return_pct": 62.77 + }, + { + "date": "2024-03-13", + "equity": 16418.18, + "return_pct": 64.18 + }, + { + "date": "2024-03-14", + "equity": 16095.56, + "return_pct": 60.96 + }, + { + "date": "2024-03-15", + "equity": 16104.26, + "return_pct": 61.04 + }, + { + "date": "2024-03-18", + "equity": 16374.58, + "return_pct": 63.75 + }, + { + "date": "2024-03-19", + "equity": 16187.01, + "return_pct": 61.87 + }, + { + "date": "2024-03-20", + "equity": 16860.75, + "return_pct": 68.61 + }, + { + "date": "2024-03-21", + "equity": 16948.79, + "return_pct": 69.49 + }, + { + "date": "2024-03-22", + "equity": 16404.46, + "return_pct": 64.04 + }, + { + "date": "2024-03-25", + "equity": 16745.76, + "return_pct": 67.46 + }, + { + "date": "2024-03-26", + "equity": 16674.56, + "return_pct": 66.75 + }, + { + "date": "2024-03-27", + "equity": 16396.7, + "return_pct": 63.97 + }, + { + "date": "2024-03-28", + "equity": 16393.38, + "return_pct": 63.93 + }, + { + "date": "2024-04-01", + "equity": 16447.41, + "return_pct": 64.47 + }, + { + "date": "2024-04-02", + "equity": 16201.81, + "return_pct": 62.02 + }, + { + "date": "2024-04-03", + "equity": 16636.26, + "return_pct": 66.36 + }, + { + "date": "2024-04-04", + "equity": 16482.46, + "return_pct": 64.82 + }, + { + "date": "2024-04-05", + "equity": 16877.92, + "return_pct": 68.78 + }, + { + "date": "2024-04-08", + "equity": 16796.34, + "return_pct": 67.96 + }, + { + "date": "2024-04-09", + "equity": 16604.61, + "return_pct": 66.05 + }, + { + "date": "2024-04-10", + "equity": 16597.22, + "return_pct": 65.97 + }, + { + "date": "2024-04-11", + "equity": 16779.68, + "return_pct": 67.8 + }, + { + "date": "2024-04-12", + "equity": 16328.54, + "return_pct": 63.29 + }, + { + "date": "2024-04-15", + "equity": 15996.47, + "return_pct": 59.96 + }, + { + "date": "2024-04-16", + "equity": 16111.98, + "return_pct": 61.12 + }, + { + "date": "2024-04-17", + "equity": 15931.88, + "return_pct": 59.32 + }, + { + "date": "2024-04-18", + "equity": 15925.99, + "return_pct": 59.26 + }, + { + "date": "2024-04-19", + "equity": 15554.3, + "return_pct": 55.54 + }, + { + "date": "2024-04-22", + "equity": 15570.43, + "return_pct": 55.7 + }, + { + "date": "2024-04-23", + "equity": 15692.94, + "return_pct": 56.93 + }, + { + "date": "2024-04-24", + "equity": 15682.59, + "return_pct": 56.83 + }, + { + "date": "2024-04-25", + "equity": 15795.96, + "return_pct": 57.96 + }, + { + "date": "2024-04-26", + "equity": 15786.8, + "return_pct": 57.87 + }, + { + "date": "2024-04-29", + "equity": 15944.6, + "return_pct": 59.45 + }, + { + "date": "2024-04-30", + "equity": 15689.51, + "return_pct": 56.9 + }, + { + "date": "2024-05-01", + "equity": 15467.22, + "return_pct": 54.67 + }, + { + "date": "2024-05-02", + "equity": 16334.72, + "return_pct": 63.35 + }, + { + "date": "2024-05-03", + "equity": 16575.85, + "return_pct": 65.76 + }, + { + "date": "2024-05-06", + "equity": 17066.34, + "return_pct": 70.66 + }, + { + "date": "2024-05-07", + "equity": 16543.47, + "return_pct": 65.43 + }, + { + "date": "2024-05-08", + "equity": 16472.83, + "return_pct": 64.73 + }, + { + "date": "2024-05-09", + "equity": 16838.95, + "return_pct": 68.39 + }, + { + "date": "2024-05-10", + "equity": 16864.56, + "return_pct": 68.65 + }, + { + "date": "2024-05-13", + "equity": 16816.62, + "return_pct": 68.17 + }, + { + "date": "2024-05-14", + "equity": 17004.24, + "return_pct": 70.04 + }, + { + "date": "2024-05-15", + "equity": 17379.47, + "return_pct": 73.79 + }, + { + "date": "2024-05-16", + "equity": 17221.76, + "return_pct": 72.22 + }, + { + "date": "2024-05-17", + "equity": 17279.27, + "return_pct": 72.79 + }, + { + "date": "2024-05-20", + "equity": 17491.36, + "return_pct": 74.91 + }, + { + "date": "2024-05-21", + "equity": 17275.9, + "return_pct": 72.76 + }, + { + "date": "2024-05-22", + "equity": 17068.42, + "return_pct": 70.68 + }, + { + "date": "2024-05-23", + "equity": 16902.81, + "return_pct": 69.03 + }, + { + "date": "2024-05-24", + "equity": 17535.61, + "return_pct": 75.36 + }, + { + "date": "2024-05-28", + "equity": 17447.34, + "return_pct": 74.47 + }, + { + "date": "2024-05-29", + "equity": 17457.15, + "return_pct": 74.57 + }, + { + "date": "2024-05-30", + "equity": 16912.64, + "return_pct": 69.13 + }, + { + "date": "2024-05-31", + "equity": 16857.28, + "return_pct": 68.57 + }, + { + "date": "2024-06-03", + "equity": 16877.38, + "return_pct": 68.77 + }, + { + "date": "2024-06-04", + "equity": 16727.85, + "return_pct": 67.28 + }, + { + "date": "2024-06-05", + "equity": 16938.26, + "return_pct": 69.38 + }, + { + "date": "2024-06-06", + "equity": 16866.66, + "return_pct": 68.67 + }, + { + "date": "2024-06-07", + "equity": 16869.79, + "return_pct": 68.7 + }, + { + "date": "2024-06-10", + "equity": 17129.19, + "return_pct": 71.29 + }, + { + "date": "2024-06-11", + "equity": 17105.96, + "return_pct": 71.06 + }, + { + "date": "2024-06-12", + "equity": 17228.52, + "return_pct": 72.29 + }, + { + "date": "2024-06-13", + "equity": 17117.16, + "return_pct": 71.17 + }, + { + "date": "2024-06-14", + "equity": 17002.31, + "return_pct": 70.02 + }, + { + "date": "2024-06-17", + "equity": 16963.55, + "return_pct": 69.64 + }, + { + "date": "2024-06-18", + "equity": 16872.28, + "return_pct": 68.72 + }, + { + "date": "2024-06-20", + "equity": 16677.01, + "return_pct": 66.77 + }, + { + "date": "2024-06-21", + "equity": 16553.88, + "return_pct": 65.54 + }, + { + "date": "2024-06-24", + "equity": 16343.39, + "return_pct": 63.43 + }, + { + "date": "2024-06-25", + "equity": 16479.14, + "return_pct": 64.79 + }, + { + "date": "2024-06-26", + "equity": 16350.24, + "return_pct": 63.5 + }, + { + "date": "2024-06-27", + "equity": 16493.19, + "return_pct": 64.93 + }, + { + "date": "2024-06-28", + "equity": 16388.81, + "return_pct": 63.89 + }, + { + "date": "2024-07-01", + "equity": 16141.55, + "return_pct": 61.42 + }, + { + "date": "2024-07-02", + "equity": 16208.85, + "return_pct": 62.09 + }, + { + "date": "2024-07-03", + "equity": 16274.92, + "return_pct": 62.75 + }, + { + "date": "2024-07-05", + "equity": 16270.16, + "return_pct": 62.7 + }, + { + "date": "2024-07-08", + "equity": 16202.85, + "return_pct": 62.03 + }, + { + "date": "2024-07-09", + "equity": 16328.98, + "return_pct": 63.29 + }, + { + "date": "2024-07-10", + "equity": 16484.14, + "return_pct": 64.84 + }, + { + "date": "2024-07-11", + "equity": 16662.38, + "return_pct": 66.62 + }, + { + "date": "2024-07-12", + "equity": 16831.27, + "return_pct": 68.31 + }, + { + "date": "2024-07-15", + "equity": 17214.69, + "return_pct": 72.15 + }, + { + "date": "2024-07-16", + "equity": 17415.07, + "return_pct": 74.15 + }, + { + "date": "2024-07-17", + "equity": 16771.65, + "return_pct": 67.72 + }, + { + "date": "2024-07-18", + "equity": 16455.66, + "return_pct": 64.56 + }, + { + "date": "2024-07-19", + "equity": 16479.89, + "return_pct": 64.8 + }, + { + "date": "2024-07-22", + "equity": 16555.03, + "return_pct": 65.55 + }, + { + "date": "2024-07-23", + "equity": 16446.53, + "return_pct": 64.47 + }, + { + "date": "2024-07-24", + "equity": 16471.92, + "return_pct": 64.72 + }, + { + "date": "2024-07-25", + "equity": 16542.59, + "return_pct": 65.43 + }, + { + "date": "2024-07-26", + "equity": 16727.04, + "return_pct": 67.27 + }, + { + "date": "2024-07-29", + "equity": 16636.91, + "return_pct": 66.37 + }, + { + "date": "2024-07-30", + "equity": 16664.2, + "return_pct": 66.64 + }, + { + "date": "2024-07-31", + "equity": 16843.61, + "return_pct": 68.44 + }, + { + "date": "2024-08-01", + "equity": 16957.88, + "return_pct": 69.58 + }, + { + "date": "2024-08-02", + "equity": 16642.2, + "return_pct": 66.42 + }, + { + "date": "2024-08-05", + "equity": 16500.05, + "return_pct": 65.0 + }, + { + "date": "2024-08-06", + "equity": 16627.71, + "return_pct": 66.28 + }, + { + "date": "2024-08-07", + "equity": 16461.82, + "return_pct": 64.62 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 24141.15, + "total_return_pct": 141.4, + "cagr_pct": 33.0, + "max_drawdown_pct": 19.3, + "sharpe": 1.54, + "trades": 153, + "win_rate": 36.6, + "avg_trade_pnl": 92.43, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4558.13, + "worst_trade_pnl": -659.2, + "avg_hold_days": 17.4, + "exit_reasons": { + "stop": 94, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": -5.5 + }, + { + "year": 2023, + "return_pct": 81.9 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": -0.02 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.2 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.07 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.17 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": -0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.08 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.03 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.08 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.02 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.1 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.1 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.15 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.19 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.76 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.77 + }, + { + "date": "2022-07-21", + "equity": 10347.86, + "return_pct": 3.48 + }, + { + "date": "2022-07-22", + "equity": 10193.92, + "return_pct": 1.94 + }, + { + "date": "2022-07-25", + "equity": 10252.28, + "return_pct": 2.52 + }, + { + "date": "2022-07-26", + "equity": 10140.61, + "return_pct": 1.41 + }, + { + "date": "2022-07-27", + "equity": 10419.36, + "return_pct": 4.19 + }, + { + "date": "2022-07-28", + "equity": 10683.4, + "return_pct": 6.83 + }, + { + "date": "2022-07-29", + "equity": 10959.79, + "return_pct": 9.6 + }, + { + "date": "2022-08-01", + "equity": 10976.78, + "return_pct": 9.77 + }, + { + "date": "2022-08-02", + "equity": 10979.49, + "return_pct": 9.79 + }, + { + "date": "2022-08-03", + "equity": 11069.68, + "return_pct": 10.7 + }, + { + "date": "2022-08-04", + "equity": 11072.71, + "return_pct": 10.73 + }, + { + "date": "2022-08-05", + "equity": 11021.48, + "return_pct": 10.21 + }, + { + "date": "2022-08-08", + "equity": 10899.37, + "return_pct": 8.99 + }, + { + "date": "2022-08-09", + "equity": 10686.92, + "return_pct": 6.87 + }, + { + "date": "2022-08-10", + "equity": 11029.27, + "return_pct": 10.29 + }, + { + "date": "2022-08-11", + "equity": 10987.38, + "return_pct": 9.87 + }, + { + "date": "2022-08-12", + "equity": 11216.42, + "return_pct": 12.16 + }, + { + "date": "2022-08-15", + "equity": 11374.36, + "return_pct": 13.74 + }, + { + "date": "2022-08-16", + "equity": 11247.42, + "return_pct": 12.47 + }, + { + "date": "2022-08-17", + "equity": 11214.01, + "return_pct": 12.14 + }, + { + "date": "2022-08-18", + "equity": 11385.12, + "return_pct": 13.85 + }, + { + "date": "2022-08-19", + "equity": 11186.02, + "return_pct": 11.86 + }, + { + "date": "2022-08-22", + "equity": 10984.04, + "return_pct": 9.84 + }, + { + "date": "2022-08-23", + "equity": 11052.94, + "return_pct": 10.53 + }, + { + "date": "2022-08-24", + "equity": 11013.29, + "return_pct": 10.13 + }, + { + "date": "2022-08-25", + "equity": 11119.99, + "return_pct": 11.2 + }, + { + "date": "2022-08-26", + "equity": 10875.54, + "return_pct": 8.76 + }, + { + "date": "2022-08-29", + "equity": 10844.66, + "return_pct": 8.45 + }, + { + "date": "2022-08-30", + "equity": 10543.48, + "return_pct": 5.43 + }, + { + "date": "2022-08-31", + "equity": 10456.91, + "return_pct": 4.57 + }, + { + "date": "2022-09-01", + "equity": 10251.14, + "return_pct": 2.51 + }, + { + "date": "2022-09-02", + "equity": 10366.1, + "return_pct": 3.66 + }, + { + "date": "2022-09-06", + "equity": 10211.53, + "return_pct": 2.12 + }, + { + "date": "2022-09-07", + "equity": 10092.07, + "return_pct": 0.92 + }, + { + "date": "2022-09-08", + "equity": 10082.75, + "return_pct": 0.83 + }, + { + "date": "2022-09-09", + "equity": 10154.95, + "return_pct": 1.55 + }, + { + "date": "2022-09-12", + "equity": 10331.91, + "return_pct": 3.32 + }, + { + "date": "2022-09-13", + "equity": 10033.06, + "return_pct": 0.33 + }, + { + "date": "2022-09-14", + "equity": 10185.91, + "return_pct": 1.86 + }, + { + "date": "2022-09-15", + "equity": 10102.97, + "return_pct": 1.03 + }, + { + "date": "2022-09-16", + "equity": 10010.08, + "return_pct": 0.1 + }, + { + "date": "2022-09-19", + "equity": 9983.03, + "return_pct": -0.17 + }, + { + "date": "2022-09-20", + "equity": 9923.02, + "return_pct": -0.77 + }, + { + "date": "2022-09-21", + "equity": 9838.26, + "return_pct": -1.62 + }, + { + "date": "2022-09-22", + "equity": 9801.5, + "return_pct": -1.98 + }, + { + "date": "2022-09-23", + "equity": 9700.99, + "return_pct": -2.99 + }, + { + "date": "2022-09-26", + "equity": 9676.27, + "return_pct": -3.24 + }, + { + "date": "2022-09-27", + "equity": 9683.08, + "return_pct": -3.17 + }, + { + "date": "2022-09-28", + "equity": 9721.56, + "return_pct": -2.78 + }, + { + "date": "2022-09-29", + "equity": 9696.44, + "return_pct": -3.04 + }, + { + "date": "2022-09-30", + "equity": 9608.79, + "return_pct": -3.91 + }, + { + "date": "2022-10-03", + "equity": 9608.79, + "return_pct": -3.91 + }, + { + "date": "2022-10-04", + "equity": 9608.79, + "return_pct": -3.91 + }, + { + "date": "2022-10-05", + "equity": 9608.79, + "return_pct": -3.91 + }, + { + "date": "2022-10-06", + "equity": 9602.27, + "return_pct": -3.98 + }, + { + "date": "2022-10-07", + "equity": 9616.4, + "return_pct": -3.84 + }, + { + "date": "2022-10-10", + "equity": 9527.1, + "return_pct": -4.73 + }, + { + "date": "2022-10-11", + "equity": 9511.71, + "return_pct": -4.88 + }, + { + "date": "2022-10-12", + "equity": 9537.78, + "return_pct": -4.62 + }, + { + "date": "2022-10-13", + "equity": 9561.46, + "return_pct": -4.39 + }, + { + "date": "2022-10-14", + "equity": 9376.54, + "return_pct": -6.23 + }, + { + "date": "2022-10-17", + "equity": 9429.45, + "return_pct": -5.71 + }, + { + "date": "2022-10-18", + "equity": 9478.29, + "return_pct": -5.22 + }, + { + "date": "2022-10-19", + "equity": 9583.3, + "return_pct": -4.17 + }, + { + "date": "2022-10-20", + "equity": 9545.12, + "return_pct": -4.55 + }, + { + "date": "2022-10-21", + "equity": 9723.01, + "return_pct": -2.77 + }, + { + "date": "2022-10-24", + "equity": 9788.89, + "return_pct": -2.11 + }, + { + "date": "2022-10-25", + "equity": 9810.27, + "return_pct": -1.9 + }, + { + "date": "2022-10-26", + "equity": 9837.93, + "return_pct": -1.62 + }, + { + "date": "2022-10-27", + "equity": 9838.13, + "return_pct": -1.62 + }, + { + "date": "2022-10-28", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2022-10-31", + "equity": 9971.59, + "return_pct": -0.28 + }, + { + "date": "2022-11-01", + "equity": 10022.57, + "return_pct": 0.23 + }, + { + "date": "2022-11-02", + "equity": 9715.55, + "return_pct": -2.84 + }, + { + "date": "2022-11-03", + "equity": 9671.63, + "return_pct": -3.28 + }, + { + "date": "2022-11-04", + "equity": 9738.31, + "return_pct": -2.62 + }, + { + "date": "2022-11-07", + "equity": 9830.51, + "return_pct": -1.69 + }, + { + "date": "2022-11-08", + "equity": 9854.5, + "return_pct": -1.46 + }, + { + "date": "2022-11-09", + "equity": 9496.95, + "return_pct": -5.03 + }, + { + "date": "2022-11-10", + "equity": 9828.37, + "return_pct": -1.72 + }, + { + "date": "2022-11-11", + "equity": 9835.08, + "return_pct": -1.65 + }, + { + "date": "2022-11-14", + "equity": 9799.27, + "return_pct": -2.01 + }, + { + "date": "2022-11-15", + "equity": 9908.28, + "return_pct": -0.92 + }, + { + "date": "2022-11-16", + "equity": 9838.63, + "return_pct": -1.61 + }, + { + "date": "2022-11-17", + "equity": 9731.19, + "return_pct": -2.69 + }, + { + "date": "2022-11-18", + "equity": 9777.59, + "return_pct": -2.22 + }, + { + "date": "2022-11-21", + "equity": 9838.8, + "return_pct": -1.61 + }, + { + "date": "2022-11-22", + "equity": 9758.43, + "return_pct": -2.42 + }, + { + "date": "2022-11-23", + "equity": 9761.1, + "return_pct": -2.39 + }, + { + "date": "2022-11-25", + "equity": 9761.05, + "return_pct": -2.39 + }, + { + "date": "2022-11-28", + "equity": 9628.02, + "return_pct": -3.72 + }, + { + "date": "2022-11-29", + "equity": 9671.49, + "return_pct": -3.29 + }, + { + "date": "2022-11-30", + "equity": 9887.79, + "return_pct": -1.12 + }, + { + "date": "2022-12-01", + "equity": 9923.63, + "return_pct": -0.76 + }, + { + "date": "2022-12-02", + "equity": 10037.63, + "return_pct": 0.38 + }, + { + "date": "2022-12-05", + "equity": 9904.42, + "return_pct": -0.96 + }, + { + "date": "2022-12-06", + "equity": 9957.43, + "return_pct": -0.43 + }, + { + "date": "2022-12-07", + "equity": 9812.42, + "return_pct": -1.88 + }, + { + "date": "2022-12-08", + "equity": 9783.47, + "return_pct": -2.17 + }, + { + "date": "2022-12-09", + "equity": 9688.49, + "return_pct": -3.12 + }, + { + "date": "2022-12-12", + "equity": 9792.03, + "return_pct": -2.08 + }, + { + "date": "2022-12-13", + "equity": 9807.97, + "return_pct": -1.92 + }, + { + "date": "2022-12-14", + "equity": 9781.62, + "return_pct": -2.18 + }, + { + "date": "2022-12-15", + "equity": 9584.03, + "return_pct": -4.16 + }, + { + "date": "2022-12-16", + "equity": 9439.09, + "return_pct": -5.61 + }, + { + "date": "2022-12-19", + "equity": 9362.03, + "return_pct": -6.38 + }, + { + "date": "2022-12-20", + "equity": 9381.89, + "return_pct": -6.18 + }, + { + "date": "2022-12-21", + "equity": 9428.45, + "return_pct": -5.72 + }, + { + "date": "2022-12-22", + "equity": 9381.57, + "return_pct": -6.18 + }, + { + "date": "2022-12-23", + "equity": 9399.26, + "return_pct": -6.01 + }, + { + "date": "2022-12-27", + "equity": 9495.23, + "return_pct": -5.05 + }, + { + "date": "2022-12-28", + "equity": 9379.08, + "return_pct": -6.21 + }, + { + "date": "2022-12-29", + "equity": 9426.35, + "return_pct": -5.74 + }, + { + "date": "2022-12-30", + "equity": 9446.76, + "return_pct": -5.53 + }, + { + "date": "2023-01-03", + "equity": 9485.42, + "return_pct": -5.15 + }, + { + "date": "2023-01-04", + "equity": 9614.1, + "return_pct": -3.86 + }, + { + "date": "2023-01-05", + "equity": 9636.02, + "return_pct": -3.64 + }, + { + "date": "2023-01-06", + "equity": 9735.79, + "return_pct": -2.64 + }, + { + "date": "2023-01-09", + "equity": 9798.21, + "return_pct": -2.02 + }, + { + "date": "2023-01-10", + "equity": 9900.3, + "return_pct": -1.0 + }, + { + "date": "2023-01-11", + "equity": 9913.74, + "return_pct": -0.86 + }, + { + "date": "2023-01-12", + "equity": 10049.26, + "return_pct": 0.49 + }, + { + "date": "2023-01-13", + "equity": 10023.75, + "return_pct": 0.24 + }, + { + "date": "2023-01-17", + "equity": 10009.83, + "return_pct": 0.1 + }, + { + "date": "2023-01-18", + "equity": 9936.32, + "return_pct": -0.64 + }, + { + "date": "2023-01-19", + "equity": 9915.71, + "return_pct": -0.84 + }, + { + "date": "2023-01-20", + "equity": 10061.48, + "return_pct": 0.61 + }, + { + "date": "2023-01-23", + "equity": 10193.74, + "return_pct": 1.94 + }, + { + "date": "2023-01-24", + "equity": 10114.91, + "return_pct": 1.15 + }, + { + "date": "2023-01-25", + "equity": 10180.43, + "return_pct": 1.8 + }, + { + "date": "2023-01-26", + "equity": 10175.01, + "return_pct": 1.75 + }, + { + "date": "2023-01-27", + "equity": 10142.74, + "return_pct": 1.43 + }, + { + "date": "2023-01-30", + "equity": 9946.39, + "return_pct": -0.54 + }, + { + "date": "2023-01-31", + "equity": 10081.52, + "return_pct": 0.82 + }, + { + "date": "2023-02-01", + "equity": 10117.26, + "return_pct": 1.17 + }, + { + "date": "2023-02-02", + "equity": 9976.9, + "return_pct": -0.23 + }, + { + "date": "2023-02-03", + "equity": 9860.37, + "return_pct": -1.4 + }, + { + "date": "2023-02-06", + "equity": 9864.8, + "return_pct": -1.35 + }, + { + "date": "2023-02-07", + "equity": 9815.56, + "return_pct": -1.84 + }, + { + "date": "2023-02-08", + "equity": 9745.58, + "return_pct": -2.54 + }, + { + "date": "2023-02-09", + "equity": 9996.68, + "return_pct": -0.03 + }, + { + "date": "2023-02-10", + "equity": 9935.53, + "return_pct": -0.64 + }, + { + "date": "2023-02-13", + "equity": 10001.67, + "return_pct": 0.02 + }, + { + "date": "2023-02-14", + "equity": 10026.12, + "return_pct": 0.26 + }, + { + "date": "2023-02-15", + "equity": 9920.04, + "return_pct": -0.8 + }, + { + "date": "2023-02-16", + "equity": 9775.84, + "return_pct": -2.24 + }, + { + "date": "2023-02-17", + "equity": 9657.76, + "return_pct": -3.42 + }, + { + "date": "2023-02-21", + "equity": 9558.37, + "return_pct": -4.42 + }, + { + "date": "2023-02-22", + "equity": 9590.13, + "return_pct": -4.1 + }, + { + "date": "2023-02-23", + "equity": 9613.63, + "return_pct": -3.86 + }, + { + "date": "2023-02-24", + "equity": 9580.43, + "return_pct": -4.2 + }, + { + "date": "2023-02-27", + "equity": 9631.12, + "return_pct": -3.69 + }, + { + "date": "2023-02-28", + "equity": 9701.65, + "return_pct": -2.98 + }, + { + "date": "2023-03-01", + "equity": 9809.76, + "return_pct": -1.9 + }, + { + "date": "2023-03-02", + "equity": 9961.49, + "return_pct": -0.39 + }, + { + "date": "2023-03-03", + "equity": 10144.6, + "return_pct": 1.45 + }, + { + "date": "2023-03-06", + "equity": 10000.69, + "return_pct": 0.01 + }, + { + "date": "2023-03-07", + "equity": 9831.04, + "return_pct": -1.69 + }, + { + "date": "2023-03-08", + "equity": 9848.13, + "return_pct": -1.52 + }, + { + "date": "2023-03-09", + "equity": 9590.65, + "return_pct": -4.09 + }, + { + "date": "2023-03-10", + "equity": 9368.47, + "return_pct": -6.32 + }, + { + "date": "2023-03-13", + "equity": 9284.3, + "return_pct": -7.16 + }, + { + "date": "2023-03-14", + "equity": 9379.09, + "return_pct": -6.21 + }, + { + "date": "2023-03-15", + "equity": 9194.42, + "return_pct": -8.06 + }, + { + "date": "2023-03-16", + "equity": 9275.93, + "return_pct": -7.24 + }, + { + "date": "2023-03-17", + "equity": 9209.29, + "return_pct": -7.91 + }, + { + "date": "2023-03-20", + "equity": 9229.37, + "return_pct": -7.71 + }, + { + "date": "2023-03-21", + "equity": 9290.31, + "return_pct": -7.1 + }, + { + "date": "2023-03-22", + "equity": 9184.35, + "return_pct": -8.16 + }, + { + "date": "2023-03-23", + "equity": 9281.07, + "return_pct": -7.19 + }, + { + "date": "2023-03-24", + "equity": 9328.22, + "return_pct": -6.72 + }, + { + "date": "2023-03-27", + "equity": 9189.35, + "return_pct": -8.11 + }, + { + "date": "2023-03-28", + "equity": 9211.02, + "return_pct": -7.89 + }, + { + "date": "2023-03-29", + "equity": 9228.28, + "return_pct": -7.72 + }, + { + "date": "2023-03-30", + "equity": 9236.12, + "return_pct": -7.64 + }, + { + "date": "2023-03-31", + "equity": 9399.7, + "return_pct": -6.0 + }, + { + "date": "2023-04-03", + "equity": 9355.46, + "return_pct": -6.45 + }, + { + "date": "2023-04-04", + "equity": 9233.17, + "return_pct": -7.67 + }, + { + "date": "2023-04-05", + "equity": 9337.84, + "return_pct": -6.62 + }, + { + "date": "2023-04-06", + "equity": 9330.91, + "return_pct": -6.69 + }, + { + "date": "2023-04-10", + "equity": 9354.89, + "return_pct": -6.45 + }, + { + "date": "2023-04-11", + "equity": 9444.65, + "return_pct": -5.55 + }, + { + "date": "2023-04-12", + "equity": 9464.57, + "return_pct": -5.35 + }, + { + "date": "2023-04-13", + "equity": 9533.13, + "return_pct": -4.67 + }, + { + "date": "2023-04-14", + "equity": 9524.61, + "return_pct": -4.75 + }, + { + "date": "2023-04-17", + "equity": 9504.6, + "return_pct": -4.95 + }, + { + "date": "2023-04-18", + "equity": 9535.18, + "return_pct": -4.65 + }, + { + "date": "2023-04-19", + "equity": 9544.77, + "return_pct": -4.55 + }, + { + "date": "2023-04-20", + "equity": 9627.93, + "return_pct": -3.72 + }, + { + "date": "2023-04-21", + "equity": 9660.08, + "return_pct": -3.4 + }, + { + "date": "2023-04-24", + "equity": 9702.96, + "return_pct": -2.97 + }, + { + "date": "2023-04-25", + "equity": 9569.37, + "return_pct": -4.31 + }, + { + "date": "2023-04-26", + "equity": 9461.3, + "return_pct": -5.39 + }, + { + "date": "2023-04-27", + "equity": 9714.86, + "return_pct": -2.85 + }, + { + "date": "2023-04-28", + "equity": 9823.52, + "return_pct": -1.76 + }, + { + "date": "2023-05-01", + "equity": 9825.64, + "return_pct": -1.74 + }, + { + "date": "2023-05-02", + "equity": 9771.48, + "return_pct": -2.29 + }, + { + "date": "2023-05-03", + "equity": 9769.84, + "return_pct": -2.3 + }, + { + "date": "2023-05-04", + "equity": 9875.3, + "return_pct": -1.25 + }, + { + "date": "2023-05-05", + "equity": 9968.87, + "return_pct": -0.31 + }, + { + "date": "2023-05-08", + "equity": 9981.66, + "return_pct": -0.18 + }, + { + "date": "2023-05-09", + "equity": 9903.24, + "return_pct": -0.97 + }, + { + "date": "2023-05-10", + "equity": 9966.62, + "return_pct": -0.33 + }, + { + "date": "2023-05-11", + "equity": 9867.4, + "return_pct": -1.33 + }, + { + "date": "2023-05-12", + "equity": 9833.11, + "return_pct": -1.67 + }, + { + "date": "2023-05-15", + "equity": 9874.47, + "return_pct": -1.26 + }, + { + "date": "2023-05-16", + "equity": 9822.92, + "return_pct": -1.77 + }, + { + "date": "2023-05-17", + "equity": 10007.71, + "return_pct": 0.08 + }, + { + "date": "2023-05-18", + "equity": 10377.85, + "return_pct": 3.78 + }, + { + "date": "2023-05-19", + "equity": 10380.11, + "return_pct": 3.8 + }, + { + "date": "2023-05-22", + "equity": 10427.77, + "return_pct": 4.28 + }, + { + "date": "2023-05-23", + "equity": 10450.28, + "return_pct": 4.5 + }, + { + "date": "2023-05-24", + "equity": 10306.8, + "return_pct": 3.07 + }, + { + "date": "2023-05-25", + "equity": 10892.39, + "return_pct": 8.92 + }, + { + "date": "2023-05-26", + "equity": 11130.54, + "return_pct": 11.31 + }, + { + "date": "2023-05-30", + "equity": 11342.06, + "return_pct": 13.42 + }, + { + "date": "2023-05-31", + "equity": 11217.23, + "return_pct": 12.17 + }, + { + "date": "2023-06-01", + "equity": 11558.51, + "return_pct": 15.59 + }, + { + "date": "2023-06-02", + "equity": 11539.47, + "return_pct": 15.39 + }, + { + "date": "2023-06-05", + "equity": 11643.54, + "return_pct": 16.44 + }, + { + "date": "2023-06-06", + "equity": 11614.96, + "return_pct": 16.15 + }, + { + "date": "2023-06-07", + "equity": 11347.35, + "return_pct": 13.47 + }, + { + "date": "2023-06-08", + "equity": 11575.24, + "return_pct": 15.75 + }, + { + "date": "2023-06-09", + "equity": 11640.68, + "return_pct": 16.41 + }, + { + "date": "2023-06-12", + "equity": 11832.55, + "return_pct": 18.33 + }, + { + "date": "2023-06-13", + "equity": 12064.96, + "return_pct": 20.65 + }, + { + "date": "2023-06-14", + "equity": 12162.15, + "return_pct": 21.62 + }, + { + "date": "2023-06-15", + "equity": 12464.68, + "return_pct": 24.65 + }, + { + "date": "2023-06-16", + "equity": 12365.04, + "return_pct": 23.65 + }, + { + "date": "2023-06-20", + "equity": 12218.68, + "return_pct": 22.19 + }, + { + "date": "2023-06-21", + "equity": 12085.03, + "return_pct": 20.85 + }, + { + "date": "2023-06-22", + "equity": 12004.28, + "return_pct": 20.04 + }, + { + "date": "2023-06-23", + "equity": 12033.29, + "return_pct": 20.33 + }, + { + "date": "2023-06-26", + "equity": 11853.19, + "return_pct": 18.53 + }, + { + "date": "2023-06-27", + "equity": 12322.61, + "return_pct": 23.23 + }, + { + "date": "2023-06-28", + "equity": 12460.9, + "return_pct": 24.61 + }, + { + "date": "2023-06-29", + "equity": 12504.66, + "return_pct": 25.05 + }, + { + "date": "2023-06-30", + "equity": 12628.29, + "return_pct": 26.28 + }, + { + "date": "2023-07-03", + "equity": 12944.13, + "return_pct": 29.44 + }, + { + "date": "2023-07-05", + "equity": 12893.88, + "return_pct": 28.94 + }, + { + "date": "2023-07-06", + "equity": 12694.08, + "return_pct": 26.94 + }, + { + "date": "2023-07-07", + "equity": 12990.3, + "return_pct": 29.9 + }, + { + "date": "2023-07-10", + "equity": 13412.61, + "return_pct": 34.13 + }, + { + "date": "2023-07-11", + "equity": 13608.98, + "return_pct": 36.09 + }, + { + "date": "2023-07-12", + "equity": 13708.13, + "return_pct": 37.08 + }, + { + "date": "2023-07-13", + "equity": 14470.0, + "return_pct": 44.7 + }, + { + "date": "2023-07-14", + "equity": 14418.62, + "return_pct": 44.19 + }, + { + "date": "2023-07-17", + "equity": 14441.92, + "return_pct": 44.42 + }, + { + "date": "2023-07-18", + "equity": 14520.5, + "return_pct": 45.21 + }, + { + "date": "2023-07-19", + "equity": 14991.82, + "return_pct": 49.92 + }, + { + "date": "2023-07-20", + "equity": 14234.9, + "return_pct": 42.35 + }, + { + "date": "2023-07-21", + "equity": 14078.24, + "return_pct": 40.78 + }, + { + "date": "2023-07-24", + "equity": 13998.59, + "return_pct": 39.99 + }, + { + "date": "2023-07-25", + "equity": 14089.47, + "return_pct": 40.89 + }, + { + "date": "2023-07-26", + "equity": 14092.94, + "return_pct": 40.93 + }, + { + "date": "2023-07-27", + "equity": 13936.91, + "return_pct": 39.37 + }, + { + "date": "2023-07-28", + "equity": 14304.37, + "return_pct": 43.04 + }, + { + "date": "2023-07-31", + "equity": 14544.36, + "return_pct": 45.44 + }, + { + "date": "2023-08-01", + "equity": 14343.3, + "return_pct": 43.43 + }, + { + "date": "2023-08-02", + "equity": 14746.53, + "return_pct": 47.47 + }, + { + "date": "2023-08-03", + "equity": 14680.68, + "return_pct": 46.81 + }, + { + "date": "2023-08-04", + "equity": 14426.53, + "return_pct": 44.27 + }, + { + "date": "2023-08-07", + "equity": 14626.77, + "return_pct": 46.27 + }, + { + "date": "2023-08-08", + "equity": 14573.24, + "return_pct": 45.73 + }, + { + "date": "2023-08-09", + "equity": 14347.45, + "return_pct": 43.47 + }, + { + "date": "2023-08-10", + "equity": 14269.99, + "return_pct": 42.7 + }, + { + "date": "2023-08-11", + "equity": 14194.1, + "return_pct": 41.94 + }, + { + "date": "2023-08-14", + "equity": 14252.33, + "return_pct": 42.52 + }, + { + "date": "2023-08-15", + "equity": 14101.09, + "return_pct": 41.01 + }, + { + "date": "2023-08-16", + "equity": 14050.73, + "return_pct": 40.51 + }, + { + "date": "2023-08-17", + "equity": 14040.51, + "return_pct": 40.41 + }, + { + "date": "2023-08-18", + "equity": 14047.69, + "return_pct": 40.48 + }, + { + "date": "2023-08-21", + "equity": 14017.41, + "return_pct": 40.17 + }, + { + "date": "2023-08-22", + "equity": 13964.54, + "return_pct": 39.65 + }, + { + "date": "2023-08-23", + "equity": 14034.89, + "return_pct": 40.35 + }, + { + "date": "2023-08-24", + "equity": 13793.39, + "return_pct": 37.93 + }, + { + "date": "2023-08-25", + "equity": 13810.38, + "return_pct": 38.1 + }, + { + "date": "2023-08-28", + "equity": 13912.66, + "return_pct": 39.13 + }, + { + "date": "2023-08-29", + "equity": 13994.77, + "return_pct": 39.95 + }, + { + "date": "2023-08-30", + "equity": 14114.41, + "return_pct": 41.14 + }, + { + "date": "2023-08-31", + "equity": 14146.57, + "return_pct": 41.47 + }, + { + "date": "2023-09-01", + "equity": 14288.31, + "return_pct": 42.88 + }, + { + "date": "2023-09-05", + "equity": 14178.57, + "return_pct": 41.79 + }, + { + "date": "2023-09-06", + "equity": 14259.56, + "return_pct": 42.6 + }, + { + "date": "2023-09-07", + "equity": 14099.29, + "return_pct": 40.99 + }, + { + "date": "2023-09-08", + "equity": 14017.72, + "return_pct": 40.18 + }, + { + "date": "2023-09-11", + "equity": 14230.19, + "return_pct": 42.3 + }, + { + "date": "2023-09-12", + "equity": 14112.78, + "return_pct": 41.13 + }, + { + "date": "2023-09-13", + "equity": 13944.34, + "return_pct": 39.44 + }, + { + "date": "2023-09-14", + "equity": 14171.99, + "return_pct": 41.72 + }, + { + "date": "2023-09-15", + "equity": 13914.76, + "return_pct": 39.15 + }, + { + "date": "2023-09-18", + "equity": 13930.88, + "return_pct": 39.31 + }, + { + "date": "2023-09-19", + "equity": 13443.8, + "return_pct": 34.44 + }, + { + "date": "2023-09-20", + "equity": 13329.8, + "return_pct": 33.3 + }, + { + "date": "2023-09-21", + "equity": 13220.78, + "return_pct": 32.21 + }, + { + "date": "2023-09-22", + "equity": 13210.83, + "return_pct": 32.11 + }, + { + "date": "2023-09-25", + "equity": 13180.27, + "return_pct": 31.8 + }, + { + "date": "2023-09-26", + "equity": 13141.15, + "return_pct": 31.41 + }, + { + "date": "2023-09-27", + "equity": 13141.15, + "return_pct": 31.41 + }, + { + "date": "2023-09-28", + "equity": 13132.53, + "return_pct": 31.33 + }, + { + "date": "2023-09-29", + "equity": 13185.85, + "return_pct": 31.86 + }, + { + "date": "2023-10-02", + "equity": 13293.32, + "return_pct": 32.93 + }, + { + "date": "2023-10-03", + "equity": 13018.02, + "return_pct": 30.18 + }, + { + "date": "2023-10-04", + "equity": 13221.84, + "return_pct": 32.22 + }, + { + "date": "2023-10-05", + "equity": 13276.57, + "return_pct": 32.77 + }, + { + "date": "2023-10-06", + "equity": 13503.11, + "return_pct": 35.03 + }, + { + "date": "2023-10-09", + "equity": 13655.19, + "return_pct": 36.55 + }, + { + "date": "2023-10-10", + "equity": 13851.71, + "return_pct": 38.52 + }, + { + "date": "2023-10-11", + "equity": 13926.84, + "return_pct": 39.27 + }, + { + "date": "2023-10-12", + "equity": 13684.81, + "return_pct": 36.85 + }, + { + "date": "2023-10-13", + "equity": 13313.29, + "return_pct": 33.13 + }, + { + "date": "2023-10-16", + "equity": 13385.15, + "return_pct": 33.85 + }, + { + "date": "2023-10-17", + "equity": 13589.59, + "return_pct": 35.9 + }, + { + "date": "2023-10-18", + "equity": 13285.3, + "return_pct": 32.85 + }, + { + "date": "2023-10-19", + "equity": 13051.12, + "return_pct": 30.51 + }, + { + "date": "2023-10-20", + "equity": 12766.95, + "return_pct": 27.67 + }, + { + "date": "2023-10-23", + "equity": 12995.37, + "return_pct": 29.95 + }, + { + "date": "2023-10-24", + "equity": 13319.19, + "return_pct": 33.19 + }, + { + "date": "2023-10-25", + "equity": 13116.39, + "return_pct": 31.16 + }, + { + "date": "2023-10-26", + "equity": 12853.42, + "return_pct": 28.53 + }, + { + "date": "2023-10-27", + "equity": 12733.69, + "return_pct": 27.34 + }, + { + "date": "2023-10-30", + "equity": 12864.7, + "return_pct": 28.65 + }, + { + "date": "2023-10-31", + "equity": 12871.4, + "return_pct": 28.71 + }, + { + "date": "2023-11-01", + "equity": 12900.11, + "return_pct": 29.0 + }, + { + "date": "2023-11-02", + "equity": 13166.71, + "return_pct": 31.67 + }, + { + "date": "2023-11-03", + "equity": 13496.46, + "return_pct": 34.96 + }, + { + "date": "2023-11-06", + "equity": 13426.6, + "return_pct": 34.27 + }, + { + "date": "2023-11-07", + "equity": 13495.53, + "return_pct": 34.96 + }, + { + "date": "2023-11-08", + "equity": 13479.84, + "return_pct": 34.8 + }, + { + "date": "2023-11-09", + "equity": 13387.65, + "return_pct": 33.88 + }, + { + "date": "2023-11-10", + "equity": 13691.36, + "return_pct": 36.91 + }, + { + "date": "2023-11-13", + "equity": 13727.25, + "return_pct": 37.27 + }, + { + "date": "2023-11-14", + "equity": 14091.37, + "return_pct": 40.91 + }, + { + "date": "2023-11-15", + "equity": 14215.64, + "return_pct": 42.16 + }, + { + "date": "2023-11-16", + "equity": 14204.62, + "return_pct": 42.05 + }, + { + "date": "2023-11-17", + "equity": 14272.53, + "return_pct": 42.73 + }, + { + "date": "2023-11-20", + "equity": 14480.76, + "return_pct": 44.81 + }, + { + "date": "2023-11-21", + "equity": 14338.3, + "return_pct": 43.38 + }, + { + "date": "2023-11-22", + "equity": 14460.01, + "return_pct": 44.6 + }, + { + "date": "2023-11-24", + "equity": 14492.84, + "return_pct": 44.93 + }, + { + "date": "2023-11-27", + "equity": 14410.96, + "return_pct": 44.11 + }, + { + "date": "2023-11-28", + "equity": 14351.07, + "return_pct": 43.51 + }, + { + "date": "2023-11-29", + "equity": 14278.63, + "return_pct": 42.79 + }, + { + "date": "2023-11-30", + "equity": 14201.4, + "return_pct": 42.01 + }, + { + "date": "2023-12-01", + "equity": 14496.04, + "return_pct": 44.96 + }, + { + "date": "2023-12-04", + "equity": 14897.83, + "return_pct": 48.98 + }, + { + "date": "2023-12-05", + "equity": 14962.05, + "return_pct": 49.62 + }, + { + "date": "2023-12-06", + "equity": 14876.27, + "return_pct": 48.76 + }, + { + "date": "2023-12-07", + "equity": 15280.32, + "return_pct": 52.8 + }, + { + "date": "2023-12-08", + "equity": 15696.65, + "return_pct": 56.97 + }, + { + "date": "2023-12-11", + "equity": 15565.3, + "return_pct": 55.65 + }, + { + "date": "2023-12-12", + "equity": 15657.61, + "return_pct": 56.58 + }, + { + "date": "2023-12-13", + "equity": 16214.92, + "return_pct": 62.15 + }, + { + "date": "2023-12-14", + "equity": 16724.57, + "return_pct": 67.25 + }, + { + "date": "2023-12-15", + "equity": 16539.22, + "return_pct": 65.39 + }, + { + "date": "2023-12-18", + "equity": 16913.85, + "return_pct": 69.14 + }, + { + "date": "2023-12-19", + "equity": 17163.31, + "return_pct": 71.63 + }, + { + "date": "2023-12-20", + "equity": 16701.83, + "return_pct": 67.02 + }, + { + "date": "2023-12-21", + "equity": 17128.28, + "return_pct": 71.28 + }, + { + "date": "2023-12-22", + "equity": 17117.99, + "return_pct": 71.18 + }, + { + "date": "2023-12-26", + "equity": 17142.42, + "return_pct": 71.42 + }, + { + "date": "2023-12-27", + "equity": 17718.75, + "return_pct": 77.19 + }, + { + "date": "2023-12-28", + "equity": 17704.39, + "return_pct": 77.04 + }, + { + "date": "2023-12-29", + "equity": 17188.29, + "return_pct": 71.88 + }, + { + "date": "2024-01-02", + "equity": 16676.46, + "return_pct": 66.76 + }, + { + "date": "2024-01-03", + "equity": 16099.16, + "return_pct": 60.99 + }, + { + "date": "2024-01-04", + "equity": 16234.03, + "return_pct": 62.34 + }, + { + "date": "2024-01-05", + "equity": 16205.6, + "return_pct": 62.06 + }, + { + "date": "2024-01-08", + "equity": 16587.76, + "return_pct": 65.88 + }, + { + "date": "2024-01-09", + "equity": 16590.78, + "return_pct": 65.91 + }, + { + "date": "2024-01-10", + "equity": 16517.35, + "return_pct": 65.17 + }, + { + "date": "2024-01-11", + "equity": 16172.51, + "return_pct": 61.73 + }, + { + "date": "2024-01-12", + "equity": 15677.15, + "return_pct": 56.77 + }, + { + "date": "2024-01-16", + "equity": 15848.63, + "return_pct": 58.49 + }, + { + "date": "2024-01-17", + "equity": 15819.33, + "return_pct": 58.19 + }, + { + "date": "2024-01-18", + "equity": 15898.64, + "return_pct": 58.99 + }, + { + "date": "2024-01-19", + "equity": 16773.67, + "return_pct": 67.74 + }, + { + "date": "2024-01-22", + "equity": 17073.01, + "return_pct": 70.73 + }, + { + "date": "2024-01-23", + "equity": 17320.97, + "return_pct": 73.21 + }, + { + "date": "2024-01-24", + "equity": 17387.94, + "return_pct": 73.88 + }, + { + "date": "2024-01-25", + "equity": 17732.97, + "return_pct": 77.33 + }, + { + "date": "2024-01-26", + "equity": 17272.0, + "return_pct": 72.72 + }, + { + "date": "2024-01-29", + "equity": 17631.28, + "return_pct": 76.31 + }, + { + "date": "2024-01-30", + "equity": 17460.53, + "return_pct": 74.61 + }, + { + "date": "2024-01-31", + "equity": 17497.77, + "return_pct": 74.98 + }, + { + "date": "2024-02-01", + "equity": 18095.73, + "return_pct": 80.96 + }, + { + "date": "2024-02-02", + "equity": 18224.91, + "return_pct": 82.25 + }, + { + "date": "2024-02-05", + "equity": 18832.95, + "return_pct": 88.33 + }, + { + "date": "2024-02-06", + "equity": 18929.95, + "return_pct": 89.3 + }, + { + "date": "2024-02-07", + "equity": 18993.39, + "return_pct": 89.93 + }, + { + "date": "2024-02-08", + "equity": 18989.58, + "return_pct": 89.9 + }, + { + "date": "2024-02-09", + "equity": 19307.01, + "return_pct": 93.07 + }, + { + "date": "2024-02-12", + "equity": 19690.64, + "return_pct": 96.91 + }, + { + "date": "2024-02-13", + "equity": 19589.83, + "return_pct": 95.9 + }, + { + "date": "2024-02-14", + "equity": 20810.2, + "return_pct": 108.1 + }, + { + "date": "2024-02-15", + "equity": 21546.18, + "return_pct": 115.46 + }, + { + "date": "2024-02-16", + "equity": 20993.08, + "return_pct": 109.93 + }, + { + "date": "2024-02-20", + "equity": 20771.22, + "return_pct": 107.71 + }, + { + "date": "2024-02-21", + "equity": 20322.33, + "return_pct": 103.22 + }, + { + "date": "2024-02-22", + "equity": 20805.62, + "return_pct": 108.06 + }, + { + "date": "2024-02-23", + "equity": 21421.04, + "return_pct": 114.21 + }, + { + "date": "2024-02-26", + "equity": 21903.13, + "return_pct": 119.03 + }, + { + "date": "2024-02-27", + "equity": 22556.93, + "return_pct": 125.57 + }, + { + "date": "2024-02-28", + "equity": 22343.07, + "return_pct": 123.43 + }, + { + "date": "2024-02-29", + "equity": 22548.62, + "return_pct": 125.49 + }, + { + "date": "2024-03-01", + "equity": 23114.65, + "return_pct": 131.15 + }, + { + "date": "2024-03-04", + "equity": 23294.3, + "return_pct": 132.94 + }, + { + "date": "2024-03-05", + "equity": 23041.03, + "return_pct": 130.41 + }, + { + "date": "2024-03-06", + "equity": 23675.6, + "return_pct": 136.76 + }, + { + "date": "2024-03-07", + "equity": 24011.81, + "return_pct": 140.12 + }, + { + "date": "2024-03-08", + "equity": 24355.81, + "return_pct": 143.56 + }, + { + "date": "2024-03-11", + "equity": 23722.89, + "return_pct": 137.23 + }, + { + "date": "2024-03-12", + "equity": 23869.73, + "return_pct": 138.7 + }, + { + "date": "2024-03-13", + "equity": 24077.16, + "return_pct": 140.77 + }, + { + "date": "2024-03-14", + "equity": 23604.03, + "return_pct": 136.04 + }, + { + "date": "2024-03-15", + "equity": 23616.8, + "return_pct": 136.17 + }, + { + "date": "2024-03-18", + "equity": 24013.21, + "return_pct": 140.13 + }, + { + "date": "2024-03-19", + "equity": 23738.15, + "return_pct": 137.38 + }, + { + "date": "2024-03-20", + "equity": 24726.17, + "return_pct": 147.26 + }, + { + "date": "2024-03-21", + "equity": 24855.29, + "return_pct": 148.55 + }, + { + "date": "2024-03-22", + "equity": 24057.03, + "return_pct": 140.57 + }, + { + "date": "2024-03-25", + "equity": 24557.55, + "return_pct": 145.58 + }, + { + "date": "2024-03-26", + "equity": 24453.13, + "return_pct": 144.53 + }, + { + "date": "2024-03-27", + "equity": 24045.66, + "return_pct": 140.46 + }, + { + "date": "2024-03-28", + "equity": 24040.78, + "return_pct": 140.41 + }, + { + "date": "2024-04-01", + "equity": 24120.01, + "return_pct": 141.2 + }, + { + "date": "2024-04-02", + "equity": 23759.85, + "return_pct": 137.6 + }, + { + "date": "2024-04-03", + "equity": 24396.97, + "return_pct": 143.97 + }, + { + "date": "2024-04-04", + "equity": 24171.42, + "return_pct": 141.71 + }, + { + "date": "2024-04-05", + "equity": 24751.35, + "return_pct": 147.51 + }, + { + "date": "2024-04-08", + "equity": 24631.72, + "return_pct": 146.32 + }, + { + "date": "2024-04-09", + "equity": 24350.56, + "return_pct": 143.51 + }, + { + "date": "2024-04-10", + "equity": 24339.71, + "return_pct": 143.4 + }, + { + "date": "2024-04-11", + "equity": 24607.3, + "return_pct": 146.07 + }, + { + "date": "2024-04-12", + "equity": 23945.69, + "return_pct": 139.46 + }, + { + "date": "2024-04-15", + "equity": 23458.73, + "return_pct": 134.59 + }, + { + "date": "2024-04-16", + "equity": 23628.11, + "return_pct": 136.28 + }, + { + "date": "2024-04-17", + "equity": 23364.0, + "return_pct": 133.64 + }, + { + "date": "2024-04-18", + "equity": 23355.36, + "return_pct": 133.55 + }, + { + "date": "2024-04-19", + "equity": 22810.28, + "return_pct": 128.1 + }, + { + "date": "2024-04-22", + "equity": 22833.93, + "return_pct": 128.34 + }, + { + "date": "2024-04-23", + "equity": 23013.6, + "return_pct": 130.14 + }, + { + "date": "2024-04-24", + "equity": 22998.42, + "return_pct": 129.98 + }, + { + "date": "2024-04-25", + "equity": 23164.67, + "return_pct": 131.65 + }, + { + "date": "2024-04-26", + "equity": 23151.23, + "return_pct": 131.51 + }, + { + "date": "2024-04-29", + "equity": 23382.65, + "return_pct": 133.83 + }, + { + "date": "2024-04-30", + "equity": 23008.56, + "return_pct": 130.09 + }, + { + "date": "2024-05-01", + "equity": 22682.58, + "return_pct": 126.83 + }, + { + "date": "2024-05-02", + "equity": 23954.76, + "return_pct": 139.55 + }, + { + "date": "2024-05-03", + "equity": 24308.37, + "return_pct": 143.08 + }, + { + "date": "2024-05-06", + "equity": 25027.68, + "return_pct": 150.28 + }, + { + "date": "2024-05-07", + "equity": 24260.89, + "return_pct": 142.61 + }, + { + "date": "2024-05-08", + "equity": 24157.3, + "return_pct": 141.57 + }, + { + "date": "2024-05-09", + "equity": 24694.21, + "return_pct": 146.94 + }, + { + "date": "2024-05-10", + "equity": 24731.76, + "return_pct": 147.32 + }, + { + "date": "2024-05-13", + "equity": 24661.46, + "return_pct": 146.61 + }, + { + "date": "2024-05-14", + "equity": 24936.61, + "return_pct": 149.37 + }, + { + "date": "2024-05-15", + "equity": 25486.88, + "return_pct": 154.87 + }, + { + "date": "2024-05-16", + "equity": 25255.6, + "return_pct": 152.56 + }, + { + "date": "2024-05-17", + "equity": 25339.93, + "return_pct": 153.4 + }, + { + "date": "2024-05-20", + "equity": 25650.96, + "return_pct": 156.51 + }, + { + "date": "2024-05-21", + "equity": 25335.0, + "return_pct": 153.35 + }, + { + "date": "2024-05-22", + "equity": 25030.73, + "return_pct": 150.31 + }, + { + "date": "2024-05-23", + "equity": 24787.86, + "return_pct": 147.88 + }, + { + "date": "2024-05-24", + "equity": 25715.86, + "return_pct": 157.16 + }, + { + "date": "2024-05-28", + "equity": 25586.41, + "return_pct": 155.86 + }, + { + "date": "2024-05-29", + "equity": 25600.8, + "return_pct": 156.01 + }, + { + "date": "2024-05-30", + "equity": 24802.27, + "return_pct": 148.02 + }, + { + "date": "2024-05-31", + "equity": 24721.1, + "return_pct": 147.21 + }, + { + "date": "2024-06-03", + "equity": 24750.57, + "return_pct": 147.51 + }, + { + "date": "2024-06-04", + "equity": 24531.28, + "return_pct": 145.31 + }, + { + "date": "2024-06-05", + "equity": 24839.85, + "return_pct": 148.4 + }, + { + "date": "2024-06-06", + "equity": 24734.85, + "return_pct": 147.35 + }, + { + "date": "2024-06-07", + "equity": 24739.43, + "return_pct": 147.39 + }, + { + "date": "2024-06-10", + "equity": 25119.84, + "return_pct": 151.2 + }, + { + "date": "2024-06-11", + "equity": 25085.78, + "return_pct": 150.86 + }, + { + "date": "2024-06-12", + "equity": 25265.51, + "return_pct": 152.66 + }, + { + "date": "2024-06-13", + "equity": 25102.21, + "return_pct": 151.02 + }, + { + "date": "2024-06-14", + "equity": 24933.77, + "return_pct": 149.34 + }, + { + "date": "2024-06-17", + "equity": 24876.94, + "return_pct": 148.77 + }, + { + "date": "2024-06-18", + "equity": 24743.09, + "return_pct": 147.43 + }, + { + "date": "2024-06-20", + "equity": 24456.73, + "return_pct": 144.57 + }, + { + "date": "2024-06-21", + "equity": 24276.16, + "return_pct": 142.76 + }, + { + "date": "2024-06-24", + "equity": 23967.48, + "return_pct": 139.67 + }, + { + "date": "2024-06-25", + "equity": 24166.56, + "return_pct": 141.67 + }, + { + "date": "2024-06-26", + "equity": 23977.52, + "return_pct": 139.78 + }, + { + "date": "2024-06-27", + "equity": 24187.16, + "return_pct": 141.87 + }, + { + "date": "2024-06-28", + "equity": 24034.08, + "return_pct": 140.34 + }, + { + "date": "2024-07-01", + "equity": 23671.47, + "return_pct": 136.71 + }, + { + "date": "2024-07-02", + "equity": 23770.17, + "return_pct": 137.7 + }, + { + "date": "2024-07-03", + "equity": 23867.07, + "return_pct": 138.67 + }, + { + "date": "2024-07-05", + "equity": 23860.08, + "return_pct": 138.6 + }, + { + "date": "2024-07-08", + "equity": 23761.38, + "return_pct": 137.61 + }, + { + "date": "2024-07-09", + "equity": 23946.34, + "return_pct": 139.46 + }, + { + "date": "2024-07-10", + "equity": 24173.89, + "return_pct": 141.74 + }, + { + "date": "2024-07-11", + "equity": 24435.27, + "return_pct": 144.35 + }, + { + "date": "2024-07-12", + "equity": 24682.95, + "return_pct": 146.83 + }, + { + "date": "2024-07-15", + "equity": 25245.23, + "return_pct": 152.45 + }, + { + "date": "2024-07-16", + "equity": 25539.08, + "return_pct": 155.39 + }, + { + "date": "2024-07-17", + "equity": 24595.52, + "return_pct": 145.96 + }, + { + "date": "2024-07-18", + "equity": 24132.12, + "return_pct": 141.32 + }, + { + "date": "2024-07-19", + "equity": 24167.64, + "return_pct": 141.68 + }, + { + "date": "2024-07-22", + "equity": 24277.84, + "return_pct": 142.78 + }, + { + "date": "2024-07-23", + "equity": 24118.72, + "return_pct": 141.19 + }, + { + "date": "2024-07-24", + "equity": 24155.97, + "return_pct": 141.56 + }, + { + "date": "2024-07-25", + "equity": 24259.6, + "return_pct": 142.6 + }, + { + "date": "2024-07-26", + "equity": 24530.09, + "return_pct": 145.3 + }, + { + "date": "2024-07-29", + "equity": 24397.92, + "return_pct": 143.98 + }, + { + "date": "2024-07-30", + "equity": 24437.94, + "return_pct": 144.38 + }, + { + "date": "2024-07-31", + "equity": 24701.04, + "return_pct": 147.01 + }, + { + "date": "2024-08-01", + "equity": 24868.63, + "return_pct": 148.69 + }, + { + "date": "2024-08-02", + "equity": 24405.67, + "return_pct": 144.06 + }, + { + "date": "2024-08-05", + "equity": 24197.22, + "return_pct": 141.97 + }, + { + "date": "2024-08-06", + "equity": 24384.43, + "return_pct": 143.84 + }, + { + "date": "2024-08-07", + "equity": 24141.15, + "return_pct": 141.41 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 24141.15, + "total_return_pct": 141.4, + "cagr_pct": 51.8, + "max_drawdown_pct": 19.3, + "sharpe": 1.87, + "trades": 153, + "win_rate": 36.6, + "avg_trade_pnl": 92.43, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4558.13, + "worst_trade_pnl": -659.2, + "avg_hold_days": 17.4, + "exit_reasons": { + "stop": 94, + "time": 59 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -5.5 + }, + { + "year": 2023, + "return_pct": 81.9 + }, + { + "year": 2024, + "return_pct": 40.5 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.22 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.09 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.17 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.19 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": 0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.06 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.05 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.1 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.0 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.08 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.17 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.21 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.78 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.79 + }, + { + "date": "2022-07-21", + "equity": 10347.86, + "return_pct": 3.5 + }, + { + "date": "2022-07-22", + "equity": 10193.92, + "return_pct": 1.96 + }, + { + "date": "2022-07-25", + "equity": 10252.28, + "return_pct": 2.54 + }, + { + "date": "2022-07-26", + "equity": 10140.61, + "return_pct": 1.43 + }, + { + "date": "2022-07-27", + "equity": 10419.36, + "return_pct": 4.21 + }, + { + "date": "2022-07-28", + "equity": 10683.4, + "return_pct": 6.86 + }, + { + "date": "2022-07-29", + "equity": 10959.79, + "return_pct": 9.62 + }, + { + "date": "2022-08-01", + "equity": 10976.78, + "return_pct": 9.79 + }, + { + "date": "2022-08-02", + "equity": 10979.49, + "return_pct": 9.82 + }, + { + "date": "2022-08-03", + "equity": 11069.68, + "return_pct": 10.72 + }, + { + "date": "2022-08-04", + "equity": 11072.71, + "return_pct": 10.75 + }, + { + "date": "2022-08-05", + "equity": 11021.48, + "return_pct": 10.24 + }, + { + "date": "2022-08-08", + "equity": 10899.37, + "return_pct": 9.02 + }, + { + "date": "2022-08-09", + "equity": 10686.92, + "return_pct": 6.89 + }, + { + "date": "2022-08-10", + "equity": 11029.27, + "return_pct": 10.31 + }, + { + "date": "2022-08-11", + "equity": 10987.38, + "return_pct": 9.9 + }, + { + "date": "2022-08-12", + "equity": 11216.42, + "return_pct": 12.19 + }, + { + "date": "2022-08-15", + "equity": 11374.36, + "return_pct": 13.77 + }, + { + "date": "2022-08-16", + "equity": 11247.42, + "return_pct": 12.5 + }, + { + "date": "2022-08-17", + "equity": 11214.01, + "return_pct": 12.16 + }, + { + "date": "2022-08-18", + "equity": 11385.12, + "return_pct": 13.87 + }, + { + "date": "2022-08-19", + "equity": 11186.02, + "return_pct": 11.88 + }, + { + "date": "2022-08-22", + "equity": 10984.04, + "return_pct": 9.86 + }, + { + "date": "2022-08-23", + "equity": 11052.94, + "return_pct": 10.55 + }, + { + "date": "2022-08-24", + "equity": 11013.29, + "return_pct": 10.15 + }, + { + "date": "2022-08-25", + "equity": 11119.99, + "return_pct": 11.22 + }, + { + "date": "2022-08-26", + "equity": 10875.54, + "return_pct": 8.78 + }, + { + "date": "2022-08-29", + "equity": 10844.66, + "return_pct": 8.47 + }, + { + "date": "2022-08-30", + "equity": 10543.48, + "return_pct": 5.46 + }, + { + "date": "2022-08-31", + "equity": 10456.91, + "return_pct": 4.59 + }, + { + "date": "2022-09-01", + "equity": 10251.14, + "return_pct": 2.53 + }, + { + "date": "2022-09-02", + "equity": 10366.1, + "return_pct": 3.68 + }, + { + "date": "2022-09-06", + "equity": 10211.53, + "return_pct": 2.14 + }, + { + "date": "2022-09-07", + "equity": 10092.07, + "return_pct": 0.94 + }, + { + "date": "2022-09-08", + "equity": 10082.75, + "return_pct": 0.85 + }, + { + "date": "2022-09-09", + "equity": 10154.95, + "return_pct": 1.57 + }, + { + "date": "2022-09-12", + "equity": 10331.91, + "return_pct": 3.34 + }, + { + "date": "2022-09-13", + "equity": 10033.06, + "return_pct": 0.35 + }, + { + "date": "2022-09-14", + "equity": 10185.91, + "return_pct": 1.88 + }, + { + "date": "2022-09-15", + "equity": 10102.97, + "return_pct": 1.05 + }, + { + "date": "2022-09-16", + "equity": 10010.08, + "return_pct": 0.12 + }, + { + "date": "2022-09-19", + "equity": 9983.03, + "return_pct": -0.15 + }, + { + "date": "2022-09-20", + "equity": 9923.02, + "return_pct": -0.75 + }, + { + "date": "2022-09-21", + "equity": 9838.26, + "return_pct": -1.6 + }, + { + "date": "2022-09-22", + "equity": 9801.5, + "return_pct": -1.97 + }, + { + "date": "2022-09-23", + "equity": 9700.99, + "return_pct": -2.97 + }, + { + "date": "2022-09-26", + "equity": 9676.27, + "return_pct": -3.22 + }, + { + "date": "2022-09-27", + "equity": 9683.08, + "return_pct": -3.15 + }, + { + "date": "2022-09-28", + "equity": 9721.56, + "return_pct": -2.76 + }, + { + "date": "2022-09-29", + "equity": 9696.44, + "return_pct": -3.02 + }, + { + "date": "2022-09-30", + "equity": 9608.79, + "return_pct": -3.89 + }, + { + "date": "2022-10-03", + "equity": 9608.79, + "return_pct": -3.89 + }, + { + "date": "2022-10-04", + "equity": 9608.79, + "return_pct": -3.89 + }, + { + "date": "2022-10-05", + "equity": 9608.79, + "return_pct": -3.89 + }, + { + "date": "2022-10-06", + "equity": 9602.27, + "return_pct": -3.96 + }, + { + "date": "2022-10-07", + "equity": 9616.4, + "return_pct": -3.82 + }, + { + "date": "2022-10-10", + "equity": 9527.1, + "return_pct": -4.71 + }, + { + "date": "2022-10-11", + "equity": 9511.71, + "return_pct": -4.86 + }, + { + "date": "2022-10-12", + "equity": 9537.78, + "return_pct": -4.6 + }, + { + "date": "2022-10-13", + "equity": 9561.46, + "return_pct": -4.37 + }, + { + "date": "2022-10-14", + "equity": 9376.54, + "return_pct": -6.22 + }, + { + "date": "2022-10-17", + "equity": 9429.45, + "return_pct": -5.69 + }, + { + "date": "2022-10-18", + "equity": 9478.29, + "return_pct": -5.2 + }, + { + "date": "2022-10-19", + "equity": 9583.3, + "return_pct": -4.15 + }, + { + "date": "2022-10-20", + "equity": 9545.12, + "return_pct": -4.53 + }, + { + "date": "2022-10-21", + "equity": 9723.01, + "return_pct": -2.75 + }, + { + "date": "2022-10-24", + "equity": 9788.89, + "return_pct": -2.09 + }, + { + "date": "2022-10-25", + "equity": 9810.27, + "return_pct": -1.88 + }, + { + "date": "2022-10-26", + "equity": 9837.93, + "return_pct": -1.6 + }, + { + "date": "2022-10-27", + "equity": 9838.13, + "return_pct": -1.6 + }, + { + "date": "2022-10-28", + "equity": 9918.88, + "return_pct": -0.79 + }, + { + "date": "2022-10-31", + "equity": 9971.59, + "return_pct": -0.26 + }, + { + "date": "2022-11-01", + "equity": 10022.57, + "return_pct": 0.25 + }, + { + "date": "2022-11-02", + "equity": 9715.55, + "return_pct": -2.83 + }, + { + "date": "2022-11-03", + "equity": 9671.63, + "return_pct": -3.26 + }, + { + "date": "2022-11-04", + "equity": 9738.31, + "return_pct": -2.6 + }, + { + "date": "2022-11-07", + "equity": 9830.51, + "return_pct": -1.68 + }, + { + "date": "2022-11-08", + "equity": 9854.5, + "return_pct": -1.44 + }, + { + "date": "2022-11-09", + "equity": 9496.95, + "return_pct": -5.01 + }, + { + "date": "2022-11-10", + "equity": 9828.37, + "return_pct": -1.7 + }, + { + "date": "2022-11-11", + "equity": 9835.08, + "return_pct": -1.63 + }, + { + "date": "2022-11-14", + "equity": 9799.27, + "return_pct": -1.99 + }, + { + "date": "2022-11-15", + "equity": 9908.28, + "return_pct": -0.9 + }, + { + "date": "2022-11-16", + "equity": 9838.63, + "return_pct": -1.59 + }, + { + "date": "2022-11-17", + "equity": 9731.19, + "return_pct": -2.67 + }, + { + "date": "2022-11-18", + "equity": 9777.59, + "return_pct": -2.2 + }, + { + "date": "2022-11-21", + "equity": 9838.8, + "return_pct": -1.59 + }, + { + "date": "2022-11-22", + "equity": 9758.43, + "return_pct": -2.4 + }, + { + "date": "2022-11-23", + "equity": 9761.1, + "return_pct": -2.37 + }, + { + "date": "2022-11-25", + "equity": 9761.05, + "return_pct": -2.37 + }, + { + "date": "2022-11-28", + "equity": 9628.02, + "return_pct": -3.7 + }, + { + "date": "2022-11-29", + "equity": 9671.49, + "return_pct": -3.27 + }, + { + "date": "2022-11-30", + "equity": 9887.79, + "return_pct": -1.1 + }, + { + "date": "2022-12-01", + "equity": 9923.63, + "return_pct": -0.74 + }, + { + "date": "2022-12-02", + "equity": 10037.63, + "return_pct": 0.4 + }, + { + "date": "2022-12-05", + "equity": 9904.42, + "return_pct": -0.94 + }, + { + "date": "2022-12-06", + "equity": 9957.43, + "return_pct": -0.41 + }, + { + "date": "2022-12-07", + "equity": 9812.42, + "return_pct": -1.86 + }, + { + "date": "2022-12-08", + "equity": 9783.47, + "return_pct": -2.15 + }, + { + "date": "2022-12-09", + "equity": 9688.49, + "return_pct": -3.1 + }, + { + "date": "2022-12-12", + "equity": 9792.03, + "return_pct": -2.06 + }, + { + "date": "2022-12-13", + "equity": 9807.97, + "return_pct": -1.9 + }, + { + "date": "2022-12-14", + "equity": 9781.62, + "return_pct": -2.16 + }, + { + "date": "2022-12-15", + "equity": 9584.03, + "return_pct": -4.14 + }, + { + "date": "2022-12-16", + "equity": 9439.09, + "return_pct": -5.59 + }, + { + "date": "2022-12-19", + "equity": 9362.03, + "return_pct": -6.36 + }, + { + "date": "2022-12-20", + "equity": 9381.89, + "return_pct": -6.16 + }, + { + "date": "2022-12-21", + "equity": 9428.45, + "return_pct": -5.7 + }, + { + "date": "2022-12-22", + "equity": 9381.57, + "return_pct": -6.17 + }, + { + "date": "2022-12-23", + "equity": 9399.26, + "return_pct": -5.99 + }, + { + "date": "2022-12-27", + "equity": 9495.23, + "return_pct": -5.03 + }, + { + "date": "2022-12-28", + "equity": 9379.08, + "return_pct": -6.19 + }, + { + "date": "2022-12-29", + "equity": 9426.35, + "return_pct": -5.72 + }, + { + "date": "2022-12-30", + "equity": 9446.76, + "return_pct": -5.51 + }, + { + "date": "2023-01-03", + "equity": 9485.42, + "return_pct": -5.13 + }, + { + "date": "2023-01-04", + "equity": 9614.1, + "return_pct": -3.84 + }, + { + "date": "2023-01-05", + "equity": 9636.02, + "return_pct": -3.62 + }, + { + "date": "2023-01-06", + "equity": 9735.79, + "return_pct": -2.62 + }, + { + "date": "2023-01-09", + "equity": 9798.21, + "return_pct": -2.0 + }, + { + "date": "2023-01-10", + "equity": 9900.3, + "return_pct": -0.98 + }, + { + "date": "2023-01-11", + "equity": 9913.74, + "return_pct": -0.84 + }, + { + "date": "2023-01-12", + "equity": 10049.26, + "return_pct": 0.51 + }, + { + "date": "2023-01-13", + "equity": 10023.75, + "return_pct": 0.26 + }, + { + "date": "2023-01-17", + "equity": 10009.83, + "return_pct": 0.12 + }, + { + "date": "2023-01-18", + "equity": 9936.32, + "return_pct": -0.62 + }, + { + "date": "2023-01-19", + "equity": 9915.71, + "return_pct": -0.82 + }, + { + "date": "2023-01-20", + "equity": 10061.48, + "return_pct": 0.63 + }, + { + "date": "2023-01-23", + "equity": 10193.74, + "return_pct": 1.96 + }, + { + "date": "2023-01-24", + "equity": 10114.91, + "return_pct": 1.17 + }, + { + "date": "2023-01-25", + "equity": 10180.43, + "return_pct": 1.82 + }, + { + "date": "2023-01-26", + "equity": 10175.01, + "return_pct": 1.77 + }, + { + "date": "2023-01-27", + "equity": 10142.74, + "return_pct": 1.45 + }, + { + "date": "2023-01-30", + "equity": 9946.39, + "return_pct": -0.52 + }, + { + "date": "2023-01-31", + "equity": 10081.52, + "return_pct": 0.84 + }, + { + "date": "2023-02-01", + "equity": 10117.26, + "return_pct": 1.19 + }, + { + "date": "2023-02-02", + "equity": 9976.9, + "return_pct": -0.21 + }, + { + "date": "2023-02-03", + "equity": 9860.37, + "return_pct": -1.38 + }, + { + "date": "2023-02-06", + "equity": 9864.8, + "return_pct": -1.33 + }, + { + "date": "2023-02-07", + "equity": 9815.56, + "return_pct": -1.82 + }, + { + "date": "2023-02-08", + "equity": 9745.58, + "return_pct": -2.52 + }, + { + "date": "2023-02-09", + "equity": 9996.68, + "return_pct": -0.01 + }, + { + "date": "2023-02-10", + "equity": 9935.53, + "return_pct": -0.62 + }, + { + "date": "2023-02-13", + "equity": 10001.67, + "return_pct": 0.04 + }, + { + "date": "2023-02-14", + "equity": 10026.12, + "return_pct": 0.28 + }, + { + "date": "2023-02-15", + "equity": 9920.04, + "return_pct": -0.78 + }, + { + "date": "2023-02-16", + "equity": 9775.84, + "return_pct": -2.22 + }, + { + "date": "2023-02-17", + "equity": 9657.76, + "return_pct": -3.4 + }, + { + "date": "2023-02-21", + "equity": 9558.37, + "return_pct": -4.4 + }, + { + "date": "2023-02-22", + "equity": 9590.13, + "return_pct": -4.08 + }, + { + "date": "2023-02-23", + "equity": 9613.63, + "return_pct": -3.84 + }, + { + "date": "2023-02-24", + "equity": 9580.43, + "return_pct": -4.18 + }, + { + "date": "2023-02-27", + "equity": 9631.12, + "return_pct": -3.67 + }, + { + "date": "2023-02-28", + "equity": 9701.65, + "return_pct": -2.96 + }, + { + "date": "2023-03-01", + "equity": 9809.76, + "return_pct": -1.88 + }, + { + "date": "2023-03-02", + "equity": 9961.49, + "return_pct": -0.37 + }, + { + "date": "2023-03-03", + "equity": 10144.6, + "return_pct": 1.47 + }, + { + "date": "2023-03-06", + "equity": 10000.69, + "return_pct": 0.03 + }, + { + "date": "2023-03-07", + "equity": 9831.04, + "return_pct": -1.67 + }, + { + "date": "2023-03-08", + "equity": 9848.13, + "return_pct": -1.5 + }, + { + "date": "2023-03-09", + "equity": 9590.65, + "return_pct": -4.07 + }, + { + "date": "2023-03-10", + "equity": 9368.47, + "return_pct": -6.3 + }, + { + "date": "2023-03-13", + "equity": 9284.3, + "return_pct": -7.14 + }, + { + "date": "2023-03-14", + "equity": 9379.09, + "return_pct": -6.19 + }, + { + "date": "2023-03-15", + "equity": 9194.42, + "return_pct": -8.04 + }, + { + "date": "2023-03-16", + "equity": 9275.93, + "return_pct": -7.22 + }, + { + "date": "2023-03-17", + "equity": 9209.29, + "return_pct": -7.89 + }, + { + "date": "2023-03-20", + "equity": 9229.37, + "return_pct": -7.69 + }, + { + "date": "2023-03-21", + "equity": 9290.31, + "return_pct": -7.08 + }, + { + "date": "2023-03-22", + "equity": 9184.35, + "return_pct": -8.14 + }, + { + "date": "2023-03-23", + "equity": 9281.07, + "return_pct": -7.17 + }, + { + "date": "2023-03-24", + "equity": 9328.22, + "return_pct": -6.7 + }, + { + "date": "2023-03-27", + "equity": 9189.35, + "return_pct": -8.09 + }, + { + "date": "2023-03-28", + "equity": 9211.02, + "return_pct": -7.87 + }, + { + "date": "2023-03-29", + "equity": 9228.28, + "return_pct": -7.7 + }, + { + "date": "2023-03-30", + "equity": 9236.12, + "return_pct": -7.62 + }, + { + "date": "2023-03-31", + "equity": 9399.7, + "return_pct": -5.98 + }, + { + "date": "2023-04-03", + "equity": 9355.46, + "return_pct": -6.43 + }, + { + "date": "2023-04-04", + "equity": 9233.17, + "return_pct": -7.65 + }, + { + "date": "2023-04-05", + "equity": 9337.84, + "return_pct": -6.6 + }, + { + "date": "2023-04-06", + "equity": 9330.91, + "return_pct": -6.67 + }, + { + "date": "2023-04-10", + "equity": 9354.89, + "return_pct": -6.43 + }, + { + "date": "2023-04-11", + "equity": 9444.65, + "return_pct": -5.53 + }, + { + "date": "2023-04-12", + "equity": 9464.57, + "return_pct": -5.34 + }, + { + "date": "2023-04-13", + "equity": 9533.13, + "return_pct": -4.65 + }, + { + "date": "2023-04-14", + "equity": 9524.61, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9504.6, + "return_pct": -4.93 + }, + { + "date": "2023-04-18", + "equity": 9535.18, + "return_pct": -4.63 + }, + { + "date": "2023-04-19", + "equity": 9544.77, + "return_pct": -4.53 + }, + { + "date": "2023-04-20", + "equity": 9627.93, + "return_pct": -3.7 + }, + { + "date": "2023-04-21", + "equity": 9660.08, + "return_pct": -3.38 + }, + { + "date": "2023-04-24", + "equity": 9702.96, + "return_pct": -2.95 + }, + { + "date": "2023-04-25", + "equity": 9569.37, + "return_pct": -4.29 + }, + { + "date": "2023-04-26", + "equity": 9461.3, + "return_pct": -5.37 + }, + { + "date": "2023-04-27", + "equity": 9714.86, + "return_pct": -2.83 + }, + { + "date": "2023-04-28", + "equity": 9823.52, + "return_pct": -1.75 + }, + { + "date": "2023-05-01", + "equity": 9825.64, + "return_pct": -1.72 + }, + { + "date": "2023-05-02", + "equity": 9771.48, + "return_pct": -2.27 + }, + { + "date": "2023-05-03", + "equity": 9769.84, + "return_pct": -2.28 + }, + { + "date": "2023-05-04", + "equity": 9875.3, + "return_pct": -1.23 + }, + { + "date": "2023-05-05", + "equity": 9968.87, + "return_pct": -0.29 + }, + { + "date": "2023-05-08", + "equity": 9981.66, + "return_pct": -0.16 + }, + { + "date": "2023-05-09", + "equity": 9903.24, + "return_pct": -0.95 + }, + { + "date": "2023-05-10", + "equity": 9966.62, + "return_pct": -0.31 + }, + { + "date": "2023-05-11", + "equity": 9867.4, + "return_pct": -1.31 + }, + { + "date": "2023-05-12", + "equity": 9833.11, + "return_pct": -1.65 + }, + { + "date": "2023-05-15", + "equity": 9874.47, + "return_pct": -1.24 + }, + { + "date": "2023-05-16", + "equity": 9822.92, + "return_pct": -1.75 + }, + { + "date": "2023-05-17", + "equity": 10007.71, + "return_pct": 0.1 + }, + { + "date": "2023-05-18", + "equity": 10377.85, + "return_pct": 3.8 + }, + { + "date": "2023-05-19", + "equity": 10380.11, + "return_pct": 3.82 + }, + { + "date": "2023-05-22", + "equity": 10427.77, + "return_pct": 4.3 + }, + { + "date": "2023-05-23", + "equity": 10450.28, + "return_pct": 4.52 + }, + { + "date": "2023-05-24", + "equity": 10306.8, + "return_pct": 3.09 + }, + { + "date": "2023-05-25", + "equity": 10892.39, + "return_pct": 8.95 + }, + { + "date": "2023-05-26", + "equity": 11130.54, + "return_pct": 11.33 + }, + { + "date": "2023-05-30", + "equity": 11342.06, + "return_pct": 13.44 + }, + { + "date": "2023-05-31", + "equity": 11217.23, + "return_pct": 12.19 + }, + { + "date": "2023-06-01", + "equity": 11558.51, + "return_pct": 15.61 + }, + { + "date": "2023-06-02", + "equity": 11539.47, + "return_pct": 15.42 + }, + { + "date": "2023-06-05", + "equity": 11643.54, + "return_pct": 16.46 + }, + { + "date": "2023-06-06", + "equity": 11614.96, + "return_pct": 16.17 + }, + { + "date": "2023-06-07", + "equity": 11347.35, + "return_pct": 13.5 + }, + { + "date": "2023-06-08", + "equity": 11575.24, + "return_pct": 15.78 + }, + { + "date": "2023-06-09", + "equity": 11640.68, + "return_pct": 16.43 + }, + { + "date": "2023-06-12", + "equity": 11832.55, + "return_pct": 18.35 + }, + { + "date": "2023-06-13", + "equity": 12064.96, + "return_pct": 20.67 + }, + { + "date": "2023-06-14", + "equity": 12162.15, + "return_pct": 21.65 + }, + { + "date": "2023-06-15", + "equity": 12464.68, + "return_pct": 24.67 + }, + { + "date": "2023-06-16", + "equity": 12365.04, + "return_pct": 23.68 + }, + { + "date": "2023-06-20", + "equity": 12218.68, + "return_pct": 22.21 + }, + { + "date": "2023-06-21", + "equity": 12085.03, + "return_pct": 20.87 + }, + { + "date": "2023-06-22", + "equity": 12004.28, + "return_pct": 20.07 + }, + { + "date": "2023-06-23", + "equity": 12033.29, + "return_pct": 20.36 + }, + { + "date": "2023-06-26", + "equity": 11853.19, + "return_pct": 18.56 + }, + { + "date": "2023-06-27", + "equity": 12322.61, + "return_pct": 23.25 + }, + { + "date": "2023-06-28", + "equity": 12460.9, + "return_pct": 24.63 + }, + { + "date": "2023-06-29", + "equity": 12504.66, + "return_pct": 25.07 + }, + { + "date": "2023-06-30", + "equity": 12628.29, + "return_pct": 26.31 + }, + { + "date": "2023-07-03", + "equity": 12944.13, + "return_pct": 29.47 + }, + { + "date": "2023-07-05", + "equity": 12893.88, + "return_pct": 28.96 + }, + { + "date": "2023-07-06", + "equity": 12694.08, + "return_pct": 26.97 + }, + { + "date": "2023-07-07", + "equity": 12990.3, + "return_pct": 29.93 + }, + { + "date": "2023-07-10", + "equity": 13412.61, + "return_pct": 34.15 + }, + { + "date": "2023-07-11", + "equity": 13608.98, + "return_pct": 36.12 + }, + { + "date": "2023-07-12", + "equity": 13708.13, + "return_pct": 37.11 + }, + { + "date": "2023-07-13", + "equity": 14470.0, + "return_pct": 44.73 + }, + { + "date": "2023-07-14", + "equity": 14418.62, + "return_pct": 44.22 + }, + { + "date": "2023-07-17", + "equity": 14441.92, + "return_pct": 44.45 + }, + { + "date": "2023-07-18", + "equity": 14520.5, + "return_pct": 45.23 + }, + { + "date": "2023-07-19", + "equity": 14991.82, + "return_pct": 49.95 + }, + { + "date": "2023-07-20", + "equity": 14234.9, + "return_pct": 42.38 + }, + { + "date": "2023-07-21", + "equity": 14078.24, + "return_pct": 40.81 + }, + { + "date": "2023-07-24", + "equity": 13998.59, + "return_pct": 40.01 + }, + { + "date": "2023-07-25", + "equity": 14089.47, + "return_pct": 40.92 + }, + { + "date": "2023-07-26", + "equity": 14092.94, + "return_pct": 40.96 + }, + { + "date": "2023-07-27", + "equity": 13936.91, + "return_pct": 39.4 + }, + { + "date": "2023-07-28", + "equity": 14304.37, + "return_pct": 43.07 + }, + { + "date": "2023-07-31", + "equity": 14544.36, + "return_pct": 45.47 + }, + { + "date": "2023-08-01", + "equity": 14343.3, + "return_pct": 43.46 + }, + { + "date": "2023-08-02", + "equity": 14746.53, + "return_pct": 47.49 + }, + { + "date": "2023-08-03", + "equity": 14680.68, + "return_pct": 46.84 + }, + { + "date": "2023-08-04", + "equity": 14426.53, + "return_pct": 44.29 + }, + { + "date": "2023-08-07", + "equity": 14626.77, + "return_pct": 46.3 + }, + { + "date": "2023-08-08", + "equity": 14573.24, + "return_pct": 45.76 + }, + { + "date": "2023-08-09", + "equity": 14347.45, + "return_pct": 43.5 + }, + { + "date": "2023-08-10", + "equity": 14269.99, + "return_pct": 42.73 + }, + { + "date": "2023-08-11", + "equity": 14194.1, + "return_pct": 41.97 + }, + { + "date": "2023-08-14", + "equity": 14252.33, + "return_pct": 42.55 + }, + { + "date": "2023-08-15", + "equity": 14101.09, + "return_pct": 41.04 + }, + { + "date": "2023-08-16", + "equity": 14050.73, + "return_pct": 40.54 + }, + { + "date": "2023-08-17", + "equity": 14040.51, + "return_pct": 40.43 + }, + { + "date": "2023-08-18", + "equity": 14047.69, + "return_pct": 40.51 + }, + { + "date": "2023-08-21", + "equity": 14017.41, + "return_pct": 40.2 + }, + { + "date": "2023-08-22", + "equity": 13964.54, + "return_pct": 39.67 + }, + { + "date": "2023-08-23", + "equity": 14034.89, + "return_pct": 40.38 + }, + { + "date": "2023-08-24", + "equity": 13793.39, + "return_pct": 37.96 + }, + { + "date": "2023-08-25", + "equity": 13810.38, + "return_pct": 38.13 + }, + { + "date": "2023-08-28", + "equity": 13912.66, + "return_pct": 39.15 + }, + { + "date": "2023-08-29", + "equity": 13994.77, + "return_pct": 39.98 + }, + { + "date": "2023-08-30", + "equity": 14114.41, + "return_pct": 41.17 + }, + { + "date": "2023-08-31", + "equity": 14146.57, + "return_pct": 41.49 + }, + { + "date": "2023-09-01", + "equity": 14288.31, + "return_pct": 42.91 + }, + { + "date": "2023-09-05", + "equity": 14178.57, + "return_pct": 41.81 + }, + { + "date": "2023-09-06", + "equity": 14259.56, + "return_pct": 42.62 + }, + { + "date": "2023-09-07", + "equity": 14099.29, + "return_pct": 41.02 + }, + { + "date": "2023-09-08", + "equity": 14017.72, + "return_pct": 40.21 + }, + { + "date": "2023-09-11", + "equity": 14230.19, + "return_pct": 42.33 + }, + { + "date": "2023-09-12", + "equity": 14112.78, + "return_pct": 41.16 + }, + { + "date": "2023-09-13", + "equity": 13944.34, + "return_pct": 39.47 + }, + { + "date": "2023-09-14", + "equity": 14171.99, + "return_pct": 41.75 + }, + { + "date": "2023-09-15", + "equity": 13914.76, + "return_pct": 39.18 + }, + { + "date": "2023-09-18", + "equity": 13930.88, + "return_pct": 39.34 + }, + { + "date": "2023-09-19", + "equity": 13443.8, + "return_pct": 34.46 + }, + { + "date": "2023-09-20", + "equity": 13329.8, + "return_pct": 33.32 + }, + { + "date": "2023-09-21", + "equity": 13220.78, + "return_pct": 32.23 + }, + { + "date": "2023-09-22", + "equity": 13210.83, + "return_pct": 32.13 + }, + { + "date": "2023-09-25", + "equity": 13180.27, + "return_pct": 31.83 + }, + { + "date": "2023-09-26", + "equity": 13141.15, + "return_pct": 31.44 + }, + { + "date": "2023-09-27", + "equity": 13141.15, + "return_pct": 31.44 + }, + { + "date": "2023-09-28", + "equity": 13132.53, + "return_pct": 31.35 + }, + { + "date": "2023-09-29", + "equity": 13185.85, + "return_pct": 31.88 + }, + { + "date": "2023-10-02", + "equity": 13293.32, + "return_pct": 32.96 + }, + { + "date": "2023-10-03", + "equity": 13018.02, + "return_pct": 30.21 + }, + { + "date": "2023-10-04", + "equity": 13221.84, + "return_pct": 32.24 + }, + { + "date": "2023-10-05", + "equity": 13276.57, + "return_pct": 32.79 + }, + { + "date": "2023-10-06", + "equity": 13503.11, + "return_pct": 35.06 + }, + { + "date": "2023-10-09", + "equity": 13655.19, + "return_pct": 36.58 + }, + { + "date": "2023-10-10", + "equity": 13851.71, + "return_pct": 38.54 + }, + { + "date": "2023-10-11", + "equity": 13926.84, + "return_pct": 39.3 + }, + { + "date": "2023-10-12", + "equity": 13684.81, + "return_pct": 36.88 + }, + { + "date": "2023-10-13", + "equity": 13313.29, + "return_pct": 33.16 + }, + { + "date": "2023-10-16", + "equity": 13385.15, + "return_pct": 33.88 + }, + { + "date": "2023-10-17", + "equity": 13589.59, + "return_pct": 35.92 + }, + { + "date": "2023-10-18", + "equity": 13285.3, + "return_pct": 32.88 + }, + { + "date": "2023-10-19", + "equity": 13051.12, + "return_pct": 30.54 + }, + { + "date": "2023-10-20", + "equity": 12766.95, + "return_pct": 27.7 + }, + { + "date": "2023-10-23", + "equity": 12995.37, + "return_pct": 29.98 + }, + { + "date": "2023-10-24", + "equity": 13319.19, + "return_pct": 33.22 + }, + { + "date": "2023-10-25", + "equity": 13116.39, + "return_pct": 31.19 + }, + { + "date": "2023-10-26", + "equity": 12853.42, + "return_pct": 28.56 + }, + { + "date": "2023-10-27", + "equity": 12733.69, + "return_pct": 27.36 + }, + { + "date": "2023-10-30", + "equity": 12864.7, + "return_pct": 28.67 + }, + { + "date": "2023-10-31", + "equity": 12871.4, + "return_pct": 28.74 + }, + { + "date": "2023-11-01", + "equity": 12900.11, + "return_pct": 29.03 + }, + { + "date": "2023-11-02", + "equity": 13166.71, + "return_pct": 31.69 + }, + { + "date": "2023-11-03", + "equity": 13496.46, + "return_pct": 34.99 + }, + { + "date": "2023-11-06", + "equity": 13426.6, + "return_pct": 34.29 + }, + { + "date": "2023-11-07", + "equity": 13495.53, + "return_pct": 34.98 + }, + { + "date": "2023-11-08", + "equity": 13479.84, + "return_pct": 34.83 + }, + { + "date": "2023-11-09", + "equity": 13387.65, + "return_pct": 33.9 + }, + { + "date": "2023-11-10", + "equity": 13691.36, + "return_pct": 36.94 + }, + { + "date": "2023-11-13", + "equity": 13727.25, + "return_pct": 37.3 + }, + { + "date": "2023-11-14", + "equity": 14091.37, + "return_pct": 40.94 + }, + { + "date": "2023-11-15", + "equity": 14215.64, + "return_pct": 42.18 + }, + { + "date": "2023-11-16", + "equity": 14204.62, + "return_pct": 42.07 + }, + { + "date": "2023-11-17", + "equity": 14272.53, + "return_pct": 42.75 + }, + { + "date": "2023-11-20", + "equity": 14480.76, + "return_pct": 44.84 + }, + { + "date": "2023-11-21", + "equity": 14338.3, + "return_pct": 43.41 + }, + { + "date": "2023-11-22", + "equity": 14460.01, + "return_pct": 44.63 + }, + { + "date": "2023-11-24", + "equity": 14492.84, + "return_pct": 44.96 + }, + { + "date": "2023-11-27", + "equity": 14410.96, + "return_pct": 44.14 + }, + { + "date": "2023-11-28", + "equity": 14351.07, + "return_pct": 43.54 + }, + { + "date": "2023-11-29", + "equity": 14278.63, + "return_pct": 42.81 + }, + { + "date": "2023-11-30", + "equity": 14201.4, + "return_pct": 42.04 + }, + { + "date": "2023-12-01", + "equity": 14496.04, + "return_pct": 44.99 + }, + { + "date": "2023-12-04", + "equity": 14897.83, + "return_pct": 49.01 + }, + { + "date": "2023-12-05", + "equity": 14962.05, + "return_pct": 49.65 + }, + { + "date": "2023-12-06", + "equity": 14876.27, + "return_pct": 48.79 + }, + { + "date": "2023-12-07", + "equity": 15280.32, + "return_pct": 52.83 + }, + { + "date": "2023-12-08", + "equity": 15696.65, + "return_pct": 57.0 + }, + { + "date": "2023-12-11", + "equity": 15565.3, + "return_pct": 55.68 + }, + { + "date": "2023-12-12", + "equity": 15657.61, + "return_pct": 56.61 + }, + { + "date": "2023-12-13", + "equity": 16214.92, + "return_pct": 62.18 + }, + { + "date": "2023-12-14", + "equity": 16724.57, + "return_pct": 67.28 + }, + { + "date": "2023-12-15", + "equity": 16539.22, + "return_pct": 65.43 + }, + { + "date": "2023-12-18", + "equity": 16913.85, + "return_pct": 69.17 + }, + { + "date": "2023-12-19", + "equity": 17163.31, + "return_pct": 71.67 + }, + { + "date": "2023-12-20", + "equity": 16701.83, + "return_pct": 67.05 + }, + { + "date": "2023-12-21", + "equity": 17128.28, + "return_pct": 71.32 + }, + { + "date": "2023-12-22", + "equity": 17117.99, + "return_pct": 71.21 + }, + { + "date": "2023-12-26", + "equity": 17142.42, + "return_pct": 71.46 + }, + { + "date": "2023-12-27", + "equity": 17718.75, + "return_pct": 77.22 + }, + { + "date": "2023-12-28", + "equity": 17704.39, + "return_pct": 77.08 + }, + { + "date": "2023-12-29", + "equity": 17188.29, + "return_pct": 71.92 + }, + { + "date": "2024-01-02", + "equity": 16676.46, + "return_pct": 66.8 + }, + { + "date": "2024-01-03", + "equity": 16099.16, + "return_pct": 61.02 + }, + { + "date": "2024-01-04", + "equity": 16234.03, + "return_pct": 62.37 + }, + { + "date": "2024-01-05", + "equity": 16205.6, + "return_pct": 62.09 + }, + { + "date": "2024-01-08", + "equity": 16587.76, + "return_pct": 65.91 + }, + { + "date": "2024-01-09", + "equity": 16590.78, + "return_pct": 65.94 + }, + { + "date": "2024-01-10", + "equity": 16517.35, + "return_pct": 65.21 + }, + { + "date": "2024-01-11", + "equity": 16172.51, + "return_pct": 61.76 + }, + { + "date": "2024-01-12", + "equity": 15677.15, + "return_pct": 56.8 + }, + { + "date": "2024-01-16", + "equity": 15848.63, + "return_pct": 58.52 + }, + { + "date": "2024-01-17", + "equity": 15819.33, + "return_pct": 58.22 + }, + { + "date": "2024-01-18", + "equity": 15898.64, + "return_pct": 59.02 + }, + { + "date": "2024-01-19", + "equity": 16773.67, + "return_pct": 67.77 + }, + { + "date": "2024-01-22", + "equity": 17073.01, + "return_pct": 70.76 + }, + { + "date": "2024-01-23", + "equity": 17320.97, + "return_pct": 73.24 + }, + { + "date": "2024-01-24", + "equity": 17387.94, + "return_pct": 73.91 + }, + { + "date": "2024-01-25", + "equity": 17732.97, + "return_pct": 77.37 + }, + { + "date": "2024-01-26", + "equity": 17272.0, + "return_pct": 72.75 + }, + { + "date": "2024-01-29", + "equity": 17631.28, + "return_pct": 76.35 + }, + { + "date": "2024-01-30", + "equity": 17460.53, + "return_pct": 74.64 + }, + { + "date": "2024-01-31", + "equity": 17497.77, + "return_pct": 75.01 + }, + { + "date": "2024-02-01", + "equity": 18095.73, + "return_pct": 80.99 + }, + { + "date": "2024-02-02", + "equity": 18224.91, + "return_pct": 82.29 + }, + { + "date": "2024-02-05", + "equity": 18832.95, + "return_pct": 88.37 + }, + { + "date": "2024-02-06", + "equity": 18929.95, + "return_pct": 89.34 + }, + { + "date": "2024-02-07", + "equity": 18993.39, + "return_pct": 89.97 + }, + { + "date": "2024-02-08", + "equity": 18989.58, + "return_pct": 89.93 + }, + { + "date": "2024-02-09", + "equity": 19307.01, + "return_pct": 93.11 + }, + { + "date": "2024-02-12", + "equity": 19690.64, + "return_pct": 96.95 + }, + { + "date": "2024-02-13", + "equity": 19589.83, + "return_pct": 95.94 + }, + { + "date": "2024-02-14", + "equity": 20810.2, + "return_pct": 108.14 + }, + { + "date": "2024-02-15", + "equity": 21546.18, + "return_pct": 115.5 + }, + { + "date": "2024-02-16", + "equity": 20993.08, + "return_pct": 109.97 + }, + { + "date": "2024-02-20", + "equity": 20771.22, + "return_pct": 107.75 + }, + { + "date": "2024-02-21", + "equity": 20322.33, + "return_pct": 103.26 + }, + { + "date": "2024-02-22", + "equity": 20805.62, + "return_pct": 108.1 + }, + { + "date": "2024-02-23", + "equity": 21421.04, + "return_pct": 114.25 + }, + { + "date": "2024-02-26", + "equity": 21903.13, + "return_pct": 119.08 + }, + { + "date": "2024-02-27", + "equity": 22556.93, + "return_pct": 125.61 + }, + { + "date": "2024-02-28", + "equity": 22343.07, + "return_pct": 123.48 + }, + { + "date": "2024-02-29", + "equity": 22548.62, + "return_pct": 125.53 + }, + { + "date": "2024-03-01", + "equity": 23114.65, + "return_pct": 131.19 + }, + { + "date": "2024-03-04", + "equity": 23294.3, + "return_pct": 132.99 + }, + { + "date": "2024-03-05", + "equity": 23041.03, + "return_pct": 130.46 + }, + { + "date": "2024-03-06", + "equity": 23675.6, + "return_pct": 136.8 + }, + { + "date": "2024-03-07", + "equity": 24011.81, + "return_pct": 140.17 + }, + { + "date": "2024-03-08", + "equity": 24355.81, + "return_pct": 143.61 + }, + { + "date": "2024-03-11", + "equity": 23722.89, + "return_pct": 137.28 + }, + { + "date": "2024-03-12", + "equity": 23869.73, + "return_pct": 138.75 + }, + { + "date": "2024-03-13", + "equity": 24077.16, + "return_pct": 140.82 + }, + { + "date": "2024-03-14", + "equity": 23604.03, + "return_pct": 136.09 + }, + { + "date": "2024-03-15", + "equity": 23616.8, + "return_pct": 136.22 + }, + { + "date": "2024-03-18", + "equity": 24013.21, + "return_pct": 140.18 + }, + { + "date": "2024-03-19", + "equity": 23738.15, + "return_pct": 137.43 + }, + { + "date": "2024-03-20", + "equity": 24726.17, + "return_pct": 147.31 + }, + { + "date": "2024-03-21", + "equity": 24855.29, + "return_pct": 148.6 + }, + { + "date": "2024-03-22", + "equity": 24057.03, + "return_pct": 140.62 + }, + { + "date": "2024-03-25", + "equity": 24557.55, + "return_pct": 145.62 + }, + { + "date": "2024-03-26", + "equity": 24453.13, + "return_pct": 144.58 + }, + { + "date": "2024-03-27", + "equity": 24045.66, + "return_pct": 140.5 + }, + { + "date": "2024-03-28", + "equity": 24040.78, + "return_pct": 140.46 + }, + { + "date": "2024-04-01", + "equity": 24120.01, + "return_pct": 141.25 + }, + { + "date": "2024-04-02", + "equity": 23759.85, + "return_pct": 137.65 + }, + { + "date": "2024-04-03", + "equity": 24396.97, + "return_pct": 144.02 + }, + { + "date": "2024-04-04", + "equity": 24171.42, + "return_pct": 141.76 + }, + { + "date": "2024-04-05", + "equity": 24751.35, + "return_pct": 147.56 + }, + { + "date": "2024-04-08", + "equity": 24631.72, + "return_pct": 146.37 + }, + { + "date": "2024-04-09", + "equity": 24350.56, + "return_pct": 143.55 + }, + { + "date": "2024-04-10", + "equity": 24339.71, + "return_pct": 143.45 + }, + { + "date": "2024-04-11", + "equity": 24607.3, + "return_pct": 146.12 + }, + { + "date": "2024-04-12", + "equity": 23945.69, + "return_pct": 139.5 + }, + { + "date": "2024-04-15", + "equity": 23458.73, + "return_pct": 134.63 + }, + { + "date": "2024-04-16", + "equity": 23628.11, + "return_pct": 136.33 + }, + { + "date": "2024-04-17", + "equity": 23364.0, + "return_pct": 133.69 + }, + { + "date": "2024-04-18", + "equity": 23355.36, + "return_pct": 133.6 + }, + { + "date": "2024-04-19", + "equity": 22810.28, + "return_pct": 128.15 + }, + { + "date": "2024-04-22", + "equity": 22833.93, + "return_pct": 128.39 + }, + { + "date": "2024-04-23", + "equity": 23013.6, + "return_pct": 130.18 + }, + { + "date": "2024-04-24", + "equity": 22998.42, + "return_pct": 130.03 + }, + { + "date": "2024-04-25", + "equity": 23164.67, + "return_pct": 131.69 + }, + { + "date": "2024-04-26", + "equity": 23151.23, + "return_pct": 131.56 + }, + { + "date": "2024-04-29", + "equity": 23382.65, + "return_pct": 133.87 + }, + { + "date": "2024-04-30", + "equity": 23008.56, + "return_pct": 130.13 + }, + { + "date": "2024-05-01", + "equity": 22682.58, + "return_pct": 126.87 + }, + { + "date": "2024-05-02", + "equity": 23954.76, + "return_pct": 139.6 + }, + { + "date": "2024-05-03", + "equity": 24308.37, + "return_pct": 143.13 + }, + { + "date": "2024-05-06", + "equity": 25027.68, + "return_pct": 150.33 + }, + { + "date": "2024-05-07", + "equity": 24260.89, + "return_pct": 142.66 + }, + { + "date": "2024-05-08", + "equity": 24157.3, + "return_pct": 141.62 + }, + { + "date": "2024-05-09", + "equity": 24694.21, + "return_pct": 146.99 + }, + { + "date": "2024-05-10", + "equity": 24731.76, + "return_pct": 147.37 + }, + { + "date": "2024-05-13", + "equity": 24661.46, + "return_pct": 146.66 + }, + { + "date": "2024-05-14", + "equity": 24936.61, + "return_pct": 149.42 + }, + { + "date": "2024-05-15", + "equity": 25486.88, + "return_pct": 154.92 + }, + { + "date": "2024-05-16", + "equity": 25255.6, + "return_pct": 152.61 + }, + { + "date": "2024-05-17", + "equity": 25339.93, + "return_pct": 153.45 + }, + { + "date": "2024-05-20", + "equity": 25650.96, + "return_pct": 156.56 + }, + { + "date": "2024-05-21", + "equity": 25335.0, + "return_pct": 153.4 + }, + { + "date": "2024-05-22", + "equity": 25030.73, + "return_pct": 150.36 + }, + { + "date": "2024-05-23", + "equity": 24787.86, + "return_pct": 147.93 + }, + { + "date": "2024-05-24", + "equity": 25715.86, + "return_pct": 157.21 + }, + { + "date": "2024-05-28", + "equity": 25586.41, + "return_pct": 155.92 + }, + { + "date": "2024-05-29", + "equity": 25600.8, + "return_pct": 156.06 + }, + { + "date": "2024-05-30", + "equity": 24802.27, + "return_pct": 148.07 + }, + { + "date": "2024-05-31", + "equity": 24721.1, + "return_pct": 147.26 + }, + { + "date": "2024-06-03", + "equity": 24750.57, + "return_pct": 147.56 + }, + { + "date": "2024-06-04", + "equity": 24531.28, + "return_pct": 145.36 + }, + { + "date": "2024-06-05", + "equity": 24839.85, + "return_pct": 148.45 + }, + { + "date": "2024-06-06", + "equity": 24734.85, + "return_pct": 147.4 + }, + { + "date": "2024-06-07", + "equity": 24739.43, + "return_pct": 147.44 + }, + { + "date": "2024-06-10", + "equity": 25119.84, + "return_pct": 151.25 + }, + { + "date": "2024-06-11", + "equity": 25085.78, + "return_pct": 150.91 + }, + { + "date": "2024-06-12", + "equity": 25265.51, + "return_pct": 152.71 + }, + { + "date": "2024-06-13", + "equity": 25102.21, + "return_pct": 151.07 + }, + { + "date": "2024-06-14", + "equity": 24933.77, + "return_pct": 149.39 + }, + { + "date": "2024-06-17", + "equity": 24876.94, + "return_pct": 148.82 + }, + { + "date": "2024-06-18", + "equity": 24743.09, + "return_pct": 147.48 + }, + { + "date": "2024-06-20", + "equity": 24456.73, + "return_pct": 144.62 + }, + { + "date": "2024-06-21", + "equity": 24276.16, + "return_pct": 142.81 + }, + { + "date": "2024-06-24", + "equity": 23967.48, + "return_pct": 139.72 + }, + { + "date": "2024-06-25", + "equity": 24166.56, + "return_pct": 141.71 + }, + { + "date": "2024-06-26", + "equity": 23977.52, + "return_pct": 139.82 + }, + { + "date": "2024-06-27", + "equity": 24187.16, + "return_pct": 141.92 + }, + { + "date": "2024-06-28", + "equity": 24034.08, + "return_pct": 140.39 + }, + { + "date": "2024-07-01", + "equity": 23671.47, + "return_pct": 136.76 + }, + { + "date": "2024-07-02", + "equity": 23770.17, + "return_pct": 137.75 + }, + { + "date": "2024-07-03", + "equity": 23867.07, + "return_pct": 138.72 + }, + { + "date": "2024-07-05", + "equity": 23860.08, + "return_pct": 138.65 + }, + { + "date": "2024-07-08", + "equity": 23761.38, + "return_pct": 137.66 + }, + { + "date": "2024-07-09", + "equity": 23946.34, + "return_pct": 139.51 + }, + { + "date": "2024-07-10", + "equity": 24173.89, + "return_pct": 141.79 + }, + { + "date": "2024-07-11", + "equity": 24435.27, + "return_pct": 144.4 + }, + { + "date": "2024-07-12", + "equity": 24682.95, + "return_pct": 146.88 + }, + { + "date": "2024-07-15", + "equity": 25245.23, + "return_pct": 152.5 + }, + { + "date": "2024-07-16", + "equity": 25539.08, + "return_pct": 155.44 + }, + { + "date": "2024-07-17", + "equity": 24595.52, + "return_pct": 146.0 + }, + { + "date": "2024-07-18", + "equity": 24132.12, + "return_pct": 141.37 + }, + { + "date": "2024-07-19", + "equity": 24167.64, + "return_pct": 141.72 + }, + { + "date": "2024-07-22", + "equity": 24277.84, + "return_pct": 142.83 + }, + { + "date": "2024-07-23", + "equity": 24118.72, + "return_pct": 141.24 + }, + { + "date": "2024-07-24", + "equity": 24155.97, + "return_pct": 141.61 + }, + { + "date": "2024-07-25", + "equity": 24259.6, + "return_pct": 142.64 + }, + { + "date": "2024-07-26", + "equity": 24530.09, + "return_pct": 145.35 + }, + { + "date": "2024-07-29", + "equity": 24397.92, + "return_pct": 144.03 + }, + { + "date": "2024-07-30", + "equity": 24437.94, + "return_pct": 144.43 + }, + { + "date": "2024-07-31", + "equity": 24701.04, + "return_pct": 147.06 + }, + { + "date": "2024-08-01", + "equity": 24868.63, + "return_pct": 148.74 + }, + { + "date": "2024-08-02", + "equity": 24405.67, + "return_pct": 144.11 + }, + { + "date": "2024-08-05", + "equity": 24197.22, + "return_pct": 142.02 + }, + { + "date": "2024-08-06", + "equity": 24384.43, + "return_pct": 143.89 + }, + { + "date": "2024-08-07", + "equity": 24141.15, + "return_pct": 141.46 + } + ], + "benchmark_curve": [ + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 9991.86, + "return_pct": -0.08 + }, + { + "date": "2022-06-30", + "equity": 9910.68, + "return_pct": -0.89 + }, + { + "date": "2022-07-01", + "equity": 10015.5, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10034.41, + "return_pct": 0.34 + }, + { + "date": "2022-07-06", + "equity": 10068.3, + "return_pct": 0.68 + }, + { + "date": "2022-07-07", + "equity": 10219.1, + "return_pct": 2.19 + }, + { + "date": "2022-07-08", + "equity": 10210.69, + "return_pct": 2.11 + }, + { + "date": "2022-07-11", + "equity": 10094.05, + "return_pct": 0.94 + }, + { + "date": "2022-07-12", + "equity": 10004.73, + "return_pct": 0.05 + }, + { + "date": "2022-07-13", + "equity": 9952.19, + "return_pct": -0.48 + }, + { + "date": "2022-07-14", + "equity": 9928.02, + "return_pct": -0.72 + }, + { + "date": "2022-07-15", + "equity": 10117.69, + "return_pct": 1.18 + }, + { + "date": "2022-07-18", + "equity": 10034.15, + "return_pct": 0.34 + }, + { + "date": "2022-07-19", + "equity": 10305.27, + "return_pct": 3.05 + }, + { + "date": "2022-07-20", + "equity": 10370.94, + "return_pct": 3.71 + }, + { + "date": "2022-07-21", + "equity": 10476.55, + "return_pct": 4.77 + }, + { + "date": "2022-07-22", + "equity": 10379.35, + "return_pct": 3.79 + }, + { + "date": "2022-07-25", + "equity": 10391.96, + "return_pct": 3.92 + }, + { + "date": "2022-07-26", + "equity": 10269.01, + "return_pct": 2.69 + }, + { + "date": "2022-07-27", + "equity": 10535.66, + "return_pct": 5.36 + }, + { + "date": "2022-07-28", + "equity": 10667.02, + "return_pct": 6.67 + }, + { + "date": "2022-07-29", + "equity": 10823.33, + "return_pct": 8.23 + }, + { + "date": "2022-08-01", + "equity": 10791.28, + "return_pct": 7.91 + }, + { + "date": "2022-08-02", + "equity": 10720.08, + "return_pct": 7.2 + }, + { + "date": "2022-08-03", + "equity": 10887.95, + "return_pct": 8.88 + }, + { + "date": "2022-08-04", + "equity": 10880.6, + "return_pct": 8.81 + }, + { + "date": "2022-08-05", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2022-08-08", + "equity": 10849.6, + "return_pct": 8.5 + }, + { + "date": "2022-08-09", + "equity": 10806.52, + "return_pct": 8.07 + }, + { + "date": "2022-08-10", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-11", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-12", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2022-08-15", + "equity": 11266.52, + "return_pct": 12.67 + }, + { + "date": "2022-08-16", + "equity": 11288.59, + "return_pct": 12.89 + }, + { + "date": "2022-08-17", + "equity": 11208.46, + "return_pct": 12.08 + }, + { + "date": "2022-08-18", + "equity": 11241.04, + "return_pct": 12.41 + }, + { + "date": "2022-08-19", + "equity": 11089.98, + "return_pct": 10.9 + }, + { + "date": "2022-08-22", + "equity": 10859.06, + "return_pct": 8.59 + }, + { + "date": "2022-08-23", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2022-08-24", + "equity": 10867.46, + "return_pct": 8.67 + }, + { + "date": "2022-08-25", + "equity": 11020.89, + "return_pct": 10.21 + }, + { + "date": "2022-08-26", + "equity": 10647.84, + "return_pct": 6.48 + }, + { + "date": "2022-08-29", + "equity": 10577.43, + "return_pct": 5.77 + }, + { + "date": "2022-08-30", + "equity": 10461.32, + "return_pct": 4.61 + }, + { + "date": "2022-08-31", + "equity": 10381.72, + "return_pct": 3.82 + }, + { + "date": "2022-09-01", + "equity": 10414.29, + "return_pct": 4.14 + }, + { + "date": "2022-09-02", + "equity": 10304.48, + "return_pct": 3.04 + }, + { + "date": "2022-09-06", + "equity": 10265.6, + "return_pct": 2.66 + }, + { + "date": "2022-09-07", + "equity": 10450.02, + "return_pct": 4.5 + }, + { + "date": "2022-09-08", + "equity": 10518.32, + "return_pct": 5.18 + }, + { + "date": "2022-09-09", + "equity": 10681.73, + "return_pct": 6.82 + }, + { + "date": "2022-09-12", + "equity": 10796.53, + "return_pct": 7.97 + }, + { + "date": "2022-09-13", + "equity": 10327.07, + "return_pct": 3.27 + }, + { + "date": "2022-09-14", + "equity": 10366.48, + "return_pct": 3.66 + }, + { + "date": "2022-09-15", + "equity": 10248.78, + "return_pct": 2.49 + }, + { + "date": "2022-09-16", + "equity": 10128.99, + "return_pct": 1.29 + }, + { + "date": "2022-09-19", + "equity": 10207.54, + "return_pct": 2.08 + }, + { + "date": "2022-09-20", + "equity": 10090.37, + "return_pct": 0.9 + }, + { + "date": "2022-09-21", + "equity": 9914.36, + "return_pct": -0.86 + }, + { + "date": "2022-09-22", + "equity": 9831.08, + "return_pct": -1.69 + }, + { + "date": "2022-09-23", + "equity": 9666.36, + "return_pct": -3.34 + }, + { + "date": "2022-09-26", + "equity": 9570.73, + "return_pct": -4.29 + }, + { + "date": "2022-09-27", + "equity": 9546.3, + "return_pct": -4.54 + }, + { + "date": "2022-09-28", + "equity": 9734.14, + "return_pct": -2.66 + }, + { + "date": "2022-09-29", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-09-30", + "equity": 9383.42, + "return_pct": -6.17 + }, + { + "date": "2022-10-03", + "equity": 9631.16, + "return_pct": -3.69 + }, + { + "date": "2022-10-04", + "equity": 9929.59, + "return_pct": -0.7 + }, + { + "date": "2022-10-05", + "equity": 9906.48, + "return_pct": -0.94 + }, + { + "date": "2022-10-06", + "equity": 9804.28, + "return_pct": -1.96 + }, + { + "date": "2022-10-07", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-10-10", + "equity": 9458.03, + "return_pct": -5.42 + }, + { + "date": "2022-10-11", + "equity": 9398.13, + "return_pct": -6.02 + }, + { + "date": "2022-10-12", + "equity": 9367.14, + "return_pct": -6.33 + }, + { + "date": "2022-10-13", + "equity": 9614.34, + "return_pct": -3.86 + }, + { + "date": "2022-10-14", + "equity": 9395.24, + "return_pct": -6.05 + }, + { + "date": "2022-10-17", + "equity": 9636.67, + "return_pct": -3.63 + }, + { + "date": "2022-10-18", + "equity": 9749.9, + "return_pct": -2.5 + }, + { + "date": "2022-10-19", + "equity": 9680.81, + "return_pct": -3.19 + }, + { + "date": "2022-10-20", + "equity": 9599.63, + "return_pct": -4.0 + }, + { + "date": "2022-10-21", + "equity": 9832.92, + "return_pct": -1.67 + }, + { + "date": "2022-10-24", + "equity": 9953.24, + "return_pct": -0.47 + }, + { + "date": "2022-10-25", + "equity": 10112.18, + "return_pct": 1.12 + }, + { + "date": "2022-10-26", + "equity": 10035.99, + "return_pct": 0.36 + }, + { + "date": "2022-10-27", + "equity": 9982.4, + "return_pct": -0.18 + }, + { + "date": "2022-10-28", + "equity": 10219.89, + "return_pct": 2.2 + }, + { + "date": "2022-10-31", + "equity": 10146.07, + "return_pct": 1.46 + }, + { + "date": "2022-11-01", + "equity": 10101.67, + "return_pct": 1.02 + }, + { + "date": "2022-11-02", + "equity": 9848.15, + "return_pct": -1.52 + }, + { + "date": "2022-11-03", + "equity": 9746.75, + "return_pct": -2.53 + }, + { + "date": "2022-11-04", + "equity": 9887.04, + "return_pct": -1.13 + }, + { + "date": "2022-11-07", + "equity": 9981.61, + "return_pct": -0.18 + }, + { + "date": "2022-11-08", + "equity": 10035.47, + "return_pct": 0.35 + }, + { + "date": "2022-11-09", + "equity": 9828.71, + "return_pct": -1.71 + }, + { + "date": "2022-11-10", + "equity": 10368.84, + "return_pct": 3.69 + }, + { + "date": "2022-11-11", + "equity": 10469.2, + "return_pct": 4.69 + }, + { + "date": "2022-11-14", + "equity": 10380.14, + "return_pct": 3.8 + }, + { + "date": "2022-11-15", + "equity": 10468.67, + "return_pct": 4.69 + }, + { + "date": "2022-11-16", + "equity": 10388.81, + "return_pct": 3.89 + }, + { + "date": "2022-11-17", + "equity": 10357.02, + "return_pct": 3.57 + }, + { + "date": "2022-11-18", + "equity": 10404.05, + "return_pct": 4.04 + }, + { + "date": "2022-11-21", + "equity": 10366.22, + "return_pct": 3.66 + }, + { + "date": "2022-11-22", + "equity": 10505.71, + "return_pct": 5.06 + }, + { + "date": "2022-11-23", + "equity": 10571.92, + "return_pct": 5.72 + }, + { + "date": "2022-11-25", + "equity": 10569.55, + "return_pct": 5.7 + }, + { + "date": "2022-11-28", + "equity": 10400.89, + "return_pct": 4.01 + }, + { + "date": "2022-11-29", + "equity": 10383.03, + "return_pct": 3.83 + }, + { + "date": "2022-11-30", + "equity": 10710.1, + "return_pct": 7.1 + }, + { + "date": "2022-12-01", + "equity": 10702.22, + "return_pct": 7.02 + }, + { + "date": "2022-12-02", + "equity": 10689.87, + "return_pct": 6.9 + }, + { + "date": "2022-12-05", + "equity": 10497.57, + "return_pct": 4.98 + }, + { + "date": "2022-12-06", + "equity": 10346.25, + "return_pct": 3.46 + }, + { + "date": "2022-12-07", + "equity": 10328.65, + "return_pct": 3.29 + }, + { + "date": "2022-12-08", + "equity": 10409.56, + "return_pct": 4.1 + }, + { + "date": "2022-12-09", + "equity": 10331.8, + "return_pct": 3.32 + }, + { + "date": "2022-12-12", + "equity": 10480.76, + "return_pct": 4.81 + }, + { + "date": "2022-12-13", + "equity": 10560.09, + "return_pct": 5.6 + }, + { + "date": "2022-12-14", + "equity": 10492.58, + "return_pct": 4.93 + }, + { + "date": "2022-12-15", + "equity": 10235.91, + "return_pct": 2.36 + }, + { + "date": "2022-12-16", + "equity": 10068.83, + "return_pct": 0.69 + }, + { + "date": "2022-12-19", + "equity": 9983.45, + "return_pct": -0.17 + }, + { + "date": "2022-12-20", + "equity": 9997.11, + "return_pct": -0.03 + }, + { + "date": "2022-12-21", + "equity": 10146.59, + "return_pct": 1.47 + }, + { + "date": "2022-12-22", + "equity": 10001.84, + "return_pct": 0.02 + }, + { + "date": "2022-12-23", + "equity": 10059.37, + "return_pct": 0.59 + }, + { + "date": "2022-12-27", + "equity": 10019.7, + "return_pct": 0.2 + }, + { + "date": "2022-12-28", + "equity": 9895.18, + "return_pct": -1.05 + }, + { + "date": "2022-12-29", + "equity": 10073.3, + "return_pct": 0.73 + }, + { + "date": "2022-12-30", + "equity": 10046.76, + "return_pct": 0.47 + }, + { + "date": "2023-01-03", + "equity": 10004.47, + "return_pct": 0.04 + }, + { + "date": "2023-01-04", + "equity": 10081.7, + "return_pct": 0.82 + }, + { + "date": "2023-01-05", + "equity": 9966.64, + "return_pct": -0.33 + }, + { + "date": "2023-01-06", + "equity": 10195.19, + "return_pct": 1.95 + }, + { + "date": "2023-01-09", + "equity": 10189.41, + "return_pct": 1.89 + }, + { + "date": "2023-01-10", + "equity": 10260.87, + "return_pct": 2.61 + }, + { + "date": "2023-01-11", + "equity": 10390.65, + "return_pct": 3.91 + }, + { + "date": "2023-01-12", + "equity": 10428.48, + "return_pct": 4.28 + }, + { + "date": "2023-01-13", + "equity": 10468.93, + "return_pct": 4.69 + }, + { + "date": "2023-01-17", + "equity": 10449.76, + "return_pct": 4.5 + }, + { + "date": "2023-01-18", + "equity": 10284.78, + "return_pct": 2.85 + }, + { + "date": "2023-01-19", + "equity": 10209.9, + "return_pct": 2.1 + }, + { + "date": "2023-01-20", + "equity": 10400.11, + "return_pct": 4.0 + }, + { + "date": "2023-01-23", + "equity": 10524.89, + "return_pct": 5.25 + }, + { + "date": "2023-01-24", + "equity": 10513.6, + "return_pct": 5.14 + }, + { + "date": "2023-01-25", + "equity": 10517.54, + "return_pct": 5.18 + }, + { + "date": "2023-01-26", + "equity": 10633.13, + "return_pct": 6.33 + }, + { + "date": "2023-01-27", + "equity": 10657.56, + "return_pct": 6.58 + }, + { + "date": "2023-01-30", + "equity": 10523.84, + "return_pct": 5.24 + }, + { + "date": "2023-01-31", + "equity": 10678.58, + "return_pct": 6.79 + }, + { + "date": "2023-02-01", + "equity": 10792.07, + "return_pct": 7.92 + }, + { + "date": "2023-02-02", + "equity": 10949.17, + "return_pct": 9.49 + }, + { + "date": "2023-02-03", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2023-02-06", + "equity": 10766.58, + "return_pct": 7.67 + }, + { + "date": "2023-02-07", + "equity": 10907.4, + "return_pct": 9.07 + }, + { + "date": "2023-02-08", + "equity": 10788.13, + "return_pct": 7.88 + }, + { + "date": "2023-02-09", + "equity": 10694.6, + "return_pct": 6.95 + }, + { + "date": "2023-02-10", + "equity": 10719.56, + "return_pct": 7.2 + }, + { + "date": "2023-02-13", + "equity": 10845.4, + "return_pct": 8.45 + }, + { + "date": "2023-02-14", + "equity": 10840.4, + "return_pct": 8.4 + }, + { + "date": "2023-02-15", + "equity": 10875.61, + "return_pct": 8.76 + }, + { + "date": "2023-02-16", + "equity": 10725.86, + "return_pct": 7.26 + }, + { + "date": "2023-02-17", + "equity": 10699.07, + "return_pct": 6.99 + }, + { + "date": "2023-02-21", + "equity": 10484.43, + "return_pct": 4.84 + }, + { + "date": "2023-02-22", + "equity": 10469.99, + "return_pct": 4.7 + }, + { + "date": "2023-02-23", + "equity": 10525.68, + "return_pct": 5.26 + }, + { + "date": "2023-02-24", + "equity": 10413.24, + "return_pct": 4.13 + }, + { + "date": "2023-02-27", + "equity": 10448.71, + "return_pct": 4.49 + }, + { + "date": "2023-02-28", + "equity": 10410.09, + "return_pct": 4.1 + }, + { + "date": "2023-03-01", + "equity": 10370.16, + "return_pct": 3.7 + }, + { + "date": "2023-03-02", + "equity": 10450.81, + "return_pct": 4.51 + }, + { + "date": "2023-03-03", + "equity": 10618.42, + "return_pct": 6.18 + }, + { + "date": "2023-03-06", + "equity": 10625.77, + "return_pct": 6.26 + }, + { + "date": "2023-03-07", + "equity": 10462.89, + "return_pct": 4.63 + }, + { + "date": "2023-03-08", + "equity": 10479.97, + "return_pct": 4.8 + }, + { + "date": "2023-03-09", + "equity": 10286.62, + "return_pct": 2.87 + }, + { + "date": "2023-03-10", + "equity": 10138.18, + "return_pct": 1.38 + }, + { + "date": "2023-03-13", + "equity": 10123.74, + "return_pct": 1.24 + }, + { + "date": "2023-03-14", + "equity": 10291.08, + "return_pct": 2.91 + }, + { + "date": "2023-03-15", + "equity": 10226.72, + "return_pct": 2.27 + }, + { + "date": "2023-03-16", + "equity": 10406.15, + "return_pct": 4.06 + }, + { + "date": "2023-03-17", + "equity": 10245.37, + "return_pct": 2.45 + }, + { + "date": "2023-03-20", + "equity": 10343.89, + "return_pct": 3.44 + }, + { + "date": "2023-03-21", + "equity": 10479.71, + "return_pct": 4.8 + }, + { + "date": "2023-03-22", + "equity": 10301.06, + "return_pct": 3.01 + }, + { + "date": "2023-03-23", + "equity": 10328.91, + "return_pct": 3.29 + }, + { + "date": "2023-03-24", + "equity": 10396.69, + "return_pct": 3.97 + }, + { + "date": "2023-03-27", + "equity": 10416.13, + "return_pct": 4.16 + }, + { + "date": "2023-03-28", + "equity": 10392.75, + "return_pct": 3.93 + }, + { + "date": "2023-03-29", + "equity": 10543.81, + "return_pct": 5.44 + }, + { + "date": "2023-03-30", + "equity": 10605.54, + "return_pct": 6.06 + }, + { + "date": "2023-03-31", + "equity": 10755.02, + "return_pct": 7.55 + }, + { + "date": "2023-04-03", + "equity": 10796.01, + "return_pct": 7.96 + }, + { + "date": "2023-04-04", + "equity": 10736.11, + "return_pct": 7.36 + }, + { + "date": "2023-04-05", + "equity": 10708.0, + "return_pct": 7.08 + }, + { + "date": "2023-04-06", + "equity": 10749.77, + "return_pct": 7.5 + }, + { + "date": "2023-04-10", + "equity": 10760.8, + "return_pct": 7.61 + }, + { + "date": "2023-04-11", + "equity": 10763.69, + "return_pct": 7.64 + }, + { + "date": "2023-04-12", + "equity": 10719.82, + "return_pct": 7.2 + }, + { + "date": "2023-04-13", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2023-04-14", + "equity": 10835.68, + "return_pct": 8.36 + }, + { + "date": "2023-04-17", + "equity": 10874.56, + "return_pct": 8.75 + }, + { + "date": "2023-04-18", + "equity": 10881.65, + "return_pct": 8.82 + }, + { + "date": "2023-04-19", + "equity": 10879.81, + "return_pct": 8.8 + }, + { + "date": "2023-04-20", + "equity": 10820.44, + "return_pct": 8.2 + }, + { + "date": "2023-04-21", + "equity": 10828.85, + "return_pct": 8.29 + }, + { + "date": "2023-04-24", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-04-25", + "equity": 10668.07, + "return_pct": 6.68 + }, + { + "date": "2023-04-26", + "equity": 10622.88, + "return_pct": 6.23 + }, + { + "date": "2023-04-27", + "equity": 10834.36, + "return_pct": 8.34 + }, + { + "date": "2023-04-28", + "equity": 10926.84, + "return_pct": 9.27 + }, + { + "date": "2023-05-01", + "equity": 10915.8, + "return_pct": 9.16 + }, + { + "date": "2023-05-02", + "equity": 10793.12, + "return_pct": 7.93 + }, + { + "date": "2023-05-03", + "equity": 10719.03, + "return_pct": 7.19 + }, + { + "date": "2023-05-04", + "equity": 10643.11, + "return_pct": 6.43 + }, + { + "date": "2023-05-05", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-05-08", + "equity": 10843.03, + "return_pct": 8.43 + }, + { + "date": "2023-05-09", + "equity": 10795.48, + "return_pct": 7.95 + }, + { + "date": "2023-05-10", + "equity": 10845.92, + "return_pct": 8.46 + }, + { + "date": "2023-05-11", + "equity": 10827.01, + "return_pct": 8.27 + }, + { + "date": "2023-05-12", + "equity": 10812.82, + "return_pct": 8.13 + }, + { + "date": "2023-05-15", + "equity": 10850.12, + "return_pct": 8.5 + }, + { + "date": "2023-05-16", + "equity": 10777.62, + "return_pct": 7.78 + }, + { + "date": "2023-05-17", + "equity": 10908.45, + "return_pct": 9.08 + }, + { + "date": "2023-05-18", + "equity": 11013.53, + "return_pct": 10.14 + }, + { + "date": "2023-05-19", + "equity": 10997.5, + "return_pct": 9.98 + }, + { + "date": "2023-05-22", + "equity": 11001.97, + "return_pct": 10.02 + }, + { + "date": "2023-05-23", + "equity": 10878.5, + "return_pct": 8.78 + }, + { + "date": "2023-05-24", + "equity": 10799.68, + "return_pct": 8.0 + }, + { + "date": "2023-05-25", + "equity": 10893.21, + "return_pct": 8.93 + }, + { + "date": "2023-05-26", + "equity": 11034.28, + "return_pct": 10.34 + }, + { + "date": "2023-05-30", + "equity": 11038.49, + "return_pct": 10.38 + }, + { + "date": "2023-05-31", + "equity": 10977.28, + "return_pct": 9.77 + }, + { + "date": "2023-06-01", + "equity": 11081.57, + "return_pct": 10.82 + }, + { + "date": "2023-06-02", + "equity": 11241.82, + "return_pct": 12.42 + }, + { + "date": "2023-06-05", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2023-06-06", + "equity": 11244.71, + "return_pct": 12.45 + }, + { + "date": "2023-06-07", + "equity": 11205.83, + "return_pct": 12.06 + }, + { + "date": "2023-06-08", + "equity": 11273.61, + "return_pct": 12.74 + }, + { + "date": "2023-06-09", + "equity": 11293.84, + "return_pct": 12.94 + }, + { + "date": "2023-06-12", + "equity": 11396.3, + "return_pct": 13.96 + }, + { + "date": "2023-06-13", + "equity": 11471.43, + "return_pct": 14.71 + }, + { + "date": "2023-06-14", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-15", + "equity": 11627.48, + "return_pct": 16.27 + }, + { + "date": "2023-06-16", + "equity": 11544.99, + "return_pct": 15.45 + }, + { + "date": "2023-06-20", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-21", + "equity": 11426.24, + "return_pct": 14.26 + }, + { + "date": "2023-06-22", + "equity": 11467.49, + "return_pct": 14.67 + }, + { + "date": "2023-06-23", + "equity": 11380.8, + "return_pct": 13.81 + }, + { + "date": "2023-06-26", + "equity": 11334.3, + "return_pct": 13.34 + }, + { + "date": "2023-06-27", + "equity": 11458.56, + "return_pct": 14.59 + }, + { + "date": "2023-06-28", + "equity": 11464.34, + "return_pct": 14.64 + }, + { + "date": "2023-06-29", + "equity": 11509.52, + "return_pct": 15.1 + }, + { + "date": "2023-06-30", + "equity": 11645.34, + "return_pct": 16.45 + }, + { + "date": "2023-07-03", + "equity": 11658.74, + "return_pct": 16.59 + }, + { + "date": "2023-07-05", + "equity": 11641.4, + "return_pct": 16.41 + }, + { + "date": "2023-07-06", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-07", + "equity": 11521.08, + "return_pct": 15.21 + }, + { + "date": "2023-07-10", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-11", + "equity": 11623.8, + "return_pct": 16.24 + }, + { + "date": "2023-07-12", + "equity": 11717.33, + "return_pct": 17.17 + }, + { + "date": "2023-07-13", + "equity": 11810.32, + "return_pct": 18.1 + }, + { + "date": "2023-07-14", + "equity": 11802.97, + "return_pct": 18.03 + }, + { + "date": "2023-07-17", + "equity": 11843.95, + "return_pct": 18.44 + }, + { + "date": "2023-07-18", + "equity": 11931.96, + "return_pct": 19.32 + }, + { + "date": "2023-07-19", + "equity": 11958.49, + "return_pct": 19.58 + }, + { + "date": "2023-07-20", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-21", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-24", + "equity": 11932.22, + "return_pct": 19.32 + }, + { + "date": "2023-07-25", + "equity": 11964.8, + "return_pct": 19.65 + }, + { + "date": "2023-07-26", + "equity": 11966.64, + "return_pct": 19.67 + }, + { + "date": "2023-07-27", + "equity": 11887.3, + "return_pct": 18.87 + }, + { + "date": "2023-07-28", + "equity": 12003.68, + "return_pct": 20.04 + }, + { + "date": "2023-07-31", + "equity": 12026.53, + "return_pct": 20.27 + }, + { + "date": "2023-08-01", + "equity": 11992.12, + "return_pct": 19.92 + }, + { + "date": "2023-08-02", + "equity": 11825.3, + "return_pct": 18.25 + }, + { + "date": "2023-08-03", + "equity": 11791.41, + "return_pct": 17.91 + }, + { + "date": "2023-08-04", + "equity": 11738.08, + "return_pct": 17.38 + }, + { + "date": "2023-08-07", + "equity": 11840.54, + "return_pct": 18.41 + }, + { + "date": "2023-08-08", + "equity": 11789.05, + "return_pct": 17.89 + }, + { + "date": "2023-08-09", + "equity": 11710.23, + "return_pct": 17.1 + }, + { + "date": "2023-08-10", + "equity": 11714.44, + "return_pct": 17.14 + }, + { + "date": "2023-08-11", + "equity": 11707.61, + "return_pct": 17.08 + }, + { + "date": "2023-08-14", + "equity": 11772.23, + "return_pct": 17.72 + }, + { + "date": "2023-08-15", + "equity": 11635.1, + "return_pct": 16.35 + }, + { + "date": "2023-08-16", + "equity": 11549.72, + "return_pct": 15.5 + }, + { + "date": "2023-08-17", + "equity": 11461.71, + "return_pct": 14.62 + }, + { + "date": "2023-08-18", + "equity": 11467.23, + "return_pct": 14.67 + }, + { + "date": "2023-08-21", + "equity": 11541.84, + "return_pct": 15.42 + }, + { + "date": "2023-08-22", + "equity": 11510.57, + "return_pct": 15.11 + }, + { + "date": "2023-08-23", + "equity": 11638.78, + "return_pct": 16.39 + }, + { + "date": "2023-08-24", + "equity": 11477.47, + "return_pct": 14.77 + }, + { + "date": "2023-08-25", + "equity": 11558.39, + "return_pct": 15.58 + }, + { + "date": "2023-08-28", + "equity": 11631.68, + "return_pct": 16.32 + }, + { + "date": "2023-08-29", + "equity": 11799.82, + "return_pct": 18.0 + }, + { + "date": "2023-08-30", + "equity": 11848.42, + "return_pct": 18.48 + }, + { + "date": "2023-08-31", + "equity": 11831.08, + "return_pct": 18.31 + }, + { + "date": "2023-09-01", + "equity": 11853.15, + "return_pct": 18.53 + }, + { + "date": "2023-09-05", + "equity": 11801.92, + "return_pct": 18.02 + }, + { + "date": "2023-09-06", + "equity": 11722.58, + "return_pct": 17.23 + }, + { + "date": "2023-09-07", + "equity": 11686.59, + "return_pct": 16.87 + }, + { + "date": "2023-09-08", + "equity": 11704.19, + "return_pct": 17.04 + }, + { + "date": "2023-09-11", + "equity": 11781.16, + "return_pct": 17.81 + }, + { + "date": "2023-09-12", + "equity": 11716.54, + "return_pct": 17.17 + }, + { + "date": "2023-09-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-09-14", + "equity": 11831.34, + "return_pct": 18.31 + }, + { + "date": "2023-09-15", + "equity": 11647.71, + "return_pct": 16.48 + }, + { + "date": "2023-09-18", + "equity": 11654.54, + "return_pct": 16.55 + }, + { + "date": "2023-09-19", + "equity": 11630.37, + "return_pct": 16.3 + }, + { + "date": "2023-09-20", + "equity": 11523.45, + "return_pct": 15.23 + }, + { + "date": "2023-09-21", + "equity": 11332.98, + "return_pct": 13.33 + }, + { + "date": "2023-09-22", + "equity": 11307.5, + "return_pct": 13.08 + }, + { + "date": "2023-09-25", + "equity": 11355.05, + "return_pct": 13.55 + }, + { + "date": "2023-09-26", + "equity": 11188.23, + "return_pct": 11.88 + }, + { + "date": "2023-09-27", + "equity": 11192.7, + "return_pct": 11.93 + }, + { + "date": "2023-09-28", + "equity": 11257.59, + "return_pct": 12.58 + }, + { + "date": "2023-09-29", + "equity": 11230.26, + "return_pct": 12.3 + }, + { + "date": "2023-10-02", + "equity": 11225.8, + "return_pct": 12.26 + }, + { + "date": "2023-10-03", + "equity": 11075.53, + "return_pct": 10.76 + }, + { + "date": "2023-10-04", + "equity": 11156.18, + "return_pct": 11.56 + }, + { + "date": "2023-10-05", + "equity": 11151.98, + "return_pct": 11.52 + }, + { + "date": "2023-10-06", + "equity": 11284.38, + "return_pct": 12.84 + }, + { + "date": "2023-10-09", + "equity": 11356.63, + "return_pct": 13.57 + }, + { + "date": "2023-10-10", + "equity": 11415.74, + "return_pct": 14.16 + }, + { + "date": "2023-10-11", + "equity": 11462.5, + "return_pct": 14.62 + }, + { + "date": "2023-10-12", + "equity": 11392.62, + "return_pct": 13.93 + }, + { + "date": "2023-10-13", + "equity": 11335.87, + "return_pct": 13.36 + }, + { + "date": "2023-10-16", + "equity": 11455.14, + "return_pct": 14.55 + }, + { + "date": "2023-10-17", + "equity": 11454.62, + "return_pct": 14.55 + }, + { + "date": "2023-10-18", + "equity": 11301.98, + "return_pct": 13.02 + }, + { + "date": "2023-10-19", + "equity": 11202.68, + "return_pct": 12.03 + }, + { + "date": "2023-10-20", + "equity": 11065.02, + "return_pct": 10.65 + }, + { + "date": "2023-10-23", + "equity": 11045.84, + "return_pct": 10.46 + }, + { + "date": "2023-10-24", + "equity": 11129.12, + "return_pct": 11.29 + }, + { + "date": "2023-10-25", + "equity": 10969.39, + "return_pct": 9.69 + }, + { + "date": "2023-10-26", + "equity": 10838.04, + "return_pct": 8.38 + }, + { + "date": "2023-10-27", + "equity": 10788.91, + "return_pct": 7.89 + }, + { + "date": "2023-10-30", + "equity": 10917.9, + "return_pct": 9.18 + }, + { + "date": "2023-10-31", + "equity": 10986.47, + "return_pct": 9.86 + }, + { + "date": "2023-11-01", + "equity": 11103.64, + "return_pct": 11.04 + }, + { + "date": "2023-11-02", + "equity": 11316.43, + "return_pct": 13.16 + }, + { + "date": "2023-11-03", + "equity": 11419.68, + "return_pct": 14.2 + }, + { + "date": "2023-11-06", + "equity": 11445.95, + "return_pct": 14.46 + }, + { + "date": "2023-11-07", + "equity": 11478.52, + "return_pct": 14.79 + }, + { + "date": "2023-11-08", + "equity": 11486.93, + "return_pct": 14.87 + }, + { + "date": "2023-11-09", + "equity": 11397.35, + "return_pct": 13.97 + }, + { + "date": "2023-11-10", + "equity": 11575.2, + "return_pct": 15.75 + }, + { + "date": "2023-11-13", + "equity": 11564.17, + "return_pct": 15.64 + }, + { + "date": "2023-11-14", + "equity": 11788.52, + "return_pct": 17.89 + }, + { + "date": "2023-11-15", + "equity": 11813.48, + "return_pct": 18.13 + }, + { + "date": "2023-11-16", + "equity": 11827.93, + "return_pct": 18.28 + }, + { + "date": "2023-11-17", + "equity": 11842.64, + "return_pct": 18.43 + }, + { + "date": "2023-11-20", + "equity": 11933.8, + "return_pct": 19.34 + }, + { + "date": "2023-11-21", + "equity": 11907.79, + "return_pct": 19.08 + }, + { + "date": "2023-11-22", + "equity": 11953.76, + "return_pct": 19.54 + }, + { + "date": "2023-11-24", + "equity": 11961.12, + "return_pct": 19.61 + }, + { + "date": "2023-11-27", + "equity": 11939.58, + "return_pct": 19.4 + }, + { + "date": "2023-11-28", + "equity": 11951.4, + "return_pct": 19.51 + }, + { + "date": "2023-11-29", + "equity": 11942.99, + "return_pct": 19.43 + }, + { + "date": "2023-11-30", + "equity": 11990.02, + "return_pct": 19.9 + }, + { + "date": "2023-12-01", + "equity": 12060.95, + "return_pct": 20.61 + }, + { + "date": "2023-12-04", + "equity": 11997.64, + "return_pct": 19.98 + }, + { + "date": "2023-12-05", + "equity": 11995.27, + "return_pct": 19.95 + }, + { + "date": "2023-12-06", + "equity": 11946.93, + "return_pct": 19.47 + }, + { + "date": "2023-12-07", + "equity": 12038.09, + "return_pct": 20.38 + }, + { + "date": "2023-12-08", + "equity": 12089.85, + "return_pct": 20.9 + }, + { + "date": "2023-12-11", + "equity": 12136.87, + "return_pct": 21.37 + }, + { + "date": "2023-12-12", + "equity": 12192.3, + "return_pct": 21.92 + }, + { + "date": "2023-12-13", + "equity": 12360.44, + "return_pct": 23.6 + }, + { + "date": "2023-12-14", + "equity": 12400.11, + "return_pct": 24.0 + }, + { + "date": "2023-12-15", + "equity": 12329.7, + "return_pct": 23.3 + }, + { + "date": "2023-12-18", + "equity": 12399.05, + "return_pct": 23.99 + }, + { + "date": "2023-12-19", + "equity": 12474.45, + "return_pct": 24.74 + }, + { + "date": "2023-12-20", + "equity": 12301.59, + "return_pct": 23.02 + }, + { + "date": "2023-12-21", + "equity": 12418.23, + "return_pct": 24.18 + }, + { + "date": "2023-12-22", + "equity": 12443.19, + "return_pct": 24.43 + }, + { + "date": "2023-12-26", + "equity": 12495.73, + "return_pct": 24.96 + }, + { + "date": "2023-12-27", + "equity": 12518.32, + "return_pct": 25.18 + }, + { + "date": "2023-12-28", + "equity": 12523.05, + "return_pct": 25.23 + }, + { + "date": "2023-12-29", + "equity": 12486.8, + "return_pct": 24.87 + }, + { + "date": "2024-01-02", + "equity": 12416.92, + "return_pct": 24.17 + }, + { + "date": "2024-01-03", + "equity": 12315.51, + "return_pct": 23.16 + }, + { + "date": "2024-01-04", + "equity": 12275.84, + "return_pct": 22.76 + }, + { + "date": "2024-01-05", + "equity": 12292.66, + "return_pct": 22.93 + }, + { + "date": "2024-01-08", + "equity": 12468.15, + "return_pct": 24.68 + }, + { + "date": "2024-01-09", + "equity": 12449.23, + "return_pct": 24.49 + }, + { + "date": "2024-01-10", + "equity": 12519.64, + "return_pct": 25.2 + }, + { + "date": "2024-01-11", + "equity": 12514.12, + "return_pct": 25.14 + }, + { + "date": "2024-01-12", + "equity": 12522.79, + "return_pct": 25.23 + }, + { + "date": "2024-01-16", + "equity": 12476.82, + "return_pct": 24.77 + }, + { + "date": "2024-01-17", + "equity": 12407.46, + "return_pct": 24.07 + }, + { + "date": "2024-01-18", + "equity": 12517.8, + "return_pct": 25.18 + }, + { + "date": "2024-01-19", + "equity": 12673.85, + "return_pct": 26.74 + }, + { + "date": "2024-01-22", + "equity": 12700.64, + "return_pct": 27.01 + }, + { + "date": "2024-01-23", + "equity": 12737.69, + "return_pct": 27.38 + }, + { + "date": "2024-01-24", + "equity": 12751.61, + "return_pct": 27.52 + }, + { + "date": "2024-01-25", + "equity": 12820.96, + "return_pct": 28.21 + }, + { + "date": "2024-01-26", + "equity": 12804.68, + "return_pct": 28.05 + }, + { + "date": "2024-01-29", + "equity": 12906.08, + "return_pct": 29.06 + }, + { + "date": "2024-01-30", + "equity": 12896.1, + "return_pct": 28.96 + }, + { + "date": "2024-01-31", + "equity": 12685.67, + "return_pct": 26.86 + }, + { + "date": "2024-02-01", + "equity": 12851.7, + "return_pct": 28.52 + }, + { + "date": "2024-02-02", + "equity": 12987.0, + "return_pct": 29.87 + }, + { + "date": "2024-02-05", + "equity": 12939.71, + "return_pct": 29.4 + }, + { + "date": "2024-02-06", + "equity": 12977.28, + "return_pct": 29.77 + }, + { + "date": "2024-02-07", + "equity": 13085.51, + "return_pct": 30.86 + }, + { + "date": "2024-02-08", + "equity": 13091.29, + "return_pct": 30.91 + }, + { + "date": "2024-02-09", + "equity": 13166.95, + "return_pct": 31.67 + }, + { + "date": "2024-02-12", + "equity": 13161.17, + "return_pct": 31.61 + }, + { + "date": "2024-02-13", + "equity": 12979.9, + "return_pct": 29.8 + }, + { + "date": "2024-02-14", + "equity": 13097.86, + "return_pct": 30.98 + }, + { + "date": "2024-02-15", + "equity": 13188.23, + "return_pct": 31.88 + }, + { + "date": "2024-02-16", + "equity": 13122.55, + "return_pct": 31.23 + }, + { + "date": "2024-02-20", + "equity": 13050.31, + "return_pct": 30.5 + }, + { + "date": "2024-02-21", + "equity": 13062.13, + "return_pct": 30.62 + }, + { + "date": "2024-02-22", + "equity": 13332.46, + "return_pct": 33.32 + }, + { + "date": "2024-02-23", + "equity": 13341.65, + "return_pct": 33.42 + }, + { + "date": "2024-02-26", + "equity": 13292.79, + "return_pct": 32.93 + }, + { + "date": "2024-02-27", + "equity": 13317.48, + "return_pct": 33.17 + }, + { + "date": "2024-02-28", + "equity": 13299.88, + "return_pct": 33.0 + }, + { + "date": "2024-02-29", + "equity": 13347.69, + "return_pct": 33.48 + }, + { + "date": "2024-03-01", + "equity": 13473.01, + "return_pct": 34.73 + }, + { + "date": "2024-03-04", + "equity": 13458.56, + "return_pct": 34.59 + }, + { + "date": "2024-03-05", + "equity": 13324.05, + "return_pct": 33.24 + }, + { + "date": "2024-03-06", + "equity": 13391.57, + "return_pct": 33.92 + }, + { + "date": "2024-03-07", + "equity": 13524.5, + "return_pct": 35.24 + }, + { + "date": "2024-03-08", + "equity": 13443.32, + "return_pct": 34.43 + }, + { + "date": "2024-03-11", + "equity": 13431.76, + "return_pct": 34.32 + }, + { + "date": "2024-03-12", + "equity": 13576.25, + "return_pct": 35.76 + }, + { + "date": "2024-03-13", + "equity": 13554.97, + "return_pct": 35.55 + }, + { + "date": "2024-03-14", + "equity": 13528.18, + "return_pct": 35.28 + }, + { + "date": "2024-03-15", + "equity": 13393.67, + "return_pct": 33.94 + }, + { + "date": "2024-03-18", + "equity": 13473.27, + "return_pct": 34.73 + }, + { + "date": "2024-03-19", + "equity": 13548.14, + "return_pct": 35.48 + }, + { + "date": "2024-03-20", + "equity": 13673.45, + "return_pct": 36.73 + }, + { + "date": "2024-03-21", + "equity": 13718.64, + "return_pct": 37.19 + }, + { + "date": "2024-03-22", + "equity": 13692.63, + "return_pct": 36.93 + }, + { + "date": "2024-03-25", + "equity": 13654.8, + "return_pct": 36.55 + }, + { + "date": "2024-03-26", + "equity": 13629.58, + "return_pct": 36.3 + }, + { + "date": "2024-03-27", + "equity": 13744.12, + "return_pct": 37.44 + }, + { + "date": "2024-03-28", + "equity": 13741.49, + "return_pct": 37.41 + }, + { + "date": "2024-04-01", + "equity": 13717.59, + "return_pct": 37.18 + }, + { + "date": "2024-04-02", + "equity": 13630.37, + "return_pct": 36.3 + }, + { + "date": "2024-04-03", + "equity": 13645.34, + "return_pct": 36.45 + }, + { + "date": "2024-04-04", + "equity": 13478.79, + "return_pct": 34.79 + }, + { + "date": "2024-04-05", + "equity": 13619.6, + "return_pct": 36.2 + }, + { + "date": "2024-04-08", + "equity": 13627.22, + "return_pct": 36.27 + }, + { + "date": "2024-04-09", + "equity": 13642.98, + "return_pct": 36.43 + }, + { + "date": "2024-04-10", + "equity": 13506.37, + "return_pct": 35.06 + }, + { + "date": "2024-04-11", + "equity": 13608.3, + "return_pct": 36.08 + }, + { + "date": "2024-04-12", + "equity": 13420.46, + "return_pct": 34.2 + }, + { + "date": "2024-04-15", + "equity": 13252.33, + "return_pct": 32.52 + }, + { + "date": "2024-04-16", + "equity": 13228.16, + "return_pct": 32.28 + }, + { + "date": "2024-04-17", + "equity": 13149.88, + "return_pct": 31.5 + }, + { + "date": "2024-04-18", + "equity": 13122.82, + "return_pct": 31.23 + }, + { + "date": "2024-04-19", + "equity": 13008.28, + "return_pct": 30.08 + }, + { + "date": "2024-04-22", + "equity": 13128.07, + "return_pct": 31.28 + }, + { + "date": "2024-04-23", + "equity": 13283.86, + "return_pct": 32.84 + }, + { + "date": "2024-04-24", + "equity": 13277.55, + "return_pct": 32.78 + }, + { + "date": "2024-04-25", + "equity": 13227.11, + "return_pct": 32.27 + }, + { + "date": "2024-04-26", + "equity": 13352.42, + "return_pct": 33.52 + }, + { + "date": "2024-04-29", + "equity": 13399.71, + "return_pct": 34.0 + }, + { + "date": "2024-04-30", + "equity": 13187.44, + "return_pct": 31.87 + }, + { + "date": "2024-05-01", + "equity": 13144.62, + "return_pct": 31.45 + }, + { + "date": "2024-05-02", + "equity": 13267.57, + "return_pct": 32.68 + }, + { + "date": "2024-05-03", + "equity": 13432.02, + "return_pct": 34.32 + }, + { + "date": "2024-05-06", + "equity": 13570.73, + "return_pct": 35.71 + }, + { + "date": "2024-05-07", + "equity": 13585.71, + "return_pct": 35.86 + }, + { + "date": "2024-05-08", + "equity": 13587.02, + "return_pct": 35.87 + }, + { + "date": "2024-05-09", + "equity": 13665.31, + "return_pct": 36.65 + }, + { + "date": "2024-05-10", + "equity": 13682.91, + "return_pct": 36.83 + }, + { + "date": "2024-05-13", + "equity": 13684.75, + "return_pct": 36.85 + }, + { + "date": "2024-05-14", + "equity": 13747.54, + "return_pct": 37.48 + }, + { + "date": "2024-05-15", + "equity": 13917.77, + "return_pct": 39.18 + }, + { + "date": "2024-05-16", + "equity": 13889.14, + "return_pct": 38.89 + }, + { + "date": "2024-05-17", + "equity": 13909.1, + "return_pct": 39.09 + }, + { + "date": "2024-05-20", + "equity": 13925.13, + "return_pct": 39.25 + }, + { + "date": "2024-05-21", + "equity": 13959.28, + "return_pct": 39.59 + }, + { + "date": "2024-05-22", + "equity": 13919.09, + "return_pct": 39.19 + }, + { + "date": "2024-05-23", + "equity": 13817.42, + "return_pct": 38.17 + }, + { + "date": "2024-05-24", + "equity": 13908.84, + "return_pct": 39.09 + }, + { + "date": "2024-05-28", + "equity": 13918.56, + "return_pct": 39.19 + }, + { + "date": "2024-05-29", + "equity": 13821.1, + "return_pct": 38.21 + }, + { + "date": "2024-05-30", + "equity": 13729.41, + "return_pct": 37.29 + }, + { + "date": "2024-05-31", + "equity": 13854.46, + "return_pct": 38.54 + }, + { + "date": "2024-06-03", + "equity": 13865.76, + "return_pct": 38.66 + }, + { + "date": "2024-06-04", + "equity": 13881.26, + "return_pct": 38.81 + }, + { + "date": "2024-06-05", + "equity": 14046.24, + "return_pct": 40.46 + }, + { + "date": "2024-06-06", + "equity": 14045.97, + "return_pct": 40.46 + }, + { + "date": "2024-06-07", + "equity": 14028.9, + "return_pct": 40.29 + }, + { + "date": "2024-06-10", + "equity": 14072.24, + "return_pct": 40.72 + }, + { + "date": "2024-06-11", + "equity": 14106.13, + "return_pct": 41.06 + }, + { + "date": "2024-06-12", + "equity": 14221.99, + "return_pct": 42.22 + }, + { + "date": "2024-06-13", + "equity": 14250.62, + "return_pct": 42.51 + }, + { + "date": "2024-06-14", + "equity": 14259.29, + "return_pct": 42.59 + }, + { + "date": "2024-06-17", + "equity": 14372.78, + "return_pct": 43.73 + }, + { + "date": "2024-06-18", + "equity": 14409.3, + "return_pct": 44.09 + }, + { + "date": "2024-06-20", + "equity": 14370.16, + "return_pct": 43.7 + }, + { + "date": "2024-06-21", + "equity": 14304.74, + "return_pct": 43.05 + }, + { + "date": "2024-06-24", + "equity": 14258.24, + "return_pct": 42.58 + }, + { + "date": "2024-06-25", + "equity": 14313.15, + "return_pct": 43.13 + }, + { + "date": "2024-06-26", + "equity": 14331.01, + "return_pct": 43.31 + }, + { + "date": "2024-06-27", + "equity": 14353.61, + "return_pct": 43.54 + }, + { + "date": "2024-06-28", + "equity": 14297.12, + "return_pct": 42.97 + }, + { + "date": "2024-07-01", + "equity": 14326.55, + "return_pct": 43.27 + }, + { + "date": "2024-07-02", + "equity": 14422.96, + "return_pct": 44.23 + }, + { + "date": "2024-07-03", + "equity": 14487.32, + "return_pct": 44.87 + }, + { + "date": "2024-07-05", + "equity": 14570.87, + "return_pct": 45.71 + }, + { + "date": "2024-07-08", + "equity": 14587.68, + "return_pct": 45.88 + }, + { + "date": "2024-07-09", + "equity": 14601.87, + "return_pct": 46.02 + }, + { + "date": "2024-07-10", + "equity": 14746.35, + "return_pct": 47.46 + }, + { + "date": "2024-07-11", + "equity": 14619.2, + "return_pct": 46.19 + }, + { + "date": "2024-07-12", + "equity": 14711.41, + "return_pct": 47.11 + }, + { + "date": "2024-07-15", + "equity": 14751.87, + "return_pct": 47.52 + }, + { + "date": "2024-07-16", + "equity": 14839.35, + "return_pct": 48.39 + }, + { + "date": "2024-07-17", + "equity": 14631.29, + "return_pct": 46.31 + }, + { + "date": "2024-07-18", + "equity": 14518.85, + "return_pct": 45.19 + }, + { + "date": "2024-07-19", + "equity": 14422.44, + "return_pct": 44.22 + }, + { + "date": "2024-07-22", + "equity": 14571.13, + "return_pct": 45.71 + }, + { + "date": "2024-07-23", + "equity": 14548.27, + "return_pct": 45.48 + }, + { + "date": "2024-07-24", + "equity": 14218.57, + "return_pct": 42.19 + }, + { + "date": "2024-07-25", + "equity": 14144.49, + "return_pct": 41.44 + }, + { + "date": "2024-07-26", + "equity": 14302.9, + "return_pct": 43.03 + }, + { + "date": "2024-07-29", + "equity": 14311.31, + "return_pct": 43.11 + }, + { + "date": "2024-07-30", + "equity": 14238.8, + "return_pct": 42.39 + }, + { + "date": "2024-07-31", + "equity": 14470.25, + "return_pct": 44.7 + }, + { + "date": "2024-08-01", + "equity": 14265.34, + "return_pct": 42.65 + }, + { + "date": "2024-08-02", + "equity": 13999.74, + "return_pct": 40.0 + }, + { + "date": "2024-08-05", + "equity": 13592.01, + "return_pct": 35.92 + }, + { + "date": "2024-08-06", + "equity": 13717.33, + "return_pct": 37.17 + }, + { + "date": "2024-08-07", + "equity": 13625.64, + "return_pct": 36.26 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 17745.03, + "total_return_pct": 77.5, + "cagr_pct": 68.6, + "max_drawdown_pct": 14.7, + "sharpe": 2.26, + "trades": 87, + "win_rate": 39.1, + "avg_trade_pnl": 89.02, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 3333.27, + "worst_trade_pnl": -498.19, + "avg_hold_days": 14.7, + "exit_reasons": { + "stop": 36, + "time": 18, + "trailing_stop": 33 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 25.3 + }, + { + "year": 2024, + "return_pct": 41.6 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9880.06, + "return_pct": -1.2 + }, + { + "date": "2023-07-07", + "equity": 9942.71, + "return_pct": -0.57 + }, + { + "date": "2023-07-10", + "equity": 10166.09, + "return_pct": 1.66 + }, + { + "date": "2023-07-11", + "equity": 10272.72, + "return_pct": 2.73 + }, + { + "date": "2023-07-12", + "equity": 10242.36, + "return_pct": 2.42 + }, + { + "date": "2023-07-13", + "equity": 10459.12, + "return_pct": 4.59 + }, + { + "date": "2023-07-14", + "equity": 10283.77, + "return_pct": 2.84 + }, + { + "date": "2023-07-17", + "equity": 10289.6, + "return_pct": 2.9 + }, + { + "date": "2023-07-18", + "equity": 10459.05, + "return_pct": 4.59 + }, + { + "date": "2023-07-19", + "equity": 10402.35, + "return_pct": 4.02 + }, + { + "date": "2023-07-20", + "equity": 10145.73, + "return_pct": 1.46 + }, + { + "date": "2023-07-21", + "equity": 10101.78, + "return_pct": 1.02 + }, + { + "date": "2023-07-24", + "equity": 10141.15, + "return_pct": 1.41 + }, + { + "date": "2023-07-25", + "equity": 10213.6, + "return_pct": 2.14 + }, + { + "date": "2023-07-26", + "equity": 10398.67, + "return_pct": 3.99 + }, + { + "date": "2023-07-27", + "equity": 10320.12, + "return_pct": 3.2 + }, + { + "date": "2023-07-28", + "equity": 10610.16, + "return_pct": 6.1 + }, + { + "date": "2023-07-31", + "equity": 10737.03, + "return_pct": 7.37 + }, + { + "date": "2023-08-01", + "equity": 10580.11, + "return_pct": 5.8 + }, + { + "date": "2023-08-02", + "equity": 10313.85, + "return_pct": 3.14 + }, + { + "date": "2023-08-03", + "equity": 10167.06, + "return_pct": 1.67 + }, + { + "date": "2023-08-04", + "equity": 10114.31, + "return_pct": 1.14 + }, + { + "date": "2023-08-07", + "equity": 10213.56, + "return_pct": 2.14 + }, + { + "date": "2023-08-08", + "equity": 10190.52, + "return_pct": 1.91 + }, + { + "date": "2023-08-09", + "equity": 10125.13, + "return_pct": 1.25 + }, + { + "date": "2023-08-10", + "equity": 10078.4, + "return_pct": 0.78 + }, + { + "date": "2023-08-11", + "equity": 10058.52, + "return_pct": 0.59 + }, + { + "date": "2023-08-14", + "equity": 10163.62, + "return_pct": 1.64 + }, + { + "date": "2023-08-15", + "equity": 10052.57, + "return_pct": 0.53 + }, + { + "date": "2023-08-16", + "equity": 10016.09, + "return_pct": 0.16 + }, + { + "date": "2023-08-17", + "equity": 10004.53, + "return_pct": 0.05 + }, + { + "date": "2023-08-18", + "equity": 10004.53, + "return_pct": 0.05 + }, + { + "date": "2023-08-21", + "equity": 10004.53, + "return_pct": 0.05 + }, + { + "date": "2023-08-22", + "equity": 10004.53, + "return_pct": 0.05 + }, + { + "date": "2023-08-23", + "equity": 10000.53, + "return_pct": 0.01 + }, + { + "date": "2023-08-24", + "equity": 9868.68, + "return_pct": -1.31 + }, + { + "date": "2023-08-25", + "equity": 9892.85, + "return_pct": -1.07 + }, + { + "date": "2023-08-28", + "equity": 9915.62, + "return_pct": -0.84 + }, + { + "date": "2023-08-29", + "equity": 9959.87, + "return_pct": -0.4 + }, + { + "date": "2023-08-30", + "equity": 10016.6, + "return_pct": 0.17 + }, + { + "date": "2023-08-31", + "equity": 10040.95, + "return_pct": 0.41 + }, + { + "date": "2023-09-01", + "equity": 10099.39, + "return_pct": 0.99 + }, + { + "date": "2023-09-05", + "equity": 10018.1, + "return_pct": 0.18 + }, + { + "date": "2023-09-06", + "equity": 10046.85, + "return_pct": 0.47 + }, + { + "date": "2023-09-07", + "equity": 9937.27, + "return_pct": -0.63 + }, + { + "date": "2023-09-08", + "equity": 9914.74, + "return_pct": -0.85 + }, + { + "date": "2023-09-11", + "equity": 10052.69, + "return_pct": 0.53 + }, + { + "date": "2023-09-12", + "equity": 9884.4, + "return_pct": -1.16 + }, + { + "date": "2023-09-13", + "equity": 9793.95, + "return_pct": -2.06 + }, + { + "date": "2023-09-14", + "equity": 9923.66, + "return_pct": -0.76 + }, + { + "date": "2023-09-15", + "equity": 9721.47, + "return_pct": -2.79 + }, + { + "date": "2023-09-18", + "equity": 9727.69, + "return_pct": -2.72 + }, + { + "date": "2023-09-19", + "equity": 9439.92, + "return_pct": -5.6 + }, + { + "date": "2023-09-20", + "equity": 9375.02, + "return_pct": -6.25 + }, + { + "date": "2023-09-21", + "equity": 9344.74, + "return_pct": -6.55 + }, + { + "date": "2023-09-22", + "equity": 9344.74, + "return_pct": -6.55 + }, + { + "date": "2023-09-25", + "equity": 9344.74, + "return_pct": -6.55 + }, + { + "date": "2023-09-26", + "equity": 9344.74, + "return_pct": -6.55 + }, + { + "date": "2023-09-27", + "equity": 9344.74, + "return_pct": -6.55 + }, + { + "date": "2023-09-28", + "equity": 9338.6, + "return_pct": -6.61 + }, + { + "date": "2023-09-29", + "equity": 9376.52, + "return_pct": -6.23 + }, + { + "date": "2023-10-02", + "equity": 9452.94, + "return_pct": -5.47 + }, + { + "date": "2023-10-03", + "equity": 9257.17, + "return_pct": -7.43 + }, + { + "date": "2023-10-04", + "equity": 9402.11, + "return_pct": -5.98 + }, + { + "date": "2023-10-05", + "equity": 9441.03, + "return_pct": -5.59 + }, + { + "date": "2023-10-06", + "equity": 9602.12, + "return_pct": -3.98 + }, + { + "date": "2023-10-09", + "equity": 9710.27, + "return_pct": -2.9 + }, + { + "date": "2023-10-10", + "equity": 9850.01, + "return_pct": -1.5 + }, + { + "date": "2023-10-11", + "equity": 9903.44, + "return_pct": -0.97 + }, + { + "date": "2023-10-12", + "equity": 9731.33, + "return_pct": -2.69 + }, + { + "date": "2023-10-13", + "equity": 9467.14, + "return_pct": -5.33 + }, + { + "date": "2023-10-16", + "equity": 9518.24, + "return_pct": -4.82 + }, + { + "date": "2023-10-17", + "equity": 9663.62, + "return_pct": -3.36 + }, + { + "date": "2023-10-18", + "equity": 9447.24, + "return_pct": -5.53 + }, + { + "date": "2023-10-19", + "equity": 9296.29, + "return_pct": -7.04 + }, + { + "date": "2023-10-20", + "equity": 9154.48, + "return_pct": -8.46 + }, + { + "date": "2023-10-23", + "equity": 9262.96, + "return_pct": -7.37 + }, + { + "date": "2023-10-24", + "equity": 9458.19, + "return_pct": -5.42 + }, + { + "date": "2023-10-25", + "equity": 9411.75, + "return_pct": -5.88 + }, + { + "date": "2023-10-26", + "equity": 9303.88, + "return_pct": -6.96 + }, + { + "date": "2023-10-27", + "equity": 9236.02, + "return_pct": -7.64 + }, + { + "date": "2023-10-30", + "equity": 9368.2, + "return_pct": -6.32 + }, + { + "date": "2023-10-31", + "equity": 9372.75, + "return_pct": -6.27 + }, + { + "date": "2023-11-01", + "equity": 9392.75, + "return_pct": -6.07 + }, + { + "date": "2023-11-02", + "equity": 9583.7, + "return_pct": -4.16 + }, + { + "date": "2023-11-03", + "equity": 9826.9, + "return_pct": -1.73 + }, + { + "date": "2023-11-06", + "equity": 9773.42, + "return_pct": -2.27 + }, + { + "date": "2023-11-07", + "equity": 9825.15, + "return_pct": -1.75 + }, + { + "date": "2023-11-08", + "equity": 9815.92, + "return_pct": -1.84 + }, + { + "date": "2023-11-09", + "equity": 9744.65, + "return_pct": -2.55 + }, + { + "date": "2023-11-10", + "equity": 9965.68, + "return_pct": -0.34 + }, + { + "date": "2023-11-13", + "equity": 9995.27, + "return_pct": -0.05 + }, + { + "date": "2023-11-14", + "equity": 10266.46, + "return_pct": 2.66 + }, + { + "date": "2023-11-15", + "equity": 10352.91, + "return_pct": 3.53 + }, + { + "date": "2023-11-16", + "equity": 10347.38, + "return_pct": 3.47 + }, + { + "date": "2023-11-17", + "equity": 10398.97, + "return_pct": 3.99 + }, + { + "date": "2023-11-20", + "equity": 10548.15, + "return_pct": 5.48 + }, + { + "date": "2023-11-21", + "equity": 10444.66, + "return_pct": 4.45 + }, + { + "date": "2023-11-22", + "equity": 10531.93, + "return_pct": 5.32 + }, + { + "date": "2023-11-24", + "equity": 10554.27, + "return_pct": 5.54 + }, + { + "date": "2023-11-27", + "equity": 10498.73, + "return_pct": 4.99 + }, + { + "date": "2023-11-28", + "equity": 10453.78, + "return_pct": 4.54 + }, + { + "date": "2023-11-29", + "equity": 10418.23, + "return_pct": 4.18 + }, + { + "date": "2023-11-30", + "equity": 10364.55, + "return_pct": 3.65 + }, + { + "date": "2023-12-01", + "equity": 10580.81, + "return_pct": 5.81 + }, + { + "date": "2023-12-04", + "equity": 10879.62, + "return_pct": 8.8 + }, + { + "date": "2023-12-05", + "equity": 10926.58, + "return_pct": 9.27 + }, + { + "date": "2023-12-06", + "equity": 10868.79, + "return_pct": 8.69 + }, + { + "date": "2023-12-07", + "equity": 11155.71, + "return_pct": 11.56 + }, + { + "date": "2023-12-08", + "equity": 11460.0, + "return_pct": 14.6 + }, + { + "date": "2023-12-11", + "equity": 11359.63, + "return_pct": 13.6 + }, + { + "date": "2023-12-12", + "equity": 11424.38, + "return_pct": 14.24 + }, + { + "date": "2023-12-13", + "equity": 11830.69, + "return_pct": 18.31 + }, + { + "date": "2023-12-14", + "equity": 12203.15, + "return_pct": 22.03 + }, + { + "date": "2023-12-15", + "equity": 12068.05, + "return_pct": 20.68 + }, + { + "date": "2023-12-18", + "equity": 12341.05, + "return_pct": 23.41 + }, + { + "date": "2023-12-19", + "equity": 12524.33, + "return_pct": 25.24 + }, + { + "date": "2023-12-20", + "equity": 12186.97, + "return_pct": 21.87 + }, + { + "date": "2023-12-21", + "equity": 12497.83, + "return_pct": 24.98 + }, + { + "date": "2023-12-22", + "equity": 12489.77, + "return_pct": 24.9 + }, + { + "date": "2023-12-26", + "equity": 12506.3, + "return_pct": 25.06 + }, + { + "date": "2023-12-27", + "equity": 12926.91, + "return_pct": 29.27 + }, + { + "date": "2023-12-28", + "equity": 12910.83, + "return_pct": 29.11 + }, + { + "date": "2023-12-29", + "equity": 12533.22, + "return_pct": 25.33 + }, + { + "date": "2024-01-02", + "equity": 12193.47, + "return_pct": 21.93 + }, + { + "date": "2024-01-03", + "equity": 11806.17, + "return_pct": 18.06 + }, + { + "date": "2024-01-04", + "equity": 11863.45, + "return_pct": 18.63 + }, + { + "date": "2024-01-05", + "equity": 11830.07, + "return_pct": 18.3 + }, + { + "date": "2024-01-08", + "equity": 11917.36, + "return_pct": 19.17 + }, + { + "date": "2024-01-09", + "equity": 11979.41, + "return_pct": 19.79 + }, + { + "date": "2024-01-10", + "equity": 12061.42, + "return_pct": 20.61 + }, + { + "date": "2024-01-11", + "equity": 12054.68, + "return_pct": 20.55 + }, + { + "date": "2024-01-12", + "equity": 12034.29, + "return_pct": 20.34 + }, + { + "date": "2024-01-16", + "equity": 11854.51, + "return_pct": 18.55 + }, + { + "date": "2024-01-17", + "equity": 11881.44, + "return_pct": 18.81 + }, + { + "date": "2024-01-18", + "equity": 12059.47, + "return_pct": 20.59 + }, + { + "date": "2024-01-19", + "equity": 12726.87, + "return_pct": 27.27 + }, + { + "date": "2024-01-22", + "equity": 13074.87, + "return_pct": 30.75 + }, + { + "date": "2024-01-23", + "equity": 13242.42, + "return_pct": 32.42 + }, + { + "date": "2024-01-24", + "equity": 13139.18, + "return_pct": 31.39 + }, + { + "date": "2024-01-25", + "equity": 13320.94, + "return_pct": 33.21 + }, + { + "date": "2024-01-26", + "equity": 13088.37, + "return_pct": 30.88 + }, + { + "date": "2024-01-29", + "equity": 13438.16, + "return_pct": 34.38 + }, + { + "date": "2024-01-30", + "equity": 13218.77, + "return_pct": 32.19 + }, + { + "date": "2024-01-31", + "equity": 13170.4, + "return_pct": 31.7 + }, + { + "date": "2024-02-01", + "equity": 13657.75, + "return_pct": 36.58 + }, + { + "date": "2024-02-02", + "equity": 14000.47, + "return_pct": 40.0 + }, + { + "date": "2024-02-05", + "equity": 14424.64, + "return_pct": 44.25 + }, + { + "date": "2024-02-06", + "equity": 14441.08, + "return_pct": 44.41 + }, + { + "date": "2024-02-07", + "equity": 14544.56, + "return_pct": 45.45 + }, + { + "date": "2024-02-08", + "equity": 14566.43, + "return_pct": 45.66 + }, + { + "date": "2024-02-09", + "equity": 14805.02, + "return_pct": 48.05 + }, + { + "date": "2024-02-12", + "equity": 15051.14, + "return_pct": 50.51 + }, + { + "date": "2024-02-13", + "equity": 14952.76, + "return_pct": 49.53 + }, + { + "date": "2024-02-14", + "equity": 15745.63, + "return_pct": 57.46 + }, + { + "date": "2024-02-15", + "equity": 16375.71, + "return_pct": 63.76 + }, + { + "date": "2024-02-16", + "equity": 16083.37, + "return_pct": 60.83 + }, + { + "date": "2024-02-20", + "equity": 15830.1, + "return_pct": 58.3 + }, + { + "date": "2024-02-21", + "equity": 15463.09, + "return_pct": 54.63 + }, + { + "date": "2024-02-22", + "equity": 15719.53, + "return_pct": 57.2 + }, + { + "date": "2024-02-23", + "equity": 16143.71, + "return_pct": 61.44 + }, + { + "date": "2024-02-26", + "equity": 16548.25, + "return_pct": 65.48 + }, + { + "date": "2024-02-27", + "equity": 17117.49, + "return_pct": 71.17 + }, + { + "date": "2024-02-28", + "equity": 16816.25, + "return_pct": 68.16 + }, + { + "date": "2024-02-29", + "equity": 16979.33, + "return_pct": 69.79 + }, + { + "date": "2024-03-01", + "equity": 17422.16, + "return_pct": 74.22 + }, + { + "date": "2024-03-04", + "equity": 17507.91, + "return_pct": 75.08 + }, + { + "date": "2024-03-05", + "equity": 17308.47, + "return_pct": 73.08 + }, + { + "date": "2024-03-06", + "equity": 17797.29, + "return_pct": 77.97 + }, + { + "date": "2024-03-07", + "equity": 18060.26, + "return_pct": 80.6 + }, + { + "date": "2024-03-08", + "equity": 18333.84, + "return_pct": 83.34 + }, + { + "date": "2024-03-11", + "equity": 17838.0, + "return_pct": 78.38 + }, + { + "date": "2024-03-12", + "equity": 17952.94, + "return_pct": 79.53 + }, + { + "date": "2024-03-13", + "equity": 18116.11, + "return_pct": 81.16 + }, + { + "date": "2024-03-14", + "equity": 17760.65, + "return_pct": 77.61 + }, + { + "date": "2024-03-15", + "equity": 17784.0, + "return_pct": 77.84 + }, + { + "date": "2024-03-18", + "equity": 18161.53, + "return_pct": 81.62 + }, + { + "date": "2024-03-19", + "equity": 17937.49, + "return_pct": 79.37 + }, + { + "date": "2024-03-20", + "equity": 18661.57, + "return_pct": 86.62 + }, + { + "date": "2024-03-21", + "equity": 18784.22, + "return_pct": 87.84 + }, + { + "date": "2024-03-22", + "equity": 18170.85, + "return_pct": 81.71 + }, + { + "date": "2024-03-25", + "equity": 18561.26, + "return_pct": 85.61 + }, + { + "date": "2024-03-26", + "equity": 18442.45, + "return_pct": 84.42 + }, + { + "date": "2024-03-27", + "equity": 18110.34, + "return_pct": 81.1 + }, + { + "date": "2024-03-28", + "equity": 18114.62, + "return_pct": 81.15 + }, + { + "date": "2024-04-01", + "equity": 18176.6, + "return_pct": 81.77 + }, + { + "date": "2024-04-02", + "equity": 17888.34, + "return_pct": 78.88 + }, + { + "date": "2024-04-03", + "equity": 18240.15, + "return_pct": 82.4 + }, + { + "date": "2024-04-04", + "equity": 18103.15, + "return_pct": 81.03 + }, + { + "date": "2024-04-05", + "equity": 18416.33, + "return_pct": 84.16 + }, + { + "date": "2024-04-08", + "equity": 18334.55, + "return_pct": 83.35 + }, + { + "date": "2024-04-09", + "equity": 18119.69, + "return_pct": 81.2 + }, + { + "date": "2024-04-10", + "equity": 18060.9, + "return_pct": 80.61 + }, + { + "date": "2024-04-11", + "equity": 18178.75, + "return_pct": 81.79 + }, + { + "date": "2024-04-12", + "equity": 17743.31, + "return_pct": 77.43 + }, + { + "date": "2024-04-15", + "equity": 17435.65, + "return_pct": 74.36 + }, + { + "date": "2024-04-16", + "equity": 17435.67, + "return_pct": 74.36 + }, + { + "date": "2024-04-17", + "equity": 17233.55, + "return_pct": 72.34 + }, + { + "date": "2024-04-18", + "equity": 17240.0, + "return_pct": 72.4 + }, + { + "date": "2024-04-19", + "equity": 17131.9, + "return_pct": 71.32 + }, + { + "date": "2024-04-22", + "equity": 17131.9, + "return_pct": 71.32 + }, + { + "date": "2024-04-23", + "equity": 17131.9, + "return_pct": 71.32 + }, + { + "date": "2024-04-24", + "equity": 17131.9, + "return_pct": 71.32 + }, + { + "date": "2024-04-25", + "equity": 17131.9, + "return_pct": 71.32 + }, + { + "date": "2024-04-26", + "equity": 17117.7, + "return_pct": 71.18 + }, + { + "date": "2024-04-29", + "equity": 17238.98, + "return_pct": 72.39 + }, + { + "date": "2024-04-30", + "equity": 17043.7, + "return_pct": 70.44 + }, + { + "date": "2024-05-01", + "equity": 16946.88, + "return_pct": 69.47 + }, + { + "date": "2024-05-02", + "equity": 17764.68, + "return_pct": 77.65 + }, + { + "date": "2024-05-03", + "equity": 17979.7, + "return_pct": 79.8 + }, + { + "date": "2024-05-06", + "equity": 18530.66, + "return_pct": 85.31 + }, + { + "date": "2024-05-07", + "equity": 18002.09, + "return_pct": 80.02 + }, + { + "date": "2024-05-08", + "equity": 17845.06, + "return_pct": 78.45 + }, + { + "date": "2024-05-09", + "equity": 18325.25, + "return_pct": 83.25 + }, + { + "date": "2024-05-10", + "equity": 18432.53, + "return_pct": 84.33 + }, + { + "date": "2024-05-13", + "equity": 18422.47, + "return_pct": 84.22 + }, + { + "date": "2024-05-14", + "equity": 18555.99, + "return_pct": 85.56 + }, + { + "date": "2024-05-15", + "equity": 18904.79, + "return_pct": 89.05 + }, + { + "date": "2024-05-16", + "equity": 18882.27, + "return_pct": 88.82 + }, + { + "date": "2024-05-17", + "equity": 18935.6, + "return_pct": 89.36 + }, + { + "date": "2024-05-20", + "equity": 19200.96, + "return_pct": 92.01 + }, + { + "date": "2024-05-21", + "equity": 18669.56, + "return_pct": 86.7 + }, + { + "date": "2024-05-22", + "equity": 18490.15, + "return_pct": 84.9 + }, + { + "date": "2024-05-23", + "equity": 18207.7, + "return_pct": 82.08 + }, + { + "date": "2024-05-24", + "equity": 18568.96, + "return_pct": 85.69 + }, + { + "date": "2024-05-28", + "equity": 18496.72, + "return_pct": 84.97 + }, + { + "date": "2024-05-29", + "equity": 18524.98, + "return_pct": 85.25 + }, + { + "date": "2024-05-30", + "equity": 18210.21, + "return_pct": 82.1 + }, + { + "date": "2024-05-31", + "equity": 17994.61, + "return_pct": 79.95 + }, + { + "date": "2024-06-03", + "equity": 18069.64, + "return_pct": 80.7 + }, + { + "date": "2024-06-04", + "equity": 17979.86, + "return_pct": 79.8 + }, + { + "date": "2024-06-05", + "equity": 18263.92, + "return_pct": 82.64 + }, + { + "date": "2024-06-06", + "equity": 18385.63, + "return_pct": 83.86 + }, + { + "date": "2024-06-07", + "equity": 18255.07, + "return_pct": 82.55 + }, + { + "date": "2024-06-10", + "equity": 18400.08, + "return_pct": 84.0 + }, + { + "date": "2024-06-11", + "equity": 18447.97, + "return_pct": 84.48 + }, + { + "date": "2024-06-12", + "equity": 18603.59, + "return_pct": 86.04 + }, + { + "date": "2024-06-13", + "equity": 18472.11, + "return_pct": 84.72 + }, + { + "date": "2024-06-14", + "equity": 18358.85, + "return_pct": 83.59 + }, + { + "date": "2024-06-17", + "equity": 18353.95, + "return_pct": 83.54 + }, + { + "date": "2024-06-18", + "equity": 18236.31, + "return_pct": 82.36 + }, + { + "date": "2024-06-20", + "equity": 18100.06, + "return_pct": 81.0 + }, + { + "date": "2024-06-21", + "equity": 17968.04, + "return_pct": 79.68 + }, + { + "date": "2024-06-24", + "equity": 17768.69, + "return_pct": 77.69 + }, + { + "date": "2024-06-25", + "equity": 18026.82, + "return_pct": 80.27 + }, + { + "date": "2024-06-26", + "equity": 17937.14, + "return_pct": 79.37 + }, + { + "date": "2024-06-27", + "equity": 18263.45, + "return_pct": 82.63 + }, + { + "date": "2024-06-28", + "equity": 18033.19, + "return_pct": 80.33 + }, + { + "date": "2024-07-01", + "equity": 17807.92, + "return_pct": 78.08 + }, + { + "date": "2024-07-02", + "equity": 17872.85, + "return_pct": 78.73 + }, + { + "date": "2024-07-03", + "equity": 17900.22, + "return_pct": 79.0 + }, + { + "date": "2024-07-05", + "equity": 18120.66, + "return_pct": 81.21 + }, + { + "date": "2024-07-08", + "equity": 17944.15, + "return_pct": 79.44 + }, + { + "date": "2024-07-09", + "equity": 18095.02, + "return_pct": 80.95 + }, + { + "date": "2024-07-10", + "equity": 18214.72, + "return_pct": 82.15 + }, + { + "date": "2024-07-11", + "equity": 18234.14, + "return_pct": 82.34 + }, + { + "date": "2024-07-12", + "equity": 18212.12, + "return_pct": 82.12 + }, + { + "date": "2024-07-15", + "equity": 18383.39, + "return_pct": 83.83 + }, + { + "date": "2024-07-16", + "equity": 18530.61, + "return_pct": 85.31 + }, + { + "date": "2024-07-17", + "equity": 17898.46, + "return_pct": 78.98 + }, + { + "date": "2024-07-18", + "equity": 17712.76, + "return_pct": 77.13 + }, + { + "date": "2024-07-19", + "equity": 17694.98, + "return_pct": 76.95 + }, + { + "date": "2024-07-22", + "equity": 17803.15, + "return_pct": 78.03 + }, + { + "date": "2024-07-23", + "equity": 17770.36, + "return_pct": 77.7 + }, + { + "date": "2024-07-24", + "equity": 17822.2, + "return_pct": 78.22 + }, + { + "date": "2024-07-25", + "equity": 17841.1, + "return_pct": 78.41 + }, + { + "date": "2024-07-26", + "equity": 17996.11, + "return_pct": 79.96 + }, + { + "date": "2024-07-29", + "equity": 17905.49, + "return_pct": 79.05 + }, + { + "date": "2024-07-30", + "equity": 17896.45, + "return_pct": 78.96 + }, + { + "date": "2024-07-31", + "equity": 18015.76, + "return_pct": 80.16 + }, + { + "date": "2024-08-01", + "equity": 18231.31, + "return_pct": 82.31 + }, + { + "date": "2024-08-02", + "equity": 18053.66, + "return_pct": 80.54 + }, + { + "date": "2024-08-05", + "equity": 17745.03, + "return_pct": 77.45 + }, + { + "date": "2024-08-06", + "equity": 17745.03, + "return_pct": 77.45 + }, + { + "date": "2024-08-07", + "equity": 17745.03, + "return_pct": 77.45 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 24779.37, + "total_return_pct": 147.8, + "cagr_pct": 34.2, + "max_drawdown_pct": 18.0, + "sharpe": 1.63, + "trades": 167, + "win_rate": 38.9, + "avg_trade_pnl": 88.5, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4654.61, + "worst_trade_pnl": -695.67, + "avg_hold_days": 15.1, + "exit_reasons": { + "stop": 78, + "time": 36, + "trailing_stop": 53 + }, + "skipped_book_full": 4, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": -4.5 + }, + { + "year": 2023, + "return_pct": 83.3 + }, + { + "year": 2024, + "return_pct": 41.6 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": -0.02 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.2 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.07 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.17 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": -0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.08 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.03 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.08 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.02 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.1 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.1 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.15 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.19 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.76 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.77 + }, + { + "date": "2022-07-21", + "equity": 10347.86, + "return_pct": 3.48 + }, + { + "date": "2022-07-22", + "equity": 10193.92, + "return_pct": 1.94 + }, + { + "date": "2022-07-25", + "equity": 10252.28, + "return_pct": 2.52 + }, + { + "date": "2022-07-26", + "equity": 10140.61, + "return_pct": 1.41 + }, + { + "date": "2022-07-27", + "equity": 10419.36, + "return_pct": 4.19 + }, + { + "date": "2022-07-28", + "equity": 10683.4, + "return_pct": 6.83 + }, + { + "date": "2022-07-29", + "equity": 10959.79, + "return_pct": 9.6 + }, + { + "date": "2022-08-01", + "equity": 10976.78, + "return_pct": 9.77 + }, + { + "date": "2022-08-02", + "equity": 10979.49, + "return_pct": 9.79 + }, + { + "date": "2022-08-03", + "equity": 11069.68, + "return_pct": 10.7 + }, + { + "date": "2022-08-04", + "equity": 11072.71, + "return_pct": 10.73 + }, + { + "date": "2022-08-05", + "equity": 11021.48, + "return_pct": 10.21 + }, + { + "date": "2022-08-08", + "equity": 10899.37, + "return_pct": 8.99 + }, + { + "date": "2022-08-09", + "equity": 10665.02, + "return_pct": 6.65 + }, + { + "date": "2022-08-10", + "equity": 10925.27, + "return_pct": 9.25 + }, + { + "date": "2022-08-11", + "equity": 10951.07, + "return_pct": 9.51 + }, + { + "date": "2022-08-12", + "equity": 11148.12, + "return_pct": 11.48 + }, + { + "date": "2022-08-15", + "equity": 11250.61, + "return_pct": 12.51 + }, + { + "date": "2022-08-16", + "equity": 11131.22, + "return_pct": 11.31 + }, + { + "date": "2022-08-17", + "equity": 11142.24, + "return_pct": 11.42 + }, + { + "date": "2022-08-18", + "equity": 11292.11, + "return_pct": 12.92 + }, + { + "date": "2022-08-19", + "equity": 11086.57, + "return_pct": 10.87 + }, + { + "date": "2022-08-22", + "equity": 10898.08, + "return_pct": 8.98 + }, + { + "date": "2022-08-23", + "equity": 10994.5, + "return_pct": 9.95 + }, + { + "date": "2022-08-24", + "equity": 10986.62, + "return_pct": 9.87 + }, + { + "date": "2022-08-25", + "equity": 11102.37, + "return_pct": 11.02 + }, + { + "date": "2022-08-26", + "equity": 10932.22, + "return_pct": 9.32 + }, + { + "date": "2022-08-29", + "equity": 10980.44, + "return_pct": 9.8 + }, + { + "date": "2022-08-30", + "equity": 10517.16, + "return_pct": 5.17 + }, + { + "date": "2022-08-31", + "equity": 10430.61, + "return_pct": 4.31 + }, + { + "date": "2022-09-01", + "equity": 10246.94, + "return_pct": 2.47 + }, + { + "date": "2022-09-02", + "equity": 10301.42, + "return_pct": 3.01 + }, + { + "date": "2022-09-06", + "equity": 10173.03, + "return_pct": 1.73 + }, + { + "date": "2022-09-07", + "equity": 10109.53, + "return_pct": 1.1 + }, + { + "date": "2022-09-08", + "equity": 10125.87, + "return_pct": 1.26 + }, + { + "date": "2022-09-09", + "equity": 10223.71, + "return_pct": 2.24 + }, + { + "date": "2022-09-12", + "equity": 10418.01, + "return_pct": 4.18 + }, + { + "date": "2022-09-13", + "equity": 10126.7, + "return_pct": 1.27 + }, + { + "date": "2022-09-14", + "equity": 10362.12, + "return_pct": 3.62 + }, + { + "date": "2022-09-15", + "equity": 10324.58, + "return_pct": 3.25 + }, + { + "date": "2022-09-16", + "equity": 10205.48, + "return_pct": 2.05 + }, + { + "date": "2022-09-19", + "equity": 10174.08, + "return_pct": 1.74 + }, + { + "date": "2022-09-20", + "equity": 10104.13, + "return_pct": 1.04 + }, + { + "date": "2022-09-21", + "equity": 10006.84, + "return_pct": 0.07 + }, + { + "date": "2022-09-22", + "equity": 9959.83, + "return_pct": -0.4 + }, + { + "date": "2022-09-23", + "equity": 9859.4, + "return_pct": -1.41 + }, + { + "date": "2022-09-26", + "equity": 9832.86, + "return_pct": -1.67 + }, + { + "date": "2022-09-27", + "equity": 9840.18, + "return_pct": -1.6 + }, + { + "date": "2022-09-28", + "equity": 9881.48, + "return_pct": -1.19 + }, + { + "date": "2022-09-29", + "equity": 9854.52, + "return_pct": -1.45 + }, + { + "date": "2022-09-30", + "equity": 9760.42, + "return_pct": -2.4 + }, + { + "date": "2022-10-03", + "equity": 9760.42, + "return_pct": -2.4 + }, + { + "date": "2022-10-04", + "equity": 9760.42, + "return_pct": -2.4 + }, + { + "date": "2022-10-05", + "equity": 9760.42, + "return_pct": -2.4 + }, + { + "date": "2022-10-06", + "equity": 9753.79, + "return_pct": -2.46 + }, + { + "date": "2022-10-07", + "equity": 9768.15, + "return_pct": -2.32 + }, + { + "date": "2022-10-10", + "equity": 9677.43, + "return_pct": -3.23 + }, + { + "date": "2022-10-11", + "equity": 9661.8, + "return_pct": -3.38 + }, + { + "date": "2022-10-12", + "equity": 9688.29, + "return_pct": -3.12 + }, + { + "date": "2022-10-13", + "equity": 9712.33, + "return_pct": -2.88 + }, + { + "date": "2022-10-14", + "equity": 9524.49, + "return_pct": -4.76 + }, + { + "date": "2022-10-17", + "equity": 9578.24, + "return_pct": -4.22 + }, + { + "date": "2022-10-18", + "equity": 9627.85, + "return_pct": -3.72 + }, + { + "date": "2022-10-19", + "equity": 9734.52, + "return_pct": -2.65 + }, + { + "date": "2022-10-20", + "equity": 9695.74, + "return_pct": -3.04 + }, + { + "date": "2022-10-21", + "equity": 9876.43, + "return_pct": -1.24 + }, + { + "date": "2022-10-24", + "equity": 9943.36, + "return_pct": -0.57 + }, + { + "date": "2022-10-25", + "equity": 9965.07, + "return_pct": -0.35 + }, + { + "date": "2022-10-26", + "equity": 9993.17, + "return_pct": -0.07 + }, + { + "date": "2022-10-27", + "equity": 9993.37, + "return_pct": -0.07 + }, + { + "date": "2022-10-28", + "equity": 10075.4, + "return_pct": 0.75 + }, + { + "date": "2022-10-31", + "equity": 10128.94, + "return_pct": 1.29 + }, + { + "date": "2022-11-01", + "equity": 10180.72, + "return_pct": 1.81 + }, + { + "date": "2022-11-02", + "equity": 9868.86, + "return_pct": -1.31 + }, + { + "date": "2022-11-03", + "equity": 9824.24, + "return_pct": -1.76 + }, + { + "date": "2022-11-04", + "equity": 9891.98, + "return_pct": -1.08 + }, + { + "date": "2022-11-07", + "equity": 9985.63, + "return_pct": -0.14 + }, + { + "date": "2022-11-08", + "equity": 10010.0, + "return_pct": 0.1 + }, + { + "date": "2022-11-09", + "equity": 9687.91, + "return_pct": -3.12 + }, + { + "date": "2022-11-10", + "equity": 10024.52, + "return_pct": 0.25 + }, + { + "date": "2022-11-11", + "equity": 10031.18, + "return_pct": 0.31 + }, + { + "date": "2022-11-14", + "equity": 9995.06, + "return_pct": -0.05 + }, + { + "date": "2022-11-15", + "equity": 10105.89, + "return_pct": 1.06 + }, + { + "date": "2022-11-16", + "equity": 10034.97, + "return_pct": 0.35 + }, + { + "date": "2022-11-17", + "equity": 9828.49, + "return_pct": -1.72 + }, + { + "date": "2022-11-18", + "equity": 9841.35, + "return_pct": -1.59 + }, + { + "date": "2022-11-21", + "equity": 9881.64, + "return_pct": -1.18 + }, + { + "date": "2022-11-22", + "equity": 9832.26, + "return_pct": -1.68 + }, + { + "date": "2022-11-23", + "equity": 9828.76, + "return_pct": -1.71 + }, + { + "date": "2022-11-25", + "equity": 9837.98, + "return_pct": -1.62 + }, + { + "date": "2022-11-28", + "equity": 9681.85, + "return_pct": -3.18 + }, + { + "date": "2022-11-29", + "equity": 9702.37, + "return_pct": -2.98 + }, + { + "date": "2022-11-30", + "equity": 9907.46, + "return_pct": -0.93 + }, + { + "date": "2022-12-01", + "equity": 9901.85, + "return_pct": -0.98 + }, + { + "date": "2022-12-02", + "equity": 9987.8, + "return_pct": -0.12 + }, + { + "date": "2022-12-05", + "equity": 9868.27, + "return_pct": -1.32 + }, + { + "date": "2022-12-06", + "equity": 9919.54, + "return_pct": -0.8 + }, + { + "date": "2022-12-07", + "equity": 9774.41, + "return_pct": -2.26 + }, + { + "date": "2022-12-08", + "equity": 9751.89, + "return_pct": -2.48 + }, + { + "date": "2022-12-09", + "equity": 9649.31, + "return_pct": -3.51 + }, + { + "date": "2022-12-12", + "equity": 9759.45, + "return_pct": -2.41 + }, + { + "date": "2022-12-13", + "equity": 9777.33, + "return_pct": -2.23 + }, + { + "date": "2022-12-14", + "equity": 9751.06, + "return_pct": -2.49 + }, + { + "date": "2022-12-15", + "equity": 9619.53, + "return_pct": -3.8 + }, + { + "date": "2022-12-16", + "equity": 9521.12, + "return_pct": -4.79 + }, + { + "date": "2022-12-19", + "equity": 9478.36, + "return_pct": -5.22 + }, + { + "date": "2022-12-20", + "equity": 9481.14, + "return_pct": -5.19 + }, + { + "date": "2022-12-21", + "equity": 9504.99, + "return_pct": -4.95 + }, + { + "date": "2022-12-22", + "equity": 9486.69, + "return_pct": -5.13 + }, + { + "date": "2022-12-23", + "equity": 9487.41, + "return_pct": -5.13 + }, + { + "date": "2022-12-27", + "equity": 9561.83, + "return_pct": -4.38 + }, + { + "date": "2022-12-28", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2022-12-29", + "equity": 9508.88, + "return_pct": -4.91 + }, + { + "date": "2022-12-30", + "equity": 9546.34, + "return_pct": -4.54 + }, + { + "date": "2023-01-03", + "equity": 9594.26, + "return_pct": -4.06 + }, + { + "date": "2023-01-04", + "equity": 9692.51, + "return_pct": -3.07 + }, + { + "date": "2023-01-05", + "equity": 9679.42, + "return_pct": -3.21 + }, + { + "date": "2023-01-06", + "equity": 9682.72, + "return_pct": -3.17 + }, + { + "date": "2023-01-09", + "equity": 9729.19, + "return_pct": -2.71 + }, + { + "date": "2023-01-10", + "equity": 9761.51, + "return_pct": -2.38 + }, + { + "date": "2023-01-11", + "equity": 9750.5, + "return_pct": -2.49 + }, + { + "date": "2023-01-12", + "equity": 9892.87, + "return_pct": -1.07 + }, + { + "date": "2023-01-13", + "equity": 9869.71, + "return_pct": -1.3 + }, + { + "date": "2023-01-17", + "equity": 9891.79, + "return_pct": -1.08 + }, + { + "date": "2023-01-18", + "equity": 9826.68, + "return_pct": -1.73 + }, + { + "date": "2023-01-19", + "equity": 9801.82, + "return_pct": -1.98 + }, + { + "date": "2023-01-20", + "equity": 9921.4, + "return_pct": -0.79 + }, + { + "date": "2023-01-23", + "equity": 10097.4, + "return_pct": 0.97 + }, + { + "date": "2023-01-24", + "equity": 9967.86, + "return_pct": -0.32 + }, + { + "date": "2023-01-25", + "equity": 9967.9, + "return_pct": -0.32 + }, + { + "date": "2023-01-26", + "equity": 10009.68, + "return_pct": 0.1 + }, + { + "date": "2023-01-27", + "equity": 9994.34, + "return_pct": -0.06 + }, + { + "date": "2023-01-30", + "equity": 9822.96, + "return_pct": -1.77 + }, + { + "date": "2023-01-31", + "equity": 9964.93, + "return_pct": -0.35 + }, + { + "date": "2023-02-01", + "equity": 10014.18, + "return_pct": 0.14 + }, + { + "date": "2023-02-02", + "equity": 9822.58, + "return_pct": -1.77 + }, + { + "date": "2023-02-03", + "equity": 9752.09, + "return_pct": -2.48 + }, + { + "date": "2023-02-06", + "equity": 9711.62, + "return_pct": -2.88 + }, + { + "date": "2023-02-07", + "equity": 9529.72, + "return_pct": -4.7 + }, + { + "date": "2023-02-08", + "equity": 9494.01, + "return_pct": -5.06 + }, + { + "date": "2023-02-09", + "equity": 9805.74, + "return_pct": -1.94 + }, + { + "date": "2023-02-10", + "equity": 9811.18, + "return_pct": -1.89 + }, + { + "date": "2023-02-13", + "equity": 9791.61, + "return_pct": -2.08 + }, + { + "date": "2023-02-14", + "equity": 9832.13, + "return_pct": -1.68 + }, + { + "date": "2023-02-15", + "equity": 9795.31, + "return_pct": -2.05 + }, + { + "date": "2023-02-16", + "equity": 9708.19, + "return_pct": -2.92 + }, + { + "date": "2023-02-17", + "equity": 9589.99, + "return_pct": -4.1 + }, + { + "date": "2023-02-21", + "equity": 9422.21, + "return_pct": -5.78 + }, + { + "date": "2023-02-22", + "equity": 9499.59, + "return_pct": -5.0 + }, + { + "date": "2023-02-23", + "equity": 9560.98, + "return_pct": -4.39 + }, + { + "date": "2023-02-24", + "equity": 9515.56, + "return_pct": -4.84 + }, + { + "date": "2023-02-27", + "equity": 9575.4, + "return_pct": -4.25 + }, + { + "date": "2023-02-28", + "equity": 9634.69, + "return_pct": -3.65 + }, + { + "date": "2023-03-01", + "equity": 9752.92, + "return_pct": -2.47 + }, + { + "date": "2023-03-02", + "equity": 9826.39, + "return_pct": -1.74 + }, + { + "date": "2023-03-03", + "equity": 9993.4, + "return_pct": -0.07 + }, + { + "date": "2023-03-06", + "equity": 9867.37, + "return_pct": -1.33 + }, + { + "date": "2023-03-07", + "equity": 9736.31, + "return_pct": -2.64 + }, + { + "date": "2023-03-08", + "equity": 9721.51, + "return_pct": -2.78 + }, + { + "date": "2023-03-09", + "equity": 9521.02, + "return_pct": -4.79 + }, + { + "date": "2023-03-10", + "equity": 9404.12, + "return_pct": -5.96 + }, + { + "date": "2023-03-13", + "equity": 9392.45, + "return_pct": -6.08 + }, + { + "date": "2023-03-14", + "equity": 9434.79, + "return_pct": -5.65 + }, + { + "date": "2023-03-15", + "equity": 9350.97, + "return_pct": -6.49 + }, + { + "date": "2023-03-16", + "equity": 9347.23, + "return_pct": -6.53 + }, + { + "date": "2023-03-17", + "equity": 9304.38, + "return_pct": -6.96 + }, + { + "date": "2023-03-20", + "equity": 9302.8, + "return_pct": -6.97 + }, + { + "date": "2023-03-21", + "equity": 9346.69, + "return_pct": -6.53 + }, + { + "date": "2023-03-22", + "equity": 9301.11, + "return_pct": -6.99 + }, + { + "date": "2023-03-23", + "equity": 9357.14, + "return_pct": -6.43 + }, + { + "date": "2023-03-24", + "equity": 9404.64, + "return_pct": -5.95 + }, + { + "date": "2023-03-27", + "equity": 9264.67, + "return_pct": -7.35 + }, + { + "date": "2023-03-28", + "equity": 9286.5, + "return_pct": -7.14 + }, + { + "date": "2023-03-29", + "equity": 9303.9, + "return_pct": -6.96 + }, + { + "date": "2023-03-30", + "equity": 9311.81, + "return_pct": -6.88 + }, + { + "date": "2023-03-31", + "equity": 9476.73, + "return_pct": -5.23 + }, + { + "date": "2023-04-03", + "equity": 9432.12, + "return_pct": -5.68 + }, + { + "date": "2023-04-04", + "equity": 9308.79, + "return_pct": -6.91 + }, + { + "date": "2023-04-05", + "equity": 9414.27, + "return_pct": -5.86 + }, + { + "date": "2023-04-06", + "equity": 9407.31, + "return_pct": -5.93 + }, + { + "date": "2023-04-10", + "equity": 9431.49, + "return_pct": -5.69 + }, + { + "date": "2023-04-11", + "equity": 9521.98, + "return_pct": -4.78 + }, + { + "date": "2023-04-12", + "equity": 9542.07, + "return_pct": -4.58 + }, + { + "date": "2023-04-13", + "equity": 9611.21, + "return_pct": -3.89 + }, + { + "date": "2023-04-14", + "equity": 9602.6, + "return_pct": -3.97 + }, + { + "date": "2023-04-17", + "equity": 9582.44, + "return_pct": -4.18 + }, + { + "date": "2023-04-18", + "equity": 9613.24, + "return_pct": -3.87 + }, + { + "date": "2023-04-19", + "equity": 9622.89, + "return_pct": -3.77 + }, + { + "date": "2023-04-20", + "equity": 9706.72, + "return_pct": -2.93 + }, + { + "date": "2023-04-21", + "equity": 9739.13, + "return_pct": -2.61 + }, + { + "date": "2023-04-24", + "equity": 9782.36, + "return_pct": -2.18 + }, + { + "date": "2023-04-25", + "equity": 9647.65, + "return_pct": -3.52 + }, + { + "date": "2023-04-26", + "equity": 9433.38, + "return_pct": -5.67 + }, + { + "date": "2023-04-27", + "equity": 9550.59, + "return_pct": -4.49 + }, + { + "date": "2023-04-28", + "equity": 9582.68, + "return_pct": -4.17 + }, + { + "date": "2023-05-01", + "equity": 9539.77, + "return_pct": -4.6 + }, + { + "date": "2023-05-02", + "equity": 9498.74, + "return_pct": -5.01 + }, + { + "date": "2023-05-03", + "equity": 9485.43, + "return_pct": -5.15 + }, + { + "date": "2023-05-04", + "equity": 9574.39, + "return_pct": -4.26 + }, + { + "date": "2023-05-05", + "equity": 9636.63, + "return_pct": -3.63 + }, + { + "date": "2023-05-08", + "equity": 9659.99, + "return_pct": -3.4 + }, + { + "date": "2023-05-09", + "equity": 9578.53, + "return_pct": -4.21 + }, + { + "date": "2023-05-10", + "equity": 9687.28, + "return_pct": -3.13 + }, + { + "date": "2023-05-11", + "equity": 9584.17, + "return_pct": -4.16 + }, + { + "date": "2023-05-12", + "equity": 9566.71, + "return_pct": -4.33 + }, + { + "date": "2023-05-15", + "equity": 9576.39, + "return_pct": -4.24 + }, + { + "date": "2023-05-16", + "equity": 9511.79, + "return_pct": -4.88 + }, + { + "date": "2023-05-17", + "equity": 9690.75, + "return_pct": -3.09 + }, + { + "date": "2023-05-18", + "equity": 10057.51, + "return_pct": 0.58 + }, + { + "date": "2023-05-19", + "equity": 10018.38, + "return_pct": 0.18 + }, + { + "date": "2023-05-22", + "equity": 10065.21, + "return_pct": 0.65 + }, + { + "date": "2023-05-23", + "equity": 10038.36, + "return_pct": 0.38 + }, + { + "date": "2023-05-24", + "equity": 9914.16, + "return_pct": -0.86 + }, + { + "date": "2023-05-25", + "equity": 10489.95, + "return_pct": 4.9 + }, + { + "date": "2023-05-26", + "equity": 10692.44, + "return_pct": 6.92 + }, + { + "date": "2023-05-30", + "equity": 10942.01, + "return_pct": 9.42 + }, + { + "date": "2023-05-31", + "equity": 10816.78, + "return_pct": 8.17 + }, + { + "date": "2023-06-01", + "equity": 11136.36, + "return_pct": 11.36 + }, + { + "date": "2023-06-02", + "equity": 11163.74, + "return_pct": 11.64 + }, + { + "date": "2023-06-05", + "equity": 11289.15, + "return_pct": 12.89 + }, + { + "date": "2023-06-06", + "equity": 11221.95, + "return_pct": 12.22 + }, + { + "date": "2023-06-07", + "equity": 10914.55, + "return_pct": 9.15 + }, + { + "date": "2023-06-08", + "equity": 11124.54, + "return_pct": 11.25 + }, + { + "date": "2023-06-09", + "equity": 11164.58, + "return_pct": 11.65 + }, + { + "date": "2023-06-12", + "equity": 11360.85, + "return_pct": 13.61 + }, + { + "date": "2023-06-13", + "equity": 11615.13, + "return_pct": 16.15 + }, + { + "date": "2023-06-14", + "equity": 11705.15, + "return_pct": 17.05 + }, + { + "date": "2023-06-15", + "equity": 12000.44, + "return_pct": 20.0 + }, + { + "date": "2023-06-16", + "equity": 11904.34, + "return_pct": 19.04 + }, + { + "date": "2023-06-20", + "equity": 11757.62, + "return_pct": 17.58 + }, + { + "date": "2023-06-21", + "equity": 11676.54, + "return_pct": 16.77 + }, + { + "date": "2023-06-22", + "equity": 11622.39, + "return_pct": 16.22 + }, + { + "date": "2023-06-23", + "equity": 11547.48, + "return_pct": 15.47 + }, + { + "date": "2023-06-26", + "equity": 11358.87, + "return_pct": 13.59 + }, + { + "date": "2023-06-27", + "equity": 11760.5, + "return_pct": 17.6 + }, + { + "date": "2023-06-28", + "equity": 11902.4, + "return_pct": 19.02 + }, + { + "date": "2023-06-29", + "equity": 11985.64, + "return_pct": 19.86 + }, + { + "date": "2023-06-30", + "equity": 12070.56, + "return_pct": 20.71 + }, + { + "date": "2023-07-03", + "equity": 12384.23, + "return_pct": 23.84 + }, + { + "date": "2023-07-05", + "equity": 12322.16, + "return_pct": 23.22 + }, + { + "date": "2023-07-06", + "equity": 12143.46, + "return_pct": 21.43 + }, + { + "date": "2023-07-07", + "equity": 12393.0, + "return_pct": 23.93 + }, + { + "date": "2023-07-10", + "equity": 12850.78, + "return_pct": 28.51 + }, + { + "date": "2023-07-11", + "equity": 13260.52, + "return_pct": 32.61 + }, + { + "date": "2023-07-12", + "equity": 13451.49, + "return_pct": 34.51 + }, + { + "date": "2023-07-13", + "equity": 14160.34, + "return_pct": 41.6 + }, + { + "date": "2023-07-14", + "equity": 14144.99, + "return_pct": 41.45 + }, + { + "date": "2023-07-17", + "equity": 14213.3, + "return_pct": 42.13 + }, + { + "date": "2023-07-18", + "equity": 14232.17, + "return_pct": 42.32 + }, + { + "date": "2023-07-19", + "equity": 14746.65, + "return_pct": 47.47 + }, + { + "date": "2023-07-20", + "equity": 14116.16, + "return_pct": 41.16 + }, + { + "date": "2023-07-21", + "equity": 13982.73, + "return_pct": 39.83 + }, + { + "date": "2023-07-24", + "equity": 13860.84, + "return_pct": 38.61 + }, + { + "date": "2023-07-25", + "equity": 13892.74, + "return_pct": 38.93 + }, + { + "date": "2023-07-26", + "equity": 13920.39, + "return_pct": 39.2 + }, + { + "date": "2023-07-27", + "equity": 13649.88, + "return_pct": 36.5 + }, + { + "date": "2023-07-28", + "equity": 14059.64, + "return_pct": 40.6 + }, + { + "date": "2023-07-31", + "equity": 14300.54, + "return_pct": 43.01 + }, + { + "date": "2023-08-01", + "equity": 13999.53, + "return_pct": 40.0 + }, + { + "date": "2023-08-02", + "equity": 14490.83, + "return_pct": 44.91 + }, + { + "date": "2023-08-03", + "equity": 14531.99, + "return_pct": 45.32 + }, + { + "date": "2023-08-04", + "equity": 14408.36, + "return_pct": 44.08 + }, + { + "date": "2023-08-07", + "equity": 14472.82, + "return_pct": 44.73 + }, + { + "date": "2023-08-08", + "equity": 14449.12, + "return_pct": 44.49 + }, + { + "date": "2023-08-09", + "equity": 14327.03, + "return_pct": 43.27 + }, + { + "date": "2023-08-10", + "equity": 14296.4, + "return_pct": 42.96 + }, + { + "date": "2023-08-11", + "equity": 14294.41, + "return_pct": 42.94 + }, + { + "date": "2023-08-14", + "equity": 14254.44, + "return_pct": 42.54 + }, + { + "date": "2023-08-15", + "equity": 14186.91, + "return_pct": 41.87 + }, + { + "date": "2023-08-16", + "equity": 14100.04, + "return_pct": 41.0 + }, + { + "date": "2023-08-17", + "equity": 14089.73, + "return_pct": 40.9 + }, + { + "date": "2023-08-18", + "equity": 14096.8, + "return_pct": 40.97 + }, + { + "date": "2023-08-21", + "equity": 14067.04, + "return_pct": 40.67 + }, + { + "date": "2023-08-22", + "equity": 14015.08, + "return_pct": 40.15 + }, + { + "date": "2023-08-23", + "equity": 13964.85, + "return_pct": 39.65 + }, + { + "date": "2023-08-24", + "equity": 13780.74, + "return_pct": 37.81 + }, + { + "date": "2023-08-25", + "equity": 13814.49, + "return_pct": 38.14 + }, + { + "date": "2023-08-28", + "equity": 13846.29, + "return_pct": 38.46 + }, + { + "date": "2023-08-29", + "equity": 13908.07, + "return_pct": 39.08 + }, + { + "date": "2023-08-30", + "equity": 13987.3, + "return_pct": 39.87 + }, + { + "date": "2023-08-31", + "equity": 14021.31, + "return_pct": 40.21 + }, + { + "date": "2023-09-01", + "equity": 14102.9, + "return_pct": 41.03 + }, + { + "date": "2023-09-05", + "equity": 13989.39, + "return_pct": 39.89 + }, + { + "date": "2023-09-06", + "equity": 14029.54, + "return_pct": 40.3 + }, + { + "date": "2023-09-07", + "equity": 13876.52, + "return_pct": 38.77 + }, + { + "date": "2023-09-08", + "equity": 13845.06, + "return_pct": 38.45 + }, + { + "date": "2023-09-11", + "equity": 14037.7, + "return_pct": 40.38 + }, + { + "date": "2023-09-12", + "equity": 13802.7, + "return_pct": 38.03 + }, + { + "date": "2023-09-13", + "equity": 13676.38, + "return_pct": 36.76 + }, + { + "date": "2023-09-14", + "equity": 13857.51, + "return_pct": 38.58 + }, + { + "date": "2023-09-15", + "equity": 13575.18, + "return_pct": 35.75 + }, + { + "date": "2023-09-18", + "equity": 13583.87, + "return_pct": 35.84 + }, + { + "date": "2023-09-19", + "equity": 13182.02, + "return_pct": 31.82 + }, + { + "date": "2023-09-20", + "equity": 13091.39, + "return_pct": 30.91 + }, + { + "date": "2023-09-21", + "equity": 13049.1, + "return_pct": 30.49 + }, + { + "date": "2023-09-22", + "equity": 13049.1, + "return_pct": 30.49 + }, + { + "date": "2023-09-25", + "equity": 13049.1, + "return_pct": 30.49 + }, + { + "date": "2023-09-26", + "equity": 13049.1, + "return_pct": 30.49 + }, + { + "date": "2023-09-27", + "equity": 13049.1, + "return_pct": 30.49 + }, + { + "date": "2023-09-28", + "equity": 13040.54, + "return_pct": 30.41 + }, + { + "date": "2023-09-29", + "equity": 13093.48, + "return_pct": 30.93 + }, + { + "date": "2023-10-02", + "equity": 13200.2, + "return_pct": 32.0 + }, + { + "date": "2023-10-03", + "equity": 12926.82, + "return_pct": 29.27 + }, + { + "date": "2023-10-04", + "equity": 13129.22, + "return_pct": 31.29 + }, + { + "date": "2023-10-05", + "equity": 13183.57, + "return_pct": 31.84 + }, + { + "date": "2023-10-06", + "equity": 13408.52, + "return_pct": 34.09 + }, + { + "date": "2023-10-09", + "equity": 13559.54, + "return_pct": 35.6 + }, + { + "date": "2023-10-10", + "equity": 13754.67, + "return_pct": 37.55 + }, + { + "date": "2023-10-11", + "equity": 13829.28, + "return_pct": 38.29 + }, + { + "date": "2023-10-12", + "equity": 13588.95, + "return_pct": 35.89 + }, + { + "date": "2023-10-13", + "equity": 13220.03, + "return_pct": 32.2 + }, + { + "date": "2023-10-16", + "equity": 13291.39, + "return_pct": 32.91 + }, + { + "date": "2023-10-17", + "equity": 13494.4, + "return_pct": 34.94 + }, + { + "date": "2023-10-18", + "equity": 13192.24, + "return_pct": 31.92 + }, + { + "date": "2023-10-19", + "equity": 12981.45, + "return_pct": 29.81 + }, + { + "date": "2023-10-20", + "equity": 12783.42, + "return_pct": 27.83 + }, + { + "date": "2023-10-23", + "equity": 12934.91, + "return_pct": 29.35 + }, + { + "date": "2023-10-24", + "equity": 13207.52, + "return_pct": 32.08 + }, + { + "date": "2023-10-25", + "equity": 13142.67, + "return_pct": 31.43 + }, + { + "date": "2023-10-26", + "equity": 12992.05, + "return_pct": 29.92 + }, + { + "date": "2023-10-27", + "equity": 12897.28, + "return_pct": 28.97 + }, + { + "date": "2023-10-30", + "equity": 13081.87, + "return_pct": 30.82 + }, + { + "date": "2023-10-31", + "equity": 13088.22, + "return_pct": 30.88 + }, + { + "date": "2023-11-01", + "equity": 13116.14, + "return_pct": 31.16 + }, + { + "date": "2023-11-02", + "equity": 13382.79, + "return_pct": 33.83 + }, + { + "date": "2023-11-03", + "equity": 13722.41, + "return_pct": 37.22 + }, + { + "date": "2023-11-06", + "equity": 13647.71, + "return_pct": 36.48 + }, + { + "date": "2023-11-07", + "equity": 13719.95, + "return_pct": 37.2 + }, + { + "date": "2023-11-08", + "equity": 13707.06, + "return_pct": 37.07 + }, + { + "date": "2023-11-09", + "equity": 13607.54, + "return_pct": 36.08 + }, + { + "date": "2023-11-10", + "equity": 13916.19, + "return_pct": 39.16 + }, + { + "date": "2023-11-13", + "equity": 13957.52, + "return_pct": 39.58 + }, + { + "date": "2023-11-14", + "equity": 14336.2, + "return_pct": 43.36 + }, + { + "date": "2023-11-15", + "equity": 14456.93, + "return_pct": 44.57 + }, + { + "date": "2023-11-16", + "equity": 14449.2, + "return_pct": 44.49 + }, + { + "date": "2023-11-17", + "equity": 14521.25, + "return_pct": 45.21 + }, + { + "date": "2023-11-20", + "equity": 14729.56, + "return_pct": 47.3 + }, + { + "date": "2023-11-21", + "equity": 14585.05, + "return_pct": 45.85 + }, + { + "date": "2023-11-22", + "equity": 14706.91, + "return_pct": 47.07 + }, + { + "date": "2023-11-24", + "equity": 14738.1, + "return_pct": 47.38 + }, + { + "date": "2023-11-27", + "equity": 14660.55, + "return_pct": 46.61 + }, + { + "date": "2023-11-28", + "equity": 14597.78, + "return_pct": 45.98 + }, + { + "date": "2023-11-29", + "equity": 14548.14, + "return_pct": 45.48 + }, + { + "date": "2023-11-30", + "equity": 14473.18, + "return_pct": 44.73 + }, + { + "date": "2023-12-01", + "equity": 14775.16, + "return_pct": 47.75 + }, + { + "date": "2023-12-04", + "equity": 15192.42, + "return_pct": 51.92 + }, + { + "date": "2023-12-05", + "equity": 15258.0, + "return_pct": 52.58 + }, + { + "date": "2023-12-06", + "equity": 15177.31, + "return_pct": 51.77 + }, + { + "date": "2023-12-07", + "equity": 15577.96, + "return_pct": 55.78 + }, + { + "date": "2023-12-08", + "equity": 16002.88, + "return_pct": 60.03 + }, + { + "date": "2023-12-11", + "equity": 15862.72, + "return_pct": 58.63 + }, + { + "date": "2023-12-12", + "equity": 15953.13, + "return_pct": 59.53 + }, + { + "date": "2023-12-13", + "equity": 16520.52, + "return_pct": 65.21 + }, + { + "date": "2023-12-14", + "equity": 17040.62, + "return_pct": 70.41 + }, + { + "date": "2023-12-15", + "equity": 16851.97, + "return_pct": 68.52 + }, + { + "date": "2023-12-18", + "equity": 17233.19, + "return_pct": 72.33 + }, + { + "date": "2023-12-19", + "equity": 17489.13, + "return_pct": 74.89 + }, + { + "date": "2023-12-20", + "equity": 17018.03, + "return_pct": 70.18 + }, + { + "date": "2023-12-21", + "equity": 17452.12, + "return_pct": 74.52 + }, + { + "date": "2023-12-22", + "equity": 17440.86, + "return_pct": 74.41 + }, + { + "date": "2023-12-26", + "equity": 17463.94, + "return_pct": 74.64 + }, + { + "date": "2023-12-27", + "equity": 18051.29, + "return_pct": 80.51 + }, + { + "date": "2023-12-28", + "equity": 18028.83, + "return_pct": 80.29 + }, + { + "date": "2023-12-29", + "equity": 17501.54, + "return_pct": 75.02 + }, + { + "date": "2024-01-02", + "equity": 17027.11, + "return_pct": 70.27 + }, + { + "date": "2024-01-03", + "equity": 16486.27, + "return_pct": 64.86 + }, + { + "date": "2024-01-04", + "equity": 16566.25, + "return_pct": 65.66 + }, + { + "date": "2024-01-05", + "equity": 16519.64, + "return_pct": 65.2 + }, + { + "date": "2024-01-08", + "equity": 16641.55, + "return_pct": 66.42 + }, + { + "date": "2024-01-09", + "equity": 16728.18, + "return_pct": 67.28 + }, + { + "date": "2024-01-10", + "equity": 16842.71, + "return_pct": 68.43 + }, + { + "date": "2024-01-11", + "equity": 16833.29, + "return_pct": 68.33 + }, + { + "date": "2024-01-12", + "equity": 16804.82, + "return_pct": 68.05 + }, + { + "date": "2024-01-16", + "equity": 16553.78, + "return_pct": 65.54 + }, + { + "date": "2024-01-17", + "equity": 16591.38, + "return_pct": 65.91 + }, + { + "date": "2024-01-18", + "equity": 16839.99, + "return_pct": 68.4 + }, + { + "date": "2024-01-19", + "equity": 17771.95, + "return_pct": 77.72 + }, + { + "date": "2024-01-22", + "equity": 18257.9, + "return_pct": 82.58 + }, + { + "date": "2024-01-23", + "equity": 18491.87, + "return_pct": 84.92 + }, + { + "date": "2024-01-24", + "equity": 18347.71, + "return_pct": 83.48 + }, + { + "date": "2024-01-25", + "equity": 18601.51, + "return_pct": 86.02 + }, + { + "date": "2024-01-26", + "equity": 18276.75, + "return_pct": 82.77 + }, + { + "date": "2024-01-29", + "equity": 18765.2, + "return_pct": 87.65 + }, + { + "date": "2024-01-30", + "equity": 18458.85, + "return_pct": 84.59 + }, + { + "date": "2024-01-31", + "equity": 18391.31, + "return_pct": 83.91 + }, + { + "date": "2024-02-01", + "equity": 19071.84, + "return_pct": 90.72 + }, + { + "date": "2024-02-02", + "equity": 19550.42, + "return_pct": 95.5 + }, + { + "date": "2024-02-05", + "equity": 20142.74, + "return_pct": 101.43 + }, + { + "date": "2024-02-06", + "equity": 20165.7, + "return_pct": 101.66 + }, + { + "date": "2024-02-07", + "equity": 20310.19, + "return_pct": 103.1 + }, + { + "date": "2024-02-08", + "equity": 20340.74, + "return_pct": 103.41 + }, + { + "date": "2024-02-09", + "equity": 20673.91, + "return_pct": 106.74 + }, + { + "date": "2024-02-12", + "equity": 21017.59, + "return_pct": 110.18 + }, + { + "date": "2024-02-13", + "equity": 20880.22, + "return_pct": 108.8 + }, + { + "date": "2024-02-14", + "equity": 21987.38, + "return_pct": 119.87 + }, + { + "date": "2024-02-15", + "equity": 22867.23, + "return_pct": 128.67 + }, + { + "date": "2024-02-16", + "equity": 22459.0, + "return_pct": 124.59 + }, + { + "date": "2024-02-20", + "equity": 22105.34, + "return_pct": 121.05 + }, + { + "date": "2024-02-21", + "equity": 21592.84, + "return_pct": 115.93 + }, + { + "date": "2024-02-22", + "equity": 21950.94, + "return_pct": 119.51 + }, + { + "date": "2024-02-23", + "equity": 22543.27, + "return_pct": 125.43 + }, + { + "date": "2024-02-26", + "equity": 23108.18, + "return_pct": 131.08 + }, + { + "date": "2024-02-27", + "equity": 23903.07, + "return_pct": 139.03 + }, + { + "date": "2024-02-28", + "equity": 23482.4, + "return_pct": 134.82 + }, + { + "date": "2024-02-29", + "equity": 23710.13, + "return_pct": 137.1 + }, + { + "date": "2024-03-01", + "equity": 24328.51, + "return_pct": 143.29 + }, + { + "date": "2024-03-04", + "equity": 24448.25, + "return_pct": 144.48 + }, + { + "date": "2024-03-05", + "equity": 24169.76, + "return_pct": 141.7 + }, + { + "date": "2024-03-06", + "equity": 24852.34, + "return_pct": 148.52 + }, + { + "date": "2024-03-07", + "equity": 25219.56, + "return_pct": 152.2 + }, + { + "date": "2024-03-08", + "equity": 25601.59, + "return_pct": 156.02 + }, + { + "date": "2024-03-11", + "equity": 24909.19, + "return_pct": 149.09 + }, + { + "date": "2024-03-12", + "equity": 25069.69, + "return_pct": 150.7 + }, + { + "date": "2024-03-13", + "equity": 25297.54, + "return_pct": 152.98 + }, + { + "date": "2024-03-14", + "equity": 24801.17, + "return_pct": 148.01 + }, + { + "date": "2024-03-15", + "equity": 24833.79, + "return_pct": 148.34 + }, + { + "date": "2024-03-18", + "equity": 25360.98, + "return_pct": 153.61 + }, + { + "date": "2024-03-19", + "equity": 25048.12, + "return_pct": 150.48 + }, + { + "date": "2024-03-20", + "equity": 26059.23, + "return_pct": 160.59 + }, + { + "date": "2024-03-21", + "equity": 26230.5, + "return_pct": 162.31 + }, + { + "date": "2024-03-22", + "equity": 25373.99, + "return_pct": 153.74 + }, + { + "date": "2024-03-25", + "equity": 25919.17, + "return_pct": 159.19 + }, + { + "date": "2024-03-26", + "equity": 25753.25, + "return_pct": 157.53 + }, + { + "date": "2024-03-27", + "equity": 25289.49, + "return_pct": 152.89 + }, + { + "date": "2024-03-28", + "equity": 25295.47, + "return_pct": 152.95 + }, + { + "date": "2024-04-01", + "equity": 25382.02, + "return_pct": 153.82 + }, + { + "date": "2024-04-02", + "equity": 24979.49, + "return_pct": 149.79 + }, + { + "date": "2024-04-03", + "equity": 25470.76, + "return_pct": 154.71 + }, + { + "date": "2024-04-04", + "equity": 25279.46, + "return_pct": 152.79 + }, + { + "date": "2024-04-05", + "equity": 25716.78, + "return_pct": 157.17 + }, + { + "date": "2024-04-08", + "equity": 25602.58, + "return_pct": 156.03 + }, + { + "date": "2024-04-09", + "equity": 25302.55, + "return_pct": 153.03 + }, + { + "date": "2024-04-10", + "equity": 25220.45, + "return_pct": 152.2 + }, + { + "date": "2024-04-11", + "equity": 25385.02, + "return_pct": 153.85 + }, + { + "date": "2024-04-12", + "equity": 24776.96, + "return_pct": 147.77 + }, + { + "date": "2024-04-15", + "equity": 24347.35, + "return_pct": 143.47 + }, + { + "date": "2024-04-16", + "equity": 24347.38, + "return_pct": 143.47 + }, + { + "date": "2024-04-17", + "equity": 24065.13, + "return_pct": 140.65 + }, + { + "date": "2024-04-18", + "equity": 24074.14, + "return_pct": 140.74 + }, + { + "date": "2024-04-19", + "equity": 23923.18, + "return_pct": 139.23 + }, + { + "date": "2024-04-22", + "equity": 23923.18, + "return_pct": 139.23 + }, + { + "date": "2024-04-23", + "equity": 23923.18, + "return_pct": 139.23 + }, + { + "date": "2024-04-24", + "equity": 23923.18, + "return_pct": 139.23 + }, + { + "date": "2024-04-25", + "equity": 23923.18, + "return_pct": 139.23 + }, + { + "date": "2024-04-26", + "equity": 23903.36, + "return_pct": 139.03 + }, + { + "date": "2024-04-29", + "equity": 24072.72, + "return_pct": 140.73 + }, + { + "date": "2024-04-30", + "equity": 23800.02, + "return_pct": 138.0 + }, + { + "date": "2024-05-01", + "equity": 23664.82, + "return_pct": 136.65 + }, + { + "date": "2024-05-02", + "equity": 24806.81, + "return_pct": 148.07 + }, + { + "date": "2024-05-03", + "equity": 25107.06, + "return_pct": 151.07 + }, + { + "date": "2024-05-06", + "equity": 25876.43, + "return_pct": 158.76 + }, + { + "date": "2024-05-07", + "equity": 25138.32, + "return_pct": 151.38 + }, + { + "date": "2024-05-08", + "equity": 24919.05, + "return_pct": 149.19 + }, + { + "date": "2024-05-09", + "equity": 25589.59, + "return_pct": 155.9 + }, + { + "date": "2024-05-10", + "equity": 25739.41, + "return_pct": 157.39 + }, + { + "date": "2024-05-13", + "equity": 25725.36, + "return_pct": 157.25 + }, + { + "date": "2024-05-14", + "equity": 25911.8, + "return_pct": 159.12 + }, + { + "date": "2024-05-15", + "equity": 26398.87, + "return_pct": 163.99 + }, + { + "date": "2024-05-16", + "equity": 26367.42, + "return_pct": 163.67 + }, + { + "date": "2024-05-17", + "equity": 26441.9, + "return_pct": 164.42 + }, + { + "date": "2024-05-20", + "equity": 26812.45, + "return_pct": 168.12 + }, + { + "date": "2024-05-21", + "equity": 26070.39, + "return_pct": 160.7 + }, + { + "date": "2024-05-22", + "equity": 25819.86, + "return_pct": 158.2 + }, + { + "date": "2024-05-23", + "equity": 25425.45, + "return_pct": 154.25 + }, + { + "date": "2024-05-24", + "equity": 25929.92, + "return_pct": 159.3 + }, + { + "date": "2024-05-28", + "equity": 25829.04, + "return_pct": 158.29 + }, + { + "date": "2024-05-29", + "equity": 25868.5, + "return_pct": 158.68 + }, + { + "date": "2024-05-30", + "equity": 25428.96, + "return_pct": 154.29 + }, + { + "date": "2024-05-31", + "equity": 25127.89, + "return_pct": 151.28 + }, + { + "date": "2024-06-03", + "equity": 25232.66, + "return_pct": 152.33 + }, + { + "date": "2024-06-04", + "equity": 25107.29, + "return_pct": 151.07 + }, + { + "date": "2024-06-05", + "equity": 25503.95, + "return_pct": 155.04 + }, + { + "date": "2024-06-06", + "equity": 25673.91, + "return_pct": 156.74 + }, + { + "date": "2024-06-07", + "equity": 25491.59, + "return_pct": 154.92 + }, + { + "date": "2024-06-10", + "equity": 25694.09, + "return_pct": 156.94 + }, + { + "date": "2024-06-11", + "equity": 25760.96, + "return_pct": 157.61 + }, + { + "date": "2024-06-12", + "equity": 25978.28, + "return_pct": 159.78 + }, + { + "date": "2024-06-13", + "equity": 25794.68, + "return_pct": 157.95 + }, + { + "date": "2024-06-14", + "equity": 25636.51, + "return_pct": 156.37 + }, + { + "date": "2024-06-17", + "equity": 25629.67, + "return_pct": 156.3 + }, + { + "date": "2024-06-18", + "equity": 25465.39, + "return_pct": 154.65 + }, + { + "date": "2024-06-20", + "equity": 25275.14, + "return_pct": 152.75 + }, + { + "date": "2024-06-21", + "equity": 25090.78, + "return_pct": 150.91 + }, + { + "date": "2024-06-24", + "equity": 24812.4, + "return_pct": 148.12 + }, + { + "date": "2024-06-25", + "equity": 25172.86, + "return_pct": 151.73 + }, + { + "date": "2024-06-26", + "equity": 25047.63, + "return_pct": 150.48 + }, + { + "date": "2024-06-27", + "equity": 25503.3, + "return_pct": 155.03 + }, + { + "date": "2024-06-28", + "equity": 25181.76, + "return_pct": 151.82 + }, + { + "date": "2024-07-01", + "equity": 24867.19, + "return_pct": 148.67 + }, + { + "date": "2024-07-02", + "equity": 24957.86, + "return_pct": 149.58 + }, + { + "date": "2024-07-03", + "equity": 24996.08, + "return_pct": 149.96 + }, + { + "date": "2024-07-05", + "equity": 25303.9, + "return_pct": 153.04 + }, + { + "date": "2024-07-08", + "equity": 25057.42, + "return_pct": 150.57 + }, + { + "date": "2024-07-09", + "equity": 25268.09, + "return_pct": 152.68 + }, + { + "date": "2024-07-10", + "equity": 25435.24, + "return_pct": 154.35 + }, + { + "date": "2024-07-11", + "equity": 25462.36, + "return_pct": 154.62 + }, + { + "date": "2024-07-12", + "equity": 25431.62, + "return_pct": 154.32 + }, + { + "date": "2024-07-15", + "equity": 25670.79, + "return_pct": 156.71 + }, + { + "date": "2024-07-16", + "equity": 25876.36, + "return_pct": 158.76 + }, + { + "date": "2024-07-17", + "equity": 24993.62, + "return_pct": 149.94 + }, + { + "date": "2024-07-18", + "equity": 24734.3, + "return_pct": 147.34 + }, + { + "date": "2024-07-19", + "equity": 24709.48, + "return_pct": 147.09 + }, + { + "date": "2024-07-22", + "equity": 24860.53, + "return_pct": 148.61 + }, + { + "date": "2024-07-23", + "equity": 24814.73, + "return_pct": 148.15 + }, + { + "date": "2024-07-24", + "equity": 24887.13, + "return_pct": 148.87 + }, + { + "date": "2024-07-25", + "equity": 24913.52, + "return_pct": 149.14 + }, + { + "date": "2024-07-26", + "equity": 25129.98, + "return_pct": 151.3 + }, + { + "date": "2024-07-29", + "equity": 25003.44, + "return_pct": 150.03 + }, + { + "date": "2024-07-30", + "equity": 24990.82, + "return_pct": 149.91 + }, + { + "date": "2024-07-31", + "equity": 25157.43, + "return_pct": 151.57 + }, + { + "date": "2024-08-01", + "equity": 25458.42, + "return_pct": 154.58 + }, + { + "date": "2024-08-02", + "equity": 25210.35, + "return_pct": 152.1 + }, + { + "date": "2024-08-05", + "equity": 24779.37, + "return_pct": 147.79 + }, + { + "date": "2024-08-06", + "equity": 24779.37, + "return_pct": 147.79 + }, + { + "date": "2024-08-07", + "equity": 24779.37, + "return_pct": 147.79 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 24779.37, + "total_return_pct": 147.8, + "cagr_pct": 53.7, + "max_drawdown_pct": 18.0, + "sharpe": 1.98, + "trades": 167, + "win_rate": 38.9, + "avg_trade_pnl": 88.5, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4654.61, + "worst_trade_pnl": -695.67, + "avg_hold_days": 15.1, + "exit_reasons": { + "stop": 78, + "time": 36, + "trailing_stop": 53 + }, + "skipped_book_full": 4, + "spy_return_pct": 36.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -4.5 + }, + { + "year": 2023, + "return_pct": 83.3 + }, + { + "year": 2024, + "return_pct": 41.6 + } + ], + "start_date": "2022-06-28", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-06-28", + "equity": 9998.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10019.64, + "return_pct": 0.22 + }, + { + "date": "2022-06-30", + "equity": 10006.79, + "return_pct": 0.09 + }, + { + "date": "2022-07-01", + "equity": 10015.18, + "return_pct": 0.17 + }, + { + "date": "2022-07-05", + "equity": 10016.89, + "return_pct": 0.19 + }, + { + "date": "2022-07-06", + "equity": 9998.52, + "return_pct": 0.01 + }, + { + "date": "2022-07-07", + "equity": 9991.57, + "return_pct": -0.06 + }, + { + "date": "2022-07-08", + "equity": 10002.72, + "return_pct": 0.05 + }, + { + "date": "2022-07-11", + "equity": 10007.71, + "return_pct": 0.1 + }, + { + "date": "2022-07-12", + "equity": 9997.61, + "return_pct": -0.0 + }, + { + "date": "2022-07-13", + "equity": 9989.87, + "return_pct": -0.08 + }, + { + "date": "2022-07-14", + "equity": 9990.32, + "return_pct": -0.08 + }, + { + "date": "2022-07-15", + "equity": 10115.11, + "return_pct": 1.17 + }, + { + "date": "2022-07-18", + "equity": 10018.56, + "return_pct": 0.21 + }, + { + "date": "2022-07-19", + "equity": 10176.4, + "return_pct": 1.78 + }, + { + "date": "2022-07-20", + "equity": 10177.32, + "return_pct": 1.79 + }, + { + "date": "2022-07-21", + "equity": 10347.86, + "return_pct": 3.5 + }, + { + "date": "2022-07-22", + "equity": 10193.92, + "return_pct": 1.96 + }, + { + "date": "2022-07-25", + "equity": 10252.28, + "return_pct": 2.54 + }, + { + "date": "2022-07-26", + "equity": 10140.61, + "return_pct": 1.43 + }, + { + "date": "2022-07-27", + "equity": 10419.36, + "return_pct": 4.21 + }, + { + "date": "2022-07-28", + "equity": 10683.4, + "return_pct": 6.86 + }, + { + "date": "2022-07-29", + "equity": 10959.79, + "return_pct": 9.62 + }, + { + "date": "2022-08-01", + "equity": 10976.78, + "return_pct": 9.79 + }, + { + "date": "2022-08-02", + "equity": 10979.49, + "return_pct": 9.82 + }, + { + "date": "2022-08-03", + "equity": 11069.68, + "return_pct": 10.72 + }, + { + "date": "2022-08-04", + "equity": 11072.71, + "return_pct": 10.75 + }, + { + "date": "2022-08-05", + "equity": 11021.48, + "return_pct": 10.24 + }, + { + "date": "2022-08-08", + "equity": 10899.37, + "return_pct": 9.02 + }, + { + "date": "2022-08-09", + "equity": 10665.02, + "return_pct": 6.67 + }, + { + "date": "2022-08-10", + "equity": 10925.27, + "return_pct": 9.27 + }, + { + "date": "2022-08-11", + "equity": 10951.07, + "return_pct": 9.53 + }, + { + "date": "2022-08-12", + "equity": 11148.12, + "return_pct": 11.5 + }, + { + "date": "2022-08-15", + "equity": 11250.61, + "return_pct": 12.53 + }, + { + "date": "2022-08-16", + "equity": 11131.22, + "return_pct": 11.33 + }, + { + "date": "2022-08-17", + "equity": 11142.24, + "return_pct": 11.44 + }, + { + "date": "2022-08-18", + "equity": 11292.11, + "return_pct": 12.94 + }, + { + "date": "2022-08-19", + "equity": 11086.57, + "return_pct": 10.89 + }, + { + "date": "2022-08-22", + "equity": 10898.08, + "return_pct": 9.0 + }, + { + "date": "2022-08-23", + "equity": 10994.5, + "return_pct": 9.97 + }, + { + "date": "2022-08-24", + "equity": 10986.62, + "return_pct": 9.89 + }, + { + "date": "2022-08-25", + "equity": 11102.37, + "return_pct": 11.05 + }, + { + "date": "2022-08-26", + "equity": 10932.22, + "return_pct": 9.34 + }, + { + "date": "2022-08-29", + "equity": 10980.44, + "return_pct": 9.83 + }, + { + "date": "2022-08-30", + "equity": 10517.16, + "return_pct": 5.19 + }, + { + "date": "2022-08-31", + "equity": 10430.61, + "return_pct": 4.33 + }, + { + "date": "2022-09-01", + "equity": 10246.94, + "return_pct": 2.49 + }, + { + "date": "2022-09-02", + "equity": 10301.42, + "return_pct": 3.03 + }, + { + "date": "2022-09-06", + "equity": 10173.03, + "return_pct": 1.75 + }, + { + "date": "2022-09-07", + "equity": 10109.53, + "return_pct": 1.12 + }, + { + "date": "2022-09-08", + "equity": 10125.87, + "return_pct": 1.28 + }, + { + "date": "2022-09-09", + "equity": 10223.71, + "return_pct": 2.26 + }, + { + "date": "2022-09-12", + "equity": 10418.01, + "return_pct": 4.2 + }, + { + "date": "2022-09-13", + "equity": 10126.7, + "return_pct": 1.29 + }, + { + "date": "2022-09-14", + "equity": 10362.12, + "return_pct": 3.64 + }, + { + "date": "2022-09-15", + "equity": 10324.58, + "return_pct": 3.27 + }, + { + "date": "2022-09-16", + "equity": 10205.48, + "return_pct": 2.08 + }, + { + "date": "2022-09-19", + "equity": 10174.08, + "return_pct": 1.76 + }, + { + "date": "2022-09-20", + "equity": 10104.13, + "return_pct": 1.06 + }, + { + "date": "2022-09-21", + "equity": 10006.84, + "return_pct": 0.09 + }, + { + "date": "2022-09-22", + "equity": 9959.83, + "return_pct": -0.38 + }, + { + "date": "2022-09-23", + "equity": 9859.4, + "return_pct": -1.39 + }, + { + "date": "2022-09-26", + "equity": 9832.86, + "return_pct": -1.65 + }, + { + "date": "2022-09-27", + "equity": 9840.18, + "return_pct": -1.58 + }, + { + "date": "2022-09-28", + "equity": 9881.48, + "return_pct": -1.17 + }, + { + "date": "2022-09-29", + "equity": 9854.52, + "return_pct": -1.44 + }, + { + "date": "2022-09-30", + "equity": 9760.42, + "return_pct": -2.38 + }, + { + "date": "2022-10-03", + "equity": 9760.42, + "return_pct": -2.38 + }, + { + "date": "2022-10-04", + "equity": 9760.42, + "return_pct": -2.38 + }, + { + "date": "2022-10-05", + "equity": 9760.42, + "return_pct": -2.38 + }, + { + "date": "2022-10-06", + "equity": 9753.79, + "return_pct": -2.44 + }, + { + "date": "2022-10-07", + "equity": 9768.15, + "return_pct": -2.3 + }, + { + "date": "2022-10-10", + "equity": 9677.43, + "return_pct": -3.21 + }, + { + "date": "2022-10-11", + "equity": 9661.8, + "return_pct": -3.36 + }, + { + "date": "2022-10-12", + "equity": 9688.29, + "return_pct": -3.1 + }, + { + "date": "2022-10-13", + "equity": 9712.33, + "return_pct": -2.86 + }, + { + "date": "2022-10-14", + "equity": 9524.49, + "return_pct": -4.74 + }, + { + "date": "2022-10-17", + "equity": 9578.24, + "return_pct": -4.2 + }, + { + "date": "2022-10-18", + "equity": 9627.85, + "return_pct": -3.7 + }, + { + "date": "2022-10-19", + "equity": 9734.52, + "return_pct": -2.64 + }, + { + "date": "2022-10-20", + "equity": 9695.74, + "return_pct": -3.02 + }, + { + "date": "2022-10-21", + "equity": 9876.43, + "return_pct": -1.22 + }, + { + "date": "2022-10-24", + "equity": 9943.36, + "return_pct": -0.55 + }, + { + "date": "2022-10-25", + "equity": 9965.07, + "return_pct": -0.33 + }, + { + "date": "2022-10-26", + "equity": 9993.17, + "return_pct": -0.05 + }, + { + "date": "2022-10-27", + "equity": 9993.37, + "return_pct": -0.05 + }, + { + "date": "2022-10-28", + "equity": 10075.4, + "return_pct": 0.77 + }, + { + "date": "2022-10-31", + "equity": 10128.94, + "return_pct": 1.31 + }, + { + "date": "2022-11-01", + "equity": 10180.72, + "return_pct": 1.83 + }, + { + "date": "2022-11-02", + "equity": 9868.86, + "return_pct": -1.29 + }, + { + "date": "2022-11-03", + "equity": 9824.24, + "return_pct": -1.74 + }, + { + "date": "2022-11-04", + "equity": 9891.98, + "return_pct": -1.06 + }, + { + "date": "2022-11-07", + "equity": 9985.63, + "return_pct": -0.12 + }, + { + "date": "2022-11-08", + "equity": 10010.0, + "return_pct": 0.12 + }, + { + "date": "2022-11-09", + "equity": 9687.91, + "return_pct": -3.1 + }, + { + "date": "2022-11-10", + "equity": 10024.52, + "return_pct": 0.27 + }, + { + "date": "2022-11-11", + "equity": 10031.18, + "return_pct": 0.33 + }, + { + "date": "2022-11-14", + "equity": 9995.06, + "return_pct": -0.03 + }, + { + "date": "2022-11-15", + "equity": 10105.89, + "return_pct": 1.08 + }, + { + "date": "2022-11-16", + "equity": 10034.97, + "return_pct": 0.37 + }, + { + "date": "2022-11-17", + "equity": 9828.49, + "return_pct": -1.7 + }, + { + "date": "2022-11-18", + "equity": 9841.35, + "return_pct": -1.57 + }, + { + "date": "2022-11-21", + "equity": 9881.64, + "return_pct": -1.16 + }, + { + "date": "2022-11-22", + "equity": 9832.26, + "return_pct": -1.66 + }, + { + "date": "2022-11-23", + "equity": 9828.76, + "return_pct": -1.69 + }, + { + "date": "2022-11-25", + "equity": 9837.98, + "return_pct": -1.6 + }, + { + "date": "2022-11-28", + "equity": 9681.85, + "return_pct": -3.16 + }, + { + "date": "2022-11-29", + "equity": 9702.37, + "return_pct": -2.96 + }, + { + "date": "2022-11-30", + "equity": 9907.46, + "return_pct": -0.91 + }, + { + "date": "2022-12-01", + "equity": 9901.85, + "return_pct": -0.96 + }, + { + "date": "2022-12-02", + "equity": 9987.8, + "return_pct": -0.1 + }, + { + "date": "2022-12-05", + "equity": 9868.27, + "return_pct": -1.3 + }, + { + "date": "2022-12-06", + "equity": 9919.54, + "return_pct": -0.78 + }, + { + "date": "2022-12-07", + "equity": 9774.41, + "return_pct": -2.24 + }, + { + "date": "2022-12-08", + "equity": 9751.89, + "return_pct": -2.46 + }, + { + "date": "2022-12-09", + "equity": 9649.31, + "return_pct": -3.49 + }, + { + "date": "2022-12-12", + "equity": 9759.45, + "return_pct": -2.39 + }, + { + "date": "2022-12-13", + "equity": 9777.33, + "return_pct": -2.21 + }, + { + "date": "2022-12-14", + "equity": 9751.06, + "return_pct": -2.47 + }, + { + "date": "2022-12-15", + "equity": 9619.53, + "return_pct": -3.79 + }, + { + "date": "2022-12-16", + "equity": 9521.12, + "return_pct": -4.77 + }, + { + "date": "2022-12-19", + "equity": 9478.36, + "return_pct": -5.2 + }, + { + "date": "2022-12-20", + "equity": 9481.14, + "return_pct": -5.17 + }, + { + "date": "2022-12-21", + "equity": 9504.99, + "return_pct": -4.93 + }, + { + "date": "2022-12-22", + "equity": 9486.69, + "return_pct": -5.11 + }, + { + "date": "2022-12-23", + "equity": 9487.41, + "return_pct": -5.11 + }, + { + "date": "2022-12-27", + "equity": 9561.83, + "return_pct": -4.36 + }, + { + "date": "2022-12-28", + "equity": 9474.3, + "return_pct": -5.24 + }, + { + "date": "2022-12-29", + "equity": 9508.88, + "return_pct": -4.89 + }, + { + "date": "2022-12-30", + "equity": 9546.34, + "return_pct": -4.52 + }, + { + "date": "2023-01-03", + "equity": 9594.26, + "return_pct": -4.04 + }, + { + "date": "2023-01-04", + "equity": 9692.51, + "return_pct": -3.06 + }, + { + "date": "2023-01-05", + "equity": 9679.42, + "return_pct": -3.19 + }, + { + "date": "2023-01-06", + "equity": 9682.72, + "return_pct": -3.15 + }, + { + "date": "2023-01-09", + "equity": 9729.19, + "return_pct": -2.69 + }, + { + "date": "2023-01-10", + "equity": 9761.51, + "return_pct": -2.37 + }, + { + "date": "2023-01-11", + "equity": 9750.5, + "return_pct": -2.48 + }, + { + "date": "2023-01-12", + "equity": 9892.87, + "return_pct": -1.05 + }, + { + "date": "2023-01-13", + "equity": 9869.71, + "return_pct": -1.28 + }, + { + "date": "2023-01-17", + "equity": 9891.79, + "return_pct": -1.06 + }, + { + "date": "2023-01-18", + "equity": 9826.68, + "return_pct": -1.71 + }, + { + "date": "2023-01-19", + "equity": 9801.82, + "return_pct": -1.96 + }, + { + "date": "2023-01-20", + "equity": 9921.4, + "return_pct": -0.77 + }, + { + "date": "2023-01-23", + "equity": 10097.4, + "return_pct": 0.99 + }, + { + "date": "2023-01-24", + "equity": 9967.86, + "return_pct": -0.3 + }, + { + "date": "2023-01-25", + "equity": 9967.9, + "return_pct": -0.3 + }, + { + "date": "2023-01-26", + "equity": 10009.68, + "return_pct": 0.12 + }, + { + "date": "2023-01-27", + "equity": 9994.34, + "return_pct": -0.04 + }, + { + "date": "2023-01-30", + "equity": 9822.96, + "return_pct": -1.75 + }, + { + "date": "2023-01-31", + "equity": 9964.93, + "return_pct": -0.33 + }, + { + "date": "2023-02-01", + "equity": 10014.18, + "return_pct": 0.16 + }, + { + "date": "2023-02-02", + "equity": 9822.58, + "return_pct": -1.75 + }, + { + "date": "2023-02-03", + "equity": 9752.09, + "return_pct": -2.46 + }, + { + "date": "2023-02-06", + "equity": 9711.62, + "return_pct": -2.86 + }, + { + "date": "2023-02-07", + "equity": 9529.72, + "return_pct": -4.68 + }, + { + "date": "2023-02-08", + "equity": 9494.01, + "return_pct": -5.04 + }, + { + "date": "2023-02-09", + "equity": 9805.74, + "return_pct": -1.92 + }, + { + "date": "2023-02-10", + "equity": 9811.18, + "return_pct": -1.87 + }, + { + "date": "2023-02-13", + "equity": 9791.61, + "return_pct": -2.06 + }, + { + "date": "2023-02-14", + "equity": 9832.13, + "return_pct": -1.66 + }, + { + "date": "2023-02-15", + "equity": 9795.31, + "return_pct": -2.03 + }, + { + "date": "2023-02-16", + "equity": 9708.19, + "return_pct": -2.9 + }, + { + "date": "2023-02-17", + "equity": 9589.99, + "return_pct": -4.08 + }, + { + "date": "2023-02-21", + "equity": 9422.21, + "return_pct": -5.76 + }, + { + "date": "2023-02-22", + "equity": 9499.59, + "return_pct": -4.99 + }, + { + "date": "2023-02-23", + "equity": 9560.98, + "return_pct": -4.37 + }, + { + "date": "2023-02-24", + "equity": 9515.56, + "return_pct": -4.83 + }, + { + "date": "2023-02-27", + "equity": 9575.4, + "return_pct": -4.23 + }, + { + "date": "2023-02-28", + "equity": 9634.69, + "return_pct": -3.63 + }, + { + "date": "2023-03-01", + "equity": 9752.92, + "return_pct": -2.45 + }, + { + "date": "2023-03-02", + "equity": 9826.39, + "return_pct": -1.72 + }, + { + "date": "2023-03-03", + "equity": 9993.4, + "return_pct": -0.05 + }, + { + "date": "2023-03-06", + "equity": 9867.37, + "return_pct": -1.31 + }, + { + "date": "2023-03-07", + "equity": 9736.31, + "return_pct": -2.62 + }, + { + "date": "2023-03-08", + "equity": 9721.51, + "return_pct": -2.77 + }, + { + "date": "2023-03-09", + "equity": 9521.02, + "return_pct": -4.77 + }, + { + "date": "2023-03-10", + "equity": 9404.12, + "return_pct": -5.94 + }, + { + "date": "2023-03-13", + "equity": 9392.45, + "return_pct": -6.06 + }, + { + "date": "2023-03-14", + "equity": 9434.79, + "return_pct": -5.63 + }, + { + "date": "2023-03-15", + "equity": 9350.97, + "return_pct": -6.47 + }, + { + "date": "2023-03-16", + "equity": 9347.23, + "return_pct": -6.51 + }, + { + "date": "2023-03-17", + "equity": 9304.38, + "return_pct": -6.94 + }, + { + "date": "2023-03-20", + "equity": 9302.8, + "return_pct": -6.95 + }, + { + "date": "2023-03-21", + "equity": 9346.69, + "return_pct": -6.51 + }, + { + "date": "2023-03-22", + "equity": 9301.11, + "return_pct": -6.97 + }, + { + "date": "2023-03-23", + "equity": 9357.14, + "return_pct": -6.41 + }, + { + "date": "2023-03-24", + "equity": 9404.64, + "return_pct": -5.93 + }, + { + "date": "2023-03-27", + "equity": 9264.67, + "return_pct": -7.33 + }, + { + "date": "2023-03-28", + "equity": 9286.5, + "return_pct": -7.12 + }, + { + "date": "2023-03-29", + "equity": 9303.9, + "return_pct": -6.94 + }, + { + "date": "2023-03-30", + "equity": 9311.81, + "return_pct": -6.86 + }, + { + "date": "2023-03-31", + "equity": 9476.73, + "return_pct": -5.21 + }, + { + "date": "2023-04-03", + "equity": 9432.12, + "return_pct": -5.66 + }, + { + "date": "2023-04-04", + "equity": 9308.79, + "return_pct": -6.89 + }, + { + "date": "2023-04-05", + "equity": 9414.27, + "return_pct": -5.84 + }, + { + "date": "2023-04-06", + "equity": 9407.31, + "return_pct": -5.91 + }, + { + "date": "2023-04-10", + "equity": 9431.49, + "return_pct": -5.67 + }, + { + "date": "2023-04-11", + "equity": 9521.98, + "return_pct": -4.76 + }, + { + "date": "2023-04-12", + "equity": 9542.07, + "return_pct": -4.56 + }, + { + "date": "2023-04-13", + "equity": 9611.21, + "return_pct": -3.87 + }, + { + "date": "2023-04-14", + "equity": 9602.6, + "return_pct": -3.95 + }, + { + "date": "2023-04-17", + "equity": 9582.44, + "return_pct": -4.16 + }, + { + "date": "2023-04-18", + "equity": 9613.24, + "return_pct": -3.85 + }, + { + "date": "2023-04-19", + "equity": 9622.89, + "return_pct": -3.75 + }, + { + "date": "2023-04-20", + "equity": 9706.72, + "return_pct": -2.91 + }, + { + "date": "2023-04-21", + "equity": 9739.13, + "return_pct": -2.59 + }, + { + "date": "2023-04-24", + "equity": 9782.36, + "return_pct": -2.16 + }, + { + "date": "2023-04-25", + "equity": 9647.65, + "return_pct": -3.5 + }, + { + "date": "2023-04-26", + "equity": 9433.38, + "return_pct": -5.65 + }, + { + "date": "2023-04-27", + "equity": 9550.59, + "return_pct": -4.48 + }, + { + "date": "2023-04-28", + "equity": 9582.68, + "return_pct": -4.15 + }, + { + "date": "2023-05-01", + "equity": 9539.77, + "return_pct": -4.58 + }, + { + "date": "2023-05-02", + "equity": 9498.74, + "return_pct": -4.99 + }, + { + "date": "2023-05-03", + "equity": 9485.43, + "return_pct": -5.13 + }, + { + "date": "2023-05-04", + "equity": 9574.39, + "return_pct": -4.24 + }, + { + "date": "2023-05-05", + "equity": 9636.63, + "return_pct": -3.61 + }, + { + "date": "2023-05-08", + "equity": 9659.99, + "return_pct": -3.38 + }, + { + "date": "2023-05-09", + "equity": 9578.53, + "return_pct": -4.2 + }, + { + "date": "2023-05-10", + "equity": 9687.28, + "return_pct": -3.11 + }, + { + "date": "2023-05-11", + "equity": 9584.17, + "return_pct": -4.14 + }, + { + "date": "2023-05-12", + "equity": 9566.71, + "return_pct": -4.31 + }, + { + "date": "2023-05-15", + "equity": 9576.39, + "return_pct": -4.22 + }, + { + "date": "2023-05-16", + "equity": 9511.79, + "return_pct": -4.86 + }, + { + "date": "2023-05-17", + "equity": 9690.75, + "return_pct": -3.07 + }, + { + "date": "2023-05-18", + "equity": 10057.51, + "return_pct": 0.6 + }, + { + "date": "2023-05-19", + "equity": 10018.38, + "return_pct": 0.2 + }, + { + "date": "2023-05-22", + "equity": 10065.21, + "return_pct": 0.67 + }, + { + "date": "2023-05-23", + "equity": 10038.36, + "return_pct": 0.4 + }, + { + "date": "2023-05-24", + "equity": 9914.16, + "return_pct": -0.84 + }, + { + "date": "2023-05-25", + "equity": 10489.95, + "return_pct": 4.92 + }, + { + "date": "2023-05-26", + "equity": 10692.44, + "return_pct": 6.95 + }, + { + "date": "2023-05-30", + "equity": 10942.01, + "return_pct": 9.44 + }, + { + "date": "2023-05-31", + "equity": 10816.78, + "return_pct": 8.19 + }, + { + "date": "2023-06-01", + "equity": 11136.36, + "return_pct": 11.39 + }, + { + "date": "2023-06-02", + "equity": 11163.74, + "return_pct": 11.66 + }, + { + "date": "2023-06-05", + "equity": 11289.15, + "return_pct": 12.91 + }, + { + "date": "2023-06-06", + "equity": 11221.95, + "return_pct": 12.24 + }, + { + "date": "2023-06-07", + "equity": 10914.55, + "return_pct": 9.17 + }, + { + "date": "2023-06-08", + "equity": 11124.54, + "return_pct": 11.27 + }, + { + "date": "2023-06-09", + "equity": 11164.58, + "return_pct": 11.67 + }, + { + "date": "2023-06-12", + "equity": 11360.85, + "return_pct": 13.63 + }, + { + "date": "2023-06-13", + "equity": 11615.13, + "return_pct": 16.17 + }, + { + "date": "2023-06-14", + "equity": 11705.15, + "return_pct": 17.07 + }, + { + "date": "2023-06-15", + "equity": 12000.44, + "return_pct": 20.03 + }, + { + "date": "2023-06-16", + "equity": 11904.34, + "return_pct": 19.07 + }, + { + "date": "2023-06-20", + "equity": 11757.62, + "return_pct": 17.6 + }, + { + "date": "2023-06-21", + "equity": 11676.54, + "return_pct": 16.79 + }, + { + "date": "2023-06-22", + "equity": 11622.39, + "return_pct": 16.25 + }, + { + "date": "2023-06-23", + "equity": 11547.48, + "return_pct": 15.5 + }, + { + "date": "2023-06-26", + "equity": 11358.87, + "return_pct": 13.61 + }, + { + "date": "2023-06-27", + "equity": 11760.5, + "return_pct": 17.63 + }, + { + "date": "2023-06-28", + "equity": 11902.4, + "return_pct": 19.05 + }, + { + "date": "2023-06-29", + "equity": 11985.64, + "return_pct": 19.88 + }, + { + "date": "2023-06-30", + "equity": 12070.56, + "return_pct": 20.73 + }, + { + "date": "2023-07-03", + "equity": 12384.23, + "return_pct": 23.87 + }, + { + "date": "2023-07-05", + "equity": 12322.16, + "return_pct": 23.25 + }, + { + "date": "2023-07-06", + "equity": 12143.46, + "return_pct": 21.46 + }, + { + "date": "2023-07-07", + "equity": 12393.0, + "return_pct": 23.95 + }, + { + "date": "2023-07-10", + "equity": 12850.78, + "return_pct": 28.53 + }, + { + "date": "2023-07-11", + "equity": 13260.52, + "return_pct": 32.63 + }, + { + "date": "2023-07-12", + "equity": 13451.49, + "return_pct": 34.54 + }, + { + "date": "2023-07-13", + "equity": 14160.34, + "return_pct": 41.63 + }, + { + "date": "2023-07-14", + "equity": 14144.99, + "return_pct": 41.48 + }, + { + "date": "2023-07-17", + "equity": 14213.3, + "return_pct": 42.16 + }, + { + "date": "2023-07-18", + "equity": 14232.17, + "return_pct": 42.35 + }, + { + "date": "2023-07-19", + "equity": 14746.65, + "return_pct": 47.5 + }, + { + "date": "2023-07-20", + "equity": 14116.16, + "return_pct": 41.19 + }, + { + "date": "2023-07-21", + "equity": 13982.73, + "return_pct": 39.86 + }, + { + "date": "2023-07-24", + "equity": 13860.84, + "return_pct": 38.64 + }, + { + "date": "2023-07-25", + "equity": 13892.74, + "return_pct": 38.96 + }, + { + "date": "2023-07-26", + "equity": 13920.39, + "return_pct": 39.23 + }, + { + "date": "2023-07-27", + "equity": 13649.88, + "return_pct": 36.53 + }, + { + "date": "2023-07-28", + "equity": 14059.64, + "return_pct": 40.62 + }, + { + "date": "2023-07-31", + "equity": 14300.54, + "return_pct": 43.03 + }, + { + "date": "2023-08-01", + "equity": 13999.53, + "return_pct": 40.02 + }, + { + "date": "2023-08-02", + "equity": 14490.83, + "return_pct": 44.94 + }, + { + "date": "2023-08-03", + "equity": 14531.99, + "return_pct": 45.35 + }, + { + "date": "2023-08-04", + "equity": 14408.36, + "return_pct": 44.11 + }, + { + "date": "2023-08-07", + "equity": 14472.82, + "return_pct": 44.76 + }, + { + "date": "2023-08-08", + "equity": 14449.12, + "return_pct": 44.52 + }, + { + "date": "2023-08-09", + "equity": 14327.03, + "return_pct": 43.3 + }, + { + "date": "2023-08-10", + "equity": 14296.4, + "return_pct": 42.99 + }, + { + "date": "2023-08-11", + "equity": 14294.41, + "return_pct": 42.97 + }, + { + "date": "2023-08-14", + "equity": 14254.44, + "return_pct": 42.57 + }, + { + "date": "2023-08-15", + "equity": 14186.91, + "return_pct": 41.9 + }, + { + "date": "2023-08-16", + "equity": 14100.04, + "return_pct": 41.03 + }, + { + "date": "2023-08-17", + "equity": 14089.73, + "return_pct": 40.93 + }, + { + "date": "2023-08-18", + "equity": 14096.8, + "return_pct": 41.0 + }, + { + "date": "2023-08-21", + "equity": 14067.04, + "return_pct": 40.7 + }, + { + "date": "2023-08-22", + "equity": 14015.08, + "return_pct": 40.18 + }, + { + "date": "2023-08-23", + "equity": 13964.85, + "return_pct": 39.68 + }, + { + "date": "2023-08-24", + "equity": 13780.74, + "return_pct": 37.83 + }, + { + "date": "2023-08-25", + "equity": 13814.49, + "return_pct": 38.17 + }, + { + "date": "2023-08-28", + "equity": 13846.29, + "return_pct": 38.49 + }, + { + "date": "2023-08-29", + "equity": 13908.07, + "return_pct": 39.11 + }, + { + "date": "2023-08-30", + "equity": 13987.3, + "return_pct": 39.9 + }, + { + "date": "2023-08-31", + "equity": 14021.31, + "return_pct": 40.24 + }, + { + "date": "2023-09-01", + "equity": 14102.9, + "return_pct": 41.06 + }, + { + "date": "2023-09-05", + "equity": 13989.39, + "return_pct": 39.92 + }, + { + "date": "2023-09-06", + "equity": 14029.54, + "return_pct": 40.32 + }, + { + "date": "2023-09-07", + "equity": 13876.52, + "return_pct": 38.79 + }, + { + "date": "2023-09-08", + "equity": 13845.06, + "return_pct": 38.48 + }, + { + "date": "2023-09-11", + "equity": 14037.7, + "return_pct": 40.41 + }, + { + "date": "2023-09-12", + "equity": 13802.7, + "return_pct": 38.05 + }, + { + "date": "2023-09-13", + "equity": 13676.38, + "return_pct": 36.79 + }, + { + "date": "2023-09-14", + "equity": 13857.51, + "return_pct": 38.6 + }, + { + "date": "2023-09-15", + "equity": 13575.18, + "return_pct": 35.78 + }, + { + "date": "2023-09-18", + "equity": 13583.87, + "return_pct": 35.87 + }, + { + "date": "2023-09-19", + "equity": 13182.02, + "return_pct": 31.85 + }, + { + "date": "2023-09-20", + "equity": 13091.39, + "return_pct": 30.94 + }, + { + "date": "2023-09-21", + "equity": 13049.1, + "return_pct": 30.52 + }, + { + "date": "2023-09-22", + "equity": 13049.1, + "return_pct": 30.52 + }, + { + "date": "2023-09-25", + "equity": 13049.1, + "return_pct": 30.52 + }, + { + "date": "2023-09-26", + "equity": 13049.1, + "return_pct": 30.52 + }, + { + "date": "2023-09-27", + "equity": 13049.1, + "return_pct": 30.52 + }, + { + "date": "2023-09-28", + "equity": 13040.54, + "return_pct": 30.43 + }, + { + "date": "2023-09-29", + "equity": 13093.48, + "return_pct": 30.96 + }, + { + "date": "2023-10-02", + "equity": 13200.2, + "return_pct": 32.03 + }, + { + "date": "2023-10-03", + "equity": 12926.82, + "return_pct": 29.29 + }, + { + "date": "2023-10-04", + "equity": 13129.22, + "return_pct": 31.32 + }, + { + "date": "2023-10-05", + "equity": 13183.57, + "return_pct": 31.86 + }, + { + "date": "2023-10-06", + "equity": 13408.52, + "return_pct": 34.11 + }, + { + "date": "2023-10-09", + "equity": 13559.54, + "return_pct": 35.62 + }, + { + "date": "2023-10-10", + "equity": 13754.67, + "return_pct": 37.57 + }, + { + "date": "2023-10-11", + "equity": 13829.28, + "return_pct": 38.32 + }, + { + "date": "2023-10-12", + "equity": 13588.95, + "return_pct": 35.92 + }, + { + "date": "2023-10-13", + "equity": 13220.03, + "return_pct": 32.23 + }, + { + "date": "2023-10-16", + "equity": 13291.39, + "return_pct": 32.94 + }, + { + "date": "2023-10-17", + "equity": 13494.4, + "return_pct": 34.97 + }, + { + "date": "2023-10-18", + "equity": 13192.24, + "return_pct": 31.95 + }, + { + "date": "2023-10-19", + "equity": 12981.45, + "return_pct": 29.84 + }, + { + "date": "2023-10-20", + "equity": 12783.42, + "return_pct": 27.86 + }, + { + "date": "2023-10-23", + "equity": 12934.91, + "return_pct": 29.37 + }, + { + "date": "2023-10-24", + "equity": 13207.52, + "return_pct": 32.1 + }, + { + "date": "2023-10-25", + "equity": 13142.67, + "return_pct": 31.45 + }, + { + "date": "2023-10-26", + "equity": 12992.05, + "return_pct": 29.95 + }, + { + "date": "2023-10-27", + "equity": 12897.28, + "return_pct": 29.0 + }, + { + "date": "2023-10-30", + "equity": 13081.87, + "return_pct": 30.84 + }, + { + "date": "2023-10-31", + "equity": 13088.22, + "return_pct": 30.91 + }, + { + "date": "2023-11-01", + "equity": 13116.14, + "return_pct": 31.19 + }, + { + "date": "2023-11-02", + "equity": 13382.79, + "return_pct": 33.85 + }, + { + "date": "2023-11-03", + "equity": 13722.41, + "return_pct": 37.25 + }, + { + "date": "2023-11-06", + "equity": 13647.71, + "return_pct": 36.5 + }, + { + "date": "2023-11-07", + "equity": 13719.95, + "return_pct": 37.23 + }, + { + "date": "2023-11-08", + "equity": 13707.06, + "return_pct": 37.1 + }, + { + "date": "2023-11-09", + "equity": 13607.54, + "return_pct": 36.1 + }, + { + "date": "2023-11-10", + "equity": 13916.19, + "return_pct": 39.19 + }, + { + "date": "2023-11-13", + "equity": 13957.52, + "return_pct": 39.6 + }, + { + "date": "2023-11-14", + "equity": 14336.2, + "return_pct": 43.39 + }, + { + "date": "2023-11-15", + "equity": 14456.93, + "return_pct": 44.6 + }, + { + "date": "2023-11-16", + "equity": 14449.2, + "return_pct": 44.52 + }, + { + "date": "2023-11-17", + "equity": 14521.25, + "return_pct": 45.24 + }, + { + "date": "2023-11-20", + "equity": 14729.56, + "return_pct": 47.33 + }, + { + "date": "2023-11-21", + "equity": 14585.05, + "return_pct": 45.88 + }, + { + "date": "2023-11-22", + "equity": 14706.91, + "return_pct": 47.1 + }, + { + "date": "2023-11-24", + "equity": 14738.1, + "return_pct": 47.41 + }, + { + "date": "2023-11-27", + "equity": 14660.55, + "return_pct": 46.63 + }, + { + "date": "2023-11-28", + "equity": 14597.78, + "return_pct": 46.01 + }, + { + "date": "2023-11-29", + "equity": 14548.14, + "return_pct": 45.51 + }, + { + "date": "2023-11-30", + "equity": 14473.18, + "return_pct": 44.76 + }, + { + "date": "2023-12-01", + "equity": 14775.16, + "return_pct": 47.78 + }, + { + "date": "2023-12-04", + "equity": 15192.42, + "return_pct": 51.95 + }, + { + "date": "2023-12-05", + "equity": 15258.0, + "return_pct": 52.61 + }, + { + "date": "2023-12-06", + "equity": 15177.31, + "return_pct": 51.8 + }, + { + "date": "2023-12-07", + "equity": 15577.96, + "return_pct": 55.81 + }, + { + "date": "2023-12-08", + "equity": 16002.88, + "return_pct": 60.06 + }, + { + "date": "2023-12-11", + "equity": 15862.72, + "return_pct": 58.66 + }, + { + "date": "2023-12-12", + "equity": 15953.13, + "return_pct": 59.56 + }, + { + "date": "2023-12-13", + "equity": 16520.52, + "return_pct": 65.24 + }, + { + "date": "2023-12-14", + "equity": 17040.62, + "return_pct": 70.44 + }, + { + "date": "2023-12-15", + "equity": 16851.97, + "return_pct": 68.55 + }, + { + "date": "2023-12-18", + "equity": 17233.19, + "return_pct": 72.37 + }, + { + "date": "2023-12-19", + "equity": 17489.13, + "return_pct": 74.93 + }, + { + "date": "2023-12-20", + "equity": 17018.03, + "return_pct": 70.21 + }, + { + "date": "2023-12-21", + "equity": 17452.12, + "return_pct": 74.56 + }, + { + "date": "2023-12-22", + "equity": 17440.86, + "return_pct": 74.44 + }, + { + "date": "2023-12-26", + "equity": 17463.94, + "return_pct": 74.67 + }, + { + "date": "2023-12-27", + "equity": 18051.29, + "return_pct": 80.55 + }, + { + "date": "2023-12-28", + "equity": 18028.83, + "return_pct": 80.32 + }, + { + "date": "2023-12-29", + "equity": 17501.54, + "return_pct": 75.05 + }, + { + "date": "2024-01-02", + "equity": 17027.11, + "return_pct": 70.31 + }, + { + "date": "2024-01-03", + "equity": 16486.27, + "return_pct": 64.9 + }, + { + "date": "2024-01-04", + "equity": 16566.25, + "return_pct": 65.7 + }, + { + "date": "2024-01-05", + "equity": 16519.64, + "return_pct": 65.23 + }, + { + "date": "2024-01-08", + "equity": 16641.55, + "return_pct": 66.45 + }, + { + "date": "2024-01-09", + "equity": 16728.18, + "return_pct": 67.32 + }, + { + "date": "2024-01-10", + "equity": 16842.71, + "return_pct": 68.46 + }, + { + "date": "2024-01-11", + "equity": 16833.29, + "return_pct": 68.37 + }, + { + "date": "2024-01-12", + "equity": 16804.82, + "return_pct": 68.08 + }, + { + "date": "2024-01-16", + "equity": 16553.78, + "return_pct": 65.57 + }, + { + "date": "2024-01-17", + "equity": 16591.38, + "return_pct": 65.95 + }, + { + "date": "2024-01-18", + "equity": 16839.99, + "return_pct": 68.43 + }, + { + "date": "2024-01-19", + "equity": 17771.95, + "return_pct": 77.76 + }, + { + "date": "2024-01-22", + "equity": 18257.9, + "return_pct": 82.62 + }, + { + "date": "2024-01-23", + "equity": 18491.87, + "return_pct": 84.96 + }, + { + "date": "2024-01-24", + "equity": 18347.71, + "return_pct": 83.51 + }, + { + "date": "2024-01-25", + "equity": 18601.51, + "return_pct": 86.05 + }, + { + "date": "2024-01-26", + "equity": 18276.75, + "return_pct": 82.8 + }, + { + "date": "2024-01-29", + "equity": 18765.2, + "return_pct": 87.69 + }, + { + "date": "2024-01-30", + "equity": 18458.85, + "return_pct": 84.63 + }, + { + "date": "2024-01-31", + "equity": 18391.31, + "return_pct": 83.95 + }, + { + "date": "2024-02-01", + "equity": 19071.84, + "return_pct": 90.76 + }, + { + "date": "2024-02-02", + "equity": 19550.42, + "return_pct": 95.54 + }, + { + "date": "2024-02-05", + "equity": 20142.74, + "return_pct": 101.47 + }, + { + "date": "2024-02-06", + "equity": 20165.7, + "return_pct": 101.7 + }, + { + "date": "2024-02-07", + "equity": 20310.19, + "return_pct": 103.14 + }, + { + "date": "2024-02-08", + "equity": 20340.74, + "return_pct": 103.45 + }, + { + "date": "2024-02-09", + "equity": 20673.91, + "return_pct": 106.78 + }, + { + "date": "2024-02-12", + "equity": 21017.59, + "return_pct": 110.22 + }, + { + "date": "2024-02-13", + "equity": 20880.22, + "return_pct": 108.84 + }, + { + "date": "2024-02-14", + "equity": 21987.38, + "return_pct": 119.92 + }, + { + "date": "2024-02-15", + "equity": 22867.23, + "return_pct": 128.72 + }, + { + "date": "2024-02-16", + "equity": 22459.0, + "return_pct": 124.63 + }, + { + "date": "2024-02-20", + "equity": 22105.34, + "return_pct": 121.1 + }, + { + "date": "2024-02-21", + "equity": 21592.84, + "return_pct": 115.97 + }, + { + "date": "2024-02-22", + "equity": 21950.94, + "return_pct": 119.55 + }, + { + "date": "2024-02-23", + "equity": 22543.27, + "return_pct": 125.48 + }, + { + "date": "2024-02-26", + "equity": 23108.18, + "return_pct": 131.13 + }, + { + "date": "2024-02-27", + "equity": 23903.07, + "return_pct": 139.08 + }, + { + "date": "2024-02-28", + "equity": 23482.4, + "return_pct": 134.87 + }, + { + "date": "2024-02-29", + "equity": 23710.13, + "return_pct": 137.15 + }, + { + "date": "2024-03-01", + "equity": 24328.51, + "return_pct": 143.33 + }, + { + "date": "2024-03-04", + "equity": 24448.25, + "return_pct": 144.53 + }, + { + "date": "2024-03-05", + "equity": 24169.76, + "return_pct": 141.75 + }, + { + "date": "2024-03-06", + "equity": 24852.34, + "return_pct": 148.57 + }, + { + "date": "2024-03-07", + "equity": 25219.56, + "return_pct": 152.25 + }, + { + "date": "2024-03-08", + "equity": 25601.59, + "return_pct": 156.07 + }, + { + "date": "2024-03-11", + "equity": 24909.19, + "return_pct": 149.14 + }, + { + "date": "2024-03-12", + "equity": 25069.69, + "return_pct": 150.75 + }, + { + "date": "2024-03-13", + "equity": 25297.54, + "return_pct": 153.03 + }, + { + "date": "2024-03-14", + "equity": 24801.17, + "return_pct": 148.06 + }, + { + "date": "2024-03-15", + "equity": 24833.79, + "return_pct": 148.39 + }, + { + "date": "2024-03-18", + "equity": 25360.98, + "return_pct": 153.66 + }, + { + "date": "2024-03-19", + "equity": 25048.12, + "return_pct": 150.53 + }, + { + "date": "2024-03-20", + "equity": 26059.23, + "return_pct": 160.64 + }, + { + "date": "2024-03-21", + "equity": 26230.5, + "return_pct": 162.36 + }, + { + "date": "2024-03-22", + "equity": 25373.99, + "return_pct": 153.79 + }, + { + "date": "2024-03-25", + "equity": 25919.17, + "return_pct": 159.24 + }, + { + "date": "2024-03-26", + "equity": 25753.25, + "return_pct": 157.58 + }, + { + "date": "2024-03-27", + "equity": 25289.49, + "return_pct": 152.95 + }, + { + "date": "2024-03-28", + "equity": 25295.47, + "return_pct": 153.01 + }, + { + "date": "2024-04-01", + "equity": 25382.02, + "return_pct": 153.87 + }, + { + "date": "2024-04-02", + "equity": 24979.49, + "return_pct": 149.84 + }, + { + "date": "2024-04-03", + "equity": 25470.76, + "return_pct": 154.76 + }, + { + "date": "2024-04-04", + "equity": 25279.46, + "return_pct": 152.85 + }, + { + "date": "2024-04-05", + "equity": 25716.78, + "return_pct": 157.22 + }, + { + "date": "2024-04-08", + "equity": 25602.58, + "return_pct": 156.08 + }, + { + "date": "2024-04-09", + "equity": 25302.55, + "return_pct": 153.08 + }, + { + "date": "2024-04-10", + "equity": 25220.45, + "return_pct": 152.25 + }, + { + "date": "2024-04-11", + "equity": 25385.02, + "return_pct": 153.9 + }, + { + "date": "2024-04-12", + "equity": 24776.96, + "return_pct": 147.82 + }, + { + "date": "2024-04-15", + "equity": 24347.35, + "return_pct": 143.52 + }, + { + "date": "2024-04-16", + "equity": 24347.38, + "return_pct": 143.52 + }, + { + "date": "2024-04-17", + "equity": 24065.13, + "return_pct": 140.7 + }, + { + "date": "2024-04-18", + "equity": 24074.14, + "return_pct": 140.79 + }, + { + "date": "2024-04-19", + "equity": 23923.18, + "return_pct": 139.28 + }, + { + "date": "2024-04-22", + "equity": 23923.18, + "return_pct": 139.28 + }, + { + "date": "2024-04-23", + "equity": 23923.18, + "return_pct": 139.28 + }, + { + "date": "2024-04-24", + "equity": 23923.18, + "return_pct": 139.28 + }, + { + "date": "2024-04-25", + "equity": 23923.18, + "return_pct": 139.28 + }, + { + "date": "2024-04-26", + "equity": 23903.36, + "return_pct": 139.08 + }, + { + "date": "2024-04-29", + "equity": 24072.72, + "return_pct": 140.78 + }, + { + "date": "2024-04-30", + "equity": 23800.02, + "return_pct": 138.05 + }, + { + "date": "2024-05-01", + "equity": 23664.82, + "return_pct": 136.7 + }, + { + "date": "2024-05-02", + "equity": 24806.81, + "return_pct": 148.12 + }, + { + "date": "2024-05-03", + "equity": 25107.06, + "return_pct": 151.12 + }, + { + "date": "2024-05-06", + "equity": 25876.43, + "return_pct": 158.82 + }, + { + "date": "2024-05-07", + "equity": 25138.32, + "return_pct": 151.43 + }, + { + "date": "2024-05-08", + "equity": 24919.05, + "return_pct": 149.24 + }, + { + "date": "2024-05-09", + "equity": 25589.59, + "return_pct": 155.95 + }, + { + "date": "2024-05-10", + "equity": 25739.41, + "return_pct": 157.45 + }, + { + "date": "2024-05-13", + "equity": 25725.36, + "return_pct": 157.31 + }, + { + "date": "2024-05-14", + "equity": 25911.8, + "return_pct": 159.17 + }, + { + "date": "2024-05-15", + "equity": 26398.87, + "return_pct": 164.04 + }, + { + "date": "2024-05-16", + "equity": 26367.42, + "return_pct": 163.73 + }, + { + "date": "2024-05-17", + "equity": 26441.9, + "return_pct": 164.47 + }, + { + "date": "2024-05-20", + "equity": 26812.45, + "return_pct": 168.18 + }, + { + "date": "2024-05-21", + "equity": 26070.39, + "return_pct": 160.76 + }, + { + "date": "2024-05-22", + "equity": 25819.86, + "return_pct": 158.25 + }, + { + "date": "2024-05-23", + "equity": 25425.45, + "return_pct": 154.31 + }, + { + "date": "2024-05-24", + "equity": 25929.92, + "return_pct": 159.35 + }, + { + "date": "2024-05-28", + "equity": 25829.04, + "return_pct": 158.34 + }, + { + "date": "2024-05-29", + "equity": 25868.5, + "return_pct": 158.74 + }, + { + "date": "2024-05-30", + "equity": 25428.96, + "return_pct": 154.34 + }, + { + "date": "2024-05-31", + "equity": 25127.89, + "return_pct": 151.33 + }, + { + "date": "2024-06-03", + "equity": 25232.66, + "return_pct": 152.38 + }, + { + "date": "2024-06-04", + "equity": 25107.29, + "return_pct": 151.12 + }, + { + "date": "2024-06-05", + "equity": 25503.95, + "return_pct": 155.09 + }, + { + "date": "2024-06-06", + "equity": 25673.91, + "return_pct": 156.79 + }, + { + "date": "2024-06-07", + "equity": 25491.59, + "return_pct": 154.97 + }, + { + "date": "2024-06-10", + "equity": 25694.09, + "return_pct": 156.99 + }, + { + "date": "2024-06-11", + "equity": 25760.96, + "return_pct": 157.66 + }, + { + "date": "2024-06-12", + "equity": 25978.28, + "return_pct": 159.83 + }, + { + "date": "2024-06-13", + "equity": 25794.68, + "return_pct": 158.0 + }, + { + "date": "2024-06-14", + "equity": 25636.51, + "return_pct": 156.42 + }, + { + "date": "2024-06-17", + "equity": 25629.67, + "return_pct": 156.35 + }, + { + "date": "2024-06-18", + "equity": 25465.39, + "return_pct": 154.7 + }, + { + "date": "2024-06-20", + "equity": 25275.14, + "return_pct": 152.8 + }, + { + "date": "2024-06-21", + "equity": 25090.78, + "return_pct": 150.96 + }, + { + "date": "2024-06-24", + "equity": 24812.4, + "return_pct": 148.17 + }, + { + "date": "2024-06-25", + "equity": 25172.86, + "return_pct": 151.78 + }, + { + "date": "2024-06-26", + "equity": 25047.63, + "return_pct": 150.53 + }, + { + "date": "2024-06-27", + "equity": 25503.3, + "return_pct": 155.08 + }, + { + "date": "2024-06-28", + "equity": 25181.76, + "return_pct": 151.87 + }, + { + "date": "2024-07-01", + "equity": 24867.19, + "return_pct": 148.72 + }, + { + "date": "2024-07-02", + "equity": 24957.86, + "return_pct": 149.63 + }, + { + "date": "2024-07-03", + "equity": 24996.08, + "return_pct": 150.01 + }, + { + "date": "2024-07-05", + "equity": 25303.9, + "return_pct": 153.09 + }, + { + "date": "2024-07-08", + "equity": 25057.42, + "return_pct": 150.62 + }, + { + "date": "2024-07-09", + "equity": 25268.09, + "return_pct": 152.73 + }, + { + "date": "2024-07-10", + "equity": 25435.24, + "return_pct": 154.4 + }, + { + "date": "2024-07-11", + "equity": 25462.36, + "return_pct": 154.67 + }, + { + "date": "2024-07-12", + "equity": 25431.62, + "return_pct": 154.37 + }, + { + "date": "2024-07-15", + "equity": 25670.79, + "return_pct": 156.76 + }, + { + "date": "2024-07-16", + "equity": 25876.36, + "return_pct": 158.82 + }, + { + "date": "2024-07-17", + "equity": 24993.62, + "return_pct": 149.99 + }, + { + "date": "2024-07-18", + "equity": 24734.3, + "return_pct": 147.39 + }, + { + "date": "2024-07-19", + "equity": 24709.48, + "return_pct": 147.14 + }, + { + "date": "2024-07-22", + "equity": 24860.53, + "return_pct": 148.66 + }, + { + "date": "2024-07-23", + "equity": 24814.73, + "return_pct": 148.2 + }, + { + "date": "2024-07-24", + "equity": 24887.13, + "return_pct": 148.92 + }, + { + "date": "2024-07-25", + "equity": 24913.52, + "return_pct": 149.19 + }, + { + "date": "2024-07-26", + "equity": 25129.98, + "return_pct": 151.35 + }, + { + "date": "2024-07-29", + "equity": 25003.44, + "return_pct": 150.08 + }, + { + "date": "2024-07-30", + "equity": 24990.82, + "return_pct": 149.96 + }, + { + "date": "2024-07-31", + "equity": 25157.43, + "return_pct": 151.62 + }, + { + "date": "2024-08-01", + "equity": 25458.42, + "return_pct": 154.64 + }, + { + "date": "2024-08-02", + "equity": 25210.35, + "return_pct": 152.15 + }, + { + "date": "2024-08-05", + "equity": 24779.37, + "return_pct": 147.84 + }, + { + "date": "2024-08-06", + "equity": 24779.37, + "return_pct": 147.84 + }, + { + "date": "2024-08-07", + "equity": 24779.37, + "return_pct": 147.84 + } + ], + "benchmark_curve": [ + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 9991.86, + "return_pct": -0.08 + }, + { + "date": "2022-06-30", + "equity": 9910.68, + "return_pct": -0.89 + }, + { + "date": "2022-07-01", + "equity": 10015.5, + "return_pct": 0.15 + }, + { + "date": "2022-07-05", + "equity": 10034.41, + "return_pct": 0.34 + }, + { + "date": "2022-07-06", + "equity": 10068.3, + "return_pct": 0.68 + }, + { + "date": "2022-07-07", + "equity": 10219.1, + "return_pct": 2.19 + }, + { + "date": "2022-07-08", + "equity": 10210.69, + "return_pct": 2.11 + }, + { + "date": "2022-07-11", + "equity": 10094.05, + "return_pct": 0.94 + }, + { + "date": "2022-07-12", + "equity": 10004.73, + "return_pct": 0.05 + }, + { + "date": "2022-07-13", + "equity": 9952.19, + "return_pct": -0.48 + }, + { + "date": "2022-07-14", + "equity": 9928.02, + "return_pct": -0.72 + }, + { + "date": "2022-07-15", + "equity": 10117.69, + "return_pct": 1.18 + }, + { + "date": "2022-07-18", + "equity": 10034.15, + "return_pct": 0.34 + }, + { + "date": "2022-07-19", + "equity": 10305.27, + "return_pct": 3.05 + }, + { + "date": "2022-07-20", + "equity": 10370.94, + "return_pct": 3.71 + }, + { + "date": "2022-07-21", + "equity": 10476.55, + "return_pct": 4.77 + }, + { + "date": "2022-07-22", + "equity": 10379.35, + "return_pct": 3.79 + }, + { + "date": "2022-07-25", + "equity": 10391.96, + "return_pct": 3.92 + }, + { + "date": "2022-07-26", + "equity": 10269.01, + "return_pct": 2.69 + }, + { + "date": "2022-07-27", + "equity": 10535.66, + "return_pct": 5.36 + }, + { + "date": "2022-07-28", + "equity": 10667.02, + "return_pct": 6.67 + }, + { + "date": "2022-07-29", + "equity": 10823.33, + "return_pct": 8.23 + }, + { + "date": "2022-08-01", + "equity": 10791.28, + "return_pct": 7.91 + }, + { + "date": "2022-08-02", + "equity": 10720.08, + "return_pct": 7.2 + }, + { + "date": "2022-08-03", + "equity": 10887.95, + "return_pct": 8.88 + }, + { + "date": "2022-08-04", + "equity": 10880.6, + "return_pct": 8.81 + }, + { + "date": "2022-08-05", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2022-08-08", + "equity": 10849.6, + "return_pct": 8.5 + }, + { + "date": "2022-08-09", + "equity": 10806.52, + "return_pct": 8.07 + }, + { + "date": "2022-08-10", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-11", + "equity": 11033.5, + "return_pct": 10.33 + }, + { + "date": "2022-08-12", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2022-08-15", + "equity": 11266.52, + "return_pct": 12.67 + }, + { + "date": "2022-08-16", + "equity": 11288.59, + "return_pct": 12.89 + }, + { + "date": "2022-08-17", + "equity": 11208.46, + "return_pct": 12.08 + }, + { + "date": "2022-08-18", + "equity": 11241.04, + "return_pct": 12.41 + }, + { + "date": "2022-08-19", + "equity": 11089.98, + "return_pct": 10.9 + }, + { + "date": "2022-08-22", + "equity": 10859.06, + "return_pct": 8.59 + }, + { + "date": "2022-08-23", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2022-08-24", + "equity": 10867.46, + "return_pct": 8.67 + }, + { + "date": "2022-08-25", + "equity": 11020.89, + "return_pct": 10.21 + }, + { + "date": "2022-08-26", + "equity": 10647.84, + "return_pct": 6.48 + }, + { + "date": "2022-08-29", + "equity": 10577.43, + "return_pct": 5.77 + }, + { + "date": "2022-08-30", + "equity": 10461.32, + "return_pct": 4.61 + }, + { + "date": "2022-08-31", + "equity": 10381.72, + "return_pct": 3.82 + }, + { + "date": "2022-09-01", + "equity": 10414.29, + "return_pct": 4.14 + }, + { + "date": "2022-09-02", + "equity": 10304.48, + "return_pct": 3.04 + }, + { + "date": "2022-09-06", + "equity": 10265.6, + "return_pct": 2.66 + }, + { + "date": "2022-09-07", + "equity": 10450.02, + "return_pct": 4.5 + }, + { + "date": "2022-09-08", + "equity": 10518.32, + "return_pct": 5.18 + }, + { + "date": "2022-09-09", + "equity": 10681.73, + "return_pct": 6.82 + }, + { + "date": "2022-09-12", + "equity": 10796.53, + "return_pct": 7.97 + }, + { + "date": "2022-09-13", + "equity": 10327.07, + "return_pct": 3.27 + }, + { + "date": "2022-09-14", + "equity": 10366.48, + "return_pct": 3.66 + }, + { + "date": "2022-09-15", + "equity": 10248.78, + "return_pct": 2.49 + }, + { + "date": "2022-09-16", + "equity": 10128.99, + "return_pct": 1.29 + }, + { + "date": "2022-09-19", + "equity": 10207.54, + "return_pct": 2.08 + }, + { + "date": "2022-09-20", + "equity": 10090.37, + "return_pct": 0.9 + }, + { + "date": "2022-09-21", + "equity": 9914.36, + "return_pct": -0.86 + }, + { + "date": "2022-09-22", + "equity": 9831.08, + "return_pct": -1.69 + }, + { + "date": "2022-09-23", + "equity": 9666.36, + "return_pct": -3.34 + }, + { + "date": "2022-09-26", + "equity": 9570.73, + "return_pct": -4.29 + }, + { + "date": "2022-09-27", + "equity": 9546.3, + "return_pct": -4.54 + }, + { + "date": "2022-09-28", + "equity": 9734.14, + "return_pct": -2.66 + }, + { + "date": "2022-09-29", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-09-30", + "equity": 9383.42, + "return_pct": -6.17 + }, + { + "date": "2022-10-03", + "equity": 9631.16, + "return_pct": -3.69 + }, + { + "date": "2022-10-04", + "equity": 9929.59, + "return_pct": -0.7 + }, + { + "date": "2022-10-05", + "equity": 9906.48, + "return_pct": -0.94 + }, + { + "date": "2022-10-06", + "equity": 9804.28, + "return_pct": -1.96 + }, + { + "date": "2022-10-07", + "equity": 9530.8, + "return_pct": -4.69 + }, + { + "date": "2022-10-10", + "equity": 9458.03, + "return_pct": -5.42 + }, + { + "date": "2022-10-11", + "equity": 9398.13, + "return_pct": -6.02 + }, + { + "date": "2022-10-12", + "equity": 9367.14, + "return_pct": -6.33 + }, + { + "date": "2022-10-13", + "equity": 9614.34, + "return_pct": -3.86 + }, + { + "date": "2022-10-14", + "equity": 9395.24, + "return_pct": -6.05 + }, + { + "date": "2022-10-17", + "equity": 9636.67, + "return_pct": -3.63 + }, + { + "date": "2022-10-18", + "equity": 9749.9, + "return_pct": -2.5 + }, + { + "date": "2022-10-19", + "equity": 9680.81, + "return_pct": -3.19 + }, + { + "date": "2022-10-20", + "equity": 9599.63, + "return_pct": -4.0 + }, + { + "date": "2022-10-21", + "equity": 9832.92, + "return_pct": -1.67 + }, + { + "date": "2022-10-24", + "equity": 9953.24, + "return_pct": -0.47 + }, + { + "date": "2022-10-25", + "equity": 10112.18, + "return_pct": 1.12 + }, + { + "date": "2022-10-26", + "equity": 10035.99, + "return_pct": 0.36 + }, + { + "date": "2022-10-27", + "equity": 9982.4, + "return_pct": -0.18 + }, + { + "date": "2022-10-28", + "equity": 10219.89, + "return_pct": 2.2 + }, + { + "date": "2022-10-31", + "equity": 10146.07, + "return_pct": 1.46 + }, + { + "date": "2022-11-01", + "equity": 10101.67, + "return_pct": 1.02 + }, + { + "date": "2022-11-02", + "equity": 9848.15, + "return_pct": -1.52 + }, + { + "date": "2022-11-03", + "equity": 9746.75, + "return_pct": -2.53 + }, + { + "date": "2022-11-04", + "equity": 9887.04, + "return_pct": -1.13 + }, + { + "date": "2022-11-07", + "equity": 9981.61, + "return_pct": -0.18 + }, + { + "date": "2022-11-08", + "equity": 10035.47, + "return_pct": 0.35 + }, + { + "date": "2022-11-09", + "equity": 9828.71, + "return_pct": -1.71 + }, + { + "date": "2022-11-10", + "equity": 10368.84, + "return_pct": 3.69 + }, + { + "date": "2022-11-11", + "equity": 10469.2, + "return_pct": 4.69 + }, + { + "date": "2022-11-14", + "equity": 10380.14, + "return_pct": 3.8 + }, + { + "date": "2022-11-15", + "equity": 10468.67, + "return_pct": 4.69 + }, + { + "date": "2022-11-16", + "equity": 10388.81, + "return_pct": 3.89 + }, + { + "date": "2022-11-17", + "equity": 10357.02, + "return_pct": 3.57 + }, + { + "date": "2022-11-18", + "equity": 10404.05, + "return_pct": 4.04 + }, + { + "date": "2022-11-21", + "equity": 10366.22, + "return_pct": 3.66 + }, + { + "date": "2022-11-22", + "equity": 10505.71, + "return_pct": 5.06 + }, + { + "date": "2022-11-23", + "equity": 10571.92, + "return_pct": 5.72 + }, + { + "date": "2022-11-25", + "equity": 10569.55, + "return_pct": 5.7 + }, + { + "date": "2022-11-28", + "equity": 10400.89, + "return_pct": 4.01 + }, + { + "date": "2022-11-29", + "equity": 10383.03, + "return_pct": 3.83 + }, + { + "date": "2022-11-30", + "equity": 10710.1, + "return_pct": 7.1 + }, + { + "date": "2022-12-01", + "equity": 10702.22, + "return_pct": 7.02 + }, + { + "date": "2022-12-02", + "equity": 10689.87, + "return_pct": 6.9 + }, + { + "date": "2022-12-05", + "equity": 10497.57, + "return_pct": 4.98 + }, + { + "date": "2022-12-06", + "equity": 10346.25, + "return_pct": 3.46 + }, + { + "date": "2022-12-07", + "equity": 10328.65, + "return_pct": 3.29 + }, + { + "date": "2022-12-08", + "equity": 10409.56, + "return_pct": 4.1 + }, + { + "date": "2022-12-09", + "equity": 10331.8, + "return_pct": 3.32 + }, + { + "date": "2022-12-12", + "equity": 10480.76, + "return_pct": 4.81 + }, + { + "date": "2022-12-13", + "equity": 10560.09, + "return_pct": 5.6 + }, + { + "date": "2022-12-14", + "equity": 10492.58, + "return_pct": 4.93 + }, + { + "date": "2022-12-15", + "equity": 10235.91, + "return_pct": 2.36 + }, + { + "date": "2022-12-16", + "equity": 10068.83, + "return_pct": 0.69 + }, + { + "date": "2022-12-19", + "equity": 9983.45, + "return_pct": -0.17 + }, + { + "date": "2022-12-20", + "equity": 9997.11, + "return_pct": -0.03 + }, + { + "date": "2022-12-21", + "equity": 10146.59, + "return_pct": 1.47 + }, + { + "date": "2022-12-22", + "equity": 10001.84, + "return_pct": 0.02 + }, + { + "date": "2022-12-23", + "equity": 10059.37, + "return_pct": 0.59 + }, + { + "date": "2022-12-27", + "equity": 10019.7, + "return_pct": 0.2 + }, + { + "date": "2022-12-28", + "equity": 9895.18, + "return_pct": -1.05 + }, + { + "date": "2022-12-29", + "equity": 10073.3, + "return_pct": 0.73 + }, + { + "date": "2022-12-30", + "equity": 10046.76, + "return_pct": 0.47 + }, + { + "date": "2023-01-03", + "equity": 10004.47, + "return_pct": 0.04 + }, + { + "date": "2023-01-04", + "equity": 10081.7, + "return_pct": 0.82 + }, + { + "date": "2023-01-05", + "equity": 9966.64, + "return_pct": -0.33 + }, + { + "date": "2023-01-06", + "equity": 10195.19, + "return_pct": 1.95 + }, + { + "date": "2023-01-09", + "equity": 10189.41, + "return_pct": 1.89 + }, + { + "date": "2023-01-10", + "equity": 10260.87, + "return_pct": 2.61 + }, + { + "date": "2023-01-11", + "equity": 10390.65, + "return_pct": 3.91 + }, + { + "date": "2023-01-12", + "equity": 10428.48, + "return_pct": 4.28 + }, + { + "date": "2023-01-13", + "equity": 10468.93, + "return_pct": 4.69 + }, + { + "date": "2023-01-17", + "equity": 10449.76, + "return_pct": 4.5 + }, + { + "date": "2023-01-18", + "equity": 10284.78, + "return_pct": 2.85 + }, + { + "date": "2023-01-19", + "equity": 10209.9, + "return_pct": 2.1 + }, + { + "date": "2023-01-20", + "equity": 10400.11, + "return_pct": 4.0 + }, + { + "date": "2023-01-23", + "equity": 10524.89, + "return_pct": 5.25 + }, + { + "date": "2023-01-24", + "equity": 10513.6, + "return_pct": 5.14 + }, + { + "date": "2023-01-25", + "equity": 10517.54, + "return_pct": 5.18 + }, + { + "date": "2023-01-26", + "equity": 10633.13, + "return_pct": 6.33 + }, + { + "date": "2023-01-27", + "equity": 10657.56, + "return_pct": 6.58 + }, + { + "date": "2023-01-30", + "equity": 10523.84, + "return_pct": 5.24 + }, + { + "date": "2023-01-31", + "equity": 10678.58, + "return_pct": 6.79 + }, + { + "date": "2023-02-01", + "equity": 10792.07, + "return_pct": 7.92 + }, + { + "date": "2023-02-02", + "equity": 10949.17, + "return_pct": 9.49 + }, + { + "date": "2023-02-03", + "equity": 10832.79, + "return_pct": 8.33 + }, + { + "date": "2023-02-06", + "equity": 10766.58, + "return_pct": 7.67 + }, + { + "date": "2023-02-07", + "equity": 10907.4, + "return_pct": 9.07 + }, + { + "date": "2023-02-08", + "equity": 10788.13, + "return_pct": 7.88 + }, + { + "date": "2023-02-09", + "equity": 10694.6, + "return_pct": 6.95 + }, + { + "date": "2023-02-10", + "equity": 10719.56, + "return_pct": 7.2 + }, + { + "date": "2023-02-13", + "equity": 10845.4, + "return_pct": 8.45 + }, + { + "date": "2023-02-14", + "equity": 10840.4, + "return_pct": 8.4 + }, + { + "date": "2023-02-15", + "equity": 10875.61, + "return_pct": 8.76 + }, + { + "date": "2023-02-16", + "equity": 10725.86, + "return_pct": 7.26 + }, + { + "date": "2023-02-17", + "equity": 10699.07, + "return_pct": 6.99 + }, + { + "date": "2023-02-21", + "equity": 10484.43, + "return_pct": 4.84 + }, + { + "date": "2023-02-22", + "equity": 10469.99, + "return_pct": 4.7 + }, + { + "date": "2023-02-23", + "equity": 10525.68, + "return_pct": 5.26 + }, + { + "date": "2023-02-24", + "equity": 10413.24, + "return_pct": 4.13 + }, + { + "date": "2023-02-27", + "equity": 10448.71, + "return_pct": 4.49 + }, + { + "date": "2023-02-28", + "equity": 10410.09, + "return_pct": 4.1 + }, + { + "date": "2023-03-01", + "equity": 10370.16, + "return_pct": 3.7 + }, + { + "date": "2023-03-02", + "equity": 10450.81, + "return_pct": 4.51 + }, + { + "date": "2023-03-03", + "equity": 10618.42, + "return_pct": 6.18 + }, + { + "date": "2023-03-06", + "equity": 10625.77, + "return_pct": 6.26 + }, + { + "date": "2023-03-07", + "equity": 10462.89, + "return_pct": 4.63 + }, + { + "date": "2023-03-08", + "equity": 10479.97, + "return_pct": 4.8 + }, + { + "date": "2023-03-09", + "equity": 10286.62, + "return_pct": 2.87 + }, + { + "date": "2023-03-10", + "equity": 10138.18, + "return_pct": 1.38 + }, + { + "date": "2023-03-13", + "equity": 10123.74, + "return_pct": 1.24 + }, + { + "date": "2023-03-14", + "equity": 10291.08, + "return_pct": 2.91 + }, + { + "date": "2023-03-15", + "equity": 10226.72, + "return_pct": 2.27 + }, + { + "date": "2023-03-16", + "equity": 10406.15, + "return_pct": 4.06 + }, + { + "date": "2023-03-17", + "equity": 10245.37, + "return_pct": 2.45 + }, + { + "date": "2023-03-20", + "equity": 10343.89, + "return_pct": 3.44 + }, + { + "date": "2023-03-21", + "equity": 10479.71, + "return_pct": 4.8 + }, + { + "date": "2023-03-22", + "equity": 10301.06, + "return_pct": 3.01 + }, + { + "date": "2023-03-23", + "equity": 10328.91, + "return_pct": 3.29 + }, + { + "date": "2023-03-24", + "equity": 10396.69, + "return_pct": 3.97 + }, + { + "date": "2023-03-27", + "equity": 10416.13, + "return_pct": 4.16 + }, + { + "date": "2023-03-28", + "equity": 10392.75, + "return_pct": 3.93 + }, + { + "date": "2023-03-29", + "equity": 10543.81, + "return_pct": 5.44 + }, + { + "date": "2023-03-30", + "equity": 10605.54, + "return_pct": 6.06 + }, + { + "date": "2023-03-31", + "equity": 10755.02, + "return_pct": 7.55 + }, + { + "date": "2023-04-03", + "equity": 10796.01, + "return_pct": 7.96 + }, + { + "date": "2023-04-04", + "equity": 10736.11, + "return_pct": 7.36 + }, + { + "date": "2023-04-05", + "equity": 10708.0, + "return_pct": 7.08 + }, + { + "date": "2023-04-06", + "equity": 10749.77, + "return_pct": 7.5 + }, + { + "date": "2023-04-10", + "equity": 10760.8, + "return_pct": 7.61 + }, + { + "date": "2023-04-11", + "equity": 10763.69, + "return_pct": 7.64 + }, + { + "date": "2023-04-12", + "equity": 10719.82, + "return_pct": 7.2 + }, + { + "date": "2023-04-13", + "equity": 10862.21, + "return_pct": 8.62 + }, + { + "date": "2023-04-14", + "equity": 10835.68, + "return_pct": 8.36 + }, + { + "date": "2023-04-17", + "equity": 10874.56, + "return_pct": 8.75 + }, + { + "date": "2023-04-18", + "equity": 10881.65, + "return_pct": 8.82 + }, + { + "date": "2023-04-19", + "equity": 10879.81, + "return_pct": 8.8 + }, + { + "date": "2023-04-20", + "equity": 10820.44, + "return_pct": 8.2 + }, + { + "date": "2023-04-21", + "equity": 10828.85, + "return_pct": 8.29 + }, + { + "date": "2023-04-24", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-04-25", + "equity": 10668.07, + "return_pct": 6.68 + }, + { + "date": "2023-04-26", + "equity": 10622.88, + "return_pct": 6.23 + }, + { + "date": "2023-04-27", + "equity": 10834.36, + "return_pct": 8.34 + }, + { + "date": "2023-04-28", + "equity": 10926.84, + "return_pct": 9.27 + }, + { + "date": "2023-05-01", + "equity": 10915.8, + "return_pct": 9.16 + }, + { + "date": "2023-05-02", + "equity": 10793.12, + "return_pct": 7.93 + }, + { + "date": "2023-05-03", + "equity": 10719.03, + "return_pct": 7.19 + }, + { + "date": "2023-05-04", + "equity": 10643.11, + "return_pct": 6.43 + }, + { + "date": "2023-05-05", + "equity": 10840.14, + "return_pct": 8.4 + }, + { + "date": "2023-05-08", + "equity": 10843.03, + "return_pct": 8.43 + }, + { + "date": "2023-05-09", + "equity": 10795.48, + "return_pct": 7.95 + }, + { + "date": "2023-05-10", + "equity": 10845.92, + "return_pct": 8.46 + }, + { + "date": "2023-05-11", + "equity": 10827.01, + "return_pct": 8.27 + }, + { + "date": "2023-05-12", + "equity": 10812.82, + "return_pct": 8.13 + }, + { + "date": "2023-05-15", + "equity": 10850.12, + "return_pct": 8.5 + }, + { + "date": "2023-05-16", + "equity": 10777.62, + "return_pct": 7.78 + }, + { + "date": "2023-05-17", + "equity": 10908.45, + "return_pct": 9.08 + }, + { + "date": "2023-05-18", + "equity": 11013.53, + "return_pct": 10.14 + }, + { + "date": "2023-05-19", + "equity": 10997.5, + "return_pct": 9.98 + }, + { + "date": "2023-05-22", + "equity": 11001.97, + "return_pct": 10.02 + }, + { + "date": "2023-05-23", + "equity": 10878.5, + "return_pct": 8.78 + }, + { + "date": "2023-05-24", + "equity": 10799.68, + "return_pct": 8.0 + }, + { + "date": "2023-05-25", + "equity": 10893.21, + "return_pct": 8.93 + }, + { + "date": "2023-05-26", + "equity": 11034.28, + "return_pct": 10.34 + }, + { + "date": "2023-05-30", + "equity": 11038.49, + "return_pct": 10.38 + }, + { + "date": "2023-05-31", + "equity": 10977.28, + "return_pct": 9.77 + }, + { + "date": "2023-06-01", + "equity": 11081.57, + "return_pct": 10.82 + }, + { + "date": "2023-06-02", + "equity": 11241.82, + "return_pct": 12.42 + }, + { + "date": "2023-06-05", + "equity": 11220.28, + "return_pct": 12.2 + }, + { + "date": "2023-06-06", + "equity": 11244.71, + "return_pct": 12.45 + }, + { + "date": "2023-06-07", + "equity": 11205.83, + "return_pct": 12.06 + }, + { + "date": "2023-06-08", + "equity": 11273.61, + "return_pct": 12.74 + }, + { + "date": "2023-06-09", + "equity": 11293.84, + "return_pct": 12.94 + }, + { + "date": "2023-06-12", + "equity": 11396.3, + "return_pct": 13.96 + }, + { + "date": "2023-06-13", + "equity": 11471.43, + "return_pct": 14.71 + }, + { + "date": "2023-06-14", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-15", + "equity": 11627.48, + "return_pct": 16.27 + }, + { + "date": "2023-06-16", + "equity": 11544.99, + "return_pct": 15.45 + }, + { + "date": "2023-06-20", + "equity": 11485.09, + "return_pct": 14.85 + }, + { + "date": "2023-06-21", + "equity": 11426.24, + "return_pct": 14.26 + }, + { + "date": "2023-06-22", + "equity": 11467.49, + "return_pct": 14.67 + }, + { + "date": "2023-06-23", + "equity": 11380.8, + "return_pct": 13.81 + }, + { + "date": "2023-06-26", + "equity": 11334.3, + "return_pct": 13.34 + }, + { + "date": "2023-06-27", + "equity": 11458.56, + "return_pct": 14.59 + }, + { + "date": "2023-06-28", + "equity": 11464.34, + "return_pct": 14.64 + }, + { + "date": "2023-06-29", + "equity": 11509.52, + "return_pct": 15.1 + }, + { + "date": "2023-06-30", + "equity": 11645.34, + "return_pct": 16.45 + }, + { + "date": "2023-07-03", + "equity": 11658.74, + "return_pct": 16.59 + }, + { + "date": "2023-07-05", + "equity": 11641.4, + "return_pct": 16.41 + }, + { + "date": "2023-07-06", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-07", + "equity": 11521.08, + "return_pct": 15.21 + }, + { + "date": "2023-07-10", + "equity": 11550.24, + "return_pct": 15.5 + }, + { + "date": "2023-07-11", + "equity": 11623.8, + "return_pct": 16.24 + }, + { + "date": "2023-07-12", + "equity": 11717.33, + "return_pct": 17.17 + }, + { + "date": "2023-07-13", + "equity": 11810.32, + "return_pct": 18.1 + }, + { + "date": "2023-07-14", + "equity": 11802.97, + "return_pct": 18.03 + }, + { + "date": "2023-07-17", + "equity": 11843.95, + "return_pct": 18.44 + }, + { + "date": "2023-07-18", + "equity": 11931.96, + "return_pct": 19.32 + }, + { + "date": "2023-07-19", + "equity": 11958.49, + "return_pct": 19.58 + }, + { + "date": "2023-07-20", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-21", + "equity": 11879.15, + "return_pct": 18.79 + }, + { + "date": "2023-07-24", + "equity": 11932.22, + "return_pct": 19.32 + }, + { + "date": "2023-07-25", + "equity": 11964.8, + "return_pct": 19.65 + }, + { + "date": "2023-07-26", + "equity": 11966.64, + "return_pct": 19.67 + }, + { + "date": "2023-07-27", + "equity": 11887.3, + "return_pct": 18.87 + }, + { + "date": "2023-07-28", + "equity": 12003.68, + "return_pct": 20.04 + }, + { + "date": "2023-07-31", + "equity": 12026.53, + "return_pct": 20.27 + }, + { + "date": "2023-08-01", + "equity": 11992.12, + "return_pct": 19.92 + }, + { + "date": "2023-08-02", + "equity": 11825.3, + "return_pct": 18.25 + }, + { + "date": "2023-08-03", + "equity": 11791.41, + "return_pct": 17.91 + }, + { + "date": "2023-08-04", + "equity": 11738.08, + "return_pct": 17.38 + }, + { + "date": "2023-08-07", + "equity": 11840.54, + "return_pct": 18.41 + }, + { + "date": "2023-08-08", + "equity": 11789.05, + "return_pct": 17.89 + }, + { + "date": "2023-08-09", + "equity": 11710.23, + "return_pct": 17.1 + }, + { + "date": "2023-08-10", + "equity": 11714.44, + "return_pct": 17.14 + }, + { + "date": "2023-08-11", + "equity": 11707.61, + "return_pct": 17.08 + }, + { + "date": "2023-08-14", + "equity": 11772.23, + "return_pct": 17.72 + }, + { + "date": "2023-08-15", + "equity": 11635.1, + "return_pct": 16.35 + }, + { + "date": "2023-08-16", + "equity": 11549.72, + "return_pct": 15.5 + }, + { + "date": "2023-08-17", + "equity": 11461.71, + "return_pct": 14.62 + }, + { + "date": "2023-08-18", + "equity": 11467.23, + "return_pct": 14.67 + }, + { + "date": "2023-08-21", + "equity": 11541.84, + "return_pct": 15.42 + }, + { + "date": "2023-08-22", + "equity": 11510.57, + "return_pct": 15.11 + }, + { + "date": "2023-08-23", + "equity": 11638.78, + "return_pct": 16.39 + }, + { + "date": "2023-08-24", + "equity": 11477.47, + "return_pct": 14.77 + }, + { + "date": "2023-08-25", + "equity": 11558.39, + "return_pct": 15.58 + }, + { + "date": "2023-08-28", + "equity": 11631.68, + "return_pct": 16.32 + }, + { + "date": "2023-08-29", + "equity": 11799.82, + "return_pct": 18.0 + }, + { + "date": "2023-08-30", + "equity": 11848.42, + "return_pct": 18.48 + }, + { + "date": "2023-08-31", + "equity": 11831.08, + "return_pct": 18.31 + }, + { + "date": "2023-09-01", + "equity": 11853.15, + "return_pct": 18.53 + }, + { + "date": "2023-09-05", + "equity": 11801.92, + "return_pct": 18.02 + }, + { + "date": "2023-09-06", + "equity": 11722.58, + "return_pct": 17.23 + }, + { + "date": "2023-09-07", + "equity": 11686.59, + "return_pct": 16.87 + }, + { + "date": "2023-09-08", + "equity": 11704.19, + "return_pct": 17.04 + }, + { + "date": "2023-09-11", + "equity": 11781.16, + "return_pct": 17.81 + }, + { + "date": "2023-09-12", + "equity": 11716.54, + "return_pct": 17.17 + }, + { + "date": "2023-09-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-09-14", + "equity": 11831.34, + "return_pct": 18.31 + }, + { + "date": "2023-09-15", + "equity": 11647.71, + "return_pct": 16.48 + }, + { + "date": "2023-09-18", + "equity": 11654.54, + "return_pct": 16.55 + }, + { + "date": "2023-09-19", + "equity": 11630.37, + "return_pct": 16.3 + }, + { + "date": "2023-09-20", + "equity": 11523.45, + "return_pct": 15.23 + }, + { + "date": "2023-09-21", + "equity": 11332.98, + "return_pct": 13.33 + }, + { + "date": "2023-09-22", + "equity": 11307.5, + "return_pct": 13.08 + }, + { + "date": "2023-09-25", + "equity": 11355.05, + "return_pct": 13.55 + }, + { + "date": "2023-09-26", + "equity": 11188.23, + "return_pct": 11.88 + }, + { + "date": "2023-09-27", + "equity": 11192.7, + "return_pct": 11.93 + }, + { + "date": "2023-09-28", + "equity": 11257.59, + "return_pct": 12.58 + }, + { + "date": "2023-09-29", + "equity": 11230.26, + "return_pct": 12.3 + }, + { + "date": "2023-10-02", + "equity": 11225.8, + "return_pct": 12.26 + }, + { + "date": "2023-10-03", + "equity": 11075.53, + "return_pct": 10.76 + }, + { + "date": "2023-10-04", + "equity": 11156.18, + "return_pct": 11.56 + }, + { + "date": "2023-10-05", + "equity": 11151.98, + "return_pct": 11.52 + }, + { + "date": "2023-10-06", + "equity": 11284.38, + "return_pct": 12.84 + }, + { + "date": "2023-10-09", + "equity": 11356.63, + "return_pct": 13.57 + }, + { + "date": "2023-10-10", + "equity": 11415.74, + "return_pct": 14.16 + }, + { + "date": "2023-10-11", + "equity": 11462.5, + "return_pct": 14.62 + }, + { + "date": "2023-10-12", + "equity": 11392.62, + "return_pct": 13.93 + }, + { + "date": "2023-10-13", + "equity": 11335.87, + "return_pct": 13.36 + }, + { + "date": "2023-10-16", + "equity": 11455.14, + "return_pct": 14.55 + }, + { + "date": "2023-10-17", + "equity": 11454.62, + "return_pct": 14.55 + }, + { + "date": "2023-10-18", + "equity": 11301.98, + "return_pct": 13.02 + }, + { + "date": "2023-10-19", + "equity": 11202.68, + "return_pct": 12.03 + }, + { + "date": "2023-10-20", + "equity": 11065.02, + "return_pct": 10.65 + }, + { + "date": "2023-10-23", + "equity": 11045.84, + "return_pct": 10.46 + }, + { + "date": "2023-10-24", + "equity": 11129.12, + "return_pct": 11.29 + }, + { + "date": "2023-10-25", + "equity": 10969.39, + "return_pct": 9.69 + }, + { + "date": "2023-10-26", + "equity": 10838.04, + "return_pct": 8.38 + }, + { + "date": "2023-10-27", + "equity": 10788.91, + "return_pct": 7.89 + }, + { + "date": "2023-10-30", + "equity": 10917.9, + "return_pct": 9.18 + }, + { + "date": "2023-10-31", + "equity": 10986.47, + "return_pct": 9.86 + }, + { + "date": "2023-11-01", + "equity": 11103.64, + "return_pct": 11.04 + }, + { + "date": "2023-11-02", + "equity": 11316.43, + "return_pct": 13.16 + }, + { + "date": "2023-11-03", + "equity": 11419.68, + "return_pct": 14.2 + }, + { + "date": "2023-11-06", + "equity": 11445.95, + "return_pct": 14.46 + }, + { + "date": "2023-11-07", + "equity": 11478.52, + "return_pct": 14.79 + }, + { + "date": "2023-11-08", + "equity": 11486.93, + "return_pct": 14.87 + }, + { + "date": "2023-11-09", + "equity": 11397.35, + "return_pct": 13.97 + }, + { + "date": "2023-11-10", + "equity": 11575.2, + "return_pct": 15.75 + }, + { + "date": "2023-11-13", + "equity": 11564.17, + "return_pct": 15.64 + }, + { + "date": "2023-11-14", + "equity": 11788.52, + "return_pct": 17.89 + }, + { + "date": "2023-11-15", + "equity": 11813.48, + "return_pct": 18.13 + }, + { + "date": "2023-11-16", + "equity": 11827.93, + "return_pct": 18.28 + }, + { + "date": "2023-11-17", + "equity": 11842.64, + "return_pct": 18.43 + }, + { + "date": "2023-11-20", + "equity": 11933.8, + "return_pct": 19.34 + }, + { + "date": "2023-11-21", + "equity": 11907.79, + "return_pct": 19.08 + }, + { + "date": "2023-11-22", + "equity": 11953.76, + "return_pct": 19.54 + }, + { + "date": "2023-11-24", + "equity": 11961.12, + "return_pct": 19.61 + }, + { + "date": "2023-11-27", + "equity": 11939.58, + "return_pct": 19.4 + }, + { + "date": "2023-11-28", + "equity": 11951.4, + "return_pct": 19.51 + }, + { + "date": "2023-11-29", + "equity": 11942.99, + "return_pct": 19.43 + }, + { + "date": "2023-11-30", + "equity": 11990.02, + "return_pct": 19.9 + }, + { + "date": "2023-12-01", + "equity": 12060.95, + "return_pct": 20.61 + }, + { + "date": "2023-12-04", + "equity": 11997.64, + "return_pct": 19.98 + }, + { + "date": "2023-12-05", + "equity": 11995.27, + "return_pct": 19.95 + }, + { + "date": "2023-12-06", + "equity": 11946.93, + "return_pct": 19.47 + }, + { + "date": "2023-12-07", + "equity": 12038.09, + "return_pct": 20.38 + }, + { + "date": "2023-12-08", + "equity": 12089.85, + "return_pct": 20.9 + }, + { + "date": "2023-12-11", + "equity": 12136.87, + "return_pct": 21.37 + }, + { + "date": "2023-12-12", + "equity": 12192.3, + "return_pct": 21.92 + }, + { + "date": "2023-12-13", + "equity": 12360.44, + "return_pct": 23.6 + }, + { + "date": "2023-12-14", + "equity": 12400.11, + "return_pct": 24.0 + }, + { + "date": "2023-12-15", + "equity": 12329.7, + "return_pct": 23.3 + }, + { + "date": "2023-12-18", + "equity": 12399.05, + "return_pct": 23.99 + }, + { + "date": "2023-12-19", + "equity": 12474.45, + "return_pct": 24.74 + }, + { + "date": "2023-12-20", + "equity": 12301.59, + "return_pct": 23.02 + }, + { + "date": "2023-12-21", + "equity": 12418.23, + "return_pct": 24.18 + }, + { + "date": "2023-12-22", + "equity": 12443.19, + "return_pct": 24.43 + }, + { + "date": "2023-12-26", + "equity": 12495.73, + "return_pct": 24.96 + }, + { + "date": "2023-12-27", + "equity": 12518.32, + "return_pct": 25.18 + }, + { + "date": "2023-12-28", + "equity": 12523.05, + "return_pct": 25.23 + }, + { + "date": "2023-12-29", + "equity": 12486.8, + "return_pct": 24.87 + }, + { + "date": "2024-01-02", + "equity": 12416.92, + "return_pct": 24.17 + }, + { + "date": "2024-01-03", + "equity": 12315.51, + "return_pct": 23.16 + }, + { + "date": "2024-01-04", + "equity": 12275.84, + "return_pct": 22.76 + }, + { + "date": "2024-01-05", + "equity": 12292.66, + "return_pct": 22.93 + }, + { + "date": "2024-01-08", + "equity": 12468.15, + "return_pct": 24.68 + }, + { + "date": "2024-01-09", + "equity": 12449.23, + "return_pct": 24.49 + }, + { + "date": "2024-01-10", + "equity": 12519.64, + "return_pct": 25.2 + }, + { + "date": "2024-01-11", + "equity": 12514.12, + "return_pct": 25.14 + }, + { + "date": "2024-01-12", + "equity": 12522.79, + "return_pct": 25.23 + }, + { + "date": "2024-01-16", + "equity": 12476.82, + "return_pct": 24.77 + }, + { + "date": "2024-01-17", + "equity": 12407.46, + "return_pct": 24.07 + }, + { + "date": "2024-01-18", + "equity": 12517.8, + "return_pct": 25.18 + }, + { + "date": "2024-01-19", + "equity": 12673.85, + "return_pct": 26.74 + }, + { + "date": "2024-01-22", + "equity": 12700.64, + "return_pct": 27.01 + }, + { + "date": "2024-01-23", + "equity": 12737.69, + "return_pct": 27.38 + }, + { + "date": "2024-01-24", + "equity": 12751.61, + "return_pct": 27.52 + }, + { + "date": "2024-01-25", + "equity": 12820.96, + "return_pct": 28.21 + }, + { + "date": "2024-01-26", + "equity": 12804.68, + "return_pct": 28.05 + }, + { + "date": "2024-01-29", + "equity": 12906.08, + "return_pct": 29.06 + }, + { + "date": "2024-01-30", + "equity": 12896.1, + "return_pct": 28.96 + }, + { + "date": "2024-01-31", + "equity": 12685.67, + "return_pct": 26.86 + }, + { + "date": "2024-02-01", + "equity": 12851.7, + "return_pct": 28.52 + }, + { + "date": "2024-02-02", + "equity": 12987.0, + "return_pct": 29.87 + }, + { + "date": "2024-02-05", + "equity": 12939.71, + "return_pct": 29.4 + }, + { + "date": "2024-02-06", + "equity": 12977.28, + "return_pct": 29.77 + }, + { + "date": "2024-02-07", + "equity": 13085.51, + "return_pct": 30.86 + }, + { + "date": "2024-02-08", + "equity": 13091.29, + "return_pct": 30.91 + }, + { + "date": "2024-02-09", + "equity": 13166.95, + "return_pct": 31.67 + }, + { + "date": "2024-02-12", + "equity": 13161.17, + "return_pct": 31.61 + }, + { + "date": "2024-02-13", + "equity": 12979.9, + "return_pct": 29.8 + }, + { + "date": "2024-02-14", + "equity": 13097.86, + "return_pct": 30.98 + }, + { + "date": "2024-02-15", + "equity": 13188.23, + "return_pct": 31.88 + }, + { + "date": "2024-02-16", + "equity": 13122.55, + "return_pct": 31.23 + }, + { + "date": "2024-02-20", + "equity": 13050.31, + "return_pct": 30.5 + }, + { + "date": "2024-02-21", + "equity": 13062.13, + "return_pct": 30.62 + }, + { + "date": "2024-02-22", + "equity": 13332.46, + "return_pct": 33.32 + }, + { + "date": "2024-02-23", + "equity": 13341.65, + "return_pct": 33.42 + }, + { + "date": "2024-02-26", + "equity": 13292.79, + "return_pct": 32.93 + }, + { + "date": "2024-02-27", + "equity": 13317.48, + "return_pct": 33.17 + }, + { + "date": "2024-02-28", + "equity": 13299.88, + "return_pct": 33.0 + }, + { + "date": "2024-02-29", + "equity": 13347.69, + "return_pct": 33.48 + }, + { + "date": "2024-03-01", + "equity": 13473.01, + "return_pct": 34.73 + }, + { + "date": "2024-03-04", + "equity": 13458.56, + "return_pct": 34.59 + }, + { + "date": "2024-03-05", + "equity": 13324.05, + "return_pct": 33.24 + }, + { + "date": "2024-03-06", + "equity": 13391.57, + "return_pct": 33.92 + }, + { + "date": "2024-03-07", + "equity": 13524.5, + "return_pct": 35.24 + }, + { + "date": "2024-03-08", + "equity": 13443.32, + "return_pct": 34.43 + }, + { + "date": "2024-03-11", + "equity": 13431.76, + "return_pct": 34.32 + }, + { + "date": "2024-03-12", + "equity": 13576.25, + "return_pct": 35.76 + }, + { + "date": "2024-03-13", + "equity": 13554.97, + "return_pct": 35.55 + }, + { + "date": "2024-03-14", + "equity": 13528.18, + "return_pct": 35.28 + }, + { + "date": "2024-03-15", + "equity": 13393.67, + "return_pct": 33.94 + }, + { + "date": "2024-03-18", + "equity": 13473.27, + "return_pct": 34.73 + }, + { + "date": "2024-03-19", + "equity": 13548.14, + "return_pct": 35.48 + }, + { + "date": "2024-03-20", + "equity": 13673.45, + "return_pct": 36.73 + }, + { + "date": "2024-03-21", + "equity": 13718.64, + "return_pct": 37.19 + }, + { + "date": "2024-03-22", + "equity": 13692.63, + "return_pct": 36.93 + }, + { + "date": "2024-03-25", + "equity": 13654.8, + "return_pct": 36.55 + }, + { + "date": "2024-03-26", + "equity": 13629.58, + "return_pct": 36.3 + }, + { + "date": "2024-03-27", + "equity": 13744.12, + "return_pct": 37.44 + }, + { + "date": "2024-03-28", + "equity": 13741.49, + "return_pct": 37.41 + }, + { + "date": "2024-04-01", + "equity": 13717.59, + "return_pct": 37.18 + }, + { + "date": "2024-04-02", + "equity": 13630.37, + "return_pct": 36.3 + }, + { + "date": "2024-04-03", + "equity": 13645.34, + "return_pct": 36.45 + }, + { + "date": "2024-04-04", + "equity": 13478.79, + "return_pct": 34.79 + }, + { + "date": "2024-04-05", + "equity": 13619.6, + "return_pct": 36.2 + }, + { + "date": "2024-04-08", + "equity": 13627.22, + "return_pct": 36.27 + }, + { + "date": "2024-04-09", + "equity": 13642.98, + "return_pct": 36.43 + }, + { + "date": "2024-04-10", + "equity": 13506.37, + "return_pct": 35.06 + }, + { + "date": "2024-04-11", + "equity": 13608.3, + "return_pct": 36.08 + }, + { + "date": "2024-04-12", + "equity": 13420.46, + "return_pct": 34.2 + }, + { + "date": "2024-04-15", + "equity": 13252.33, + "return_pct": 32.52 + }, + { + "date": "2024-04-16", + "equity": 13228.16, + "return_pct": 32.28 + }, + { + "date": "2024-04-17", + "equity": 13149.88, + "return_pct": 31.5 + }, + { + "date": "2024-04-18", + "equity": 13122.82, + "return_pct": 31.23 + }, + { + "date": "2024-04-19", + "equity": 13008.28, + "return_pct": 30.08 + }, + { + "date": "2024-04-22", + "equity": 13128.07, + "return_pct": 31.28 + }, + { + "date": "2024-04-23", + "equity": 13283.86, + "return_pct": 32.84 + }, + { + "date": "2024-04-24", + "equity": 13277.55, + "return_pct": 32.78 + }, + { + "date": "2024-04-25", + "equity": 13227.11, + "return_pct": 32.27 + }, + { + "date": "2024-04-26", + "equity": 13352.42, + "return_pct": 33.52 + }, + { + "date": "2024-04-29", + "equity": 13399.71, + "return_pct": 34.0 + }, + { + "date": "2024-04-30", + "equity": 13187.44, + "return_pct": 31.87 + }, + { + "date": "2024-05-01", + "equity": 13144.62, + "return_pct": 31.45 + }, + { + "date": "2024-05-02", + "equity": 13267.57, + "return_pct": 32.68 + }, + { + "date": "2024-05-03", + "equity": 13432.02, + "return_pct": 34.32 + }, + { + "date": "2024-05-06", + "equity": 13570.73, + "return_pct": 35.71 + }, + { + "date": "2024-05-07", + "equity": 13585.71, + "return_pct": 35.86 + }, + { + "date": "2024-05-08", + "equity": 13587.02, + "return_pct": 35.87 + }, + { + "date": "2024-05-09", + "equity": 13665.31, + "return_pct": 36.65 + }, + { + "date": "2024-05-10", + "equity": 13682.91, + "return_pct": 36.83 + }, + { + "date": "2024-05-13", + "equity": 13684.75, + "return_pct": 36.85 + }, + { + "date": "2024-05-14", + "equity": 13747.54, + "return_pct": 37.48 + }, + { + "date": "2024-05-15", + "equity": 13917.77, + "return_pct": 39.18 + }, + { + "date": "2024-05-16", + "equity": 13889.14, + "return_pct": 38.89 + }, + { + "date": "2024-05-17", + "equity": 13909.1, + "return_pct": 39.09 + }, + { + "date": "2024-05-20", + "equity": 13925.13, + "return_pct": 39.25 + }, + { + "date": "2024-05-21", + "equity": 13959.28, + "return_pct": 39.59 + }, + { + "date": "2024-05-22", + "equity": 13919.09, + "return_pct": 39.19 + }, + { + "date": "2024-05-23", + "equity": 13817.42, + "return_pct": 38.17 + }, + { + "date": "2024-05-24", + "equity": 13908.84, + "return_pct": 39.09 + }, + { + "date": "2024-05-28", + "equity": 13918.56, + "return_pct": 39.19 + }, + { + "date": "2024-05-29", + "equity": 13821.1, + "return_pct": 38.21 + }, + { + "date": "2024-05-30", + "equity": 13729.41, + "return_pct": 37.29 + }, + { + "date": "2024-05-31", + "equity": 13854.46, + "return_pct": 38.54 + }, + { + "date": "2024-06-03", + "equity": 13865.76, + "return_pct": 38.66 + }, + { + "date": "2024-06-04", + "equity": 13881.26, + "return_pct": 38.81 + }, + { + "date": "2024-06-05", + "equity": 14046.24, + "return_pct": 40.46 + }, + { + "date": "2024-06-06", + "equity": 14045.97, + "return_pct": 40.46 + }, + { + "date": "2024-06-07", + "equity": 14028.9, + "return_pct": 40.29 + }, + { + "date": "2024-06-10", + "equity": 14072.24, + "return_pct": 40.72 + }, + { + "date": "2024-06-11", + "equity": 14106.13, + "return_pct": 41.06 + }, + { + "date": "2024-06-12", + "equity": 14221.99, + "return_pct": 42.22 + }, + { + "date": "2024-06-13", + "equity": 14250.62, + "return_pct": 42.51 + }, + { + "date": "2024-06-14", + "equity": 14259.29, + "return_pct": 42.59 + }, + { + "date": "2024-06-17", + "equity": 14372.78, + "return_pct": 43.73 + }, + { + "date": "2024-06-18", + "equity": 14409.3, + "return_pct": 44.09 + }, + { + "date": "2024-06-20", + "equity": 14370.16, + "return_pct": 43.7 + }, + { + "date": "2024-06-21", + "equity": 14304.74, + "return_pct": 43.05 + }, + { + "date": "2024-06-24", + "equity": 14258.24, + "return_pct": 42.58 + }, + { + "date": "2024-06-25", + "equity": 14313.15, + "return_pct": 43.13 + }, + { + "date": "2024-06-26", + "equity": 14331.01, + "return_pct": 43.31 + }, + { + "date": "2024-06-27", + "equity": 14353.61, + "return_pct": 43.54 + }, + { + "date": "2024-06-28", + "equity": 14297.12, + "return_pct": 42.97 + }, + { + "date": "2024-07-01", + "equity": 14326.55, + "return_pct": 43.27 + }, + { + "date": "2024-07-02", + "equity": 14422.96, + "return_pct": 44.23 + }, + { + "date": "2024-07-03", + "equity": 14487.32, + "return_pct": 44.87 + }, + { + "date": "2024-07-05", + "equity": 14570.87, + "return_pct": 45.71 + }, + { + "date": "2024-07-08", + "equity": 14587.68, + "return_pct": 45.88 + }, + { + "date": "2024-07-09", + "equity": 14601.87, + "return_pct": 46.02 + }, + { + "date": "2024-07-10", + "equity": 14746.35, + "return_pct": 47.46 + }, + { + "date": "2024-07-11", + "equity": 14619.2, + "return_pct": 46.19 + }, + { + "date": "2024-07-12", + "equity": 14711.41, + "return_pct": 47.11 + }, + { + "date": "2024-07-15", + "equity": 14751.87, + "return_pct": 47.52 + }, + { + "date": "2024-07-16", + "equity": 14839.35, + "return_pct": 48.39 + }, + { + "date": "2024-07-17", + "equity": 14631.29, + "return_pct": 46.31 + }, + { + "date": "2024-07-18", + "equity": 14518.85, + "return_pct": 45.19 + }, + { + "date": "2024-07-19", + "equity": 14422.44, + "return_pct": 44.22 + }, + { + "date": "2024-07-22", + "equity": 14571.13, + "return_pct": 45.71 + }, + { + "date": "2024-07-23", + "equity": 14548.27, + "return_pct": 45.48 + }, + { + "date": "2024-07-24", + "equity": 14218.57, + "return_pct": 42.19 + }, + { + "date": "2024-07-25", + "equity": 14144.49, + "return_pct": 41.44 + }, + { + "date": "2024-07-26", + "equity": 14302.9, + "return_pct": 43.03 + }, + { + "date": "2024-07-29", + "equity": 14311.31, + "return_pct": 43.11 + }, + { + "date": "2024-07-30", + "equity": 14238.8, + "return_pct": 42.39 + }, + { + "date": "2024-07-31", + "equity": 14470.25, + "return_pct": 44.7 + }, + { + "date": "2024-08-01", + "equity": 14265.34, + "return_pct": 42.65 + }, + { + "date": "2024-08-02", + "equity": 13999.74, + "return_pct": 40.0 + }, + { + "date": "2024-08-05", + "equity": 13592.01, + "return_pct": 35.92 + }, + { + "date": "2024-08-06", + "equity": 13717.33, + "return_pct": 37.17 + }, + { + "date": "2024-08-07", + "equity": 13625.64, + "return_pct": 36.26 + } + ] + } + ], + "note": "Portfolio monitor runs supported named strategies across cached lookbacks. Local snapshot backtests remain the research surface for broad variant sweeps." + }, + "holdout": null, + "min_rr_sweep": null, + "sr_variant_diagnostics": { + "variant": "legacy_range_grid_neutral", + "candidate_count": 121464, + "primary_source_counts": { + "volume_profile": 121464 + }, + "primary_round_only": 0, + "primary_strength_100": 0, + "avg_primary_strength": 50.0, + "avg_primary_distance_atr": 2.027, + "avg_primary_rejection_count": 32.143, + "avg_raw_level_count": 19.987, + "avg_gate_level_count": 19.987 + }, + "sr_candidate_audit": [ + { + "symbol": "ABBV", + "date": "2022-06-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.067894, + "strategy_rank": 64.588905, + "rr": 2.569313, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.85397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053574, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.695052, + "strategy_rank": 63.010674, + "rr": 1.306133, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.959199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055811, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.210587, + "strategy_rank": 78.074997, + "rr": 1.718154, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.577231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036514, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.933257, + "strategy_rank": 58.1119, + "rr": 1.60887, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.413305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552494, + "hold30_r": 1.855887 + }, + { + "symbol": "AIG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.996548, + "strategy_rank": 78.621721, + "rr": 1.312161, + "primary_prob": 31.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.968241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035272, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.202532, + "strategy_rank": 95.479703, + "rr": 1.832805, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.749208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024821, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 92.360502, + "rr": 1.732609, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.598913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020689, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.09206, + "strategy_rank": 75.133407, + "rr": 1.320581, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.980871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038591, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766398, + "strategy_rank": 83.943375, + "rr": 1.819693, + "primary_prob": 21.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.729539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786705, + "hold30_r": 5.57402 + }, + { + "symbol": "APA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.424626, + "strategy_rank": 97.49379, + "rr": 1.776951, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.665427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020235, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.429229, + "strategy_rank": 84.745288, + "rr": 1.863657, + "primary_prob": 21.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.795485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836549, + "hold30_r": 3.622013 + }, + { + "symbol": "AVGO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.385501, + "strategy_rank": 80.183644, + "rr": 1.552922, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.329383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038241, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.829689, + "strategy_rank": 81.00492, + "rr": 1.291545, + "primary_prob": 46.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.937318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246335, + "hold30_r": 1.041695 + }, + { + "symbol": "BG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.440736, + "strategy_rank": 80.201619, + "rr": 1.842987, + "primary_prob": 21.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.764481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03104, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.432681, + "strategy_rank": 91.123567, + "rr": 1.865986, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.798979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027649, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.051784, + "strategy_rank": 93.708662, + "rr": 0.945541, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.418311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922413, + "hold30_r": 3.452706 + }, + { + "symbol": "BX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988493, + "strategy_rank": 90.405738, + "rr": 1.621511, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.432266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597532, + "hold30_r": 1.656048 + }, + { + "symbol": "CB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.837745, + "strategy_rank": 65.255387, + "rr": 1.813532, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.720298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.239977, + "hold30_r": -1.188735 + }, + { + "symbol": "CDNS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.207135, + "strategy_rank": 80.076029, + "rr": 1.56256, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.343841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528802, + "hold30_r": 4.0725 + }, + { + "symbol": "CF", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.504028, + "strategy_rank": 95.366612, + "rr": 1.75316, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.62974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023044, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.377445, + "strategy_rank": 63.243522, + "rr": 1.381796, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.072695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.32809, + "hold30_r": 2.750854 + }, + { + "symbol": "COP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.043728, + "strategy_rank": 91.561644, + "rr": 1.604651, + "primary_prob": 25.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.406977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024429, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.448792, + "strategy_rank": 66.831396, + "rr": 1.4674, + "primary_prob": 27.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.2011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089581, + "hold30_r": -1.04095 + }, + { + "symbol": "COST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.659379, + "strategy_rank": 74.458117, + "rr": 1.755364, + "primary_prob": 22.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.633046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712827, + "hold30_r": 3.232007 + }, + { + "symbol": "CTRA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884925, + "strategy_rank": 95.850482, + "rr": 1.640155, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.460233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02497, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.980437, + "strategy_rank": 73.87941, + "rr": 1.623284, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.434926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039256, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.972382, + "strategy_rank": 81.766874, + "rr": 1.893925, + "primary_prob": 20.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.840888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033826, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.35328, + "strategy_rank": 92.664537, + "rr": 0.913979, + "primary_prob": 41.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.370968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875823, + "hold30_r": 1.540421 + }, + { + "symbol": "DVN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.654776, + "strategy_rank": 97.103171, + "rr": 1.810298, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.715447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020995, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.528193, + "strategy_rank": 63.324908, + "rr": 1.434376, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.151565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056828, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.163406, + "strategy_rank": 61.514384, + "rr": 0.676143, + "primary_prob": 50.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.014214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629773, + "hold30_r": 2.125604 + }, + { + "symbol": "ELV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.024166, + "strategy_rank": 70.510019, + "rr": 1.393923, + "primary_prob": 29.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.090885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044866, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742232, + "strategy_rank": 90.709218, + "rr": 1.55883, + "primary_prob": 26.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.338245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024967, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.964327, + "strategy_rank": 97.033649, + "rr": 1.572534, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.358801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019724, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.273878, + "strategy_rank": 94.033094, + "rr": 1.847932, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.771898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021928, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.12313, + "strategy_rank": 93.744812, + "rr": 1.713238, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.569858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0218, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.012658, + "strategy_rank": 73.157137, + "rr": 1.678626, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.517938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643721, + "hold30_r": 4.315358 + }, + { + "symbol": "FTNT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.678941, + "strategy_rank": 91.095949, + "rr": 1.651242, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.476863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0274, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.813579, + "strategy_rank": 94.469505, + "rr": 1.699647, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.549471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022972, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.579977, + "strategy_rank": 81.068053, + "rr": 1.616285, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.424428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586933, + "hold30_r": 2.339896 + }, + { + "symbol": "HPQ", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.298044, + "strategy_rank": 86.267251, + "rr": 1.806419, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.709629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034814, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.147296, + "strategy_rank": 84.013452, + "rr": 1.731171, + "primary_prob": 23.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.596757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705717, + "hold30_r": 2.059415 + }, + { + "symbol": "HSY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.703107, + "strategy_rank": 59.985278, + "rr": 1.161221, + "primary_prob": 49.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.741831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.100763, + "hold30_r": 1.112726 + }, + { + "symbol": "IRM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.306099, + "strategy_rank": 77.069442, + "rr": 1.613688, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.420533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.267518, + "hold30_r": -1.227295 + }, + { + "symbol": "KLAC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.155351, + "strategy_rank": 86.367366, + "rr": 1.676529, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.514794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029198, + "hold30_r": -1.0 + }, + { + "symbol": "KO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.437284, + "strategy_rank": 57.82334, + "rr": 1.128543, + "primary_prob": 35.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.692815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067664, + "hold30_r": 0.669599 + }, + { + "symbol": "KR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.218642, + "strategy_rank": 82.428912, + "rr": 0.950735, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.426103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041332, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.73878, + "strategy_rank": 60.434388, + "rr": 1.877131, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.815696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05537, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.758343, + "strategy_rank": 84.899806, + "rr": 1.836566, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.754849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807825, + "hold30_r": 2.336545 + }, + { + "symbol": "MCK", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.89298, + "strategy_rank": 71.238879, + "rr": 1.178307, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.76746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126251, + "hold30_r": 3.080784 + }, + { + "symbol": "MOS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.734177, + "strategy_rank": 97.18289, + "rr": 1.731468, + "primary_prob": 23.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.597202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02052, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.512083, + "strategy_rank": 84.099837, + "rr": 1.747552, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.621327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027618, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.607595, + "strategy_rank": 90.921868, + "rr": 1.777536, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.666304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022497, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.686997, + "strategy_rank": 79.760208, + "rr": 1.687924, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.531886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040508, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.075949, + "strategy_rank": 61.839371, + "rr": 1.521391, + "primary_prob": 26.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.282086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154833, + "hold30_r": -1.101402 + }, + { + "symbol": "NOC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.456847, + "strategy_rank": 73.633586, + "rr": 1.304045, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.956067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.170864, + "hold30_r": -1.120251 + }, + { + "symbol": "NUE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.901036, + "strategy_rank": 90.903139, + "rr": 0.839835, + "primary_prob": 44.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.259752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814965, + "hold30_r": 3.860461 + }, + { + "symbol": "OKE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.61565, + "strategy_rank": 75.758541, + "rr": 1.882542, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.823813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03154, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.583429, + "strategy_rank": 96.653228, + "rr": 1.903708, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.855561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024513, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.194476, + "strategy_rank": 97.849927, + "rr": 1.620128, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.430192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023809, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.670886, + "strategy_rank": 92.56962, + "rr": 1.792095, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.688142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03085, + "hold30_r": 0.9369 + }, + { + "symbol": "PCG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.119678, + "strategy_rank": 79.021705, + "rr": 1.5666, + "primary_prob": 26.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.3499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532631, + "hold30_r": 2.325971 + }, + { + "symbol": "PFE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.59954, + "strategy_rank": 73.705885, + "rr": 1.627431, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.441147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045667, + "hold30_r": -0.320014 + }, + { + "symbol": "PFG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.472957, + "strategy_rank": 68.789691, + "rr": 1.892006, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.838009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041023, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.96893, + "strategy_rank": 62.871354, + "rr": 0.768256, + "primary_prob": 47.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.152383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718147, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.889528, + "strategy_rank": 80.343359, + "rr": 1.735459, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.603188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026563, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.289988, + "strategy_rank": 87.051268, + "rr": 1.512225, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.268337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480328, + "hold30_r": 2.075502 + }, + { + "symbol": "REGN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.917146, + "strategy_rank": 70.059244, + "rr": 1.420097, + "primary_prob": 28.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.130146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042683, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.782509, + "strategy_rank": 75.961549, + "rr": 1.864103, + "primary_prob": 21.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.796154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043023, + "hold30_r": -1.003713 + }, + { + "symbol": "RSG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.8458, + "strategy_rank": 63.229991, + "rr": 1.754365, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.631548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694887, + "hold30_r": 3.494455 + }, + { + "symbol": "SLB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591484, + "strategy_rank": 92.834729, + "rr": 1.902048, + "primary_prob": 20.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.853072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022402, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.821634, + "strategy_rank": 95.444109, + "rr": 1.832285, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.748428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021908, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.349827, + "strategy_rank": 83.906948, + "rr": 1.649253, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.473879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613431, + "hold30_r": 4.248982 + }, + { + "symbol": "SO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.199079, + "strategy_rank": 59.5497, + "rr": 1.53088, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.29632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471134, + "hold30_r": 3.244501 + }, + { + "symbol": "SRE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.393556, + "strategy_rank": 59.641006, + "rr": 1.732777, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.599166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06723, + "hold30_r": -1.014682 + }, + { + "symbol": "STLD", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.361335, + "strategy_rank": 90.363279, + "rr": 1.752789, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.629183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727509, + "hold30_r": 2.936734 + }, + { + "symbol": "TRGP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.281933, + "strategy_rank": 87.318043, + "rr": 1.883685, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.825528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025029, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.536249, + "strategy_rank": 89.713305, + "rr": 1.738078, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.607117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.718663, + "hold30_r": 2.574405 + }, + { + "symbol": "TSN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.925201, + "strategy_rank": 69.102813, + "rr": 1.721513, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.582269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058064, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.242808, + "strategy_rank": 79.869965, + "rr": 1.88985, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.834775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033328, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.226697, + "strategy_rank": 65.95524, + "rr": 1.86583, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.798745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.046737, + "hold30_r": 1.345743 + }, + { + "symbol": "VLO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.662831, + "strategy_rank": 91.526051, + "rr": 1.883879, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.825819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022392, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.254315, + "strategy_rank": 76.533193, + "rr": 1.002, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.962692, + "hold30_r": 1.394849 + }, + { + "symbol": "VST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.520138, + "strategy_rank": 80.315821, + "rr": 1.760977, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.641465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036621, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.059839, + "strategy_rank": 72.062577, + "rr": 1.733845, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.600768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036922, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.750288, + "strategy_rank": 67.373477, + "rr": 1.062675, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.594012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056576, + "hold30_r": -1.0 + }, + { + "symbol": "WY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.667434, + "strategy_rank": 68.501686, + "rr": 1.600828, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.401243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559545, + "hold30_r": 1.662957 + }, + { + "symbol": "XOM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.131185, + "strategy_rank": 84.822864, + "rr": 1.803056, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.704584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0328, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-07-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.486486, + "strategy_rank": 62.653217, + "rr": 2.62715, + "primary_prob": 28.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.940725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054945, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.19624, + "strategy_rank": 62.145819, + "rr": 1.206415, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.809623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051809, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.301998, + "strategy_rank": 79.290272, + "rr": 1.590289, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.385434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.556129, + "hold30_r": 3.341729 + }, + { + "symbol": "AIG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.426557, + "strategy_rank": 79.156336, + "rr": 1.666507, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.49976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630237, + "hold30_r": 2.031197 + }, + { + "symbol": "ALB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.947121, + "strategy_rank": 94.702421, + "rr": 1.895523, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.843285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872145, + "hold30_r": 4.675632 + }, + { + "symbol": "AMD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.364277, + "strategy_rank": 91.916966, + "rr": 1.779063, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.668595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.757616, + "hold30_r": 3.26196 + }, + { + "symbol": "ANET", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.843713, + "strategy_rank": 81.265247, + "rr": 1.869362, + "primary_prob": 21.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.804043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833627, + "hold30_r": 5.586349 + }, + { + "symbol": "APA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.412456, + "strategy_rank": 97.687311, + "rr": 1.623699, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.435549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016531, + "hold30_r": 0.418313 + }, + { + "symbol": "ARES", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.901293, + "strategy_rank": 85.174567, + "rr": 1.836696, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.755044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808066, + "hold30_r": 4.12478 + }, + { + "symbol": "AVGO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.251469, + "strategy_rank": 80.939408, + "rr": 1.871544, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.807316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.831651, + "hold30_r": 2.314528 + }, + { + "symbol": "AZO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.834313, + "strategy_rank": 79.745991, + "rr": 0.856225, + "primary_prob": 58.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.284338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046854, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.06698, + "strategy_rank": 80.675055, + "rr": 1.771284, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.656926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.740763, + "hold30_r": 2.532996 + }, + { + "symbol": "BKR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.887192, + "strategy_rank": 90.818217, + "rr": 1.579397, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.369096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024495, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.417156, + "strategy_rank": 94.045531, + "rr": 1.670709, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.506063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.644635, + "hold30_r": 1.802939 + }, + { + "symbol": "BX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.186839, + "strategy_rank": 91.154731, + "rr": 1.777243, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.665865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752342, + "hold30_r": 1.660207 + }, + { + "symbol": "CB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.836663, + "strategy_rank": 65.072988, + "rr": 1.875437, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.813156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131349, + "hold30_r": -1.081067 + }, + { + "symbol": "CDNS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.076381, + "strategy_rank": 83.391495, + "rr": 1.704377, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.556565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.666426, + "hold30_r": 4.251335 + }, + { + "symbol": "CF", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.472385, + "strategy_rank": 95.092642, + "rr": 0.99444, + "primary_prob": 39.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.491661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97085, + "hold30_r": 2.823519 + }, + { + "symbol": "CNP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.721504, + "strategy_rank": 62.606461, + "rr": 1.73286, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.59929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.684995, + "hold30_r": 2.58575 + }, + { + "symbol": "COP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.237368, + "strategy_rank": 92.357707, + "rr": 1.701797, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.552696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680768, + "hold30_r": 2.273487 + }, + { + "symbol": "COR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 64.425903, + "rr": 1.156695, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.735043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106198, + "hold30_r": 1.749587 + }, + { + "symbol": "COST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606345, + "strategy_rank": 75.034301, + "rr": 1.776922, + "primary_prob": 37.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.665382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729265, + "hold30_r": 3.079594 + }, + { + "symbol": "CTRA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882491, + "strategy_rank": 95.762814, + "rr": 1.657428, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.486142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634662, + "hold30_r": 1.811765 + }, + { + "symbol": "CTVA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12691, + "strategy_rank": 74.101513, + "rr": 1.599773, + "primary_prob": 25.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.39966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561718, + "hold30_r": 3.594216 + }, + { + "symbol": "CVX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.182139, + "strategy_rank": 81.873976, + "rr": 1.931409, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.897114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.899414, + "hold30_r": 1.922716 + }, + { + "symbol": "DDOG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.371328, + "strategy_rank": 88.566972, + "rr": 1.860177, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.790266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028986, + "hold30_r": -1.011866 + }, + { + "symbol": "DLTR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 91.780465, + "rr": 1.158533, + "primary_prob": 49.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.737799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116211, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.647474, + "strategy_rank": 97.21802, + "rr": 1.834413, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.751619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.816441, + "hold30_r": 2.315194 + }, + { + "symbol": "ED", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.424207, + "strategy_rank": 63.547649, + "rr": 1.58185, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.372775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530814, + "hold30_r": 2.050186 + }, + { + "symbol": "EIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.373678, + "strategy_rank": 61.640448, + "rr": 0.728412, + "primary_prob": 48.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.092617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682131, + "hold30_r": 3.646705 + }, + { + "symbol": "ELV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.484136, + "strategy_rank": 68.910726, + "rr": 1.637978, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.456967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044017, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.122209, + "strategy_rank": 91.510899, + "rr": 1.545455, + "primary_prob": 26.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.318183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.020605, + "hold30_r": 1.304767 + }, + { + "symbol": "EQT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.942421, + "strategy_rank": 97.252652, + "rr": 1.514792, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.272188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498109, + "hold30_r": 4.074587 + }, + { + "symbol": "EXE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.767333, + "strategy_rank": 94.176569, + "rr": 1.832968, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.749451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.814844, + "hold30_r": 2.924255 + }, + { + "symbol": "FANG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.06228, + "strategy_rank": 94.17599, + "rr": 1.706881, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.560321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688659, + "hold30_r": 1.279748 + }, + { + "symbol": "FCX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.661575, + "strategy_rank": 87.172961, + "rr": 1.750496, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.625744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729795, + "hold30_r": 1.084964 + }, + { + "symbol": "FIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.016451, + "strategy_rank": 77.007291, + "rr": 1.835071, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.752607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.80001, + "hold30_r": 4.610006 + }, + { + "symbol": "FTNT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.12926, + "strategy_rank": 90.625693, + "rr": 1.854181, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.781271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031568, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.666275, + "strategy_rank": 62.404421, + "rr": 1.677358, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.516038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085811, + "hold30_r": -1.038412 + }, + { + "symbol": "HAL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.00235, + "strategy_rank": 95.186152, + "rr": 1.518354, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.277531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.019357, + "hold30_r": -0.071542 + }, + { + "symbol": "HIG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.611046, + "strategy_rank": 63.117873, + "rr": 0.786875, + "primary_prob": 46.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.180312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0457, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.786134, + "strategy_rank": 79.116491, + "rr": 1.674334, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.511501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643874, + "hold30_r": 3.845327 + }, + { + "symbol": "HPQ", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.656874, + "strategy_rank": 87.927418, + "rr": 1.544195, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.316293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512149, + "hold30_r": 1.614105 + }, + { + "symbol": "HST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.719154, + "strategy_rank": 84.39214, + "rr": 1.740884, + "primary_prob": 23.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.611326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.715924, + "hold30_r": 3.130042 + }, + { + "symbol": "IRM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.13161, + "strategy_rank": 78.276634, + "rr": 1.831406, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.74711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150875, + "hold30_r": -1.109558 + }, + { + "symbol": "KLAC", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.306698, + "strategy_rank": 89.592153, + "rr": 1.691001, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.536502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66474, + "hold30_r": 3.679304 + }, + { + "symbol": "KR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.361927, + "strategy_rank": 83.878701, + "rr": 1.501555, + "primary_prob": 27.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.252333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.214333, + "hold30_r": -1.170642 + }, + { + "symbol": "L", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 60.150031, + "rr": 1.526301, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.289452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.205565, + "hold30_r": -1.152252 + }, + { + "symbol": "LYV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.781434, + "strategy_rank": 85.328694, + "rr": 1.654774, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.48216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.625809, + "hold30_r": 2.198949 + }, + { + "symbol": "MAR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.894242, + "strategy_rank": 85.038646, + "rr": 1.922901, + "primary_prob": 20.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.884351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.8928, + "hold30_r": 3.097731 + }, + { + "symbol": "MCK", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.712103, + "strategy_rank": 69.784388, + "rr": 1.154775, + "primary_prob": 34.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.732163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103796, + "hold30_r": 3.633149 + }, + { + "symbol": "MOS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.707403, + "strategy_rank": 97.017717, + "rr": 1.819345, + "primary_prob": 21.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.729017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79921, + "hold30_r": 2.207805 + }, + { + "symbol": "MPC", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.827262, + "strategy_rank": 86.30021, + "rr": 1.666818, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.500228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642739, + "hold30_r": 2.931354 + }, + { + "symbol": "MPWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.06933, + "strategy_rank": 92.692193, + "rr": 1.656132, + "primary_prob": 24.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.484197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633622, + "hold30_r": 4.616501 + }, + { + "symbol": "MTB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659224, + "strategy_rank": 80.930471, + "rr": 1.754123, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.631185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039913, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.311398, + "strategy_rank": 61.68981, + "rr": 1.662535, + "primary_prob": 24.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.493802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049534, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.537015, + "strategy_rank": 90.616756, + "rr": 1.782523, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.673785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.756233, + "hold30_r": 4.289464 + }, + { + "symbol": "OKE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.13631, + "strategy_rank": 74.986966, + "rr": 1.889108, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.833662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859396, + "hold30_r": 2.391519 + }, + { + "symbol": "ON", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.532315, + "strategy_rank": 96.723325, + "rr": 1.866662, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.799993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843921, + "hold30_r": 4.938979 + }, + { + "symbol": "OXY", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.177438, + "strategy_rank": 97.804489, + "rr": 1.616357, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.424536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.022809, + "hold30_r": 0.74475 + }, + { + "symbol": "PANW", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596945, + "strategy_rank": 91.578425, + "rr": 1.616202, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.424303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075765, + "hold30_r": -1.041258 + }, + { + "symbol": "PCG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841363, + "strategy_rank": 80.022757, + "rr": 1.675052, + "primary_prob": 24.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.512578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642408, + "hold30_r": 3.902034 + }, + { + "symbol": "PFE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.599295, + "strategy_rank": 72.468802, + "rr": 1.725805, + "primary_prob": 23.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.588707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047791, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.141011, + "strategy_rank": 68.000116, + "rr": 1.846368, + "primary_prob": 21.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.769553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041568, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.779083, + "strategy_rank": 83.628457, + "rr": 1.638522, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.457783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.615482, + "hold30_r": 1.497769 + }, + { + "symbol": "PWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.007051, + "strategy_rank": 88.340147, + "rr": 1.505093, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.25764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474334, + "hold30_r": 2.171358 + }, + { + "symbol": "RSG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.551116, + "strategy_rank": 60.043528, + "rr": 1.61793, + "primary_prob": 25.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.426894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07396, + "hold30_r": -1.016802 + }, + { + "symbol": "SLB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.242068, + "strategy_rank": 92.624377, + "rr": 1.770518, + "primary_prob": 22.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.655776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.020223, + "hold30_r": 0.824876 + }, + { + "symbol": "SMCI", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.592244, + "strategy_rank": 96.699078, + "rr": 1.646482, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.469722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624558, + "hold30_r": 7.992711 + }, + { + "symbol": "SNPS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.191539, + "strategy_rank": 85.928444, + "rr": 1.415029, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.122544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.375203, + "hold30_r": 4.589962 + }, + { + "symbol": "SO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.316099, + "strategy_rank": 58.224086, + "rr": 1.100972, + "primary_prob": 36.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.651458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044138, + "hold30_r": 3.093378 + }, + { + "symbol": "SRE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846063, + "strategy_rank": 58.775343, + "rr": 1.396013, + "primary_prob": 29.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.094019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.346771, + "hold30_r": 3.696654 + }, + { + "symbol": "STLD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.772033, + "strategy_rank": 89.72493, + "rr": 0.962528, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.443792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936783, + "hold30_r": 3.723245 + }, + { + "symbol": "TKO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13866, + "strategy_rank": 69.081569, + "rr": 1.589269, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.383904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.546259, + "hold30_r": 2.818142 + }, + { + "symbol": "TPL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.376028, + "strategy_rank": 82.354769, + "rr": 1.771253, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.656879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746785, + "hold30_r": 2.365854 + }, + { + "symbol": "TRGP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357227, + "strategy_rank": 88.823298, + "rr": 1.865359, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.798038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.842569, + "hold30_r": 2.259544 + }, + { + "symbol": "TSLA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07168, + "strategy_rank": 91.364261, + "rr": 1.014276, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.521415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.992731, + "hold30_r": 3.359692 + }, + { + "symbol": "TSN", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.903643, + "strategy_rank": 66.804381, + "rr": 1.666252, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.499377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056912, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.546416, + "strategy_rank": 82.805026, + "rr": 1.675315, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.512972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639729, + "hold30_r": 1.052845 + }, + { + "symbol": "UNH", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 61.651123, + "rr": 1.540166, + "primary_prob": 41.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.310249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047036, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.297297, + "strategy_rank": 92.509517, + "rr": 1.602843, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.404264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583094, + "hold30_r": 1.557251 + }, + { + "symbol": "VST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.831962, + "strategy_rank": 82.165472, + "rr": 1.567514, + "primary_prob": 26.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.351272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535931, + "hold30_r": 2.787178 + }, + { + "symbol": "WAB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.431257, + "strategy_rank": 75.655401, + "rr": 1.437013, + "primary_prob": 28.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 94, + "primary_distance_atr": 2.155519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397083, + "hold30_r": 2.98236 + }, + { + "symbol": "WMB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 72.986296, + "rr": 1.645768, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.468652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611262, + "hold30_r": 2.658772 + }, + { + "symbol": "WRB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.421857, + "strategy_rank": 66.389666, + "rr": 1.432995, + "primary_prob": 28.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.149493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.490955, + "hold30_r": -1.4386 + }, + { + "symbol": "XOM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.477086, + "strategy_rank": 86.028326, + "rr": 1.775516, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.663275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746691, + "hold30_r": 1.543747 + }, + { + "symbol": "ABBV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.116883, + "strategy_rank": 60.233705, + "rr": 1.567373, + "primary_prob": 41.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.35106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060135, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.533648, + "strategy_rank": 63.029686, + "rr": 1.666093, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.499139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056365, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.506494, + "strategy_rank": 79.746998, + "rr": 1.618419, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.427629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.580799, + "hold30_r": 4.127366 + }, + { + "symbol": "AIG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.769776, + "strategy_rank": 76.673749, + "rr": 0.741363, + "primary_prob": 48.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.112045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700231, + "hold30_r": 1.485812 + }, + { + "symbol": "ALB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.214876, + "strategy_rank": 94.040036, + "rr": 1.809306, + "primary_prob": 22.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.713959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.784006, + "hold30_r": 5.930057 + }, + { + "symbol": "AMD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.207792, + "strategy_rank": 93.201115, + "rr": 1.564445, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.346668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.540966, + "hold30_r": 2.303394 + }, + { + "symbol": "ANET", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.589138, + "strategy_rank": 81.861453, + "rr": 2.51018, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.765271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.474433, + "hold30_r": 4.96655 + }, + { + "symbol": "APA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.645809, + "strategy_rank": 97.770934, + "rr": 1.505116, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.257675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48677, + "hold30_r": 2.066081 + }, + { + "symbol": "ARES", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353011, + "strategy_rank": 84.349466, + "rr": 1.545757, + "primary_prob": 26.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.318636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.514952, + "hold30_r": 4.299984 + }, + { + "symbol": "AVGO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.242031, + "strategy_rank": 80.082157, + "rr": 1.503687, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.25553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.462389, + "hold30_r": 2.104767 + }, + { + "symbol": "AZO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.971665, + "strategy_rank": 80.158467, + "rr": 0.874667, + "primary_prob": 58.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.312001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052937, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.034238, + "strategy_rank": 81.043778, + "rr": 1.682526, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.523789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.648851, + "hold30_r": 2.748543 + }, + { + "symbol": "BKR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.687131, + "strategy_rank": 90.125331, + "rr": 1.599097, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.398646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026262, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.631641, + "strategy_rank": 94.218092, + "rr": 1.908673, + "primary_prob": 35.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.86301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878623, + "hold30_r": 0.316644 + }, + { + "symbol": "BX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.256198, + "strategy_rank": 89.826037, + "rr": 1.841856, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.762784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815639, + "hold30_r": 1.629199 + }, + { + "symbol": "CB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658796, + "strategy_rank": 63.208327, + "rr": 1.788583, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.682874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056881, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.422668, + "strategy_rank": 84.127943, + "rr": 2.05335, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.080024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.015677, + "hold30_r": 3.642215 + }, + { + "symbol": "CF", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.812279, + "strategy_rank": 93.841708, + "rr": 1.911257, + "primary_prob": 20.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.866886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026962, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.297521, + "strategy_rank": 60.918642, + "rr": 1.379566, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.069349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.326321, + "hold30_r": 2.920443 + }, + { + "symbol": "COP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.465171, + "strategy_rank": 92.345431, + "rr": 0.925413, + "primary_prob": 41.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.388119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901571, + "hold30_r": 3.931609 + }, + { + "symbol": "COR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.075561, + "strategy_rank": 65.155251, + "rr": 1.392721, + "primary_prob": 29.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.089081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.338423, + "hold30_r": 1.779859 + }, + { + "symbol": "COST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825266, + "strategy_rank": 73.819195, + "rr": 1.90629, + "primary_prob": 35.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.859434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.855798, + "hold30_r": 2.615747 + }, + { + "symbol": "CTRA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881936, + "strategy_rank": 95.424431, + "rr": 0.911764, + "primary_prob": 41.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.367646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.885252, + "hold30_r": 2.017242 + }, + { + "symbol": "CTVA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.735537, + "strategy_rank": 73.589876, + "rr": 1.828664, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.742996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.785906, + "hold30_r": 4.084907 + }, + { + "symbol": "CVX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.395514, + "strategy_rank": 81.989124, + "rr": 0.805958, + "primary_prob": 45.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.208936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77096, + "hold30_r": 3.195678 + }, + { + "symbol": "DDOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.603306, + "strategy_rank": 90.827031, + "rr": 1.781547, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.67232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015546, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.103896, + "strategy_rank": 91.895369, + "rr": 1.20845, + "primary_prob": 48.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.812675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163522, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.409681, + "strategy_rank": 97.145739, + "rr": 1.69982, + "primary_prob": 23.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.54973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679552, + "hold30_r": 3.826921 + }, + { + "symbol": "ED", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367178, + "strategy_rank": 62.253723, + "rr": 1.037368, + "primary_prob": 38.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.556052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.980003, + "hold30_r": 1.968351 + }, + { + "symbol": "EG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.873672, + "strategy_rank": 61.741287, + "rr": 1.826217, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.739325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05486, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.950413, + "strategy_rank": 66.603969, + "rr": 1.614109, + "primary_prob": 25.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.421163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566289, + "hold30_r": 1.152543 + }, + { + "symbol": "EOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.576151, + "strategy_rank": 92.084438, + "rr": 1.879209, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.818814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856784, + "hold30_r": 2.765086 + }, + { + "symbol": "EQT", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.173554, + "strategy_rank": 97.617242, + "rr": 1.598865, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.398297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.579137, + "hold30_r": 3.505798 + }, + { + "symbol": "EXE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.756789, + "strategy_rank": 94.57362, + "rr": 1.668478, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.502718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646395, + "hold30_r": 2.830649 + }, + { + "symbol": "FANG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.284534, + "strategy_rank": 93.818513, + "rr": 1.853598, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.780396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833451, + "hold30_r": 2.373698 + }, + { + "symbol": "FCX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.728453, + "strategy_rank": 89.413691, + "rr": 0.904447, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.356671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.883261, + "hold30_r": 1.955128 + }, + { + "symbol": "FIX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.186541, + "strategy_rank": 76.568786, + "rr": 1.037929, + "primary_prob": 38.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.556893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.998456, + "hold30_r": 4.274046 + }, + { + "symbol": "FTNT", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.263282, + "strategy_rank": 91.372505, + "rr": 1.732629, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.598943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030748, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.880756, + "strategy_rank": 61.943416, + "rr": 1.80077, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.701155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.747681, + "hold30_r": 2.624721 + }, + { + "symbol": "HAL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.992916, + "strategy_rank": 95.057305, + "rr": 1.748163, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.622244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.021666, + "hold30_r": 1.286174 + }, + { + "symbol": "HPQ", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325856, + "strategy_rank": 88.330929, + "rr": 1.786729, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.680093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.751086, + "hold30_r": 1.239349 + }, + { + "symbol": "HST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 82.040094, + "rr": 1.577814, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.366721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549327, + "hold30_r": 2.539939 + }, + { + "symbol": "HSY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.172373, + "strategy_rank": 60.456982, + "rr": 1.124504, + "primary_prob": 50.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.686756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054197, + "hold30_r": 2.175304 + }, + { + "symbol": "IRM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061393, + "strategy_rank": 74.267504, + "rr": 1.252613, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.87892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046405, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.283353, + "strategy_rank": 77.31863, + "rr": 1.892539, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.838808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.85453, + "hold30_r": 3.551779 + }, + { + "symbol": "KLAC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.020071, + "strategy_rank": 89.377729, + "rr": 1.685802, + "primary_prob": 38.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.528703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655695, + "hold30_r": 2.38473 + }, + { + "symbol": "KR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.082645, + "strategy_rank": 82.197002, + "rr": 0.718227, + "primary_prob": 49.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.07734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048099, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.783943, + "strategy_rank": 69.436496, + "rr": 0.77781, + "primary_prob": 61.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.166715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723298, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.374262, + "strategy_rank": 87.998304, + "rr": 1.549448, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.324173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5186, + "hold30_r": 1.932179 + }, + { + "symbol": "MAR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.547816, + "strategy_rank": 83.846679, + "rr": 1.890011, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.835016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.855926, + "hold30_r": 2.315504 + }, + { + "symbol": "MCK", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.451004, + "strategy_rank": 69.688816, + "rr": 0.867341, + "primary_prob": 58.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.301011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815717, + "hold30_r": 3.019515 + }, + { + "symbol": "MOS", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.048406, + "strategy_rank": 95.881998, + "rr": 1.582543, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.373815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558843, + "hold30_r": 3.679679 + }, + { + "symbol": "MPC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.520661, + "strategy_rank": 87.120595, + "rr": 0.866773, + "primary_prob": 43.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.300159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839148, + "hold30_r": 3.850076 + }, + { + "symbol": "MPWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.561983, + "strategy_rank": 93.69669, + "rr": 1.579627, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.369441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.553892, + "hold30_r": 3.641985 + }, + { + "symbol": "MTB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.131051, + "strategy_rank": 78.255886, + "rr": 0.691643, + "primary_prob": 50.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.037464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649317, + "hold30_r": 4.148044 + }, + { + "symbol": "NI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.227863, + "strategy_rank": 59.123655, + "rr": 1.424255, + "primary_prob": 28.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.136383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370565, + "hold30_r": 2.186254 + }, + { + "symbol": "NOC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.478158, + "strategy_rank": 73.914899, + "rr": 1.199089, + "primary_prob": 33.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.798634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128193, + "hold30_r": -1.080547 + }, + { + "symbol": "NUE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.270366, + "strategy_rank": 90.124162, + "rr": 0.72114, + "primary_prob": 49.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.08171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692641, + "hold30_r": 3.691293 + }, + { + "symbol": "OKE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005903, + "strategy_rank": 75.671585, + "rr": 1.790545, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.685818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.758218, + "hold30_r": 3.254468 + }, + { + "symbol": "ON", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.229044, + "strategy_rank": 97.203727, + "rr": 1.6475, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.471251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621577, + "hold30_r": 4.828591 + }, + { + "symbol": "OXY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.937426, + "strategy_rank": 97.593462, + "rr": 1.949922, + "primary_prob": 20.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.924883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.926052, + "hold30_r": 3.477044 + }, + { + "symbol": "PANW", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742621, + "strategy_rank": 92.152854, + "rr": 1.835391, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.753087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.802845, + "hold30_r": 2.354664 + }, + { + "symbol": "PCG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.936246, + "strategy_rank": 77.520466, + "rr": 1.855088, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.782633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.81792, + "hold30_r": 3.539823 + }, + { + "symbol": "PFE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.894923, + "strategy_rank": 69.140126, + "rr": 1.829574, + "primary_prob": 36.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.74436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052274, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.519481, + "strategy_rank": 68.215051, + "rr": 0.751772, + "primary_prob": 47.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.127657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70882, + "hold30_r": 4.566442 + }, + { + "symbol": "PSX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.5549, + "strategy_rank": 85.357769, + "rr": 1.824372, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.736558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.798404, + "hold30_r": 2.073502 + }, + { + "symbol": "PWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.978749, + "strategy_rank": 88.214369, + "rr": 0.691541, + "primary_prob": 50.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.037311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034117, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.923259, + "strategy_rank": 93.085432, + "rr": 1.704743, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.557115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.68261, + "hold30_r": 2.611557 + }, + { + "symbol": "SMCI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.340024, + "strategy_rank": 96.518205, + "rr": 1.707649, + "primary_prob": 23.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.561473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680372, + "hold30_r": 9.686411 + }, + { + "symbol": "SNPS", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.311688, + "strategy_rank": 86.370069, + "rr": 1.859647, + "primary_prob": 21.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.78947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.820182, + "hold30_r": 3.625212 + }, + { + "symbol": "SRE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.047226, + "strategy_rank": 58.155699, + "rr": 1.691196, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636667, + "hold30_r": 4.036124 + }, + { + "symbol": "STLD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027155, + "strategy_rank": 87.492593, + "rr": 1.511566, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.26735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482306, + "hold30_r": 3.07351 + }, + { + "symbol": "SYY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.408501, + "strategy_rank": 70.174158, + "rr": 1.124861, + "primary_prob": 50.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.687292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055475, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.644628, + "strategy_rank": 69.10124, + "rr": 1.841146, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.761719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.795619, + "hold30_r": 2.082206 + }, + { + "symbol": "TPL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.839433, + "strategy_rank": 87.808358, + "rr": 0.820029, + "primary_prob": 60.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.230044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792668, + "hold30_r": 1.838316 + }, + { + "symbol": "TRGP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.867769, + "strategy_rank": 88.546117, + "rr": 1.505083, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.257625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478986, + "hold30_r": 2.786574 + }, + { + "symbol": "TSLA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.791027, + "strategy_rank": 92.563153, + "rr": 1.704015, + "primary_prob": 38.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.556022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682343, + "hold30_r": 2.74555 + }, + { + "symbol": "TSN", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.700118, + "strategy_rank": 67.343385, + "rr": 1.502648, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.253971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.448201, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.318772, + "strategy_rank": 86.006159, + "rr": 1.745427, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.618141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038211, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.463991, + "strategy_rank": 61.305454, + "rr": 1.52545, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.288175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475765, + "hold30_r": 1.745569 + }, + { + "symbol": "VLO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.701299, + "strategy_rank": 94.067324, + "rr": 1.702327, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.553491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680305, + "hold30_r": 2.121779 + }, + { + "symbol": "VST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.798111, + "strategy_rank": 82.010564, + "rr": 1.789427, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.68414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752651, + "hold30_r": 1.99005 + }, + { + "symbol": "WAB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.109799, + "strategy_rank": 72.873558, + "rr": 1.08575, + "primary_prob": 36.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.628626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.043189, + "hold30_r": 2.924208 + }, + { + "symbol": "WMB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.846517, + "strategy_rank": 72.798222, + "rr": 1.699207, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.54881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.662191, + "hold30_r": 2.638852 + }, + { + "symbol": "WRB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.49941, + "strategy_rank": 66.455247, + "rr": 1.49604, + "primary_prob": 27.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.24406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055439, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.159386, + "strategy_rank": 86.175249, + "rr": 1.662882, + "primary_prob": 24.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.494323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630447, + "hold30_r": 2.626448 + }, + { + "symbol": "ABBV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.699374, + "strategy_rank": 61.835234, + "rr": 1.750133, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.6252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058257, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.056367, + "strategy_rank": 64.787215, + "rr": 1.957634, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.936452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.901709, + "hold30_r": 1.252436 + }, + { + "symbol": "ADM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.693111, + "strategy_rank": 78.649515, + "rr": 1.835943, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.753914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.793641, + "hold30_r": 3.77808 + }, + { + "symbol": "AIG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.891441, + "strategy_rank": 79.261235, + "rr": 1.633387, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.45008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.59278, + "hold30_r": 0.090639 + }, + { + "symbol": "AIZ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.106472, + "strategy_rank": 59.55868, + "rr": 1.936394, + "primary_prob": 20.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.904591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054458, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.073069, + "strategy_rank": 66.402035, + "rr": 2.021338, + "primary_prob": 34.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.032007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.962444, + "hold30_r": 2.651746 + }, + { + "symbol": "ALB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572025, + "strategy_rank": 94.104484, + "rr": 1.658948, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.488423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.628339, + "hold30_r": 3.378025 + }, + { + "symbol": "AMD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.901879, + "strategy_rank": 93.373338, + "rr": 1.917371, + "primary_prob": 35.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.876057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.889602, + "hold30_r": -0.707981 + }, + { + "symbol": "AMP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.480167, + "strategy_rank": 74.573865, + "rr": 1.751188, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.626782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.70902, + "hold30_r": 2.263194 + }, + { + "symbol": "ANET", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.726514, + "strategy_rank": 85.163825, + "rr": 1.925252, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.887878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.886481, + "hold30_r": 2.772541 + }, + { + "symbol": "AON", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.847599, + "strategy_rank": 71.648377, + "rr": 1.573952, + "primary_prob": 40.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.360928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.520543, + "hold30_r": 0.387078 + }, + { + "symbol": "APA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895616, + "strategy_rank": 97.580737, + "rr": 1.557686, + "primary_prob": 26.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.336529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021303, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.935282, + "strategy_rank": 81.994009, + "rr": 1.682063, + "primary_prob": 39.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.523094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6371, + "hold30_r": -0.557862 + }, + { + "symbol": "BG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.275574, + "strategy_rank": 79.983934, + "rr": 0.818485, + "primary_prob": 45.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.227728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780159, + "hold30_r": 1.518185 + }, + { + "symbol": "BKR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.242171, + "strategy_rank": 91.457111, + "rr": 1.865871, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.798807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0234, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407098, + "strategy_rank": 93.687993, + "rr": 1.851042, + "primary_prob": 36.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.776564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.817825, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.237996, + "strategy_rank": 85.994751, + "rr": 1.847094, + "primary_prob": 36.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.77064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029726, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.11691, + "strategy_rank": 63.003422, + "rr": 1.63751, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.456266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583074, + "hold30_r": 0.64104 + }, + { + "symbol": "CDNS", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.561587, + "strategy_rank": 85.936072, + "rr": 2.224712, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.337067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.184419, + "hold30_r": 1.197561 + }, + { + "symbol": "CF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.434238, + "strategy_rank": 95.118774, + "rr": 1.841939, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.762908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815832, + "hold30_r": 2.725352 + }, + { + "symbol": "CI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06263, + "strategy_rank": 65.835291, + "rr": 0.749232, + "primary_prob": 47.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.123848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703896, + "hold30_r": 1.421839 + }, + { + "symbol": "COP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807933, + "strategy_rank": 91.645949, + "rr": 0.937236, + "primary_prob": 41.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.405854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909447, + "hold30_r": 2.870513 + }, + { + "symbol": "COR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.517745, + "strategy_rank": 64.996833, + "rr": 0.969417, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.454126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911741, + "hold30_r": 1.033355 + }, + { + "symbol": "COST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.325678, + "strategy_rank": 74.974377, + "rr": 1.981037, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.971556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.926867, + "hold30_r": -0.108506 + }, + { + "symbol": "CTRA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.269311, + "strategy_rank": 94.608434, + "rr": 1.803756, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.705633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029147, + "hold30_r": 1.008192 + }, + { + "symbol": "CTVA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022965, + "strategy_rank": 72.443917, + "rr": 1.545776, + "primary_prob": 26.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.318663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498953, + "hold30_r": 3.211337 + }, + { + "symbol": "CVX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.824635, + "strategy_rank": 81.967755, + "rr": 0.900314, + "primary_prob": 42.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.350471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861399, + "hold30_r": 1.532506 + }, + { + "symbol": "DDOG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.14405, + "strategy_rank": 91.806466, + "rr": 1.6147, + "primary_prob": 40.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.42205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017356, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.686848, + "strategy_rank": 97.121774, + "rr": 1.920696, + "primary_prob": 35.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.881043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.896784, + "hold30_r": 2.682171 + }, + { + "symbol": "ED", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298539, + "strategy_rank": 59.153607, + "rr": 1.747981, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.621971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687469, + "hold30_r": 2.369985 + }, + { + "symbol": "EG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.490605, + "strategy_rank": 65.317876, + "rr": 1.42383, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.135745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051802, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.682672, + "strategy_rank": 71.419581, + "rr": 1.74719, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.620785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.709799, + "hold30_r": 1.040255 + }, + { + "symbol": "EOG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.868476, + "strategy_rank": 92.145785, + "rr": 1.782677, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.674016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.757135, + "hold30_r": 1.902861 + }, + { + "symbol": "EQT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.060543, + "strategy_rank": 97.183882, + "rr": 1.853413, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.780119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.830259, + "hold30_r": 1.851306 + }, + { + "symbol": "EXE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.181628, + "strategy_rank": 93.929121, + "rr": 1.582952, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.374428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558137, + "hold30_r": 1.165633 + }, + { + "symbol": "FANG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.016701, + "strategy_rank": 94.263412, + "rr": 1.699434, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.549151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.675667, + "hold30_r": 1.451755 + }, + { + "symbol": "FCX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.770355, + "strategy_rank": 89.429447, + "rr": 1.534161, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.301241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510515, + "hold30_r": 0.426236 + }, + { + "symbol": "FIX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.672234, + "strategy_rank": 73.824683, + "rr": 1.871449, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.807174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828717, + "hold30_r": 2.555758 + }, + { + "symbol": "FTNT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.858038, + "strategy_rank": 91.453911, + "rr": 1.910361, + "primary_prob": 35.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.865541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031374, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.688935, + "strategy_rank": 60.142317, + "rr": 1.387339, + "primary_prob": 29.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.081009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.333391, + "hold30_r": 1.519734 + }, + { + "symbol": "HAL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.390397, + "strategy_rank": 94.200389, + "rr": 0.953632, + "primary_prob": 40.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.430448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024282, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.31524, + "strategy_rank": 78.5995, + "rr": 1.71206, + "primary_prob": 38.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.568089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.674012, + "hold30_r": 0.724115 + }, + { + "symbol": "HPQ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110647, + "strategy_rank": 88.858371, + "rr": 1.667118, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.500677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177142, + "hold30_r": -1.137492 + }, + { + "symbol": "HST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473904, + "strategy_rank": 83.348521, + "rr": 1.623424, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.435136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.589912, + "hold30_r": 0.415519 + }, + { + "symbol": "HSY", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.271399, + "strategy_rank": 58.348478, + "rr": 0.89263, + "primary_prob": 42.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.338944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816503, + "hold30_r": 1.641792 + }, + { + "symbol": "HWM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.507307, + "strategy_rank": 76.442602, + "rr": 1.190343, + "primary_prob": 48.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.785514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149697, + "hold30_r": 0.338232 + }, + { + "symbol": "IRM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.716075, + "strategy_rank": 73.92972, + "rr": 1.659396, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.489094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613703, + "hold30_r": 3.085644 + }, + { + "symbol": "JBL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446764, + "strategy_rank": 80.165915, + "rr": 1.792938, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.689407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752108, + "hold30_r": 1.524496 + }, + { + "symbol": "KLAC", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.231733, + "strategy_rank": 90.327281, + "rr": 1.651223, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.476835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617915, + "hold30_r": -0.574753 + }, + { + "symbol": "KR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.281837, + "strategy_rank": 76.965273, + "rr": 1.223746, + "primary_prob": 33.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.835619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.365301, + "hold30_r": -1.312358 + }, + { + "symbol": "L", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.732777, + "strategy_rank": 59.308877, + "rr": 1.269652, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.904479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058696, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649269, + "strategy_rank": 89.399535, + "rr": 1.8305, + "primary_prob": 36.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.74575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035452, + "hold30_r": -0.456765 + }, + { + "symbol": "MAR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.352818, + "strategy_rank": 84.100675, + "rr": 1.799123, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.698685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038901, + "hold30_r": 0.145304 + }, + { + "symbol": "MCK", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615866, + "strategy_rank": 70.153213, + "rr": 0.791758, + "primary_prob": 61.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.187637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737358, + "hold30_r": 3.364648 + }, + { + "symbol": "MET", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045929, + "strategy_rank": 63.626102, + "rr": 1.91624, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.87436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.870736, + "hold30_r": 1.132398 + }, + { + "symbol": "MOS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.643006, + "strategy_rank": 96.829041, + "rr": 1.232998, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.849497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206468, + "hold30_r": 1.612881 + }, + { + "symbol": "MPC", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.599165, + "strategy_rank": 86.995119, + "rr": 2.552813, + "primary_prob": 28.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.829219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.521182, + "hold30_r": 2.130312 + }, + { + "symbol": "MPWR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.94572, + "strategy_rank": 94.479418, + "rr": 1.723945, + "primary_prob": 38.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.585918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694009, + "hold30_r": 0.375481 + }, + { + "symbol": "MTB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.709812, + "strategy_rank": 80.921269, + "rr": 2.006294, + "primary_prob": 34.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.00944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.967274, + "hold30_r": 1.913988 + }, + { + "symbol": "NOC", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.100209, + "strategy_rank": 75.184223, + "rr": 1.718279, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.577418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048159, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989562, + "strategy_rank": 90.64285, + "rr": 1.75042, + "primary_prob": 37.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.625631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71755, + "hold30_r": 2.120191 + }, + { + "symbol": "NVDA", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.083507, + "strategy_rank": 91.525608, + "rr": 3.009511, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.514266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026994, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.524008, + "strategy_rank": 72.332708, + "rr": 1.717284, + "primary_prob": 38.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.575925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679787, + "hold30_r": 0.898429 + }, + { + "symbol": "ON", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.851775, + "strategy_rank": 97.4757, + "rr": 1.551187, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.32678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522548, + "hold30_r": 2.06844 + }, + { + "symbol": "OXY", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.478079, + "strategy_rank": 97.726418, + "rr": 2.027991, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.041987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02808, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.363257, + "strategy_rank": 91.893696, + "rr": 1.590131, + "primary_prob": 25.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.385196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0357, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.029228, + "strategy_rank": 78.121815, + "rr": 1.653626, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.480439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613472, + "hold30_r": 3.058448 + }, + { + "symbol": "PFE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.08977, + "strategy_rank": 65.326551, + "rr": 1.804005, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.706007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.412401, + "hold30_r": -1.359264 + }, + { + "symbol": "PFG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.864301, + "strategy_rank": 70.917002, + "rr": 1.255856, + "primary_prob": 32.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.883784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.21143, + "hold30_r": 3.633598 + }, + { + "symbol": "PGR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.908142, + "strategy_rank": 66.642477, + "rr": 1.690504, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.535756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.645842, + "hold30_r": 2.26842 + }, + { + "symbol": "PSX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.484342, + "strategy_rank": 86.668132, + "rr": 1.552046, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.328069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030632, + "hold30_r": 0.460281 + }, + { + "symbol": "PWR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.780793, + "strategy_rank": 88.338213, + "rr": 0.850206, + "primary_prob": 59.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.275309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814773, + "hold30_r": 1.205206 + }, + { + "symbol": "RF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.897704, + "strategy_rank": 77.055921, + "rr": 1.670332, + "primary_prob": 39.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.505498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630709, + "hold30_r": 1.368323 + }, + { + "symbol": "RJF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.265136, + "strategy_rank": 79.448473, + "rr": 1.962557, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.943836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.918981, + "hold30_r": 2.026148 + }, + { + "symbol": "SLB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.19833, + "strategy_rank": 92.916203, + "rr": 1.673405, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.510108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646962, + "hold30_r": 1.552999 + }, + { + "symbol": "SMCI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.659708, + "strategy_rank": 96.62947, + "rr": 1.546268, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.319401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.514916, + "hold30_r": 6.711386 + }, + { + "symbol": "SNPS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.501044, + "strategy_rank": 87.375757, + "rr": 1.628324, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.442485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586004, + "hold30_r": 0.980251 + }, + { + "symbol": "STLD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.154489, + "strategy_rank": 89.276234, + "rr": 0.825535, + "primary_prob": 44.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.238302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.794455, + "hold30_r": 2.879799 + }, + { + "symbol": "TKO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.440501, + "strategy_rank": 74.456734, + "rr": 0.741042, + "primary_prob": 63.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.111563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689673, + "hold30_r": 0.674379 + }, + { + "symbol": "TRGP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.450939, + "strategy_rank": 88.756534, + "rr": 1.582991, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.374486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552599, + "hold30_r": 1.214614 + }, + { + "symbol": "TSCO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.254697, + "strategy_rank": 77.567861, + "rr": 1.66227, + "primary_prob": 39.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.493405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.137522, + "hold30_r": -1.08689 + }, + { + "symbol": "TSLA", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.736952, + "strategy_rank": 94.395846, + "rr": 3.017493, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.526239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.991726, + "hold30_r": 1.463251 + }, + { + "symbol": "TSN", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.534447, + "strategy_rank": 69.61478, + "rr": 1.803293, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.704939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746861, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.655532, + "strategy_rank": 88.789634, + "rr": 1.871867, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.807801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018882, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.528184, + "strategy_rank": 87.961908, + "rr": 1.094311, + "primary_prob": 51.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.641466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041952, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.881002, + "strategy_rank": 63.209611, + "rr": 1.33236, + "primary_prob": 45.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.99854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.285541, + "hold30_r": -0.006309 + }, + { + "symbol": "VLO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.22547, + "strategy_rank": 93.314659, + "rr": 1.588296, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.382444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026027, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.319415, + "strategy_rank": 77.429952, + "rr": 0.693997, + "primary_prob": 65.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.040995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047578, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.292276, + "strategy_rank": 79.596668, + "rr": 1.51672, + "primary_prob": 41.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.27508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477874, + "hold30_r": 0.912004 + }, + { + "symbol": "WAB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.463466, + "strategy_rank": 73.178023, + "rr": 2.231528, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.347292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.186094, + "hold30_r": 0.302016 + }, + { + "symbol": "WMB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.308977, + "strategy_rank": 70.106169, + "rr": 1.925606, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.888409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.883077, + "hold30_r": 1.00108 + }, + { + "symbol": "WRB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.066806, + "strategy_rank": 67.54374, + "rr": 1.201115, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.801672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051445, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.033403, + "strategy_rank": 85.71139, + "rr": 0.873129, + "primary_prob": 43.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.309694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836881, + "hold30_r": 1.289628 + }, + { + "symbol": "ABBV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.187891, + "strategy_rank": 64.883349, + "rr": 1.929736, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.894604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.299044, + "hold30_r": -1.233728 + }, + { + "symbol": "ACGL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.655532, + "strategy_rank": 63.012783, + "rr": 1.778057, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.667086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.716151, + "hold30_r": 1.53088 + }, + { + "symbol": "ADM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.858038, + "strategy_rank": 78.659333, + "rr": 1.881355, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.822033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.83741, + "hold30_r": 2.687533 + }, + { + "symbol": "AIG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.029228, + "strategy_rank": 76.213577, + "rr": 1.372346, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.058519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045838, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.787056, + "strategy_rank": 68.677217, + "rr": 1.869393, + "primary_prob": 36.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.80409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803583, + "hold30_r": 2.616315 + }, + { + "symbol": "ALB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.780793, + "strategy_rank": 94.34447, + "rr": 1.593225, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.389838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559075, + "hold30_r": 4.164389 + }, + { + "symbol": "AMD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.605428, + "strategy_rank": 91.797105, + "rr": 1.924451, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.886676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.895544, + "hold30_r": -1.202832 + }, + { + "symbol": "ANET", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.204593, + "strategy_rank": 85.017459, + "rr": 1.689265, + "primary_prob": 38.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.533897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64981, + "hold30_r": 2.473153 + }, + { + "symbol": "APA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.478079, + "strategy_rank": 97.319744, + "rr": 1.502676, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.254013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021459, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.237996, + "strategy_rank": 78.393083, + "rr": 1.572252, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.358379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049695, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.632568, + "strategy_rank": 80.433308, + "rr": 1.361461, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.042191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.310562, + "hold30_r": 0.722909 + }, + { + "symbol": "BG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.039666, + "strategy_rank": 78.469581, + "rr": 0.847176, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.270764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81107, + "hold30_r": 1.05532 + }, + { + "symbol": "BKR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407098, + "strategy_rank": 90.935125, + "rr": 1.882807, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.82421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.024004, + "hold30_r": -0.560345 + }, + { + "symbol": "BLDR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572025, + "strategy_rank": 93.072159, + "rr": 1.543746, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.31562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509531, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.150313, + "strategy_rank": 57.505219, + "rr": 1.089163, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.633744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069086, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.359081, + "strategy_rank": 70.258239, + "rr": 2.329971, + "primary_prob": 30.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.494956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.270219, + "hold30_r": 1.16984 + }, + { + "symbol": "CB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.402923, + "strategy_rank": 61.134913, + "rr": 1.318328, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.977492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262374, + "hold30_r": 1.213318 + }, + { + "symbol": "CDNS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.770355, + "strategy_rank": 85.800667, + "rr": 0.677869, + "primary_prob": 65.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.016803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634432, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.851775, + "strategy_rank": 95.442332, + "rr": 1.577657, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.366485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547998, + "hold30_r": 1.227023 + }, + { + "symbol": "CHRW", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.820459, + "strategy_rank": 76.130005, + "rr": 1.536834, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.305251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487076, + "hold30_r": 2.97674 + }, + { + "symbol": "CNP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.688935, + "strategy_rank": 58.35921, + "rr": 1.947188, + "primary_prob": 35.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.920782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.880793, + "hold30_r": 2.336322 + }, + { + "symbol": "COP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.599165, + "strategy_rank": 91.405964, + "rr": 1.764208, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.646313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.733809, + "hold30_r": 2.452598 + }, + { + "symbol": "COR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.578288, + "strategy_rank": 64.401778, + "rr": 1.480063, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.220095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063512, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.908142, + "strategy_rank": 74.963645, + "rr": 1.529204, + "primary_prob": 41.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.293806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474459, + "hold30_r": 0.35689 + }, + { + "symbol": "CTRA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.269311, + "strategy_rank": 94.514587, + "rr": 1.892774, + "primary_prob": 35.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.839161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031709, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.275574, + "strategy_rank": 73.101765, + "rr": 2.024476, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.036714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.973442, + "hold30_r": 2.4476 + }, + { + "symbol": "CVS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.106472, + "strategy_rank": 61.435636, + "rr": 1.086973, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.63046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.025888, + "hold30_r": 2.035745 + }, + { + "symbol": "CVX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.19833, + "strategy_rank": 81.404212, + "rr": 1.843874, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.76581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.801511, + "hold30_r": 0.94936 + }, + { + "symbol": "DDOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.841336, + "strategy_rank": 95.094566, + "rr": 1.723474, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.585211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706985, + "hold30_r": 0.335709 + }, + { + "symbol": "DELL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06263, + "strategy_rank": 78.504738, + "rr": 1.885417, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.828126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84261, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807933, + "strategy_rank": 92.553144, + "rr": 1.667146, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.500719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.50762, + "hold30_r": -1.468509 + }, + { + "symbol": "DVN", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.686848, + "strategy_rank": 97.090491, + "rr": 1.547363, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.321045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025031, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.281837, + "strategy_rank": 60.573198, + "rr": 1.139822, + "primary_prob": 50.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.709733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.071253, + "hold30_r": 1.780692 + }, + { + "symbol": "EG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446764, + "strategy_rank": 64.61847, + "rr": 1.423026, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.134539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058245, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.440501, + "strategy_rank": 73.455692, + "rr": 1.568755, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.353132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.526178, + "hold30_r": 0.971181 + }, + { + "symbol": "EOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.764092, + "strategy_rank": 92.135281, + "rr": 1.519587, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.27938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027137, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.060543, + "strategy_rank": 97.215164, + "rr": 0.690525, + "primary_prob": 65.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.035788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026507, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.181628, + "strategy_rank": 93.522447, + "rr": 1.719482, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.579223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.691087, + "hold30_r": 1.230869 + }, + { + "symbol": "FANG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.016701, + "strategy_rank": 94.357259, + "rr": 1.764565, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.646847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739386, + "hold30_r": 0.90878 + }, + { + "symbol": "FDS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.194154, + "strategy_rank": 66.932467, + "rr": 2.27339, + "primary_prob": 31.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.410086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.214568, + "hold30_r": 2.879877 + }, + { + "symbol": "FIX", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.160752, + "strategy_rank": 76.340993, + "rr": 2.061709, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.092563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.016595, + "hold30_r": 2.119496 + }, + { + "symbol": "FTNT", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110647, + "strategy_rank": 92.549716, + "rr": 1.890195, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.835293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028744, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.56785, + "strategy_rank": 61.676535, + "rr": 1.073521, + "primary_prob": 37.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.610281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014637, + "hold30_r": 1.049911 + }, + { + "symbol": "GIS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.776618, + "strategy_rank": 60.978043, + "rr": 0.720683, + "primary_prob": 64.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.081024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654169, + "hold30_r": 0.815426 + }, + { + "symbol": "HAL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.390397, + "strategy_rank": 93.981411, + "rr": 1.706092, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.559138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.024788, + "hold30_r": -0.20592 + }, + { + "symbol": "HPQ", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.050104, + "strategy_rank": 89.484708, + "rr": 0.993765, + "primary_prob": 39.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.490647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.952045, + "hold30_r": -1.003997 + }, + { + "symbol": "HSY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.699374, + "strategy_rank": 62.116777, + "rr": 1.646357, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.469535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562611, + "hold30_r": 1.391087 + }, + { + "symbol": "IRM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.11691, + "strategy_rank": 75.360044, + "rr": 1.483862, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.225793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431497, + "hold30_r": 3.199777 + }, + { + "symbol": "KLAC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.484342, + "strategy_rank": 90.859999, + "rr": 1.527649, + "primary_prob": 41.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.291473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491638, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.995825, + "strategy_rank": 77.801457, + "rr": 1.229983, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.844974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177808, + "hold30_r": 1.374219 + }, + { + "symbol": "L", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.897704, + "strategy_rank": 58.630478, + "rr": 1.203623, + "primary_prob": 33.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.805434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063875, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.524008, + "strategy_rank": 81.029267, + "rr": 2.270173, + "primary_prob": 31.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.405259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.224953, + "hold30_r": -1.254383 + }, + { + "symbol": "LYV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.561587, + "strategy_rank": 88.063288, + "rr": 1.85333, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.779994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038493, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.941545, + "strategy_rank": 63.772012, + "rr": 1.736565, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.604848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.68498, + "hold30_r": 1.893516 + }, + { + "symbol": "MOS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.434238, + "strategy_rank": 96.65162, + "rr": 1.793796, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.690694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.765478, + "hold30_r": 0.841989 + }, + { + "symbol": "MPC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.97286, + "strategy_rank": 86.838249, + "rr": 1.829618, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.744426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.796473, + "hold30_r": 1.559982 + }, + { + "symbol": "MPWR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.693111, + "strategy_rank": 93.571309, + "rr": 1.739505, + "primary_prob": 38.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.609258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71023, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.864301, + "strategy_rank": 59.780401, + "rr": 0.987597, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.481396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068576, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.066806, + "strategy_rank": 80.213187, + "rr": 1.227011, + "primary_prob": 48.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.840516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182715, + "hold30_r": 1.910322 + }, + { + "symbol": "NOC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.979123, + "strategy_rank": 76.624594, + "rr": 1.618913, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.42837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567478, + "hold30_r": 2.533617 + }, + { + "symbol": "NUE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022965, + "strategy_rank": 88.429318, + "rr": 1.595825, + "primary_prob": 40.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.393737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564515, + "hold30_r": 1.486427 + }, + { + "symbol": "NVDA", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.430063, + "strategy_rank": 89.12461, + "rr": 3.06191, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.592865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027296, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.732777, + "strategy_rank": 72.478846, + "rr": 1.692297, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.538445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.127231, + "hold30_r": -1.084896 + }, + { + "symbol": "ON", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.643006, + "strategy_rank": 97.360845, + "rr": 1.899528, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.849293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869137, + "hold30_r": 1.954492 + }, + { + "symbol": "OXY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895616, + "strategy_rank": 97.987411, + "rr": 1.625035, + "primary_prob": 25.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.437552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027842, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989562, + "strategy_rank": 92.050566, + "rr": 1.920282, + "primary_prob": 20.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.880423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.888006, + "hold30_r": 2.335237 + }, + { + "symbol": "PAYX", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.31524, + "strategy_rank": 66.805965, + "rr": 2.175081, + "primary_prob": 32.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.262621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.119175, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.36952, + "strategy_rank": 80.647715, + "rr": 1.608552, + "primary_prob": 40.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.412827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565272, + "hold30_r": 4.115226 + }, + { + "symbol": "PFE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.413361, + "strategy_rank": 68.552544, + "rr": 2.650681, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.976022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.985386, + "strategy_rank": 69.789458, + "rr": 1.127373, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.69106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078481, + "hold30_r": 4.48689 + }, + { + "symbol": "PGR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.743215, + "strategy_rank": 67.070615, + "rr": 1.550983, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.326475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498206, + "hold30_r": 3.755803 + }, + { + "symbol": "PSX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.830898, + "strategy_rank": 83.829178, + "rr": 1.782591, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.673887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032418, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.555324, + "strategy_rank": 89.048581, + "rr": 0.698134, + "primary_prob": 64.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.047201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658156, + "hold30_r": 1.885962 + }, + { + "symbol": "RJF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.073069, + "strategy_rank": 77.632483, + "rr": 1.981657, + "primary_prob": 34.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.972485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.93544, + "hold30_r": 2.791236 + }, + { + "symbol": "RSG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.271399, + "strategy_rank": 58.817716, + "rr": 1.821673, + "primary_prob": 36.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.732509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74531, + "hold30_r": 4.325349 + }, + { + "symbol": "SLB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.901879, + "strategy_rank": 91.33997, + "rr": 1.731298, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.596946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.106899, + "hold30_r": -1.079095 + }, + { + "symbol": "SMCI", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.824635, + "strategy_rank": 96.107484, + "rr": 1.515834, + "primary_prob": 41.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.273751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484989, + "hold30_r": 4.082245 + }, + { + "symbol": "SNPS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649269, + "strategy_rank": 88.054384, + "rr": 0.972305, + "primary_prob": 55.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.458458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926061, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.480167, + "strategy_rank": 58.150507, + "rr": 2.353322, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.529983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.290575, + "hold30_r": 2.55007 + }, + { + "symbol": "STLD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.231733, + "strategy_rank": 87.011327, + "rr": 1.892141, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.838211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.861012, + "hold30_r": 2.171288 + }, + { + "symbol": "SYY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.248434, + "strategy_rank": 74.423852, + "rr": 1.227441, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.841161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062387, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.39666, + "strategy_rank": 76.009674, + "rr": 1.343932, + "primary_prob": 45.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.015898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.303466, + "hold30_r": -0.014845 + }, + { + "symbol": "TRGP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.033403, + "strategy_rank": 88.620671, + "rr": 1.885378, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.828067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033901, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.611691, + "strategy_rank": 78.580321, + "rr": 1.92979, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.894685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.891716, + "hold30_r": 1.308487 + }, + { + "symbol": "TSLA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615866, + "strategy_rank": 95.867499, + "rr": 1.544521, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.316781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516821, + "hold30_r": 0.727711 + }, + { + "symbol": "TSN", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.490605, + "strategy_rank": 69.103069, + "rr": 1.796566, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.694849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.268146, + "hold30_r": -1.206782 + }, + { + "symbol": "ULTA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.319415, + "strategy_rank": 87.721922, + "rr": 1.721474, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.58221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039781, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.622129, + "strategy_rank": 67.290965, + "rr": 0.723577, + "primary_prob": 63.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.085365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669946, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.22547, + "strategy_rank": 93.533637, + "rr": 1.874823, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.812235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05045, + "hold30_r": -1.023503 + }, + { + "symbol": "VST", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.814196, + "strategy_rank": 79.962012, + "rr": 1.914958, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.872438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.873473, + "hold30_r": 0.931366 + }, + { + "symbol": "WMB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951983, + "strategy_rank": 69.250121, + "rr": 1.600782, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.401173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04555, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.258873, + "strategy_rank": 69.2346, + "rr": 1.226049, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.839074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051964, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.242171, + "strategy_rank": 85.951376, + "rr": 1.568216, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.352325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039256, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21315, + "strategy_rank": 67.18982, + "rr": 1.505731, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.258596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051054, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.638388, + "strategy_rank": 64.273595, + "rr": 1.222522, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.833783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166635, + "hold30_r": 2.428214 + }, + { + "symbol": "ADM", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.88017, + "strategy_rank": 77.295864, + "rr": 2.645724, + "primary_prob": 27.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.968586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.598852, + "hold30_r": 0.85766 + }, + { + "symbol": "AIG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.168611, + "strategy_rank": 78.35631, + "rr": 1.848242, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.772363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.801566, + "hold30_r": 1.176417 + }, + { + "symbol": "AJG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152704, + "strategy_rank": 71.346766, + "rr": 0.914636, + "primary_prob": 56.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.371953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859832, + "hold30_r": 1.125515 + }, + { + "symbol": "ALB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.455992, + "strategy_rank": 91.155885, + "rr": 1.708085, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.562128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.67256, + "hold30_r": 3.50081 + }, + { + "symbol": "AMCR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.805938, + "strategy_rank": 64.517497, + "rr": 1.519217, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.278826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057754, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.031813, + "strategy_rank": 86.532344, + "rr": 1.508539, + "primary_prob": 42.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.262809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.469538, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.593849, + "strategy_rank": 66.914104, + "rr": 1.042843, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.564264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99053, + "hold30_r": -0.539537 + }, + { + "symbol": "APA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.257688, + "strategy_rank": 97.3807, + "rr": 1.812227, + "primary_prob": 37.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.718341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021938, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.866384, + "strategy_rank": 75.217391, + "rr": 1.796193, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.694289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053504, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.061506, + "strategy_rank": 80.159067, + "rr": 1.197971, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.796957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145844, + "hold30_r": -0.037493 + }, + { + "symbol": "BG", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.426299, + "strategy_rank": 77.136797, + "rr": 2.562138, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.843207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040257, + "hold30_r": -0.815307 + }, + { + "symbol": "BKR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591729, + "strategy_rank": 90.742312, + "rr": 0.885102, + "primary_prob": 42.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.327653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.858927, + "hold30_r": -0.466853 + }, + { + "symbol": "BLDR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.348887, + "strategy_rank": 94.962884, + "rr": 1.593691, + "primary_prob": 40.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.390537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032153, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.54719, + "strategy_rank": 74.008484, + "rr": 1.7054, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.558099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646286, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.941676, + "strategy_rank": 61.908802, + "rr": 1.518816, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.278225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463032, + "hold30_r": 0.970298 + }, + { + "symbol": "CDNS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.607635, + "strategy_rank": 85.312831, + "rr": 0.778854, + "primary_prob": 61.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.168282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733296, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.83351, + "strategy_rank": 94.602333, + "rr": 1.727633, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.591449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.697977, + "hold30_r": 0.642556 + }, + { + "symbol": "CHRW", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 76.69141, + "rr": 0.990791, + "primary_prob": 54.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.486186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941721, + "hold30_r": -0.336927 + }, + { + "symbol": "CNP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.457052, + "strategy_rank": 60.106045, + "rr": 0.674426, + "primary_prob": 65.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.011639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.608856, + "hold30_r": 0.506932 + }, + { + "symbol": "COP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.773065, + "strategy_rank": 91.505832, + "rr": 1.554994, + "primary_prob": 41.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.332491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.523929, + "hold30_r": 4.122975 + }, + { + "symbol": "COR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.729586, + "strategy_rank": 62.110286, + "rr": 1.456089, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.184134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400227, + "hold30_r": 0.162763 + }, + { + "symbol": "COST", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.183457, + "strategy_rank": 77.444327, + "rr": 2.051745, + "primary_prob": 33.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.077618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.148968, + "hold30_r": -1.089321 + }, + { + "symbol": "CTRA", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.681866, + "strategy_rank": 94.750795, + "rr": 2.628316, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.942474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030342, + "hold30_r": 1.105557 + }, + { + "symbol": "CTVA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.516437, + "strategy_rank": 72.52386, + "rr": 1.532176, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.298264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476366, + "hold30_r": 3.216352 + }, + { + "symbol": "CVS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.290562, + "strategy_rank": 63.075292, + "rr": 2.217792, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.326689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062787, + "hold30_r": -1.00264 + }, + { + "symbol": "CVX", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.803818, + "strategy_rank": 83.064687, + "rr": 2.056168, + "primary_prob": 33.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.084251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040315, + "hold30_r": 0.68247 + }, + { + "symbol": "DDOG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227996, + "strategy_rank": 96.02333, + "rr": 1.724858, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.587287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02032, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.621421, + "strategy_rank": 92.958643, + "rr": 0.670023, + "primary_prob": 51.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.005035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6269, + "hold30_r": -2.097496 + }, + { + "symbol": "DVN", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469777, + "strategy_rank": 97.147402, + "rr": 1.575164, + "primary_prob": 40.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.362746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.55128, + "hold30_r": 2.691688 + }, + { + "symbol": "EIX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.018028, + "strategy_rank": 60.721103, + "rr": 1.095481, + "primary_prob": 51.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.643221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036665, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.198303, + "strategy_rank": 73.032874, + "rr": 1.919315, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.878972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045137, + "hold30_r": 0.272968 + }, + { + "symbol": "EOG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.076352, + "strategy_rank": 91.908802, + "rr": 1.633923, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.450884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6067, + "hold30_r": 2.489474 + }, + { + "symbol": "EQT", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.045599, + "strategy_rank": 97.295864, + "rr": 1.891536, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.837304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.867563, + "hold30_r": 1.484656 + }, + { + "symbol": "EXE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.924708, + "strategy_rank": 93.647932, + "rr": 1.841448, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.762172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813473, + "hold30_r": 1.843022 + }, + { + "symbol": "FANG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.197243, + "strategy_rank": 94.793213, + "rr": 1.513075, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.269613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487524, + "hold30_r": 1.394612 + }, + { + "symbol": "FDS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.790032, + "strategy_rank": 69.056204, + "rr": 2.473622, + "primary_prob": 29.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.710432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.413663, + "hold30_r": 1.71728 + }, + { + "symbol": "FTNT", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.364793, + "strategy_rank": 91.855779, + "rr": 2.147753, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.221629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.64057, + "hold30_r": -1.607162 + }, + { + "symbol": "GL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.654295, + "strategy_rank": 62.184517, + "rr": 0.983432, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.475149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.92264, + "hold30_r": 0.859858 + }, + { + "symbol": "HAL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.560976, + "strategy_rank": 94.284199, + "rr": 0.840353, + "primary_prob": 44.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.260529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814094, + "hold30_r": 0.447954 + }, + { + "symbol": "HPQ", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 86.617179, + "rr": 1.793868, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.690802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043001, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.305408, + "strategy_rank": 81.092259, + "rr": 1.852158, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.778237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813924, + "hold30_r": 0.870955 + }, + { + "symbol": "IRM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.698834, + "strategy_rank": 76.468717, + "rr": 1.812376, + "primary_prob": 22.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.718563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754912, + "hold30_r": 3.053798 + }, + { + "symbol": "KO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.063627, + "strategy_rank": 57.062566, + "rr": 1.748782, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.623173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076905, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.244963, + "strategy_rank": 73.796394, + "rr": 0.696014, + "primary_prob": 50.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.044022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638458, + "hold30_r": 0.557547 + }, + { + "symbol": "L", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.032874, + "strategy_rank": 60.318134, + "rr": 1.57213, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.358195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517262, + "hold30_r": 0.039659 + }, + { + "symbol": "LLY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.637328, + "strategy_rank": 71.145281, + "rr": 1.106727, + "primary_prob": 36.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.66009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053994, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.820785, + "strategy_rank": 86.065748, + "rr": 2.522032, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.783047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035653, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.425239, + "strategy_rank": 90.625663, + "rr": 2.566481, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.849721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040973, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.442206, + "strategy_rank": 78.26087, + "rr": 1.501598, + "primary_prob": 42.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.252396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044272, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.712619, + "strategy_rank": 70.562036, + "rr": 1.258171, + "primary_prob": 32.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.887256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204047, + "hold30_r": 1.151636 + }, + { + "symbol": "MET", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.669141, + "strategy_rank": 64.899258, + "rr": 1.96218, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.943271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90837, + "hold30_r": 0.884151 + }, + { + "symbol": "MOS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409332, + "strategy_rank": 96.59597, + "rr": 1.88752, + "primary_prob": 35.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.83128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859836, + "hold30_r": 0.177834 + }, + { + "symbol": "MPC", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.288441, + "strategy_rank": 86.521739, + "rr": 1.906431, + "primary_prob": 35.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.859647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872589, + "hold30_r": 0.631704 + }, + { + "symbol": "MRK", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.016967, + "strategy_rank": 61.930011, + "rr": 1.307495, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.961243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246473, + "hold30_r": -0.302951 + }, + { + "symbol": "MTB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.728526, + "strategy_rank": 79.925769, + "rr": 0.87193, + "primary_prob": 58.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.307895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821079, + "hold30_r": 1.439004 + }, + { + "symbol": "NI", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.230117, + "strategy_rank": 58.006363, + "rr": 1.685521, + "primary_prob": 38.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.528282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062035, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.153765, + "strategy_rank": 83.97667, + "rr": 1.833936, + "primary_prob": 36.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.750904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.799311, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.850477, + "strategy_rank": 76.065748, + "rr": 1.782678, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.674017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738887, + "hold30_r": 1.291903 + }, + { + "symbol": "OXY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893955, + "strategy_rank": 98.080594, + "rr": 0.860326, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.290489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.833255, + "hold30_r": 0.909928 + }, + { + "symbol": "PANW", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.50053, + "strategy_rank": 93.160127, + "rr": 1.689303, + "primary_prob": 38.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.533955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037033, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.229056, + "strategy_rank": 80.212089, + "rr": 1.513831, + "primary_prob": 41.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.270747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466325, + "hold30_r": 4.250774 + }, + { + "symbol": "PFE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.093319, + "strategy_rank": 64.655355, + "rr": 1.675877, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.513815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051166, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.21421, + "strategy_rank": 72.311771, + "rr": 1.57539, + "primary_prob": 40.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.363085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524004, + "hold30_r": 3.556663 + }, + { + "symbol": "PGR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.819724, + "strategy_rank": 68.950159, + "rr": 1.19061, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.785915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136164, + "hold30_r": 2.927535 + }, + { + "symbol": "PSX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.88123, + "strategy_rank": 80.159067, + "rr": 1.889631, + "primary_prob": 35.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.834447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031868, + "hold30_r": -0.678276 + }, + { + "symbol": "PWR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.136797, + "strategy_rank": 90.265111, + "rr": 0.698487, + "primary_prob": 64.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.047731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660922, + "hold30_r": 0.249411 + }, + { + "symbol": "RJF", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486744, + "strategy_rank": 78.769883, + "rr": 1.847072, + "primary_prob": 36.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.770608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797908, + "hold30_r": 1.920196 + }, + { + "symbol": "SLB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 91.060445, + "rr": 1.660256, + "primary_prob": 39.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.490383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631596, + "hold30_r": 1.649127 + }, + { + "symbol": "SRE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.38176, + "strategy_rank": 57.889714, + "rr": 1.449969, + "primary_prob": 43.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.174954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064873, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.002121, + "strategy_rank": 83.329799, + "rr": 1.703403, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.555105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.670117, + "hold30_r": -0.028334 + }, + { + "symbol": "SYY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.940615, + "strategy_rank": 76.447508, + "rr": 1.225837, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.838755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062882, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.517497, + "strategy_rank": 70.678685, + "rr": 1.8214, + "primary_prob": 21.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.732099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042863, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.365854, + "strategy_rank": 84.920467, + "rr": 0.816915, + "primary_prob": 60.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.225373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031036, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.864263, + "strategy_rank": 88.229056, + "rr": 1.72158, + "primary_prob": 38.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.582369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036198, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.078473, + "strategy_rank": 59.5228, + "rr": 1.277032, + "primary_prob": 31.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.915548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.223225, + "hold30_r": 1.027683 + }, + { + "symbol": "TSCO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.577943, + "strategy_rank": 79.597031, + "rr": 1.649377, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.474066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607399, + "hold30_r": -0.324345 + }, + { + "symbol": "TSLA", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.273595, + "strategy_rank": 94.496288, + "rr": 2.986975, + "primary_prob": 25.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.480463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030418, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.759279, + "strategy_rank": 71.389183, + "rr": 1.230124, + "primary_prob": 48.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.845186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.127373, + "hold30_r": -2.058702 + }, + { + "symbol": "ULTA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.895016, + "strategy_rank": 87.486744, + "rr": 1.522282, + "primary_prob": 26.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.283423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487719, + "hold30_r": 2.306537 + }, + { + "symbol": "VLO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.985154, + "strategy_rank": 93.435843, + "rr": 1.790117, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.685175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.76405, + "hold30_r": -0.320368 + }, + { + "symbol": "VRTX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 78.059385, + "rr": 1.623415, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.435122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.575913, + "hold30_r": 1.091551 + }, + { + "symbol": "VST", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.971368, + "strategy_rank": 79.172853, + "rr": 0.989431, + "primary_prob": 54.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.484146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045226, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.395546, + "strategy_rank": 71.16649, + "rr": 1.850171, + "primary_prob": 36.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.775257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807248, + "hold30_r": 0.131544 + }, + { + "symbol": "WRB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.015907, + "strategy_rank": 69.437964, + "rr": 1.901631, + "primary_prob": 20.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.852447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.849146, + "hold30_r": 2.368963 + }, + { + "symbol": "XOM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.440085, + "strategy_rank": 85.450689, + "rr": 1.678875, + "primary_prob": 39.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.518312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038853, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.13369, + "strategy_rank": 75.138455, + "rr": 1.673903, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.510855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.461748, + "hold30_r": -1.40308 + }, + { + "symbol": "ABBV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.475936, + "strategy_rank": 67.452386, + "rr": 1.706616, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.559924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05601, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.673797, + "strategy_rank": 61.525504, + "rr": 2.196306, + "primary_prob": 32.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.294458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065916, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.374332, + "strategy_rank": 76.755622, + "rr": 1.868613, + "primary_prob": 36.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.80292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815085, + "hold30_r": 0.790754 + }, + { + "symbol": "ANET", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 88.434732, + "rr": 1.572107, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.358161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040115, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.251337, + "strategy_rank": 97.713115, + "rr": 1.604303, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.406454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583313, + "hold30_r": 1.228951 + }, + { + "symbol": "AVGO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.203209, + "strategy_rank": 77.649938, + "rr": 1.601621, + "primary_prob": 40.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.402431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053415, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.524064, + "strategy_rank": 76.848896, + "rr": 2.814168, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.221252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093838, + "hold30_r": -1.048444 + }, + { + "symbol": "BKR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.010695, + "strategy_rank": 90.102358, + "rr": 0.871008, + "primary_prob": 43.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.306512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843796, + "hold30_r": -0.7711 + }, + { + "symbol": "BLDR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.860963, + "strategy_rank": 95.265494, + "rr": 1.706471, + "primary_prob": 38.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.559707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.126107, + "hold30_r": -1.094915 + }, + { + "symbol": "BRO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.914439, + "strategy_rank": 73.174722, + "rr": 1.960043, + "primary_prob": 34.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.940065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068261, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.427807, + "strategy_rank": 58.254593, + "rr": 1.780096, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.670144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.714452, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.823529, + "strategy_rank": 94.304676, + "rr": 0.931119, + "primary_prob": 56.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.396678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.89884, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.433155, + "strategy_rank": 91.24808, + "rr": 2.703218, + "primary_prob": 27.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.054828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.669485, + "hold30_r": 2.474278 + }, + { + "symbol": "COR", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.090909, + "strategy_rank": 65.055944, + "rr": 2.292305, + "primary_prob": 31.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.438457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056389, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.877005, + "strategy_rank": 77.021596, + "rr": 2.566448, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.849672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061818, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.208556, + "strategy_rank": 61.77163, + "rr": 1.302077, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.953116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.113451, + "hold30_r": -1.036747 + }, + { + "symbol": "CTRA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.679144, + "strategy_rank": 94.647196, + "rr": 1.702126, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.55319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669954, + "hold30_r": -0.164665 + }, + { + "symbol": "CTVA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.518717, + "strategy_rank": 71.701563, + "rr": 1.50389, + "primary_prob": 42.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.255834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450006, + "hold30_r": -0.147959 + }, + { + "symbol": "CVS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.165775, + "strategy_rank": 66.400658, + "rr": 1.499423, + "primary_prob": 42.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.249134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0944, + "hold30_r": -1.029481 + }, + { + "symbol": "CVX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.759358, + "strategy_rank": 82.998217, + "rr": 1.516358, + "primary_prob": 41.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.274537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.473046, + "hold30_r": -0.129253 + }, + { + "symbol": "DDOG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.663102, + "strategy_rank": 91.326992, + "rr": 1.717303, + "primary_prob": 38.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.575955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020558, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.609626, + "strategy_rank": 92.808789, + "rr": 1.215023, + "primary_prob": 33.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.822534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.35883, + "hold30_r": -2.313497 + }, + { + "symbol": "DVN", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.465241, + "strategy_rank": 96.901309, + "rr": 1.519293, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.27894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.492835, + "hold30_r": 0.676338 + }, + { + "symbol": "EIX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.176471, + "strategy_rank": 60.894042, + "rr": 1.772905, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.659357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.70887, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796791, + "strategy_rank": 74.087241, + "rr": 1.127713, + "primary_prob": 35.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.69157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076401, + "hold30_r": -1.013816 + }, + { + "symbol": "EOG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.791444, + "strategy_rank": 92.754011, + "rr": 1.514957, + "primary_prob": 41.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.272435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485775, + "hold30_r": 1.253037 + }, + { + "symbol": "EQT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037433, + "strategy_rank": 97.306972, + "rr": 1.723448, + "primary_prob": 38.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.585172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698587, + "hold30_r": 0.319977 + }, + { + "symbol": "ERIE", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.59893, + "strategy_rank": 64.539764, + "rr": 2.143997, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.215996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061771, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.005348, + "strategy_rank": 93.608872, + "rr": 1.515068, + "primary_prob": 41.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.272602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485335, + "hold30_r": 0.716438 + }, + { + "symbol": "FANG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.074866, + "strategy_rank": 94.710099, + "rr": 1.587411, + "primary_prob": 40.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.381116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559873, + "hold30_r": 0.054622 + }, + { + "symbol": "FDS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.347594, + "strategy_rank": 68.557418, + "rr": 1.705867, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.558801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639712, + "hold30_r": -1.664917 + }, + { + "symbol": "FTNT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.941176, + "strategy_rank": 92.654977, + "rr": 1.83529, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.752935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026038, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 61.192308, + "rr": 1.373233, + "primary_prob": 44.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.05985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.291951, + "hold30_r": -1.223826 + }, + { + "symbol": "HAL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.219251, + "strategy_rank": 93.982963, + "rr": 1.560496, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.340743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532332, + "hold30_r": -0.738538 + }, + { + "symbol": "HPQ", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.053476, + "strategy_rank": 86.434869, + "rr": 1.538841, + "primary_prob": 41.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.308261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041865, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.42246, + "strategy_rank": 80.318799, + "rr": 1.704644, + "primary_prob": 38.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.556966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038212, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.989305, + "strategy_rank": 69.295077, + "rr": 1.759622, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.639433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086905, + "hold30_r": -1.040037 + }, + { + "symbol": "IRM", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.71123, + "strategy_rank": 73.41581, + "rr": 2.029671, + "primary_prob": 34.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.044506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054168, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.700535, + "strategy_rank": 87.223708, + "rr": 1.91494, + "primary_prob": 35.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.872409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033062, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.812834, + "strategy_rank": 74.753599, + "rr": 1.739831, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.609746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.677017, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.278075, + "strategy_rank": 80.340806, + "rr": 1.819535, + "primary_prob": 36.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.729303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04708, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.44385, + "strategy_rank": 69.844029, + "rr": 1.949637, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.924456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053781, + "hold30_r": 0.55262 + }, + { + "symbol": "LMT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.139037, + "strategy_rank": 63.939634, + "rr": 1.567829, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.351744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.009297 + }, + { + "symbol": "LYV", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.235294, + "strategy_rank": 86.700603, + "rr": 2.540438, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.810657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211772, + "hold30_r": -1.171947 + }, + { + "symbol": "MAR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.737968, + "strategy_rank": 81.614013, + "rr": 1.881619, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.822429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049163, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 94.986597, + "rr": 1.659726, + "primary_prob": 39.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.489589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63062, + "hold30_r": -0.396232 + }, + { + "symbol": "MPC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828877, + "strategy_rank": 85.541752, + "rr": 1.545572, + "primary_prob": 41.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.318358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508527, + "hold30_r": 0.155686 + }, + { + "symbol": "MPWR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951872, + "strategy_rank": 89.488105, + "rr": 0.92511, + "primary_prob": 56.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.387665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032177, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.695187, + "strategy_rank": 63.678939, + "rr": 1.591225, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.386838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06081, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.850267, + "strategy_rank": 59.752879, + "rr": 1.574822, + "primary_prob": 40.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.362234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064546, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.085561, + "strategy_rank": 77.056047, + "rr": 0.830131, + "primary_prob": 44.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.245196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779369, + "hold30_r": 1.250979 + }, + { + "symbol": "NVDA", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.352941, + "strategy_rank": 86.140649, + "rr": 2.759313, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.13897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027134, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390374, + "strategy_rank": 79.66557, + "rr": 1.805284, + "primary_prob": 37.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.707926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043476, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.775401, + "strategy_rank": 75.651755, + "rr": 1.574524, + "primary_prob": 40.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.361786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.527598, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.647059, + "strategy_rank": 96.461916, + "rr": 0.8941, + "primary_prob": 57.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.341149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865394, + "hold30_r": -0.268843 + }, + { + "symbol": "OXY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893048, + "strategy_rank": 98.098211, + "rr": 1.635363, + "primary_prob": 39.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.453044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606999, + "hold30_r": -0.221102 + }, + { + "symbol": "PANW", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.57754, + "strategy_rank": 93.181201, + "rr": 1.868864, + "primary_prob": 36.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.803296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833739, + "hold30_r": -0.783506 + }, + { + "symbol": "PCG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.304813, + "strategy_rank": 80.878754, + "rr": 1.820674, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.73101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.767062, + "hold30_r": 3.29849 + }, + { + "symbol": "PSX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.379679, + "strategy_rank": 82.704237, + "rr": 1.574038, + "primary_prob": 40.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.361058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.538645, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.149733, + "strategy_rank": 89.4843, + "rr": 0.728381, + "primary_prob": 63.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.092572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687755, + "hold30_r": -0.657556 + }, + { + "symbol": "QCOM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.064171, + "strategy_rank": 83.58851, + "rr": 1.899521, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.849281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038342, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.925134, + "strategy_rank": 74.430927, + "rr": 2.315594, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.473391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056756, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962567, + "strategy_rank": 63.180207, + "rr": 1.589197, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.383796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057438, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.299465, + "strategy_rank": 90.731421, + "rr": 1.550578, + "primary_prob": 41.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.325867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.519995, + "hold30_r": 1.449466 + }, + { + "symbol": "SMCI", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.224599, + "strategy_rank": 94.835424, + "rr": 0.896337, + "primary_prob": 57.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.344505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.868953, + "hold30_r": -1.200988 + }, + { + "symbol": "SRE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.641711, + "strategy_rank": 58.212018, + "rr": 1.76397, + "primary_prob": 37.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.645955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695772, + "hold30_r": 0.150178 + }, + { + "symbol": "STLD", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.994652, + "strategy_rank": 81.077026, + "rr": 1.916889, + "primary_prob": 35.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.875333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036834, + "hold30_r": -1.0 + }, + { + "symbol": "STZ", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.213904, + "strategy_rank": 59.258707, + "rr": 1.762379, + "primary_prob": 22.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.643568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706714, + "hold30_r": -0.636815 + }, + { + "symbol": "SYY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.449198, + "strategy_rank": 74.895208, + "rr": 1.915558, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.873337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054919, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.561497, + "strategy_rank": 71.591766, + "rr": 1.34988, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.024821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048913, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.73262, + "strategy_rank": 88.005142, + "rr": 0.762713, + "primary_prob": 62.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.144069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03094, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.40107, + "strategy_rank": 88.511518, + "rr": 1.795772, + "primary_prob": 37.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.693658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037376, + "hold30_r": -0.578291 + }, + { + "symbol": "TSCO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 78.19289, + "rr": 1.6076, + "primary_prob": 25.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.4114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562143, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.187166, + "strategy_rank": 95.188708, + "rr": 1.517114, + "primary_prob": 41.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.275671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02802, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 85.976107, + "rr": 1.888664, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.832996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.848886, + "hold30_r": 1.052623 + }, + { + "symbol": "UNH", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.513369, + "strategy_rank": 69.278589, + "rr": 0.686699, + "primary_prob": 65.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.030048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621436, + "hold30_r": -1.025576 + }, + { + "symbol": "VLO", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.395722, + "strategy_rank": 93.49239, + "rr": 2.546983, + "primary_prob": 28.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.820474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028968, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.262032, + "strategy_rank": 82.302653, + "rr": 1.75377, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.630655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045321, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.764706, + "strategy_rank": 72.985294, + "rr": 1.774702, + "primary_prob": 37.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.662052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.726331, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438503, + "strategy_rank": 68.542849, + "rr": 1.230669, + "primary_prob": 33.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.846004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.168883, + "hold30_r": 0.166287 + }, + { + "symbol": "XOM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.614973, + "strategy_rank": 85.872789, + "rr": 1.629299, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.443948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.589224, + "hold30_r": -0.192811 + }, + { + "symbol": "AAPL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 72.633778, + "rr": 0.820593, + "primary_prob": 60.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.230889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065893, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.266156, + "strategy_rank": 64.422852, + "rr": 1.734994, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.60249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060676, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.499452, + "strategy_rank": 76.194693, + "rr": 1.742284, + "primary_prob": 38.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.613427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.684257, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.647317, + "strategy_rank": 88.693165, + "rr": 2.023499, + "primary_prob": 34.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.035248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046954, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.342826, + "strategy_rank": 97.866017, + "rr": 1.599952, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.399928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576899, + "hold30_r": 0.452419 + }, + { + "symbol": "ATO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489595, + "strategy_rank": 57.600703, + "rr": 0.847876, + "primary_prob": 59.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.271815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079542, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.746988, + "strategy_rank": 77.692257, + "rr": 1.086995, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.630493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051817, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.870756, + "strategy_rank": 76.586553, + "rr": 1.732743, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.599115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049213, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.523549, + "strategy_rank": 90.619438, + "rr": 1.856132, + "primary_prob": 21.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.784198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028589, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.056955, + "strategy_rank": 94.154529, + "rr": 1.501197, + "primary_prob": 27.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.251796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.22782, + "strategy_rank": 69.85663, + "rr": 1.243723, + "primary_prob": 47.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.865585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075395, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.175246, + "strategy_rank": 82.971688, + "rr": 1.709373, + "primary_prob": 38.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.56406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035333, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.90471, + "strategy_rank": 94.342706, + "rr": 0.776025, + "primary_prob": 61.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.164038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.741165, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.852136, + "strategy_rank": 76.899777, + "rr": 0.879977, + "primary_prob": 58.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.319965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818809, + "hold30_r": -1.099769 + }, + { + "symbol": "COP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.480832, + "strategy_rank": 91.836145, + "rr": 1.734384, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.601576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699234, + "hold30_r": 0.398797 + }, + { + "symbol": "COR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.075575, + "strategy_rank": 63.972596, + "rr": 1.527223, + "primary_prob": 41.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.290835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057915, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.71851, + "strategy_rank": 76.873198, + "rr": 1.656446, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.48467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065073, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.561884, + "strategy_rank": 94.408855, + "rr": 1.797674, + "primary_prob": 37.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.696511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.425617, + "hold30_r": -1.391992 + }, + { + "symbol": "CTVA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.594743, + "strategy_rank": 71.611287, + "rr": 0.768784, + "primary_prob": 62.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.153176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708353, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.803943, + "strategy_rank": 62.393832, + "rr": 1.294017, + "primary_prob": 46.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.941026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068981, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.071194, + "strategy_rank": 83.322265, + "rr": 1.974261, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.961392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.208074, + "hold30_r": -1.161975 + }, + { + "symbol": "DLTR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.685652, + "strategy_rank": 93.073392, + "rr": 0.99935, + "primary_prob": 39.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.499025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.912302, + "hold30_r": -2.862032 + }, + { + "symbol": "DVN", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.123768, + "strategy_rank": 96.957753, + "rr": 1.814135, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.721202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786235, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.2092, + "strategy_rank": 73.484952, + "rr": 1.688386, + "primary_prob": 38.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.53258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056259, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.042716, + "strategy_rank": 93.104956, + "rr": 1.523788, + "primary_prob": 41.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.285681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491929, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.570646, + "strategy_rank": 63.619802, + "rr": 1.909541, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.864312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065243, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.918949, + "strategy_rank": 94.440419, + "rr": 0.872485, + "primary_prob": 58.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.308728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839801, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.884995, + "strategy_rank": 84.003741, + "rr": 2.335249, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.502874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254227, + "hold30_r": -1.213282 + }, + { + "symbol": "FANG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.466594, + "strategy_rank": 95.316112, + "rr": 1.596785, + "primary_prob": 40.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.395178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569648, + "hold30_r": -1.0 + }, + { + "symbol": "FDS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270537, + "strategy_rank": 65.292002, + "rr": 1.685326, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.527989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071337, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.032859, + "strategy_rank": 90.725408, + "rr": 1.89131, + "primary_prob": 20.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.836965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.10288, + "hold30_r": -1.0742 + }, + { + "symbol": "GDDY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651698, + "strategy_rank": 79.091856, + "rr": 1.792973, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.68946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050682, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.261774, + "strategy_rank": 94.144511, + "rr": 1.717713, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.576569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688865, + "hold30_r": -1.237788 + }, + { + "symbol": "HLT", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.023001, + "strategy_rank": 79.188311, + "rr": 1.602329, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.403493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083208, + "hold30_r": -1.029405 + }, + { + "symbol": "HPQ", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.237678, + "strategy_rank": 87.597228, + "rr": 1.511697, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.267545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047847, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.251917, + "strategy_rank": 84.740893, + "rr": 2.026279, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.039419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070424, + "hold30_r": -1.025818 + }, + { + "symbol": "INCY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.256298, + "strategy_rank": 66.04768, + "rr": 1.136845, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.705268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.124921, + "hold30_r": -1.072462 + }, + { + "symbol": "JKHY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.722892, + "strategy_rank": 58.639503, + "rr": 1.909144, + "primary_prob": 20.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.863716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055021, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.442497, + "strategy_rank": 90.147385, + "rr": 1.635958, + "primary_prob": 39.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.453936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073265, + "hold30_r": -1.03724 + }, + { + "symbol": "LITE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.308872, + "strategy_rank": 82.046407, + "rr": 0.670356, + "primary_prob": 51.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.005534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63042, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.047097, + "strategy_rank": 67.781546, + "rr": 0.882538, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.323807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056628, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.213582, + "strategy_rank": 87.745787, + "rr": 1.609761, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.414641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036775, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.661555, + "strategy_rank": 89.709916, + "rr": 1.628942, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.443412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204811, + "hold30_r": -1.162602 + }, + { + "symbol": "MAR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.566265, + "strategy_rank": 84.840368, + "rr": 1.604944, + "primary_prob": 40.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.407415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05244, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.69989, + "strategy_rank": 96.026685, + "rr": 1.81118, + "primary_prob": 37.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.71677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.778107, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 85.883446, + "rr": 1.619153, + "primary_prob": 40.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.428729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.577731, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.813801, + "strategy_rank": 91.458282, + "rr": 1.729827, + "primary_prob": 38.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.594741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033533, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446878, + "strategy_rank": 59.40822, + "rr": 1.014236, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.521354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06554, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.475356, + "strategy_rank": 81.529248, + "rr": 2.999789, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 4.499683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042397, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.842278, + "strategy_rank": 89.946925, + "rr": 2.760358, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.140537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029423, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.280394, + "strategy_rank": 77.518377, + "rr": 2.372967, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.55945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048713, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890471, + "strategy_rank": 98.118078, + "rr": 1.693233, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.539849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66336, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823658, + "strategy_rank": 93.345489, + "rr": 1.766567, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.64985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729256, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.580504, + "strategy_rank": 80.605477, + "rr": 1.969556, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.954333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054133, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.894852, + "strategy_rank": 85.529898, + "rr": 1.71551, + "primary_prob": 38.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.573265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037671, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.061336, + "strategy_rank": 85.702016, + "rr": 1.812755, + "primary_prob": 22.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.719132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041346, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.051479, + "strategy_rank": 75.806057, + "rr": 1.704835, + "primary_prob": 38.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.557252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05535, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.789704, + "strategy_rank": 75.753449, + "rr": 1.124799, + "primary_prob": 50.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.687198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.149885, + "hold30_r": -1.086207 + }, + { + "symbol": "RTX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.03724, + "strategy_rank": 64.12191, + "rr": 1.177577, + "primary_prob": 34.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.766366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062152, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.085433, + "strategy_rank": 92.380591, + "rr": 1.867123, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.800684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836074, + "hold30_r": 0.249967 + }, + { + "symbol": "STZ", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351588, + "strategy_rank": 60.184186, + "rr": 0.956704, + "primary_prob": 55.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.435057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891244, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.089814, + "strategy_rank": 73.424795, + "rr": 1.486177, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.229266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060578, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.294633, + "strategy_rank": 73.250663, + "rr": 1.504527, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.256791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072732, + "hold30_r": -1.018954 + }, + { + "symbol": "TKO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.428258, + "strategy_rank": 74.491685, + "rr": 0.897869, + "primary_prob": 57.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.346804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047593, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.304491, + "strategy_rank": 91.713362, + "rr": 0.775858, + "primary_prob": 46.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.163788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74629, + "hold30_r": 0.451237 + }, + { + "symbol": "TRGP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.837897, + "strategy_rank": 88.913661, + "rr": 1.873119, + "primary_prob": 36.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.809678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274747, + "hold30_r": -1.23641 + }, + { + "symbol": "TSCO", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.008762, + "strategy_rank": 78.76237, + "rr": 2.046656, + "primary_prob": 33.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.069984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052382, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.399781, + "strategy_rank": 95.434114, + "rr": 1.61432, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.42148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077764, + "hold30_r": -1.047675 + }, + { + "symbol": "UAL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.43264, + "strategy_rank": 88.194533, + "rr": 0.917261, + "primary_prob": 41.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.375892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08716, + "hold30_r": -1.053781 + }, + { + "symbol": "ULTA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 85.890193, + "rr": 0.748419, + "primary_prob": 62.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.122629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703102, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.247536, + "strategy_rank": 93.817039, + "rr": 1.819864, + "primary_prob": 36.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.729796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031368, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.866375, + "strategy_rank": 82.971232, + "rr": 1.594378, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.391566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051265, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.880613, + "strategy_rank": 73.71446, + "rr": 2.437838, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.656758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081961, + "hold30_r": -1.031422 + }, + { + "symbol": "WRB", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.11391, + "strategy_rank": 67.236849, + "rr": 1.818476, + "primary_prob": 36.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.727713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068177, + "hold30_r": -1.0 + }, + { + "symbol": "WY", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.394304, + "strategy_rank": 65.532031, + "rr": 2.092722, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.139084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061058, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.6046, + "strategy_rank": 86.299369, + "rr": 1.537747, + "primary_prob": 41.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.30662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.495337, + "hold30_r": -1.080944 + }, + { + "symbol": "AAPL", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.372549, + "strategy_rank": 72.434125, + "rr": 1.231763, + "primary_prob": 32.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.847645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.38478, + "hold30_r": -1.315735 + }, + { + "symbol": "ABBV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.779956, + "strategy_rank": 64.235197, + "rr": 1.922882, + "primary_prob": 20.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.884324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.065468, + "hold30_r": 0.564911 + }, + { + "symbol": "ADM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79085, + "strategy_rank": 80.343475, + "rr": 1.729275, + "primary_prob": 38.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.593912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061389, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.810458, + "strategy_rank": 88.40584, + "rr": 1.597699, + "primary_prob": 40.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.396548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046338, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.455338, + "strategy_rank": 98.08446, + "rr": 1.70067, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.551005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026021, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204793, + "strategy_rank": 59.661527, + "rr": 1.305767, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.95865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088394, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.819172, + "strategy_rank": 78.401277, + "rr": 0.931894, + "primary_prob": 41.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.397841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.880616, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 79.756378, + "rr": 0.844498, + "primary_prob": 44.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.266747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254426, + "hold30_r": -1.193033 + }, + { + "symbol": "BG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.374728, + "strategy_rank": 81.506705, + "rr": 1.515076, + "primary_prob": 41.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.272614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052768, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.422658, + "strategy_rank": 83.905436, + "rr": 1.549471, + "primary_prob": 41.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.324207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032534, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.187364, + "strategy_rank": 94.32789, + "rr": 1.702111, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.553167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032805, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.769063, + "strategy_rank": 70.357604, + "rr": 1.574974, + "primary_prob": 25.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.362461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077694, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.285403, + "strategy_rank": 85.477584, + "rr": 1.190244, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.785366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.259734, + "hold30_r": -1.199905 + }, + { + "symbol": "CNC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.424837, + "strategy_rank": 77.53732, + "rr": 0.686608, + "primary_prob": 65.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.029912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.555357, + "hold30_r": -1.487621 + }, + { + "symbol": "COP", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.930283, + "strategy_rank": 92.544669, + "rr": 2.09287, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.139305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039394, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.997821, + "strategy_rank": 65.628181, + "rr": 0.775048, + "primary_prob": 46.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.162572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063802, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.017429, + "strategy_rank": 76.628523, + "rr": 1.236366, + "primary_prob": 32.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.854548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105561, + "hold30_r": -1.036037 + }, + { + "symbol": "CTRA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.673203, + "strategy_rank": 95.201057, + "rr": 1.907102, + "primary_prob": 35.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.860653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0337, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.572985, + "strategy_rank": 75.065834, + "rr": 0.817621, + "primary_prob": 60.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.752072, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.006536, + "strategy_rank": 62.511539, + "rr": 1.507616, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.261423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069644, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.751634, + "strategy_rank": 84.392847, + "rr": 2.000737, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.001105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052263, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.494553, + "strategy_rank": 92.370235, + "rr": 1.509495, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.264243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.935514, + "hold30_r": -2.879128 + }, + { + "symbol": "DVN", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.237473, + "strategy_rank": 97.181138, + "rr": 1.211356, + "primary_prob": 48.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.817033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031534, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.562092, + "strategy_rank": 62.515771, + "rr": 0.857949, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.286924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770038, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.938998, + "strategy_rank": 73.334448, + "rr": 1.607919, + "primary_prob": 40.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.411879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05896, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 93.501568, + "rr": 1.977202, + "primary_prob": 34.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.965803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05134, + "hold30_r": -1.014892 + }, + { + "symbol": "ERIE", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.244009, + "strategy_rank": 61.912482, + "rr": 2.503309, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.754964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.441327, + "hold30_r": 2.46344 + }, + { + "symbol": "F", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.986928, + "strategy_rank": 83.79629, + "rr": 3.039579, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.559368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040346, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.69281, + "strategy_rank": 95.559396, + "rr": 1.528228, + "primary_prob": 41.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.292343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150595, + "hold30_r": -1.119775 + }, + { + "symbol": "FDS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.679739, + "strategy_rank": 66.134794, + "rr": 1.308687, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.96303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075118, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.028322, + "strategy_rank": 82.682394, + "rr": 1.278802, + "primary_prob": 46.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.918202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046123, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.037037, + "strategy_rank": 88.706122, + "rr": 1.903428, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.855142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.032304, + "hold30_r": 1.152812 + }, + { + "symbol": "HAL", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.405229, + "strategy_rank": 94.219242, + "rr": 1.905808, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.858713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073145, + "hold30_r": -1.041589 + }, + { + "symbol": "HPQ", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.631808, + "strategy_rank": 87.501025, + "rr": 1.759779, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.639669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046956, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.601307, + "strategy_rank": 82.884245, + "rr": 1.257815, + "primary_prob": 32.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.886722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046301, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.383442, + "strategy_rank": 77.573959, + "rr": 1.348628, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.022941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059615, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.511983, + "strategy_rank": 62.241413, + "rr": 1.602946, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.40442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061822, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.592593, + "strategy_rank": 90.440495, + "rr": 1.50062, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.25093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037488, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.610022, + "strategy_rank": 64.457483, + "rr": 1.022512, + "primary_prob": 53.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.533769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064273, + "hold30_r": -1.0 + }, + { + "symbol": "KO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.827887, + "strategy_rank": 57.558846, + "rr": 1.872131, + "primary_prob": 21.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.808196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097682, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.936819, + "strategy_rank": 78.788526, + "rr": 1.923003, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.884504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042758, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.156863, + "strategy_rank": 70.483689, + "rr": 0.717175, + "primary_prob": 49.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.075762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058448, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.461874, + "strategy_rank": 85.895238, + "rr": 0.821804, + "primary_prob": 45.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.232706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783165, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978214, + "strategy_rank": 88.251344, + "rr": 0.787613, + "primary_prob": 46.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.181419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044913, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.196078, + "strategy_rank": 84.062173, + "rr": 1.769259, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.653889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05538, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.712418, + "strategy_rank": 71.304025, + "rr": 0.682087, + "primary_prob": 65.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.02313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067973, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.474946, + "strategy_rank": 96.777946, + "rr": 2.885236, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 4.327853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036248, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.623094, + "strategy_rank": 87.092096, + "rr": 1.815985, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.723978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.214964, + "hold30_r": -1.167191 + }, + { + "symbol": "MPWR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.858388, + "strategy_rank": 88.06246, + "rr": 1.513431, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.270146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035577, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.551198, + "strategy_rank": 58.877569, + "rr": 1.539326, + "primary_prob": 26.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.308989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088182, + "hold30_r": -1.016163 + }, + { + "symbol": "MTB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.246187, + "strategy_rank": 81.170046, + "rr": 0.767281, + "primary_prob": 47.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.150922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700057, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.026144, + "strategy_rank": 58.560847, + "rr": 1.184713, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.777069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075197, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.640523, + "strategy_rank": 83.502991, + "rr": 1.879138, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.818707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042556, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.235294, + "strategy_rank": 77.988863, + "rr": 2.345748, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.518622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054992, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.076253, + "strategy_rank": 74.047392, + "rr": 1.292359, + "primary_prob": 31.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.938538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075004, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.542484, + "strategy_rank": 89.350032, + "rr": 1.871486, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.80723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038517, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.154684, + "strategy_rank": 64.773458, + "rr": 1.136943, + "primary_prob": 50.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.705415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07783, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.215686, + "strategy_rank": 79.752395, + "rr": 2.364039, + "primary_prob": 30.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.546059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.31083, + "hold30_r": 5.830839 + }, + { + "symbol": "PSX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.721133, + "strategy_rank": 86.206969, + "rr": 1.775225, + "primary_prob": 37.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.662837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04054, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.849673, + "strategy_rank": 88.175838, + "rr": 1.817956, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.726933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040429, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.065359, + "strategy_rank": 74.979375, + "rr": 1.815654, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.72348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058588, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 75.830613, + "rr": 1.254321, + "primary_prob": 47.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.881481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066985, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.662309, + "strategy_rank": 93.129775, + "rr": 3.023721, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 4.535581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034837, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.760349, + "strategy_rank": 85.748457, + "rr": 1.129939, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.694909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05264, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.799564, + "strategy_rank": 63.222481, + "rr": 0.908689, + "primary_prob": 57.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.363034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087538, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.590414, + "strategy_rank": 80.617098, + "rr": 1.868345, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.802518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03915, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 73.416437, + "rr": 1.412976, + "primary_prob": 28.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.119464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065394, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.581699, + "strategy_rank": 73.157026, + "rr": 1.176932, + "primary_prob": 34.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.765398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061262, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.880174, + "strategy_rank": 75.915578, + "rr": 1.013986, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.520979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049381, + "hold30_r": -1.0 + }, + { + "symbol": "TMO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.392157, + "strategy_rank": 71.094967, + "rr": 1.849171, + "primary_prob": 21.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.773756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067816, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.840959, + "strategy_rank": 90.378443, + "rr": 2.068321, + "primary_prob": 33.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.102482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04188, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.969499, + "strategy_rank": 95.905526, + "rr": 1.616444, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.424666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032966, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.165577, + "strategy_rank": 82.775099, + "rr": 1.049326, + "primary_prob": 52.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.573989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000319, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.503268, + "strategy_rank": 68.328675, + "rr": 0.897784, + "primary_prob": 42.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.346676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076596, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.947712, + "strategy_rank": 69.336413, + "rr": 1.179042, + "primary_prob": 34.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.768563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080312, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.257081, + "strategy_rank": 94.144483, + "rr": 1.989985, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.984978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041352, + "hold30_r": -1.005851 + }, + { + "symbol": "VRTX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.206972, + "strategy_rank": 79.049668, + "rr": 0.97759, + "primary_prob": 39.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.466385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076508, + "hold30_r": -1.027791 + }, + { + "symbol": "VST", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.008715, + "strategy_rank": 83.858331, + "rr": 1.920127, + "primary_prob": 35.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.880191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050174, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.22658, + "strategy_rank": 75.588638, + "rr": 1.616669, + "primary_prob": 40.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.425003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056699, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.067538, + "strategy_rank": 66.717897, + "rr": 1.478268, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.217401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06875, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.276688, + "strategy_rank": 87.84341, + "rr": 0.705722, + "primary_prob": 64.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.058583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.124333, + "hold30_r": -1.077637 + }, + { + "symbol": "ADM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.654267, + "strategy_rank": 81.164544, + "rr": 1.822995, + "primary_prob": 36.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.734492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05579, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.463895, + "strategy_rank": 67.223087, + "rr": 1.82497, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.737455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074463, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.761488, + "strategy_rank": 68.306812, + "rr": 1.287858, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.931787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212279, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.323851, + "strategy_rank": 87.049647, + "rr": 1.701821, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.552732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033992, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.166302, + "strategy_rank": 85.614772, + "rr": 1.241926, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.862889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027652, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.310722, + "strategy_rank": 89.427342, + "rr": 1.574766, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.36215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046682, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.796499, + "strategy_rank": 97.550992, + "rr": 2.613386, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.920079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.310956, + "hold30_r": -1.286295 + }, + { + "symbol": "ATO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.901532, + "strategy_rank": 60.185171, + "rr": 1.144405, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.716608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059956, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.49453, + "strategy_rank": 77.254367, + "rr": 1.763468, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.645202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044132, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091904, + "strategy_rank": 79.798759, + "rr": 1.781906, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.672858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722892, + "hold30_r": 2.277169 + }, + { + "symbol": "BG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.980306, + "strategy_rank": 78.919001, + "rr": 1.294562, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.941842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049903, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.026258, + "strategy_rank": 83.375758, + "rr": 1.692043, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.538064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031616, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.295405, + "strategy_rank": 93.657603, + "rr": 1.500608, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.250912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032388, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.087527, + "strategy_rank": 68.553072, + "rr": 1.556415, + "primary_prob": 26.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.334622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485764, + "hold30_r": -1.098316 + }, + { + "symbol": "CDNS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.262582, + "strategy_rank": 84.921512, + "rr": 1.633652, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.450478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05547, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.015317, + "strategy_rank": 95.146788, + "rr": 1.602356, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.403533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031858, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.54267, + "strategy_rank": 74.77659, + "rr": 1.094377, + "primary_prob": 36.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.641565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057595, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.076586, + "strategy_rank": 79.40607, + "rr": 1.642073, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.463109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050161, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.199125, + "strategy_rank": 62.678732, + "rr": 0.919896, + "primary_prob": 41.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.379844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.848448, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.483589, + "strategy_rank": 92.140151, + "rr": 1.658366, + "primary_prob": 39.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.487548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039545, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.713348, + "strategy_rank": 61.899344, + "rr": 2.286792, + "primary_prob": 31.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.430187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061744, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.417943, + "strategy_rank": 77.356495, + "rr": 1.765246, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.64787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062719, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.07221, + "strategy_rank": 60.127596, + "rr": 1.041045, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.561567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.567794, + "hold30_r": -1.484245 + }, + { + "symbol": "CTRA", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.671772, + "strategy_rank": 94.753847, + "rr": 2.110471, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.165706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256702, + "hold30_r": -1.223242 + }, + { + "symbol": "CTVA", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919037, + "strategy_rank": 73.053162, + "rr": 1.071582, + "primary_prob": 52.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.607374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.006219, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.498906, + "strategy_rank": 84.991857, + "rr": 0.668596, + "primary_prob": 51.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.002894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.618195, + "hold30_r": -1.324915 + }, + { + "symbol": "DG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.509847, + "strategy_rank": 76.237221, + "rr": 1.348617, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.022926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290231, + "hold30_r": 0.582832 + }, + { + "symbol": "DLTR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.577681, + "strategy_rank": 94.414212, + "rr": 0.822124, + "primary_prob": 45.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.233186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788633, + "hold30_r": 0.597343 + }, + { + "symbol": "DVN", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.234136, + "strategy_rank": 97.070452, + "rr": 1.607874, + "primary_prob": 40.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.411811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030704, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.85558, + "strategy_rank": 61.925135, + "rr": 1.321283, + "primary_prob": 30.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.981924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237151, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.369803, + "strategy_rank": 62.555583, + "rr": 1.085622, + "primary_prob": 36.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.628434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067082, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.700219, + "strategy_rank": 72.965563, + "rr": 1.072473, + "primary_prob": 37.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.60871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059881, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.717724, + "strategy_rank": 93.046669, + "rr": 1.703236, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.554855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.161066, + "hold30_r": -1.125999 + }, + { + "symbol": "EQT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.452954, + "strategy_rank": 97.944937, + "rr": 0.776049, + "primary_prob": 61.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.164073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751559, + "hold30_r": -1.342299 + }, + { + "symbol": "ERIE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.682713, + "strategy_rank": 63.704129, + "rr": 1.60059, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.400885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.534856, + "hold30_r": 3.264826 + }, + { + "symbol": "F", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.778993, + "strategy_rank": 89.371525, + "rr": 1.415889, + "primary_prob": 28.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.123834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039502, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.921225, + "strategy_rank": 95.233382, + "rr": 1.858183, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.787274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.373321, + "hold30_r": -1.344051 + }, + { + "symbol": "FIX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.52954, + "strategy_rank": 84.46576, + "rr": 1.681471, + "primary_prob": 24.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.522206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044209, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.38512, + "strategy_rank": 85.046633, + "rr": 1.70535, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.558025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669812, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.043764, + "strategy_rank": 73.948667, + "rr": 1.131478, + "primary_prob": 35.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.697216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.064929, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.514223, + "strategy_rank": 93.679628, + "rr": 0.704082, + "primary_prob": 49.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.056122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029705, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.12035, + "strategy_rank": 84.666212, + "rr": 1.773288, + "primary_prob": 22.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.659933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032222, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.306346, + "strategy_rank": 78.706245, + "rr": 1.588512, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.382768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045165, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.636761, + "strategy_rank": 63.444094, + "rr": 0.979961, + "primary_prob": 39.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.469942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.889784, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.339168, + "strategy_rank": 63.50791, + "rr": 0.877117, + "primary_prob": 43.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.315676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072386, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.059081, + "strategy_rank": 77.685619, + "rr": 1.600257, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.400386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.353789, + "hold30_r": -1.300223 + }, + { + "symbol": "JKHY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.150985, + "strategy_rank": 61.25487, + "rr": 0.933084, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.399626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8709, + "hold30_r": -1.074147 + }, + { + "symbol": "KLAC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.341357, + "strategy_rank": 90.343868, + "rr": 1.564898, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.347346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035652, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.728665, + "strategy_rank": 79.275639, + "rr": 0.879433, + "primary_prob": 43.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.31915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041764, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.293217, + "strategy_rank": 69.051153, + "rr": 1.280559, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.920838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225264, + "hold30_r": 2.833306 + }, + { + "symbol": "LMT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.932166, + "strategy_rank": 61.921369, + "rr": 1.421249, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.131874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070058, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277899, + "strategy_rank": 86.789612, + "rr": 1.605923, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.408884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051209, + "hold30_r": -1.007343 + }, + { + "symbol": "MAR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.4814, + "strategy_rank": 84.746816, + "rr": 1.639129, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.458694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586309, + "hold30_r": -1.152683 + }, + { + "symbol": "MOS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.702407, + "strategy_rank": 96.162177, + "rr": 1.723783, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.585674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029585, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.280088, + "strategy_rank": 87.035406, + "rr": 1.963887, + "primary_prob": 34.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.94583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04503, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.575492, + "strategy_rank": 92.791369, + "rr": 1.745398, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.618097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030762, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.122538, + "strategy_rank": 77.731678, + "rr": 1.256545, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.884817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.189046, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.245077, + "strategy_rank": 60.676472, + "rr": 1.805088, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.707632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070488, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.356674, + "strategy_rank": 73.490655, + "rr": 1.03898, + "primary_prob": 38.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.55847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.974493, + "hold30_r": 1.581857 + }, + { + "symbol": "NUE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.496718, + "strategy_rank": 86.647702, + "rr": 1.769027, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.653541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.731033, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.588621, + "strategy_rank": 74.971051, + "rr": 1.63104, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.44656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085592, + "hold30_r": -1.034113 + }, + { + "symbol": "ON", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.140044, + "strategy_rank": 96.960326, + "rr": 0.96616, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.449239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072859, + "hold30_r": -1.045188 + }, + { + "symbol": "ORLY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667396, + "strategy_rank": 75.016358, + "rr": 0.936885, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.405327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865437, + "hold30_r": 2.098708 + }, + { + "symbol": "OXY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890591, + "strategy_rank": 98.087348, + "rr": 0.947682, + "primary_prob": 55.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.421523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.167466, + "hold30_r": -1.139089 + }, + { + "symbol": "PANW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.074398, + "strategy_rank": 86.832407, + "rr": 1.769756, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.654634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040383, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291028, + "strategy_rank": 66.510277, + "rr": 1.069293, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.603939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.005153, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.715536, + "strategy_rank": 81.817269, + "rr": 1.50296, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.25444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.452623, + "hold30_r": 4.041641 + }, + { + "symbol": "PGR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.80744, + "strategy_rank": 65.714388, + "rr": 0.944819, + "primary_prob": 55.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.417228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.867249, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137856, + "strategy_rank": 86.189942, + "rr": 1.901068, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.851602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039573, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.748359, + "strategy_rank": 87.110736, + "rr": 1.081519, + "primary_prob": 36.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.622278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033813, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.947484, + "strategy_rank": 82.018976, + "rr": 0.92444, + "primary_prob": 41.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.38666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036623, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.873085, + "strategy_rank": 92.465258, + "rr": 1.675514, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.513271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032771, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.358862, + "strategy_rank": 98.031531, + "rr": 1.653326, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.479989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.328478, + "hold30_r": -1.304021 + }, + { + "symbol": "SNPS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.840263, + "strategy_rank": 84.942282, + "rr": 1.082479, + "primary_prob": 36.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.623718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051606, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.886214, + "strategy_rank": 61.628547, + "rr": 1.688633, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.53295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.608544, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.621444, + "strategy_rank": 85.608781, + "rr": 1.819383, + "primary_prob": 36.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.729075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034808, + "hold30_r": -1.0 + }, + { + "symbol": "STZ", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853392, + "strategy_rank": 59.48262, + "rr": 1.651278, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.476917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071206, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21663, + "strategy_rank": 76.1041, + "rr": 0.871243, + "primary_prob": 43.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.306864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052752, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.061269, + "strategy_rank": 90.226495, + "rr": 1.657195, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.485793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.507582, + "hold30_r": -1.468592 + }, + { + "symbol": "TSLA", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.733042, + "strategy_rank": 95.603293, + "rr": 1.671411, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.507116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.640554, + "hold30_r": -1.18171 + }, + { + "symbol": "UNH", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.794311, + "strategy_rank": 68.813395, + "rr": 0.874148, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.311222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.802593, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.634573, + "strategy_rank": 66.181906, + "rr": 1.202446, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.803668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.12774, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.26477, + "strategy_rank": 93.364028, + "rr": 2.741803, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.112705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034362, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.435449, + "strategy_rank": 79.404814, + "rr": 1.836142, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.754213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786754, + "hold30_r": 1.295366 + }, + { + "symbol": "VST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.997812, + "strategy_rank": 83.590272, + "rr": 1.750648, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.625972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.122469, + "hold30_r": -1.074959 + }, + { + "symbol": "WMB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.560175, + "strategy_rank": 75.054418, + "rr": 1.749641, + "primary_prob": 22.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.624462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055775, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.105033, + "strategy_rank": 63.388277, + "rr": 0.977238, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.465858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908716, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.936543, + "strategy_rank": 88.216236, + "rr": 0.751682, + "primary_prob": 47.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.127523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708084, + "hold30_r": -1.044446 + }, + { + "symbol": "ABBV", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.966046, + "strategy_rank": 64.125685, + "rr": 2.964851, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.447277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06652, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.428258, + "strategy_rank": 81.975273, + "rr": 1.59896, + "primary_prob": 40.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.39844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053055, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.389923, + "strategy_rank": 70.6038, + "rr": 1.0347, + "primary_prob": 38.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.55205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066603, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.613363, + "strategy_rank": 84.591279, + "rr": 1.617057, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.425586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027562, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.961665, + "strategy_rank": 89.908614, + "rr": 1.564741, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.347111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046101, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.795181, + "strategy_rank": 97.64678, + "rr": 1.676407, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.51461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651685, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.599124, + "strategy_rank": 58.005601, + "rr": 0.754827, + "primary_prob": 62.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.132241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080267, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.03724, + "strategy_rank": 76.364799, + "rr": 1.637217, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.455826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043887, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.523549, + "strategy_rank": 80.706966, + "rr": 0.776974, + "primary_prob": 46.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.165461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063186, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.361446, + "strategy_rank": 82.454325, + "rr": 1.704393, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.55659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044351, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.866375, + "strategy_rank": 92.22725, + "rr": 1.588868, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.383302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034783, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.694414, + "strategy_rank": 67.634449, + "rr": 1.295929, + "primary_prob": 31.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.943893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06936, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.951807, + "strategy_rank": 83.262108, + "rr": 1.847946, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.771919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052206, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.452355, + "strategy_rank": 95.743563, + "rr": 1.835683, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.753524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032976, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485214, + "strategy_rank": 76.68779, + "rr": 1.35294, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.029411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058271, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.180723, + "strategy_rank": 80.149482, + "rr": 1.750021, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.625031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050713, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.480832, + "strategy_rank": 92.623891, + "rr": 1.876232, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.814348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039425, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.380066, + "strategy_rank": 61.200182, + "rr": 0.933795, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.400692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06421, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446878, + "strategy_rank": 76.344762, + "rr": 1.900566, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.850849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06018, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671413, + "strategy_rank": 94.977867, + "rr": 1.952919, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.929379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.309352, + "hold30_r": -1.275584 + }, + { + "symbol": "CTVA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880613, + "strategy_rank": 74.830434, + "rr": 0.693535, + "primary_prob": 65.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.040302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632252, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.884995, + "strategy_rank": 64.769606, + "rr": 1.097169, + "primary_prob": 36.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.645754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065903, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.166484, + "strategy_rank": 84.876714, + "rr": 1.74243, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.613645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052505, + "hold30_r": -1.002093 + }, + { + "symbol": "DG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 76.277104, + "rr": 1.080041, + "primary_prob": 36.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.620061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060228, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.576123, + "strategy_rank": 94.539391, + "rr": 0.732334, + "primary_prob": 48.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.0985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038199, + "hold30_r": -0.341354 + }, + { + "symbol": "DVN", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.014239, + "strategy_rank": 97.340602, + "rr": 2.013822, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.020732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045538, + "hold30_r": -1.01506 + }, + { + "symbol": "ELV", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.566265, + "strategy_rank": 72.892884, + "rr": 1.890634, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.835951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059763, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.042716, + "strategy_rank": 93.728589, + "rr": 1.602393, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.403589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036061, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.233297, + "strategy_rank": 97.887815, + "rr": 1.017363, + "primary_prob": 53.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.526044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991666, + "hold30_r": -1.238458 + }, + { + "symbol": "ERIE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.170865, + "strategy_rank": 66.872779, + "rr": 1.13865, + "primary_prob": 50.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.707975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063023, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.223439, + "strategy_rank": 89.009361, + "rr": 1.121514, + "primary_prob": 35.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.68227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040231, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.918949, + "strategy_rank": 95.589216, + "rr": 1.573328, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.359991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.360847, + "hold30_r": -1.329327 + }, + { + "symbol": "FICO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.051479, + "strategy_rank": 76.462512, + "rr": 1.678247, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.517371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045968, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.304491, + "strategy_rank": 84.558001, + "rr": 1.576648, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.364972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047795, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.832421, + "strategy_rank": 76.243526, + "rr": 1.556832, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.335249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051683, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.728368, + "strategy_rank": 94.121455, + "rr": 1.619496, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.429244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.382109, + "hold30_r": -1.352881 + }, + { + "symbol": "HLT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.256298, + "strategy_rank": 78.881378, + "rr": 1.811822, + "primary_prob": 22.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.717732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049681, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.608981, + "strategy_rank": 87.398278, + "rr": 1.731745, + "primary_prob": 23.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.597617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033608, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.637459, + "strategy_rank": 83.096987, + "rr": 1.571229, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.356844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041131, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.71851, + "strategy_rank": 63.809741, + "rr": 0.681765, + "primary_prob": 50.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.022647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075485, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.032859, + "strategy_rank": 77.826065, + "rr": 1.240288, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.860432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052407, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.065717, + "strategy_rank": 71.242939, + "rr": 1.080738, + "primary_prob": 36.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.621106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023632, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.43264, + "strategy_rank": 62.756896, + "rr": 1.133575, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.700362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063119, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.732749, + "strategy_rank": 87.145966, + "rr": 1.616191, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.424286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035551, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.104053, + "strategy_rank": 68.008285, + "rr": 0.947802, + "primary_prob": 55.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.421703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053421, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008762, + "strategy_rank": 62.121232, + "rr": 1.500729, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.251093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071953, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513691, + "strategy_rank": 83.972932, + "rr": 1.555182, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.332773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078484, + "hold30_r": -1.033302 + }, + { + "symbol": "MAR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.813801, + "strategy_rank": 83.186947, + "rr": 1.72331, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.584965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085213, + "hold30_r": -1.034101 + }, + { + "symbol": "MOS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.357065, + "strategy_rank": 96.716466, + "rr": 1.734301, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.601451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031375, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 87.59023, + "rr": 1.73509, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.602636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043355, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.690033, + "strategy_rank": 92.038822, + "rr": 1.771047, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.65657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028661, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.475356, + "strategy_rank": 57.995331, + "rr": 1.609114, + "primary_prob": 25.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.413671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071138, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.570646, + "strategy_rank": 60.042122, + "rr": 1.953464, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.930196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070539, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.2092, + "strategy_rank": 89.371167, + "rr": 1.500512, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.250769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197906, + "hold30_r": -1.159552 + }, + { + "symbol": "OKE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.418401, + "strategy_rank": 78.184347, + "rr": 1.502838, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.254256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060932, + "hold30_r": -1.012438 + }, + { + "symbol": "ON", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.261774, + "strategy_rank": 96.310813, + "rr": 1.047262, + "primary_prob": 52.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028633, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890471, + "strategy_rank": 97.395977, + "rr": 1.78499, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.677486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078513, + "hold30_r": -1.050912 + }, + { + "symbol": "PANW", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.980285, + "strategy_rank": 85.262786, + "rr": 1.630015, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.445023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040349, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651698, + "strategy_rank": 69.245029, + "rr": 1.47917, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.218756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060928, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.789704, + "strategy_rank": 70.40334, + "rr": 0.729025, + "primary_prob": 48.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.093538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.67108, + "hold30_r": -1.011016 + }, + { + "symbol": "PSX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.785323, + "strategy_rank": 86.766138, + "rr": 1.601922, + "primary_prob": 25.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.402884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037629, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.394304, + "strategy_rank": 80.925904, + "rr": 0.906752, + "primary_prob": 42.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.360128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036915, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.13253, + "strategy_rank": 72.930189, + "rr": 1.475721, + "primary_prob": 27.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.213582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051172, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.199343, + "strategy_rank": 76.028818, + "rr": 2.077146, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.115719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090829, + "hold30_r": -1.02938 + }, + { + "symbol": "SLB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.647317, + "strategy_rank": 91.942618, + "rr": 1.675235, + "primary_prob": 39.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.512852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032951, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.138007, + "strategy_rank": 97.876036, + "rr": 1.717622, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.576433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.345292, + "hold30_r": -1.320208 + }, + { + "symbol": "SNPS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.185104, + "strategy_rank": 83.874212, + "rr": 1.926962, + "primary_prob": 20.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.890443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048038, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.552026, + "strategy_rank": 88.550095, + "rr": 1.819821, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.729731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03488, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.665936, + "strategy_rank": 70.327425, + "rr": 1.871874, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.807811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056338, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351588, + "strategy_rank": 75.184186, + "rr": 1.748026, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.622039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054403, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.085433, + "strategy_rank": 76.789781, + "rr": 0.789797, + "primary_prob": 46.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.184695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739915, + "hold30_r": 3.069091 + }, + { + "symbol": "TRGP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.947426, + "strategy_rank": 90.729938, + "rr": 1.664015, + "primary_prob": 39.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.496023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038747, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.742607, + "strategy_rank": 94.941269, + "rr": 1.517548, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.276323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033015, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.913472, + "strategy_rank": 87.809671, + "rr": 1.266009, + "primary_prob": 32.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.899013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024993, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.128149, + "strategy_rank": 67.892549, + "rr": 1.429122, + "primary_prob": 28.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.143684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070044, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.69989, + "strategy_rank": 93.663446, + "rr": 1.62277, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.434155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033991, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.50931, + "strategy_rank": 82.217567, + "rr": 1.15401, + "primary_prob": 34.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.731015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048614, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004381, + "strategy_rank": 83.473089, + "rr": 1.724351, + "primary_prob": 23.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.586527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.359497, + "hold30_r": -1.308199 + }, + { + "symbol": "WMB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.347207, + "strategy_rank": 75.06996, + "rr": 0.9572, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.435799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909227, + "hold30_r": -1.236789 + }, + { + "symbol": "WRB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.266156, + "strategy_rank": 65.604471, + "rr": 1.81645, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.724675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067223, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823658, + "strategy_rank": 87.76562, + "rr": 1.591389, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.387084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045427, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.301462, + "strategy_rank": 65.485181, + "rr": 1.581452, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.372178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06422, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764904, + "strategy_rank": 59.872512, + "rr": 1.751579, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.627369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069458, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.013498, + "strategy_rank": 81.398213, + "rr": 1.798209, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.697314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048863, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.20135, + "strategy_rank": 71.845439, + "rr": 1.596751, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.395126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.566641, + "hold30_r": -1.504278 + }, + { + "symbol": "AJG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.726659, + "strategy_rank": 66.978324, + "rr": 0.68945, + "primary_prob": 50.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.034175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07858, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.001125, + "strategy_rank": 90.768203, + "rr": 0.934313, + "primary_prob": 41.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.401469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.167865, + "hold30_r": -1.137862 + }, + { + "symbol": "ANET", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.050619, + "strategy_rank": 89.827568, + "rr": 0.841984, + "primary_prob": 44.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.262976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042157, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.312711, + "strategy_rank": 97.369459, + "rr": 1.930136, + "primary_prob": 35.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.895204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027103, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514061, + "strategy_rank": 62.136247, + "rr": 0.756048, + "primary_prob": 47.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.134072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073968, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.375703, + "strategy_rank": 80.591082, + "rr": 0.815436, + "primary_prob": 45.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.223153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.062212, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.589426, + "strategy_rank": 78.055295, + "rr": 1.759455, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.639182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.224199, + "hold30_r": -1.181112 + }, + { + "symbol": "BLDR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.025872, + "strategy_rank": 91.882155, + "rr": 1.825806, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.738709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79415, + "hold30_r": 1.59139 + }, + { + "symbol": "BRO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.539933, + "strategy_rank": 66.321773, + "rr": 1.113967, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.67095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063853, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.651294, + "strategy_rank": 70.070512, + "rr": 1.084224, + "primary_prob": 36.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.626336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028558, + "hold30_r": 3.752149 + }, + { + "symbol": "CDNS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.239595, + "strategy_rank": 79.537379, + "rr": 1.23524, + "primary_prob": 32.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.85286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.187425, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.987627, + "strategy_rank": 94.808193, + "rr": 0.804557, + "primary_prob": 45.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.206835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77269, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.426322, + "strategy_rank": 76.014156, + "rr": 1.846666, + "primary_prob": 21.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.769999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056024, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.725534, + "strategy_rank": 82.5472, + "rr": 1.810043, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.715064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040577, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.412823, + "strategy_rank": 92.694594, + "rr": 1.200097, + "primary_prob": 48.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072611, + "hold30_r": -1.031232 + }, + { + "symbol": "COR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.314961, + "strategy_rank": 60.973281, + "rr": 1.395631, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.093446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060632, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.564679, + "strategy_rank": 75.593028, + "rr": 0.81459, + "primary_prob": 45.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.221885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055289, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887514, + "strategy_rank": 94.730249, + "rr": 1.567919, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.351879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033519, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.364454, + "strategy_rank": 64.718039, + "rr": 1.113124, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.669686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067891, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.950506, + "strategy_rank": 83.81704, + "rr": 1.705406, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.558109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.290429, + "hold30_r": -1.238684 + }, + { + "symbol": "DG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.089989, + "strategy_rank": 75.107936, + "rr": 0.98215, + "primary_prob": 39.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.473224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919387, + "hold30_r": 1.653442 + }, + { + "symbol": "DLTR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.537683, + "strategy_rank": 94.695479, + "rr": 1.307608, + "primary_prob": 31.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.961413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267738, + "hold30_r": 2.640421 + }, + { + "symbol": "DVN", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.212598, + "strategy_rank": 97.325223, + "rr": 1.899678, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.849518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179237, + "hold30_r": -1.148313 + }, + { + "symbol": "ED", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.101237, + "strategy_rank": 63.879855, + "rr": 0.774559, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.161839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067465, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.989876, + "strategy_rank": 63.299655, + "rr": 1.539834, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.309751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05873, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.876265, + "strategy_rank": 72.553835, + "rr": 0.974339, + "primary_prob": 39.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.461509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055124, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.500562, + "strategy_rank": 92.771742, + "rr": 1.554546, + "primary_prob": 41.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.331819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.373088, + "hold30_r": -1.336879 + }, + { + "symbol": "EQT", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662542, + "strategy_rank": 98.17951, + "rr": 0.779005, + "primary_prob": 61.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.168507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.47396, + "hold30_r": -1.448763 + }, + { + "symbol": "ERIE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.339708, + "strategy_rank": 62.92993, + "rr": 1.652044, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.478066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067616, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.338583, + "strategy_rank": 88.307794, + "rr": 1.884512, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.826769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084042, + "hold30_r": -1.045137 + }, + { + "symbol": "FANG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.187852, + "strategy_rank": 95.233743, + "rr": 1.861333, + "primary_prob": 36.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.656597, + "hold30_r": -1.624413 + }, + { + "symbol": "FIX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.275591, + "strategy_rank": 85.333363, + "rr": 1.137286, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.705929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.090071, + "hold30_r": 4.609942 + }, + { + "symbol": "FSLR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.914511, + "strategy_rank": 85.874989, + "rr": 0.724274, + "primary_prob": 63.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.086411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692957, + "hold30_r": -1.282143 + }, + { + "symbol": "GD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.214848, + "strategy_rank": 60.457135, + "rr": 0.940784, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.411176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876039, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.07649, + "strategy_rank": 63.338937, + "rr": 0.916008, + "primary_prob": 41.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.374012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840653, + "hold30_r": 2.409094 + }, + { + "symbol": "GPC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951631, + "strategy_rank": 64.270636, + "rr": 0.988568, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.482851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919341, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.8009, + "strategy_rank": 76.32018, + "rr": 1.197842, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.796763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060114, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.925759, + "strategy_rank": 92.444661, + "rr": 1.781872, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.672809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.13525, + "hold30_r": -1.105029 + }, + { + "symbol": "HPQ", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.751406, + "strategy_rank": 87.30576, + "rr": 1.691465, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.537198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097507, + "hold30_r": -1.062802 + }, + { + "symbol": "HST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.139483, + "strategy_rank": 81.380784, + "rr": 1.86841, + "primary_prob": 21.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.802615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042717, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.739033, + "strategy_rank": 62.967885, + "rr": 1.734325, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.601488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.657633, + "hold30_r": 2.585861 + }, + { + "symbol": "HWM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.489314, + "strategy_rank": 75.550385, + "rr": 1.38522, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.077829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045272, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014623, + "strategy_rank": 73.514731, + "rr": 1.440745, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.161118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051515, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.464567, + "strategy_rank": 61.05441, + "rr": 1.917112, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.875668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063638, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.664792, + "strategy_rank": 68.187826, + "rr": 1.866483, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.799724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044088, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.551181, + "strategy_rank": 71.947625, + "rr": 1.529823, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.294735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05497, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.276715, + "strategy_rank": 62.382465, + "rr": 0.686092, + "primary_prob": 50.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.029138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.615056, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.03937, + "strategy_rank": 82.280368, + "rr": 1.724653, + "primary_prob": 23.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.58698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042006, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.637795, + "strategy_rank": 73.234097, + "rr": 1.595833, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.393749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541571, + "hold30_r": 3.743173 + }, + { + "symbol": "MOS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.862767, + "strategy_rank": 96.312926, + "rr": 1.831232, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.746849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030034, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.737908, + "strategy_rank": 87.469344, + "rr": 1.565699, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.348549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043118, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.814398, + "strategy_rank": 87.853225, + "rr": 1.77242, + "primary_prob": 22.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.658629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029155, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.689539, + "strategy_rank": 58.919756, + "rr": 1.942051, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.913076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869195, + "hold30_r": 5.454775 + }, + { + "symbol": "NI", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.176603, + "strategy_rank": 63.248341, + "rr": 1.293355, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.940033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064142, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.463442, + "strategy_rank": 89.836769, + "rr": 1.520926, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.281389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027396, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.96288, + "strategy_rank": 96.154915, + "rr": 1.591559, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.387338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028692, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.264342, + "strategy_rank": 75.494028, + "rr": 1.266251, + "primary_prob": 32.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.899377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.200501, + "hold30_r": 5.934994 + }, + { + "symbol": "OXY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.43757, + "strategy_rank": 97.280457, + "rr": 1.859203, + "primary_prob": 36.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.788805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.305334, + "hold30_r": -1.274607 + }, + { + "symbol": "PAYX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.501687, + "strategy_rank": 70.83208, + "rr": 1.086954, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.630431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055801, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.23847, + "strategy_rank": 87.184907, + "rr": 1.849683, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.774524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033758, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.826772, + "strategy_rank": 80.404583, + "rr": 0.938686, + "primary_prob": 41.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.408029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046723, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.43982, + "strategy_rank": 71.266301, + "rr": 1.183559, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.775338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050541, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051744, + "strategy_rank": 75.033973, + "rr": 1.947329, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.920994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.233061, + "hold30_r": -1.171101 + }, + { + "symbol": "SLB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.863892, + "strategy_rank": 88.564275, + "rr": 1.571906, + "primary_prob": 40.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.35786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103259, + "hold30_r": -1.068822 + }, + { + "symbol": "SMCI", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.762655, + "strategy_rank": 98.358577, + "rr": 1.759942, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.639913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027005, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.789651, + "strategy_rank": 80.267363, + "rr": 1.714155, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.571233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044807, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.788526, + "strategy_rank": 88.825002, + "rr": 1.93258, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.89887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121658, + "hold30_r": -1.093427 + }, + { + "symbol": "TAP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.114736, + "strategy_rank": 68.671326, + "rr": 1.355973, + "primary_prob": 30.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.033959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.474938, + "hold30_r": -1.420921 + }, + { + "symbol": "TKO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.776153, + "strategy_rank": 74.633195, + "rr": 0.776243, + "primary_prob": 46.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.164364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724757, + "hold30_r": 3.865172 + }, + { + "symbol": "TPL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.588301, + "strategy_rank": 92.141025, + "rr": 0.875682, + "primary_prob": 43.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.313523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028648, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.600675, + "strategy_rank": 89.748562, + "rr": 1.62365, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.435475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038105, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.150731, + "strategy_rank": 94.523489, + "rr": 1.92643, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.889645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035604, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.825647, + "strategy_rank": 96.10829, + "rr": 1.650744, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.476117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025484, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.526434, + "strategy_rank": 67.058392, + "rr": 1.578961, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.368441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063206, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087739, + "strategy_rank": 93.537822, + "rr": 1.286274, + "primary_prob": 31.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.929412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031232, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.175478, + "strategy_rank": 82.929576, + "rr": 0.718854, + "primary_prob": 49.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.078281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.670543, + "hold30_r": 0.018474 + }, + { + "symbol": "VST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.250844, + "strategy_rank": 84.826152, + "rr": 1.892082, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.838123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054922, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.326209, + "strategy_rank": 75.396886, + "rr": 1.883243, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.824865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047323, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.563555, + "strategy_rank": 67.566398, + "rr": 0.744326, + "primary_prob": 48.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.116489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071443, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.40045, + "strategy_rank": 86.794922, + "rr": 1.581134, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.3717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04456, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.413965, + "strategy_rank": 63.124645, + "rr": 2.953455, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 4.430182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062326, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.892768, + "strategy_rank": 81.463294, + "rr": 1.599233, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.39885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050371, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.533666, + "strategy_rank": 69.988261, + "rr": 1.616245, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.424368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.521951, + "hold30_r": -1.460148 + }, + { + "symbol": "AJG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.044888, + "strategy_rank": 64.567162, + "rr": 1.692985, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.539477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631995, + "hold30_r": 2.619439 + }, + { + "symbol": "ALB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.396509, + "strategy_rank": 91.287643, + "rr": 1.629834, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.444751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02733, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.887781, + "strategy_rank": 89.323065, + "rr": 1.693169, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.539754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651153, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.628429, + "strategy_rank": 97.620224, + "rr": 1.557889, + "primary_prob": 26.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.336834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023946, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.162095, + "strategy_rank": 60.360664, + "rr": 0.970508, + "primary_prob": 40.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.455762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070439, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.900249, + "strategy_rank": 78.060934, + "rr": 0.870065, + "primary_prob": 43.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.305098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820084, + "hold30_r": 4.749614 + }, + { + "symbol": "BG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.279302, + "strategy_rank": 80.176582, + "rr": 1.794301, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.691451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042167, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.778055, + "strategy_rank": 88.969047, + "rr": 1.782536, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.673804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750457, + "hold30_r": 0.303398 + }, + { + "symbol": "CAH", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.528678, + "strategy_rank": 68.022379, + "rr": 1.895448, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.843172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836813, + "hold30_r": 3.660849 + }, + { + "symbol": "CDNS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.548628, + "strategy_rank": 77.380304, + "rr": 1.363997, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.045996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.315626, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.877805, + "strategy_rank": 94.096157, + "rr": 1.809373, + "primary_prob": 22.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.714059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029781, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.526185, + "strategy_rank": 77.126611, + "rr": 1.718361, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.577542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048028, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.147132, + "strategy_rank": 70.677214, + "rr": 1.264917, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.897375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066444, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.640898, + "strategy_rank": 80.455229, + "rr": 1.708203, + "primary_prob": 23.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.562304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038746, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663342, + "strategy_rank": 61.169694, + "rr": 0.946305, + "primary_prob": 40.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.419458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878979, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.13217, + "strategy_rank": 92.201734, + "rr": 1.537832, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.306748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0395, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.798005, + "strategy_rank": 74.080397, + "rr": 1.775748, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.663621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055514, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.376559, + "strategy_rank": 94.520004, + "rr": 1.776751, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.665126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030307, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.394015, + "strategy_rank": 74.725624, + "rr": 1.163623, + "primary_prob": 34.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.745435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050344, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.137157, + "strategy_rank": 83.407965, + "rr": 1.947803, + "primary_prob": 20.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.921705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05096, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.129676, + "strategy_rank": 94.543824, + "rr": 1.901276, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.851915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858217, + "hold30_r": 2.57587 + }, + { + "symbol": "DVN", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.127182, + "strategy_rank": 96.960634, + "rr": 0.866757, + "primary_prob": 43.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.300136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028597, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.032419, + "strategy_rank": 61.781971, + "rr": 1.193567, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.79035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066484, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.780549, + "strategy_rank": 71.047878, + "rr": 1.22251, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.833765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051958, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.63591, + "strategy_rank": 92.16307, + "rr": 1.617409, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.426113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03655, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.625935, + "strategy_rank": 98.169039, + "rr": 1.660087, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.49013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023032, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.381546, + "strategy_rank": 95.14093, + "rr": 0.911287, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.366931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030149, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.284289, + "strategy_rank": 85.915814, + "rr": 1.437765, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.156647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028834, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.885287, + "strategy_rank": 93.458431, + "rr": 1.676254, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.514381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030235, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.142145, + "strategy_rank": 83.916811, + "rr": 1.727691, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.591536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045361, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.029925, + "strategy_rank": 88.856315, + "rr": 0.795028, + "primary_prob": 61.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.192542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764414, + "hold30_r": -1.226695 + }, + { + "symbol": "GPC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.660848, + "strategy_rank": 63.922743, + "rr": 0.952895, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.429343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065356, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.895262, + "strategy_rank": 76.169772, + "rr": 1.523872, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.285809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051093, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.386534, + "strategy_rank": 93.296103, + "rr": 1.707407, + "primary_prob": 23.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.561111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027608, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.910224, + "strategy_rank": 84.757331, + "rr": 1.914388, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.871583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097322, + "hold30_r": -1.061415 + }, + { + "symbol": "HRL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.174564, + "strategy_rank": 58.662668, + "rr": 0.911538, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.367307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07722, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.281796, + "strategy_rank": 62.890532, + "rr": 0.720513, + "primary_prob": 49.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.08077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08058, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.790524, + "strategy_rank": 66.498946, + "rr": 0.866951, + "primary_prob": 43.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.300426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816502, + "hold30_r": 3.528474 + }, + { + "symbol": "HWM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.546135, + "strategy_rank": 72.586653, + "rr": 1.55284, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.32926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041737, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.793017, + "strategy_rank": 69.013643, + "rr": 1.902242, + "primary_prob": 20.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.853363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044591, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.149626, + "strategy_rank": 72.780952, + "rr": 1.29011, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.935165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239424, + "hold30_r": 4.142159 + }, + { + "symbol": "LMT", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.543641, + "strategy_rank": 59.424384, + "rr": 1.217609, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.826414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068181, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.633416, + "strategy_rank": 72.836418, + "rr": 1.919893, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.87984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863321, + "hold30_r": 4.126821 + }, + { + "symbol": "MOS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.630923, + "strategy_rank": 95.987972, + "rr": 0.667724, + "primary_prob": 51.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.001586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027772, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.38404, + "strategy_rank": 87.269575, + "rr": 1.5614, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.3421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041967, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.795511, + "strategy_rank": 57.854616, + "rr": 1.47458, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.21187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.407803, + "hold30_r": 4.288521 + }, + { + "symbol": "MTB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.648379, + "strategy_rank": 76.492471, + "rr": 0.747622, + "primary_prob": 47.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.121433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051221, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.294264, + "strategy_rank": 60.221178, + "rr": 1.589857, + "primary_prob": 25.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.384786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060351, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.890274, + "strategy_rank": 90.829045, + "rr": 0.791952, + "primary_prob": 46.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.187928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765065, + "hold30_r": 2.460262 + }, + { + "symbol": "ON", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.134663, + "strategy_rank": 95.575709, + "rr": 1.786115, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.679172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026945, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875312, + "strategy_rank": 97.073366, + "rr": 0.676047, + "primary_prob": 50.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.014071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030312, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.531172, + "strategy_rank": 86.302954, + "rr": 0.867577, + "primary_prob": 43.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.301366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828786, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.541147, + "strategy_rank": 68.603336, + "rr": 1.382852, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.074278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054353, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.296758, + "strategy_rank": 74.653683, + "rr": 0.784752, + "primary_prob": 61.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.177128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045957, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.042394, + "strategy_rank": 70.122204, + "rr": 1.28856, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.932839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058677, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.027431, + "strategy_rank": 70.50102, + "rr": 1.056125, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.584187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059941, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.897756, + "strategy_rank": 86.044369, + "rr": 1.794125, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.691187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03444, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.411471, + "strategy_rank": 80.223895, + "rr": 1.947074, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.920611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044052, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.912718, + "strategy_rank": 74.457583, + "rr": 1.533696, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.300544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056206, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.139651, + "strategy_rank": 92.124406, + "rr": 1.654048, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.481073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033097, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.379052, + "strategy_rank": 98.192858, + "rr": 1.841461, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.762191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819711, + "hold30_r": 5.119406 + }, + { + "symbol": "SRE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.0399, + "strategy_rank": 62.190321, + "rr": 1.44522, + "primary_prob": 28.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.16783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059245, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.643392, + "strategy_rank": 88.685991, + "rr": 1.771939, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.657908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.743755, + "hold30_r": 3.688059 + }, + { + "symbol": "TAP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.047382, + "strategy_rank": 68.165297, + "rr": 1.418679, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.128019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054021, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.291771, + "strategy_rank": 69.138611, + "rr": 0.781286, + "primary_prob": 46.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.171928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729466, + "hold30_r": 2.214877 + }, + { + "symbol": "TPL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.391521, + "strategy_rank": 91.525995, + "rr": 0.830019, + "primary_prob": 44.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.245029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030928, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.638404, + "strategy_rank": 89.78362, + "rr": 1.640178, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.460267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033308, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.144638, + "strategy_rank": 93.006851, + "rr": 1.590071, + "primary_prob": 25.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.385106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033664, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.034913, + "strategy_rank": 89.96292, + "rr": 1.7269, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.59035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025838, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.783042, + "strategy_rank": 66.053236, + "rr": 1.865372, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.798058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061139, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.880299, + "strategy_rank": 93.173744, + "rr": 1.598484, + "primary_prob": 25.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.397726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032359, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.389027, + "strategy_rank": 82.024997, + "rr": 0.816345, + "primary_prob": 45.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.224518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769079, + "hold30_r": 2.060094 + }, + { + "symbol": "VST", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.645885, + "strategy_rank": 83.840787, + "rr": 0.913185, + "primary_prob": 41.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.369778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049821, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.399002, + "strategy_rank": 75.458629, + "rr": 0.988415, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.482623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044156, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.276808, + "strategy_rank": 66.304475, + "rr": 1.084853, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.62728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063314, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.882793, + "strategy_rank": 86.385826, + "rr": 0.725797, + "primary_prob": 48.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.088696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044278, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.481481, + "strategy_rank": 60.63862, + "rr": 2.919411, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 4.379116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060195, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 79.918646, + "rr": 1.736963, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.605445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695343, + "hold30_r": 3.529017 + }, + { + "symbol": "ADP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.656085, + "strategy_rank": 68.005961, + "rr": 1.9146, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.8719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117785, + "hold30_r": -1.058756 + }, + { + "symbol": "AJG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.407407, + "strategy_rank": 64.057217, + "rr": 0.968967, + "primary_prob": 40.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.45345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.906612, + "hold30_r": 3.982329 + }, + { + "symbol": "ALB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.931217, + "strategy_rank": 91.304358, + "rr": 1.615949, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.423923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026886, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.899471, + "strategy_rank": 89.372374, + "rr": 1.751081, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.626622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040031, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.809524, + "strategy_rank": 97.860598, + "rr": 1.588713, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.383069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567226, + "hold30_r": 3.704045 + }, + { + "symbol": "ATO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.391534, + "strategy_rank": 59.944786, + "rr": 1.16822, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.75233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056061, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.126984, + "strategy_rank": 73.730578, + "rr": 1.644517, + "primary_prob": 39.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.466775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.591598, + "hold30_r": 3.782436 + }, + { + "symbol": "BG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.201058, + "strategy_rank": 75.932034, + "rr": 1.763815, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.645723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727128, + "hold30_r": 4.449798 + }, + { + "symbol": "BLDR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.507937, + "strategy_rank": 86.914395, + "rr": 1.650979, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.476469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618079, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.550265, + "strategy_rank": 69.571729, + "rr": 1.481086, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.221629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.428645, + "hold30_r": 3.922024 + }, + { + "symbol": "CDNS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 80.065963, + "rr": 1.026749, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.540124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.976901, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.280423, + "strategy_rank": 94.244845, + "rr": 1.730543, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.595814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.704675, + "hold30_r": 1.523117 + }, + { + "symbol": "CHRW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 75.598065, + "rr": 1.25727, + "primary_prob": 32.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.885905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048356, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.873016, + "strategy_rank": 70.339343, + "rr": 1.472802, + "primary_prob": 27.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.209203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.409772, + "hold30_r": 4.805473 + }, + { + "symbol": "CNC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.724868, + "strategy_rank": 79.036695, + "rr": 1.701911, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.552867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04212, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.804233, + "strategy_rank": 60.733412, + "rr": 1.685767, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.52865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046096, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.693122, + "strategy_rank": 91.74851, + "rr": 1.796718, + "primary_prob": 22.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.695076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.763859, + "hold30_r": 4.089104 + }, + { + "symbol": "COST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.42328, + "strategy_rank": 74.145901, + "rr": 0.856407, + "primary_prob": 43.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.28461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079434, + "hold30_r": -1.031887 + }, + { + "symbol": "CTRA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.867725, + "strategy_rank": 94.643555, + "rr": 1.593065, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.389597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565817, + "hold30_r": 0.818382 + }, + { + "symbol": "CTVA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.195767, + "strategy_rank": 74.431496, + "rr": 0.710144, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.065216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663911, + "hold30_r": 4.040649 + }, + { + "symbol": "CVX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.10582, + "strategy_rank": 84.107056, + "rr": 1.278949, + "primary_prob": 31.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.918423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.235534, + "hold30_r": 5.47746 + }, + { + "symbol": "DLTR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.989418, + "strategy_rank": 90.461986, + "rr": 1.606669, + "primary_prob": 25.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.410003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563338, + "hold30_r": 4.160828 + }, + { + "symbol": "DVN", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.074074, + "strategy_rank": 97.254227, + "rr": 1.843225, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.764838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.81752, + "hold30_r": 1.688538 + }, + { + "symbol": "ED", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.772487, + "strategy_rank": 61.967654, + "rr": 1.827741, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.741612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053282, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.15873, + "strategy_rank": 64.422457, + "rr": 1.732932, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.599397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041219, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.920635, + "strategy_rank": 67.874524, + "rr": 1.506976, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.260464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.457581, + "hold30_r": 3.519244 + }, + { + "symbol": "EOG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.634921, + "strategy_rank": 92.551305, + "rr": 1.619834, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.429751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588271, + "hold30_r": 4.098653 + }, + { + "symbol": "EQT", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.338624, + "strategy_rank": 97.914346, + "rr": 1.548694, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.323042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528604, + "hold30_r": 0.856362 + }, + { + "symbol": "ERIE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.216931, + "strategy_rank": 62.274015, + "rr": 0.848982, + "primary_prob": 44.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.273473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780417, + "hold30_r": 8.014589 + }, + { + "symbol": "EXE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 94.691439, + "rr": 1.625429, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.438144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.596776, + "hold30_r": 1.216812 + }, + { + "symbol": "EXR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.687831, + "strategy_rank": 70.927392, + "rr": 1.601027, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.401541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047782, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.068783, + "strategy_rank": 83.161341, + "rr": 1.160215, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.740322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134806, + "hold30_r": 3.001606 + }, + { + "symbol": "FANG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.84127, + "strategy_rank": 93.183084, + "rr": 1.674959, + "primary_prob": 24.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.512439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647676, + "hold30_r": 4.441962 + }, + { + "symbol": "FICO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.142857, + "strategy_rank": 76.33905, + "rr": 1.839958, + "primary_prob": 21.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.759937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040716, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.402116, + "strategy_rank": 82.385175, + "rr": 1.049998, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.574997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009502, + "hold30_r": 5.665035 + }, + { + "symbol": "FSLR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.460317, + "strategy_rank": 91.595573, + "rr": 0.835249, + "primary_prob": 44.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.252874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806785, + "hold30_r": -1.056562 + }, + { + "symbol": "GPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.449735, + "strategy_rank": 63.495554, + "rr": 1.778454, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.667681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720069, + "hold30_r": 6.337692 + }, + { + "symbol": "GWW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.608466, + "strategy_rank": 75.022232, + "rr": 1.443261, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.164891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392472, + "hold30_r": 6.335795 + }, + { + "symbol": "HAL", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.518519, + "strategy_rank": 92.178003, + "rr": 0.843299, + "primary_prob": 44.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.264949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81862, + "hold30_r": 6.595553 + }, + { + "symbol": "HPQ", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.465608, + "strategy_rank": 82.330939, + "rr": 0.701207, + "primary_prob": 49.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.05181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.664246, + "hold30_r": 3.144027 + }, + { + "symbol": "HSY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.243386, + "strategy_rank": 61.755595, + "rr": 0.906056, + "primary_prob": 42.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.359083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.835562, + "hold30_r": 0.393732 + }, + { + "symbol": "HUM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.862434, + "strategy_rank": 66.26307, + "rr": 1.016489, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.524734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966134, + "hold30_r": 3.447516 + }, + { + "symbol": "IRM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.671958, + "strategy_rank": 77.342666, + "rr": 1.51197, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.267955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480521, + "hold30_r": 3.14418 + }, + { + "symbol": "MCK", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.957672, + "strategy_rank": 72.778022, + "rr": 1.526739, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.290109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.472004, + "hold30_r": 2.266235 + }, + { + "symbol": "MOS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.486772, + "strategy_rank": 95.628604, + "rr": 1.740341, + "primary_prob": 23.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.610512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.715034, + "hold30_r": 1.33621 + }, + { + "symbol": "MPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 88.35752, + "rr": 0.820598, + "primary_prob": 45.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.230898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783967, + "hold30_r": 3.80051 + }, + { + "symbol": "MTB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.597884, + "strategy_rank": 69.798202, + "rr": 1.84997, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.774955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.802779, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.830688, + "strategy_rank": 67.695202, + "rr": 1.589376, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.384064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542952, + "hold30_r": 3.014964 + }, + { + "symbol": "NUE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.047619, + "strategy_rank": 90.252858, + "rr": 0.689221, + "primary_prob": 50.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.033831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.659975, + "hold30_r": 4.685818 + }, + { + "symbol": "ON", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015873, + "strategy_rank": 96.711375, + "rr": 1.788037, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.682055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.761538, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.603175, + "strategy_rank": 96.753884, + "rr": 1.318055, + "primary_prob": 30.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.977083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287196, + "hold30_r": 2.079296 + }, + { + "symbol": "PANW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.624339, + "strategy_rank": 86.654451, + "rr": 1.553345, + "primary_prob": 26.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.330018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512975, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 80.507916, + "rr": 1.556469, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.334703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518782, + "hold30_r": 3.69863 + }, + { + "symbol": "PGR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.814815, + "strategy_rank": 70.865093, + "rr": 1.11281, + "primary_prob": 36.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.669214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051567, + "hold30_r": -1.257032 + }, + { + "symbol": "PSX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.021164, + "strategy_rank": 85.111649, + "rr": 1.525593, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.28839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494082, + "hold30_r": 5.004348 + }, + { + "symbol": "PWR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 81.61243, + "rr": 1.895722, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.843583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859209, + "hold30_r": 2.73003 + }, + { + "symbol": "SLB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.079365, + "strategy_rank": 89.612284, + "rr": 0.99028, + "primary_prob": 39.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.48542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961679, + "hold30_r": 6.810185 + }, + { + "symbol": "SMCI", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.544974, + "strategy_rank": 98.26908, + "rr": 1.509693, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.26454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485566, + "hold30_r": 5.820317 + }, + { + "symbol": "SNPS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 80.566305, + "rr": 1.880684, + "primary_prob": 21.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.821026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048289, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.978836, + "strategy_rank": 63.707613, + "rr": 1.509894, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.264841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04894, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.783069, + "strategy_rank": 89.038649, + "rr": 1.747595, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.621392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.718458, + "hold30_r": 5.280508 + }, + { + "symbol": "TKO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.746032, + "strategy_rank": 67.393726, + "rr": 0.920274, + "primary_prob": 41.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.380411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.869079, + "hold30_r": 2.375139 + }, + { + "symbol": "TPL", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.57672, + "strategy_rank": 92.681276, + "rr": 0.795315, + "primary_prob": 46.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.192972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766314, + "hold30_r": 7.40806 + }, + { + "symbol": "TRGP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137566, + "strategy_rank": 87.780465, + "rr": 1.592972, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.389459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564601, + "hold30_r": 2.517528 + }, + { + "symbol": "TSLA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.343915, + "strategy_rank": 91.776361, + "rr": 0.870566, + "primary_prob": 43.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.305849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02832, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.312169, + "strategy_rank": 95.741474, + "rr": 1.33596, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.003939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025548, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 78.394899, + "rr": 1.349951, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.024926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.098572, + "hold30_r": -1.051863 + }, + { + "symbol": "UNH", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.566138, + "strategy_rank": 65.847747, + "rr": 1.295483, + "primary_prob": 31.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.943225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056854, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.751323, + "strategy_rank": 93.637008, + "rr": 1.529469, + "primary_prob": 26.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.294204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499592, + "hold30_r": 3.511778 + }, + { + "symbol": "VRTX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37037, + "strategy_rank": 83.104906, + "rr": 0.795904, + "primary_prob": 61.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.193856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748874, + "hold30_r": 1.464081 + }, + { + "symbol": "VST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.253968, + "strategy_rank": 85.145852, + "rr": 1.732418, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.598627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694035, + "hold30_r": 2.881379 + }, + { + "symbol": "WMB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.037037, + "strategy_rank": 74.699013, + "rr": 1.903153, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.85473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.864785, + "hold30_r": 3.08691 + }, + { + "symbol": "WRB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.359788, + "strategy_rank": 66.08668, + "rr": 1.747742, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.621614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690671, + "hold30_r": 3.553016 + }, + { + "symbol": "XOM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.164021, + "strategy_rank": 86.470488, + "rr": 1.732671, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.599006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.691875, + "hold30_r": 5.019034 + }, + { + "symbol": "ABBV", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.215367, + "strategy_rank": 64.075844, + "rr": 1.675198, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.512797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624323, + "hold30_r": 2.152292 + }, + { + "symbol": "ADM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.131548, + "strategy_rank": 80.174662, + "rr": 1.548321, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.322481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.502422, + "hold30_r": 2.368527 + }, + { + "symbol": "ADP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.46915, + "strategy_rank": 65.954538, + "rr": 1.784212, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.676318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057539, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.003492, + "strategy_rank": 60.541469, + "rr": 1.634155, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.451232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042516, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.167637, + "strategy_rank": 79.962642, + "rr": 1.613275, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.419912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038014, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.146682, + "strategy_rank": 65.947277, + "rr": 1.521653, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.282479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256318, + "hold30_r": -1.193364 + }, + { + "symbol": "ALB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.877765, + "strategy_rank": 93.348233, + "rr": 0.838671, + "primary_prob": 44.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.258006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02872, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.925495, + "strategy_rank": 88.92485, + "rr": 1.608714, + "primary_prob": 40.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.413071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042564, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.95227, + "strategy_rank": 98.256136, + "rr": 1.576006, + "primary_prob": 40.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.364008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.550423, + "hold30_r": 1.436755 + }, + { + "symbol": "ATO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474971, + "strategy_rank": 62.733873, + "rr": 1.102464, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.653696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.053029, + "hold30_r": 2.537698 + }, + { + "symbol": "AZO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.152503, + "strategy_rank": 76.768425, + "rr": 0.933197, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.399795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.879715, + "hold30_r": 2.473172 + }, + { + "symbol": "BLDR", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.242142, + "strategy_rank": 87.97159, + "rr": 2.727349, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.091024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035875, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644936, + "strategy_rank": 72.035427, + "rr": 0.865741, + "primary_prob": 43.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055174, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.908033, + "strategy_rank": 58.970118, + "rr": 1.583512, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.375268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.526642, + "hold30_r": 4.731932 + }, + { + "symbol": "CDNS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.009313, + "strategy_rank": 81.188401, + "rr": 1.396326, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.094489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050409, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.253783, + "strategy_rank": 94.491934, + "rr": 1.637095, + "primary_prob": 39.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02895, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.173458, + "strategy_rank": 74.930131, + "rr": 1.606371, + "primary_prob": 25.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.409557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049139, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.179278, + "strategy_rank": 78.573578, + "rr": 1.667256, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.500884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047268, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.379511, + "strategy_rank": 63.706076, + "rr": 1.29309, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.939635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040302, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.391153, + "strategy_rank": 92.421542, + "rr": 0.698636, + "primary_prob": 64.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.047954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663002, + "hold30_r": 2.050536 + }, + { + "symbol": "COR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.61234, + "strategy_rank": 65.193098, + "rr": 1.410653, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.115979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.348356, + "hold30_r": 4.232203 + }, + { + "symbol": "COST", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.400466, + "strategy_rank": 76.118653, + "rr": 1.858685, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.788027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050035, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.898719, + "strategy_rank": 90.116212, + "rr": 2.588137, + "primary_prob": 28.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.882205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031196, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.236321, + "strategy_rank": 62.481453, + "rr": 1.191954, + "primary_prob": 33.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.787932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.713556, + "hold30_r": -1.653196 + }, + { + "symbol": "CVX", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.343423, + "strategy_rank": 84.71949, + "rr": 2.002162, + "primary_prob": 34.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.003242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045314, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.934808, + "strategy_rank": 75.304888, + "rr": 1.902415, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.853622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079651, + "hold30_r": -1.016729 + }, + { + "symbol": "DLTR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.206054, + "strategy_rank": 93.61915, + "rr": 1.550444, + "primary_prob": 41.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.325666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046372, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.185099, + "strategy_rank": 97.617723, + "rr": 1.175048, + "primary_prob": 49.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.762572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029391, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.522701, + "strategy_rank": 63.571814, + "rr": 1.802692, + "primary_prob": 22.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.704038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046096, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.37369, + "strategy_rank": 65.672385, + "rr": 1.288707, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.933061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041512, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988359, + "strategy_rank": 69.960492, + "rr": 1.353131, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.029697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182677, + "hold30_r": -1.129962 + }, + { + "symbol": "EOG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.830035, + "strategy_rank": 92.092174, + "rr": 1.916406, + "primary_prob": 35.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.874609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881669, + "hold30_r": 2.309793 + }, + { + "symbol": "EQT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883586, + "strategy_rank": 98.524782, + "rr": 1.895279, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.842918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023381, + "hold30_r": -1.0 + }, + { + "symbol": "EXR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.681024, + "strategy_rank": 73.913999, + "rr": 1.561826, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.342739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046184, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.543655, + "strategy_rank": 86.785785, + "rr": 1.066875, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.600313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060176, + "hold30_r": -1.031525 + }, + { + "symbol": "FANG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.433062, + "strategy_rank": 91.915687, + "rr": 1.919926, + "primary_prob": 35.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.879889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.888701, + "hold30_r": 2.133483 + }, + { + "symbol": "FICO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.701979, + "strategy_rank": 77.093127, + "rr": 1.619699, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.429548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034601, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.665891, + "strategy_rank": 83.751141, + "rr": 0.898349, + "primary_prob": 57.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.347523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039809, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555297, + "strategy_rank": 95.361879, + "rr": 0.72251, + "primary_prob": 48.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.083765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.112274, + "hold30_r": -1.085842 + }, + { + "symbol": "GIS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.606519, + "strategy_rank": 58.971253, + "rr": 1.654966, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.482449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.598916, + "hold30_r": 1.794325 + }, + { + "symbol": "GPC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454016, + "strategy_rank": 65.547777, + "rr": 1.346947, + "primary_prob": 30.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.02042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.597206, + "strategy_rank": 76.56334, + "rr": 1.269622, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.904434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052327, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.385332, + "strategy_rank": 91.321649, + "rr": 2.743895, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.115842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.715064, + "hold30_r": 3.704241 + }, + { + "symbol": "HSY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.913853, + "strategy_rank": 60.766875, + "rr": 1.323345, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.985017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25775, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.442375, + "strategy_rank": 71.536143, + "rr": 1.257917, + "primary_prob": 32.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.886875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045052, + "hold30_r": -1.003904 + }, + { + "symbol": "IRM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.448196, + "strategy_rank": 79.012343, + "rr": 0.733907, + "primary_prob": 48.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.10086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700523, + "hold30_r": 1.930474 + }, + { + "symbol": "JKHY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.770664, + "strategy_rank": 59.158977, + "rr": 1.005382, + "primary_prob": 39.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.508073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.391193, + "hold30_r": -1.322384 + }, + { + "symbol": "KLAC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.42142, + "strategy_rank": 82.154924, + "rr": 1.615152, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.422728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036011, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.776484, + "strategy_rank": 71.478382, + "rr": 1.665194, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.497791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618376, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.209546, + "strategy_rank": 56.843546, + "rr": 1.597127, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.39569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.539025, + "hold30_r": 5.318619 + }, + { + "symbol": "LVS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.675204, + "strategy_rank": 83.894245, + "rr": 1.912712, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.869068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032023, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.486612, + "strategy_rank": 73.08697, + "rr": 1.638695, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.458042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58008, + "hold30_r": 1.307976 + }, + { + "symbol": "MOS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158324, + "strategy_rank": 94.906645, + "rr": 1.818774, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.72816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029689, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.788126, + "strategy_rank": 89.357611, + "rr": 0.902034, + "primary_prob": 57.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039825, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.119907, + "strategy_rank": 62.539336, + "rr": 1.849803, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.774704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039559, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.7078, + "strategy_rank": 67.321941, + "rr": 0.926488, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.389732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875006, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.623981, + "strategy_rank": 93.072327, + "rr": 1.714407, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.571611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682042, + "hold30_r": 3.336561 + }, + { + "symbol": "ON", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.719441, + "strategy_rank": 97.187233, + "rr": 0.702598, + "primary_prob": 64.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.053897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029714, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.650757, + "strategy_rank": 96.898387, + "rr": 1.271993, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.907989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034213, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.961583, + "strategy_rank": 85.472411, + "rr": 1.576765, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.365147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042457, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85099, + "strategy_rank": 71.543079, + "rr": 1.21928, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.82892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.186806, + "hold30_r": -2.125046 + }, + { + "symbol": "PWR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.618161, + "strategy_rank": 84.620517, + "rr": 1.767769, + "primary_prob": 22.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.651654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.200789, + "hold30_r": -1.162598 + }, + { + "symbol": "RJF", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.839348, + "strategy_rank": 72.339808, + "rr": 1.459328, + "primary_prob": 43.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.188992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048636, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.140861, + "strategy_rank": 58.436234, + "rr": 1.857567, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.786351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058279, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.686845, + "strategy_rank": 90.484276, + "rr": 1.631343, + "primary_prob": 39.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.447014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.59946, + "hold30_r": 3.879415 + }, + { + "symbol": "SMCI", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.417928, + "strategy_rank": 98.965372, + "rr": 1.859792, + "primary_prob": 36.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.789688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027793, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.194412, + "strategy_rank": 81.384521, + "rr": 1.91455, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.871826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049325, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.866123, + "strategy_rank": 60.904544, + "rr": 1.766344, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.649517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045318, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919674, + "strategy_rank": 66.744817, + "rr": 1.844159, + "primary_prob": 21.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.766239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04613, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.692666, + "strategy_rank": 90.817619, + "rr": 0.965636, + "primary_prob": 40.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.448454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932849, + "hold30_r": 5.072787 + }, + { + "symbol": "TMUS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.188591, + "strategy_rank": 65.720167, + "rr": 1.381956, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.072935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054059, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.200233, + "strategy_rank": 88.825877, + "rr": 1.659028, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.488542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.628392, + "hold30_r": 1.440395 + }, + { + "symbol": "TSLA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.364377, + "strategy_rank": 94.031022, + "rr": 1.788884, + "primary_prob": 22.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.683327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023544, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.110594, + "strategy_rank": 96.333513, + "rr": 1.226301, + "primary_prob": 33.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.839451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025051, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.75553, + "strategy_rank": 84.118069, + "rr": 1.288288, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.932432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244079, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.221187, + "strategy_rank": 66.325563, + "rr": 1.717762, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.576642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059637, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.85681, + "strategy_rank": 93.444366, + "rr": 1.73885, + "primary_prob": 38.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.608274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034004, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.412107, + "strategy_rank": 86.227848, + "rr": 1.021854, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.532782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038447, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.633295, + "strategy_rank": 72.832156, + "rr": 1.701817, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.552725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659901, + "hold30_r": 2.081158 + }, + { + "symbol": "WRB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.940629, + "strategy_rank": 65.707917, + "rr": 1.757791, + "primary_prob": 22.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.636686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.696694, + "hold30_r": 1.872507 + }, + { + "symbol": "AAPL", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.966396, + "strategy_rank": 75.965751, + "rr": 1.270405, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.905608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.229846, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.528389, + "strategy_rank": 64.322814, + "rr": 1.73596, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.60394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686957, + "hold30_r": 2.862923 + }, + { + "symbol": "ADM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.511008, + "strategy_rank": 80.924834, + "rr": 1.743716, + "primary_prob": 38.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.615574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044952, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.502897, + "strategy_rank": 65.399087, + "rr": 1.44856, + "primary_prob": 28.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.17284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.3958, + "hold30_r": 3.907057 + }, + { + "symbol": "AEP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.515643, + "strategy_rank": 63.182749, + "rr": 1.514245, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.271368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.473009, + "hold30_r": 2.59974 + }, + { + "symbol": "AES", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.661645, + "strategy_rank": 80.085643, + "rr": 1.727133, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.590699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.689496, + "hold30_r": 3.246954 + }, + { + "symbol": "AJG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.472769, + "strategy_rank": 64.632669, + "rr": 1.510727, + "primary_prob": 27.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.26609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059334, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.334878, + "strategy_rank": 95.470055, + "rr": 1.552687, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.329031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529365, + "hold30_r": 0.766179 + }, + { + "symbol": "ANET", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.480881, + "strategy_rank": 89.639385, + "rr": 1.640422, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.460633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.610452, + "hold30_r": 4.591336 + }, + { + "symbol": "APA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.725377, + "strategy_rank": 98.069701, + "rr": 1.700402, + "primary_prob": 23.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.550603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.674703, + "hold30_r": 1.40283 + }, + { + "symbol": "ATO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.83314, + "strategy_rank": 62.279046, + "rr": 1.798076, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.697115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.749826, + "hold30_r": 4.208724 + }, + { + "symbol": "BLDR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.069525, + "strategy_rank": 82.207837, + "rr": 1.717147, + "primary_prob": 38.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.575721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033494, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.704519, + "strategy_rank": 59.56998, + "rr": 1.50617, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.259255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.447952, + "hold30_r": 3.483876 + }, + { + "symbol": "CAH", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.206257, + "strategy_rank": 70.857875, + "rr": 1.016528, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.524792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965598, + "hold30_r": 3.727121 + }, + { + "symbol": "CASY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.228273, + "strategy_rank": 58.486089, + "rr": 1.180665, + "primary_prob": 34.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.770997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123831, + "hold30_r": 4.888981 + }, + { + "symbol": "CDNS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095017, + "strategy_rank": 81.06236, + "rr": 1.805128, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.707691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037078, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.377752, + "strategy_rank": 94.712177, + "rr": 0.955197, + "primary_prob": 55.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.432795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029905, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.558517, + "strategy_rank": 73.324526, + "rr": 1.207291, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.810936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046885, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.974508, + "strategy_rank": 80.557242, + "rr": 1.827071, + "primary_prob": 21.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.740607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786356, + "hold30_r": 2.59677 + }, + { + "symbol": "CNP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.06489, + "strategy_rank": 65.244039, + "rr": 1.605354, + "primary_prob": 25.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.408031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565844, + "hold30_r": 3.784173 + }, + { + "symbol": "COR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.807648, + "strategy_rank": 61.486807, + "rr": 1.88923, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.833845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.834357, + "hold30_r": 4.954224 + }, + { + "symbol": "COST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.24102, + "strategy_rank": 75.889129, + "rr": 1.927994, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.891991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.882071, + "hold30_r": 3.222032 + }, + { + "symbol": "CTRA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.682503, + "strategy_rank": 93.01443, + "rr": 1.692516, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.538774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032335, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.747393, + "strategy_rank": 68.673694, + "rr": 1.390529, + "primary_prob": 29.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.085794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.3487, + "hold30_r": 2.590529 + }, + { + "symbol": "CVX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.523754, + "strategy_rank": 86.251749, + "rr": 1.949001, + "primary_prob": 35.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.923502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905708, + "hold30_r": 2.412431 + }, + { + "symbol": "DE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764774, + "strategy_rank": 77.608006, + "rr": 1.716022, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.574033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.668704, + "hold30_r": 4.787633 + }, + { + "symbol": "DG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.734647, + "strategy_rank": 74.246433, + "rr": 1.774486, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.661729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060851, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871379, + "strategy_rank": 93.311695, + "rr": 1.786721, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.680082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.741542, + "hold30_r": 1.737802 + }, + { + "symbol": "DVN", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.188876, + "strategy_rank": 97.494497, + "rr": 1.153064, + "primary_prob": 49.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.729596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124169, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.918888, + "strategy_rank": 64.154294, + "rr": 1.443408, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.165112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.398797, + "hold30_r": 4.167855 + }, + { + "symbol": "EIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.979143, + "strategy_rank": 69.35495, + "rr": 1.248001, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.872002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.207114, + "hold30_r": 2.633612 + }, + { + "symbol": "ELV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.223638, + "strategy_rank": 69.307758, + "rr": 1.489511, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.234266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.439682, + "hold30_r": 2.087126 + }, + { + "symbol": "EOG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292005, + "strategy_rank": 93.390562, + "rr": 1.897018, + "primary_prob": 20.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.845528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863142, + "hold30_r": 2.035156 + }, + { + "symbol": "EQT", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884125, + "strategy_rank": 98.327192, + "rr": 1.87864, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.81796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024906, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.901506, + "strategy_rank": 93.52448, + "rr": 1.584244, + "primary_prob": 40.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.376366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552613, + "hold30_r": 0.439793 + }, + { + "symbol": "FICO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.991889, + "strategy_rank": 81.187056, + "rr": 1.671365, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.507047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.635649, + "hold30_r": 8.176109 + }, + { + "symbol": "FIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.815759, + "strategy_rank": 84.417398, + "rr": 0.88953, + "primary_prob": 57.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.334295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8502, + "hold30_r": 4.325148 + }, + { + "symbol": "FSLR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.249131, + "strategy_rank": 93.871623, + "rr": 1.697005, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.545507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025194, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.283893, + "strategy_rank": 78.487653, + "rr": 0.68382, + "primary_prob": 50.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.02573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638311, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.150637, + "strategy_rank": 64.800948, + "rr": 1.378138, + "primary_prob": 29.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.067207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318345, + "hold30_r": 5.645477 + }, + { + "symbol": "GWW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.541136, + "strategy_rank": 76.051113, + "rr": 1.690923, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641781, + "hold30_r": 4.069648 + }, + { + "symbol": "HAL", + "date": "2022-10-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.047509, + "strategy_rank": 92.399692, + "rr": 2.576487, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.864731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.548277, + "hold30_r": 2.380305 + }, + { + "symbol": "HST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022016, + "strategy_rank": 82.714719, + "rr": 1.583214, + "primary_prob": 25.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.374821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547544, + "hold30_r": 1.727335 + }, + { + "symbol": "HUBB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485516, + "strategy_rank": 71.966505, + "rr": 0.820857, + "primary_prob": 45.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.231286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051113, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.052144, + "strategy_rank": 75.280445, + "rr": 0.701398, + "primary_prob": 49.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.052097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662345, + "hold30_r": 3.057559 + }, + { + "symbol": "IRM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.614137, + "strategy_rank": 83.464498, + "rr": 1.536765, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.305147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501021, + "hold30_r": 3.037224 + }, + { + "symbol": "JKHY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.039397, + "strategy_rank": 58.11962, + "rr": 1.045113, + "primary_prob": 37.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.56767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.982927, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.687138, + "strategy_rank": 87.936706, + "rr": 1.77324, + "primary_prob": 22.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.659859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.747877, + "hold30_r": 4.621724 + }, + { + "symbol": "KR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.760139, + "strategy_rank": 71.959087, + "rr": 1.906894, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.860341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043446, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.030127, + "strategy_rank": 72.150501, + "rr": 1.253745, + "primary_prob": 47.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.880618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.19833, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.060255, + "strategy_rank": 94.993043, + "rr": 1.526721, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.290081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028371, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.575898, + "strategy_rank": 85.753648, + "rr": 1.926575, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.889862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905321, + "hold30_r": 1.194729 + }, + { + "symbol": "NI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.198146, + "strategy_rank": 63.429014, + "rr": 1.695196, + "primary_prob": 23.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.542795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038767, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.584009, + "strategy_rank": 90.102924, + "rr": 1.52211, + "primary_prob": 41.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.283166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033405, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.957126, + "strategy_rank": 97.505283, + "rr": 1.59066, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.38599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5684, + "hold30_r": 2.344173 + }, + { + "symbol": "OXY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.652375, + "strategy_rank": 96.71168, + "rr": 1.691452, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.537178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66174, + "hold30_r": 0.498116 + }, + { + "symbol": "PANW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790267, + "strategy_rank": 85.839692, + "rr": 1.702638, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.553958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.668467, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309386, + "strategy_rank": 82.982314, + "rr": 0.671912, + "primary_prob": 66.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.007867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639279, + "hold30_r": 1.208597 + }, + { + "symbol": "PGR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438007, + "strategy_rank": 72.577193, + "rr": 0.853747, + "primary_prob": 43.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.280621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048455, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.279258, + "strategy_rank": 86.160533, + "rr": 1.579882, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.369823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542492, + "hold30_r": 2.628877 + }, + { + "symbol": "QCOM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.271147, + "strategy_rank": 81.084613, + "rr": 1.611129, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.416694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.187943, + "hold30_r": -1.157142 + }, + { + "symbol": "RJF", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.00927, + "strategy_rank": 74.204413, + "rr": 1.789168, + "primary_prob": 22.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.683752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046516, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.417149, + "strategy_rank": 57.779894, + "rr": 1.519507, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.27926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.056026, + "hold30_r": 1.329046 + }, + { + "symbol": "SLB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.88876, + "strategy_rank": 91.346354, + "rr": 1.959349, + "primary_prob": 34.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.939023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.925001, + "hold30_r": 2.580545 + }, + { + "symbol": "SMCI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.420626, + "strategy_rank": 98.971601, + "rr": 1.743263, + "primary_prob": 23.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.614895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71986, + "hold30_r": 8.215574 + }, + { + "symbol": "SNPS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.326767, + "strategy_rank": 82.158841, + "rr": 1.578574, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.367861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035651, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.253766, + "strategy_rank": 62.98075, + "rr": 1.600619, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.400928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04309, + "hold30_r": 0.96204 + }, + { + "symbol": "SRE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12051, + "strategy_rank": 68.152177, + "rr": 1.817786, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.726678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77479, + "hold30_r": 3.068969 + }, + { + "symbol": "STLD", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.35226, + "strategy_rank": 88.556616, + "rr": 1.675892, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.513838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642524, + "hold30_r": 4.728074 + }, + { + "symbol": "TMUS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.29664, + "strategy_rank": 69.800727, + "rr": 1.725967, + "primary_prob": 23.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.588951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672546, + "hold30_r": 3.606804 + }, + { + "symbol": "TRGP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.669757, + "strategy_rank": 91.043916, + "rr": 1.813277, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.719916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031857, + "hold30_r": 1.148381 + }, + { + "symbol": "TSLA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.71263, + "strategy_rank": 95.718564, + "rr": 1.603954, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.405931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022678, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742758, + "strategy_rank": 95.377716, + "rr": 1.377956, + "primary_prob": 29.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.066933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02014, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.429896, + "strategy_rank": 79.819612, + "rr": 1.636661, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.454992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044614, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.455388, + "strategy_rank": 65.456142, + "rr": 1.147979, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.721969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095026, + "hold30_r": 1.438823 + }, + { + "symbol": "VLO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828505, + "strategy_rank": 93.377532, + "rr": 1.849006, + "primary_prob": 36.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.773509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819111, + "hold30_r": 2.169248 + }, + { + "symbol": "VST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.961761, + "strategy_rank": 84.226866, + "rr": 1.845344, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.768016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808539, + "hold30_r": 2.037179 + }, + { + "symbol": "WMB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.996524, + "strategy_rank": 70.711407, + "rr": 0.971995, + "primary_prob": 40.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.457992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.930451, + "hold30_r": 2.38388 + }, + { + "symbol": "AAPL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.337349, + "strategy_rank": 76.374274, + "rr": 1.220321, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.830481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179425, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.518072, + "strategy_rank": 64.317327, + "rr": 1.280997, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.921496, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225504, + "hold30_r": 4.024227 + }, + { + "symbol": "ADM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.614458, + "strategy_rank": 81.6812, + "rr": 1.872886, + "primary_prob": 21.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.809329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828188, + "hold30_r": 0.855187 + }, + { + "symbol": "ADP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.650602, + "strategy_rank": 65.44535, + "rr": 0.679475, + "primary_prob": 50.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.019213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628446, + "hold30_r": 4.494107 + }, + { + "symbol": "AEP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.120482, + "strategy_rank": 59.969229, + "rr": 1.808713, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.71307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.765809, + "hold30_r": 2.8601 + }, + { + "symbol": "AJG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.722892, + "strategy_rank": 62.657103, + "rr": 1.20905, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.813575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158339, + "hold30_r": 4.002742 + }, + { + "symbol": "ALB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228916, + "strategy_rank": 95.326428, + "rr": 1.651768, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.477652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.627452, + "hold30_r": 1.375351 + }, + { + "symbol": "ANET", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.421687, + "strategy_rank": 88.953454, + "rr": 1.875347, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.813021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84445, + "hold30_r": 4.299377 + }, + { + "symbol": "APA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.192771, + "strategy_rank": 97.691774, + "rr": 1.831452, + "primary_prob": 36.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.747178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805635, + "hold30_r": 1.741456 + }, + { + "symbol": "ATO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.891566, + "strategy_rank": 59.355032, + "rr": 1.255306, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.882958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206938, + "hold30_r": 3.96903 + }, + { + "symbol": "AZO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.036145, + "strategy_rank": 74.015949, + "rr": 0.973629, + "primary_prob": 55.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.460444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.918921, + "hold30_r": 3.78747 + }, + { + "symbol": "BLDR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.759036, + "strategy_rank": 89.414059, + "rr": 1.683728, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.525591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658363, + "hold30_r": 2.017026 + }, + { + "symbol": "BMY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.963855, + "strategy_rank": 56.890526, + "rr": 1.861923, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.792884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797742, + "hold30_r": 4.917322 + }, + { + "symbol": "CASY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.566265, + "strategy_rank": 58.894947, + "rr": 0.884151, + "primary_prob": 42.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.326226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827812, + "hold30_r": 3.525231 + }, + { + "symbol": "CDNS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.445783, + "strategy_rank": 84.263847, + "rr": 0.725123, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.087684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68746, + "hold30_r": -1.11351 + }, + { + "symbol": "CF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.433735, + "strategy_rank": 94.874837, + "rr": 1.780533, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.6708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028026, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.674699, + "strategy_rank": 74.770131, + "rr": 1.707321, + "primary_prob": 23.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.560981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664562, + "hold30_r": 3.356111 + }, + { + "symbol": "CNP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.578313, + "strategy_rank": 62.981798, + "rr": 1.271731, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.907597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.228553, + "hold30_r": 3.303303 + }, + { + "symbol": "COR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.481928, + "strategy_rank": 60.330155, + "rr": 1.853538, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.780307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79513, + "hold30_r": 6.386221 + }, + { + "symbol": "COST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.204819, + "strategy_rank": 73.21028, + "rr": 1.613623, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.420434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566194, + "hold30_r": 1.526624 + }, + { + "symbol": "CTRA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.024096, + "strategy_rank": 91.929098, + "rr": 1.5159, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.27385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032169, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.13253, + "strategy_rank": 65.710757, + "rr": 1.35539, + "primary_prob": 30.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.033085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30703, + "hold30_r": 3.079948 + }, + { + "symbol": "CVX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.578313, + "strategy_rank": 84.118488, + "rr": 0.886652, + "primary_prob": 57.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.329978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842096, + "hold30_r": 1.591477 + }, + { + "symbol": "DECK", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.855422, + "strategy_rank": 84.382248, + "rr": 1.855067, + "primary_prob": 36.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.782601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033892, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.373494, + "strategy_rank": 74.008928, + "rr": 1.443469, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.165203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382146, + "hold30_r": 0.871156 + }, + { + "symbol": "DLTR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.626506, + "strategy_rank": 93.034238, + "rr": 1.319931, + "primary_prob": 30.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.979897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.273811, + "hold30_r": 2.018594 + }, + { + "symbol": "DVN", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.915663, + "strategy_rank": 97.334489, + "rr": 0.745877, + "primary_prob": 63.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.118816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.715915, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.46988, + "strategy_rank": 62.308052, + "rr": 1.174746, + "primary_prob": 34.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.762118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126304, + "hold30_r": 4.044539 + }, + { + "symbol": "EOG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.216867, + "strategy_rank": 92.102886, + "rr": 1.881435, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.822153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.846738, + "hold30_r": 0.972986 + }, + { + "symbol": "EQT", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879518, + "strategy_rank": 98.153073, + "rr": 0.900905, + "primary_prob": 42.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.351357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06222, + "hold30_r": -1.038321 + }, + { + "symbol": "EXE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.674699, + "strategy_rank": 95.798908, + "rr": 0.892366, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.338549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861124, + "hold30_r": 0.459901 + }, + { + "symbol": "FANG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.891566, + "strategy_rank": 91.822658, + "rr": 1.515662, + "primary_prob": 41.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.273494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482108, + "hold30_r": -0.129328 + }, + { + "symbol": "FICO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277108, + "strategy_rank": 80.335703, + "rr": 0.994862, + "primary_prob": 39.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.492292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958926, + "hold30_r": 9.35482 + }, + { + "symbol": "FIX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.180723, + "strategy_rank": 85.799168, + "rr": 0.825838, + "primary_prob": 44.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.238757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786042, + "hold30_r": 4.285906 + }, + { + "symbol": "FSLR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.987952, + "strategy_rank": 94.869984, + "rr": 1.664286, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.496429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639972, + "hold30_r": 5.079131 + }, + { + "symbol": "GDDY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.228916, + "strategy_rank": 79.621392, + "rr": 1.549133, + "primary_prob": 41.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.323699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501669, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.987952, + "strategy_rank": 62.402358, + "rr": 1.115967, + "primary_prob": 35.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.67395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05322, + "hold30_r": 4.030608 + }, + { + "symbol": "GPC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.481928, + "strategy_rank": 64.776198, + "rr": 1.033692, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.550539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978243, + "hold30_r": 5.16495 + }, + { + "symbol": "GWW", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.433735, + "strategy_rank": 71.975557, + "rr": 1.09788, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.64682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.053386, + "hold30_r": 4.058423 + }, + { + "symbol": "HAL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048193, + "strategy_rank": 84.556037, + "rr": 1.752045, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.628067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723034, + "hold30_r": 3.303324 + }, + { + "symbol": "HST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.614458, + "strategy_rank": 80.004941, + "rr": 1.94791, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.921865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.910177, + "hold30_r": 1.455461 + }, + { + "symbol": "HSY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.060241, + "strategy_rank": 60.081737, + "rr": 0.752131, + "primary_prob": 47.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.128197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681891, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.963855, + "strategy_rank": 75.18549, + "rr": 0.714381, + "primary_prob": 49.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.071572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674385, + "hold30_r": 3.523288 + }, + { + "symbol": "HWM", + "date": "2022-10-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.951807, + "strategy_rank": 75.990725, + "rr": 2.144925, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.217387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103546, + "hold30_r": 3.077297 + }, + { + "symbol": "IRM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.301205, + "strategy_rank": 79.818757, + "rr": 1.928891, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.893336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89394, + "hold30_r": 3.306347 + }, + { + "symbol": "JBL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.240964, + "strategy_rank": 74.801768, + "rr": 1.895625, + "primary_prob": 35.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.843437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.857831, + "hold30_r": 3.816758 + }, + { + "symbol": "KLAC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.927711, + "strategy_rank": 89.277455, + "rr": 0.949456, + "primary_prob": 40.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.424183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922825, + "hold30_r": 5.412551 + }, + { + "symbol": "KR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.409639, + "strategy_rank": 69.305452, + "rr": 1.503499, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.255248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466027, + "hold30_r": 2.3992 + }, + { + "symbol": "LVS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.506024, + "strategy_rank": 88.216087, + "rr": 1.887091, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.830637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025181, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.951807, + "strategy_rank": 71.65979, + "rr": 0.948946, + "primary_prob": 55.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.423419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888723, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.783133, + "strategy_rank": 94.961862, + "rr": 1.617798, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.426697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027484, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.289157, + "strategy_rank": 86.307446, + "rr": 1.563053, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.34458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541881, + "hold30_r": 2.193353 + }, + { + "symbol": "MTB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.722892, + "strategy_rank": 78.362139, + "rr": 0.727798, + "primary_prob": 48.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.091697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697128, + "hold30_r": 0.731598 + }, + { + "symbol": "NUE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.240964, + "strategy_rank": 88.420473, + "rr": 1.922836, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.884254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89162, + "hold30_r": 3.658308 + }, + { + "symbol": "ON", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.39759, + "strategy_rank": 97.743781, + "rr": 1.504111, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.256166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480309, + "hold30_r": 2.228542 + }, + { + "symbol": "OXY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638554, + "strategy_rank": 96.401664, + "rr": 1.627573, + "primary_prob": 39.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.441359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595055, + "hold30_r": -0.151134 + }, + { + "symbol": "PANW", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.710843, + "strategy_rank": 85.929964, + "rr": 1.654822, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.482234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.619911, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.192771, + "strategy_rank": 80.044292, + "rr": 1.069779, + "primary_prob": 52.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.604669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034821, + "hold30_r": 2.016807 + }, + { + "symbol": "PGR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.168675, + "strategy_rank": 71.784259, + "rr": 0.716631, + "primary_prob": 49.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.074947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672179, + "hold30_r": 2.552451 + }, + { + "symbol": "PWR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.855422, + "strategy_rank": 85.878651, + "rr": 1.871405, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.807108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.83574, + "hold30_r": 3.045741 + }, + { + "symbol": "QCOM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.819277, + "strategy_rank": 82.395077, + "rr": 1.755792, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.633688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082781, + "hold30_r": -1.051787 + }, + { + "symbol": "REGN", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.686747, + "strategy_rank": 85.87137, + "rr": 1.142472, + "primary_prob": 35.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.713707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.099944, + "hold30_r": 1.822465 + }, + { + "symbol": "RJF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903614, + "strategy_rank": 75.923897, + "rr": 1.857561, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.786342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819503, + "hold30_r": 4.094623 + }, + { + "symbol": "SLB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.542169, + "strategy_rank": 86.750022, + "rr": 0.933126, + "primary_prob": 56.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.39969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896763, + "hold30_r": 2.825365 + }, + { + "symbol": "SMCI", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.156627, + "strategy_rank": 98.510358, + "rr": 1.609502, + "primary_prob": 40.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.414253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.585809, + "hold30_r": 4.897644 + }, + { + "symbol": "SNPS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.746988, + "strategy_rank": 82.341597, + "rr": 1.855629, + "primary_prob": 21.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.783443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035862, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.445783, + "strategy_rank": 59.098379, + "rr": 1.868892, + "primary_prob": 21.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.803338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.044712, + "hold30_r": 1.351922 + }, + { + "symbol": "SRE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 66.920863, + "rr": 1.482959, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.224438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.440245, + "hold30_r": 4.004279 + }, + { + "symbol": "STLD", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.650602, + "strategy_rank": 88.668371, + "rr": 1.624259, + "primary_prob": 40.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.436388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.591492, + "hold30_r": 4.571713 + }, + { + "symbol": "TMUS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.096386, + "strategy_rank": 66.025743, + "rr": 1.186676, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.780014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129632, + "hold30_r": 3.436815 + }, + { + "symbol": "TRGP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.409639, + "strategy_rank": 89.47092, + "rr": 1.527789, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.291684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494983, + "hold30_r": 2.349332 + }, + { + "symbol": "TSLA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.86747, + "strategy_rank": 96.548236, + "rr": 1.55439, + "primary_prob": 26.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.331584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020195, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 97.218081, + "rr": 1.363722, + "primary_prob": 29.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.045583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022247, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.373494, + "strategy_rank": 86.65641, + "rr": 1.684856, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.527284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64629, + "hold30_r": 4.5349 + }, + { + "symbol": "UNH", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.144578, + "strategy_rank": 62.747248, + "rr": 1.477157, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.215736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.422503, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.939759, + "strategy_rank": 92.536968, + "rr": 1.947726, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.921589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.916984, + "hold30_r": 0.32486 + }, + { + "symbol": "VRTX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.590361, + "strategy_rank": 82.34203, + "rr": 1.068107, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.60216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.018718, + "hold30_r": 2.656182 + }, + { + "symbol": "VST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.13253, + "strategy_rank": 84.905001, + "rr": 1.032782, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.549173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997107, + "hold30_r": 2.047329 + }, + { + "symbol": "WRB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.204819, + "strategy_rank": 67.296611, + "rr": 0.685099, + "primary_prob": 65.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.027649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.630455, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.416481, + "strategy_rank": 78.805299, + "rr": 1.818492, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.727738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.776487, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095768, + "strategy_rank": 67.364596, + "rr": 1.938516, + "primary_prob": 35.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.907774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.512045, + "hold30_r": -1.453115 + }, + { + "symbol": "ADM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.209354, + "strategy_rank": 81.429345, + "rr": 0.942903, + "primary_prob": 55.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.414355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.894937, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 65.64546, + "rr": 1.581822, + "primary_prob": 40.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.372734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530511, + "hold30_r": 2.42724 + }, + { + "symbol": "AJG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.85078, + "strategy_rank": 63.722516, + "rr": 1.505476, + "primary_prob": 42.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.258213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453213, + "hold30_r": 2.10486 + }, + { + "symbol": "ALB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438753, + "strategy_rank": 95.510124, + "rr": 0.760289, + "primary_prob": 62.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.140433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.489458, + "hold30_r": -1.461189 + }, + { + "symbol": "ANET", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547884, + "strategy_rank": 91.157326, + "rr": 1.811242, + "primary_prob": 37.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.716862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.782823, + "hold30_r": 1.049718 + }, + { + "symbol": "APA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.106904, + "strategy_rank": 97.642647, + "rr": 1.734581, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.601872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029877, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.080178, + "strategy_rank": 61.521386, + "rr": 2.071483, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.107224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.017586, + "hold30_r": 3.341184 + }, + { + "symbol": "BIIB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.870824, + "strategy_rank": 93.210798, + "rr": 1.721211, + "primary_prob": 38.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.581816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682775, + "hold30_r": 0.51871 + }, + { + "symbol": "BLDR", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.32294, + "strategy_rank": 92.697201, + "rr": 2.53525, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.802874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.227676, + "hold30_r": -1.19762 + }, + { + "symbol": "BMY", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.309577, + "strategy_rank": 62.783074, + "rr": 2.261492, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.392238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.197899, + "hold30_r": 1.802954 + }, + { + "symbol": "CDNS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.648107, + "strategy_rank": 85.19696, + "rr": 0.848841, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.273262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034885, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.997773, + "strategy_rank": 95.735733, + "rr": 1.517889, + "primary_prob": 41.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.276833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.366057, + "hold30_r": -1.335821 + }, + { + "symbol": "CNC", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.74833, + "strategy_rank": 77.804852, + "rr": 1.921986, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.88298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042191, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 63.317052, + "rr": 1.820699, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.731048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770538, + "hold30_r": 2.204301 + }, + { + "symbol": "COR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.302895, + "strategy_rank": 64.574069, + "rr": 1.391206, + "primary_prob": 44.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.086808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.33012, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.514477, + "strategy_rank": 74.207747, + "rr": 1.674543, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.511814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050627, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.100223, + "strategy_rank": 91.775483, + "rr": 2.089631, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.134447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0359, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.073497, + "strategy_rank": 66.075976, + "rr": 1.750831, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.626247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.701514, + "hold30_r": 2.380762 + }, + { + "symbol": "DE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.405345, + "strategy_rank": 78.660434, + "rr": 1.956919, + "primary_prob": 35.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.935378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.908356, + "hold30_r": 2.47497 + }, + { + "symbol": "DECK", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.743875, + "strategy_rank": 84.8923, + "rr": 1.838538, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.757807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034936, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.325167, + "strategy_rank": 93.198982, + "rr": 2.189692, + "primary_prob": 32.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.284539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.140864, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300668, + "strategy_rank": 60.676061, + "rr": 1.284671, + "primary_prob": 31.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.927006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.231166, + "hold30_r": 3.129643 + }, + { + "symbol": "EOG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.766147, + "strategy_rank": 92.573817, + "rr": 1.719761, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.579642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.67954, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 98.390417, + "rr": 1.853051, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.779577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02221, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772829, + "strategy_rank": 95.311124, + "rr": 1.081121, + "primary_prob": 36.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.621681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048291, + "hold30_r": -0.554258 + }, + { + "symbol": "FANG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.541203, + "strategy_rank": 92.415579, + "rr": 0.787807, + "primary_prob": 61.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.18171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.750538, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.093541, + "strategy_rank": 83.54428, + "rr": 1.718593, + "primary_prob": 38.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.57789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038802, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 94.887294, + "rr": 0.864832, + "primary_prob": 58.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.297248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836819, + "hold30_r": 2.112029 + }, + { + "symbol": "GDDY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 81.51989, + "rr": 1.86607, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.799105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049143, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.423163, + "strategy_rank": 72.685781, + "rr": 1.672683, + "primary_prob": 39.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.509025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622914, + "hold30_r": 2.33219 + }, + { + "symbol": "HAL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 85.977385, + "rr": 1.90412, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.85618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03105, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.639198, + "strategy_rank": 83.15654, + "rr": 2.170118, + "primary_prob": 32.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.255177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042239, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.314031, + "strategy_rank": 79.003063, + "rr": 2.192746, + "primary_prob": 32.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.289119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.150182, + "hold30_r": 1.76492 + }, + { + "symbol": "INCY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.400891, + "strategy_rank": 65.137449, + "rr": 1.614518, + "primary_prob": 40.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.421778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.55852, + "hold30_r": 3.643071 + }, + { + "symbol": "IRM", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.178174, + "strategy_rank": 76.86834, + "rr": 2.012521, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.018781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040819, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.973274, + "strategy_rank": 80.493611, + "rr": 2.082493, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.12374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.040737, + "hold30_r": 2.444118 + }, + { + "symbol": "JKHY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.853007, + "strategy_rank": 59.363031, + "rr": 1.390597, + "primary_prob": 44.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.085896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067084, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.979955, + "strategy_rank": 88.758111, + "rr": 3.02687, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 4.540304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.995841, + "hold30_r": 4.243885 + }, + { + "symbol": "KR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.525612, + "strategy_rank": 72.92087, + "rr": 1.766264, + "primary_prob": 37.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.649395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722675, + "hold30_r": 0.376917 + }, + { + "symbol": "LVS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.76392, + "strategy_rank": 93.636964, + "rr": 1.802044, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.703065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.779798, + "hold30_r": 3.890581 + }, + { + "symbol": "MCHP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.521158, + "strategy_rank": 82.80521, + "rr": 1.604437, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.406655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574046, + "hold30_r": 3.632574 + }, + { + "symbol": "MNST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 63.47964, + "rr": 1.86414, + "primary_prob": 36.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.796211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807616, + "hold30_r": 2.556993 + }, + { + "symbol": "MOS", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.879733, + "strategy_rank": 95.018144, + "rr": 2.717495, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.076242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.378874, + "hold30_r": -1.347101 + }, + { + "symbol": "MTB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.986637, + "strategy_rank": 80.441034, + "rr": 1.662229, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.493343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.068537, + "hold30_r": -2.031465 + }, + { + "symbol": "NUE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.195991, + "strategy_rank": 87.242188, + "rr": 1.896824, + "primary_prob": 35.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.845236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046471, + "hold30_r": -1.011807 + }, + { + "symbol": "ON", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 97.778946, + "rr": 1.649401, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.474102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055143, + "hold30_r": -1.030616 + }, + { + "symbol": "OXY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 96.191302, + "rr": 0.991004, + "primary_prob": 54.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.486506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.954217, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.761693, + "strategy_rank": 89.805549, + "rr": 1.672158, + "primary_prob": 39.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.508236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.594103, + "hold30_r": -1.556342 + }, + { + "symbol": "PSX", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.298441, + "strategy_rank": 82.516123, + "rr": 0.835507, + "primary_prob": 59.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.25326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.793435, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318486, + "strategy_rank": 85.933373, + "rr": 1.072656, + "primary_prob": 52.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.608984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032249, + "hold30_r": 1.135071 + }, + { + "symbol": "QCOM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.193764, + "strategy_rank": 83.677144, + "rr": 0.778895, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.168342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.746531, + "hold30_r": -1.455931 + }, + { + "symbol": "RSG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291759, + "strategy_rank": 58.569048, + "rr": 1.643453, + "primary_prob": 24.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.46518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060836, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.000331, + "rr": 0.965517, + "primary_prob": 55.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.448276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939482, + "hold30_r": 3.350867 + }, + { + "symbol": "SNA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.846325, + "strategy_rank": 62.652361, + "rr": 2.284054, + "primary_prob": 31.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.426081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.233062, + "hold30_r": 2.238036 + }, + { + "symbol": "SNPS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.532294, + "strategy_rank": 84.048854, + "rr": 1.899807, + "primary_prob": 20.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.84971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036025, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.071269, + "strategy_rank": 58.914927, + "rr": 1.386453, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.07968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049668, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.418708, + "strategy_rank": 65.955249, + "rr": 1.789912, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.684868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.740316, + "hold30_r": 1.844964 + }, + { + "symbol": "STZ", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.069042, + "strategy_rank": 57.946998, + "rr": 2.432773, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.649159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.371714, + "hold30_r": 0.45834 + }, + { + "symbol": "TAP", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.628062, + "strategy_rank": 65.431209, + "rr": 2.138793, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.20819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058807, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.64588, + "strategy_rank": 69.645235, + "rr": 1.321101, + "primary_prob": 45.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.981651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.258316, + "hold30_r": 0.209833 + }, + { + "symbol": "TRGP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316258, + "strategy_rank": 89.760116, + "rr": 1.673382, + "primary_prob": 39.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.510073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636312, + "hold30_r": 0.196544 + }, + { + "symbol": "TSLA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.538976, + "strategy_rank": 93.545318, + "rr": 1.633015, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.449523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022364, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.663697, + "strategy_rank": 98.831514, + "rr": 1.854869, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.782304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128489, + "hold30_r": -1.107809 + }, + { + "symbol": "ULTA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.432071, + "strategy_rank": 87.345513, + "rr": 2.061951, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.092927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.019572, + "hold30_r": 3.655443 + }, + { + "symbol": "VICI", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848552, + "strategy_rank": 65.08533, + "rr": 1.759133, + "primary_prob": 37.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.638699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.707848, + "hold30_r": 2.432667 + }, + { + "symbol": "VLO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.104677, + "strategy_rank": 93.877824, + "rr": 1.583111, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.374667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549092, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329621, + "strategy_rank": 86.178127, + "rr": 1.775706, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.663559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.734951, + "hold30_r": 1.722124 + }, + { + "symbol": "VST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864143, + "strategy_rank": 82.349184, + "rr": 1.712823, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.569235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672644, + "hold30_r": 1.718307 + }, + { + "symbol": "AAPL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.625731, + "strategy_rank": 77.406156, + "rr": 1.61945, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.429174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.585027, + "hold30_r": -0.541572 + }, + { + "symbol": "ABBV", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.602339, + "strategy_rank": 62.651859, + "rr": 1.515083, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.272624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.464352, + "hold30_r": 2.820736 + }, + { + "symbol": "ADP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.964912, + "strategy_rank": 66.266454, + "rr": 0.690886, + "primary_prob": 50.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.036328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.640103, + "hold30_r": 1.177609 + }, + { + "symbol": "AES", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.912281, + "strategy_rank": 80.512109, + "rr": 1.111437, + "primary_prob": 51.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.667155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068815, + "hold30_r": 1.749461 + }, + { + "symbol": "ALB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.269006, + "strategy_rank": 92.907791, + "rr": 0.759307, + "primary_prob": 47.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.13896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732452, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.368421, + "strategy_rank": 84.926856, + "rr": 1.827694, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.741541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.798359, + "hold30_r": 0.172786 + }, + { + "symbol": "APA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.71345, + "strategy_rank": 98.154258, + "rr": 1.132473, + "primary_prob": 50.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.698709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028563, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.169591, + "strategy_rank": 57.973906, + "rr": 1.116299, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.674449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061687, + "hold30_r": 2.614839 + }, + { + "symbol": "BIIB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.871345, + "strategy_rank": 86.294772, + "rr": 1.628351, + "primary_prob": 39.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.442526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587799, + "hold30_r": 0.342211 + }, + { + "symbol": "BLDR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.97076, + "strategy_rank": 92.38385, + "rr": 1.824923, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.737385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797329, + "hold30_r": 2.678473 + }, + { + "symbol": "BRO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.093567, + "strategy_rank": 73.567947, + "rr": 1.687097, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.530645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038827, + "hold30_r": -0.357094 + }, + { + "symbol": "CDNS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.005848, + "strategy_rank": 82.852518, + "rr": 1.646057, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.469085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609741, + "hold30_r": 2.58527 + }, + { + "symbol": "CF", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.947368, + "strategy_rank": 95.762574, + "rr": 1.556156, + "primary_prob": 26.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.334233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026313, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.403509, + "strategy_rank": 70.214662, + "rr": 1.762455, + "primary_prob": 22.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.643682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723869, + "hold30_r": 1.223382 + }, + { + "symbol": "CNC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.614035, + "strategy_rank": 77.327724, + "rr": 1.88534, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.82801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048246, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.520468, + "strategy_rank": 61.019987, + "rr": 1.811054, + "primary_prob": 22.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.716581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.760627, + "hold30_r": 1.800342 + }, + { + "symbol": "COR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.807018, + "strategy_rank": 61.325472, + "rr": 0.922096, + "primary_prob": 56.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.383144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865697, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.350877, + "strategy_rank": 56.945731, + "rr": 1.118625, + "primary_prob": 50.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.677938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066948, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.25731, + "strategy_rank": 91.63916, + "rr": 1.819472, + "primary_prob": 36.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.729208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.153356, + "hold30_r": -1.1167 + }, + { + "symbol": "DE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.146199, + "strategy_rank": 80.955898, + "rr": 1.931692, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.897538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.885273, + "hold30_r": 2.208739 + }, + { + "symbol": "DECK", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.116959, + "strategy_rank": 81.63613, + "rr": 1.809747, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.714621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030941, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.327485, + "strategy_rank": 74.956894, + "rr": 0.85056, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.27584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790363, + "hold30_r": -1.156879 + }, + { + "symbol": "DLTR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.204678, + "strategy_rank": 92.757627, + "rr": 1.516329, + "primary_prob": 41.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.274494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466914, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.415205, + "strategy_rank": 97.700328, + "rr": 0.836652, + "primary_prob": 44.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.254978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026191, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.842105, + "strategy_rank": 94.148867, + "rr": 1.082695, + "primary_prob": 51.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.624042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.042638, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883041, + "strategy_rank": 98.517895, + "rr": 1.742481, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.613722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021856, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.894737, + "strategy_rank": 95.270773, + "rr": 1.068424, + "primary_prob": 37.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.602636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036868, + "hold30_r": -0.233996 + }, + { + "symbol": "FICO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.865497, + "strategy_rank": 85.344238, + "rr": 1.872216, + "primary_prob": 21.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.808324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.838084, + "hold30_r": 6.016551 + }, + { + "symbol": "FIX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.05848, + "strategy_rank": 83.76439, + "rr": 0.936252, + "primary_prob": 56.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896657, + "hold30_r": -0.206048 + }, + { + "symbol": "FTNT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.508772, + "strategy_rank": 85.830703, + "rr": 1.696273, + "primary_prob": 23.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.54441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.673999, + "hold30_r": 1.452438 + }, + { + "symbol": "GDDY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.450292, + "strategy_rank": 84.038309, + "rr": 1.578533, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.367799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040881, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.017544, + "strategy_rank": 62.382526, + "rr": 1.057705, + "primary_prob": 52.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.586558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065354, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.035088, + "strategy_rank": 93.409159, + "rr": 1.713176, + "primary_prob": 38.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.569764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032732, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549708, + "strategy_rank": 63.875344, + "rr": 0.866872, + "primary_prob": 43.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.300307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044902, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.040936, + "strategy_rank": 80.602401, + "rr": 1.387632, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.081448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.352286, + "hold30_r": 0.010402 + }, + { + "symbol": "HWM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.345029, + "strategy_rank": 79.554123, + "rr": 1.962006, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.94301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.922229, + "hold30_r": 1.637169 + }, + { + "symbol": "IT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.584795, + "strategy_rank": 74.437361, + "rr": 1.50913, + "primary_prob": 42.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.263695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468746, + "hold30_r": 1.193311 + }, + { + "symbol": "JBL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836257, + "strategy_rank": 81.193665, + "rr": 1.632228, + "primary_prob": 24.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.448342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.590993, + "hold30_r": 1.972135 + }, + { + "symbol": "JKHY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.304094, + "strategy_rank": 64.893379, + "rr": 1.598887, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.39833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.442624, + "hold30_r": -1.394095 + }, + { + "symbol": "KLAC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.274854, + "strategy_rank": 83.216552, + "rr": 1.756592, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.634887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.724178, + "hold30_r": 3.665043 + }, + { + "symbol": "LVS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.619883, + "strategy_rank": 94.168574, + "rr": 1.766198, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.649298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74132, + "hold30_r": 3.168187 + }, + { + "symbol": "MCHP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.935673, + "strategy_rank": 80.353921, + "rr": 1.657549, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.486323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.627048, + "hold30_r": 3.388092 + }, + { + "symbol": "MNST", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.561404, + "strategy_rank": 63.953776, + "rr": 1.178669, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.768004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123306, + "hold30_r": 2.941355 + }, + { + "symbol": "MOS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.608187, + "strategy_rank": 95.455369, + "rr": 1.647813, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.47172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621875, + "hold30_r": -1.120582 + }, + { + "symbol": "MPWR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.573099, + "strategy_rank": 85.980866, + "rr": 1.559746, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.339618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.536065, + "hold30_r": 1.163114 + }, + { + "symbol": "MTB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.812865, + "strategy_rank": 79.11148, + "rr": 1.473989, + "primary_prob": 27.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.210983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.04361, + "hold30_r": -2.001025 + }, + { + "symbol": "NOC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.216374, + "strategy_rank": 75.053096, + "rr": 1.146569, + "primary_prob": 50.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.719853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047303, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.339181, + "strategy_rank": 73.49507, + "rr": 1.725186, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.587779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046956, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.163743, + "strategy_rank": 89.858844, + "rr": 1.500468, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.250702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466981, + "hold30_r": 0.628023 + }, + { + "symbol": "ON", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.245614, + "strategy_rank": 97.09165, + "rr": 1.873884, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.810826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.851932, + "hold30_r": 1.147859 + }, + { + "symbol": "ORLY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 68.057483, + "rr": 0.669324, + "primary_prob": 66.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.610072, + "hold30_r": -0.271201 + }, + { + "symbol": "OXY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.649123, + "strategy_rank": 96.323814, + "rr": 0.900707, + "primary_prob": 42.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.864419, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.51462, + "strategy_rank": 90.209475, + "rr": 1.893197, + "primary_prob": 20.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.839795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863682, + "hold30_r": 0.128156 + }, + { + "symbol": "PSX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.578947, + "strategy_rank": 87.594178, + "rr": 0.890898, + "primary_prob": 57.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.336347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.850544, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.900585, + "strategy_rank": 83.829242, + "rr": 1.77687, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.665305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750667, + "hold30_r": 1.343171 + }, + { + "symbol": "SMCI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.181287, + "strategy_rank": 97.816632, + "rr": 0.784229, + "primary_prob": 61.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.176344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758837, + "hold30_r": 0.164078 + }, + { + "symbol": "SNPS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.070175, + "strategy_rank": 82.792647, + "rr": 1.753265, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.629898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.716704, + "hold30_r": 3.261563 + }, + { + "symbol": "SRE", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.538012, + "strategy_rank": 66.107297, + "rr": 2.372248, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.558372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32015, + "hold30_r": 0.802185 + }, + { + "symbol": "STLD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.023392, + "strategy_rank": 91.615441, + "rr": 0.947317, + "primary_prob": 40.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.420975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.913315, + "hold30_r": 1.758589 + }, + { + "symbol": "TKO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.526316, + "strategy_rank": 71.594792, + "rr": 1.60248, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.403721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.554785, + "hold30_r": -0.080535 + }, + { + "symbol": "TRGP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.80117, + "strategy_rank": 90.935031, + "rr": 1.616156, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.424233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034792, + "hold30_r": 0.102345 + }, + { + "symbol": "TTD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.309942, + "strategy_rank": 97.871918, + "rr": 1.40001, + "primary_prob": 29.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.100016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020472, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.707602, + "strategy_rank": 84.393921, + "rr": 1.304781, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262645, + "hold30_r": 1.798418 + }, + { + "symbol": "VICI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.859649, + "strategy_rank": 66.47305, + "rr": 1.617445, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.426168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567259, + "hold30_r": 1.058948 + }, + { + "symbol": "VLO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.660819, + "strategy_rank": 94.161873, + "rr": 1.939218, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.908826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033772, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.760234, + "strategy_rank": 84.465653, + "rr": 1.506313, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.259469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.465435, + "hold30_r": 0.739079 + }, + { + "symbol": "WMB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.105263, + "strategy_rank": 70.355831, + "rr": 1.77134, + "primary_prob": 37.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.65701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720124, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.651599, + "strategy_rank": 80.456009, + "rr": 1.829673, + "primary_prob": 36.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.744509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033892, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.533627, + "strategy_rank": 63.257842, + "rr": 1.884781, + "primary_prob": 36.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.827171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.830311, + "hold30_r": 2.4339 + }, + { + "symbol": "ADM", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.928335, + "strategy_rank": 80.610098, + "rr": 0.913871, + "primary_prob": 56.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.370806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865341, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.305402, + "strategy_rank": 77.200939, + "rr": 1.809919, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.714878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041362, + "hold30_r": 0.9817 + }, + { + "symbol": "APA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.228225, + "strategy_rank": 98.142524, + "rr": 1.192661, + "primary_prob": 48.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.788991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027751, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.171996, + "strategy_rank": 72.390869, + "rr": 0.719343, + "primary_prob": 64.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.079015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055131, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.982359, + "strategy_rank": 90.698519, + "rr": 1.618472, + "primary_prob": 40.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.427709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044168, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.825799, + "strategy_rank": 92.878938, + "rr": 1.65569, + "primary_prob": 39.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.483535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025628, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.572216, + "strategy_rank": 72.46323, + "rr": 1.732255, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.598382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041115, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.479603, + "strategy_rank": 70.820354, + "rr": 0.812229, + "primary_prob": 60.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.218344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046084, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.123484, + "strategy_rank": 78.908393, + "rr": 1.804893, + "primary_prob": 37.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.70734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037205, + "hold30_r": -0.065445 + }, + { + "symbol": "CF", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.787211, + "strategy_rank": 94.935899, + "rr": 0.685063, + "primary_prob": 65.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.027595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027643, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.697905, + "strategy_rank": 69.702255, + "rr": 2.960591, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 4.440886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040925, + "hold30_r": -0.185173 + }, + { + "symbol": "COP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.566703, + "strategy_rank": 92.608108, + "rr": 0.921846, + "primary_prob": 41.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.382768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034829, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667034, + "strategy_rank": 61.350019, + "rr": 1.19009, + "primary_prob": 48.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.785135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045582, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22602, + "strategy_rank": 60.119246, + "rr": 1.411959, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.117939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059678, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.446527, + "strategy_rank": 80.657794, + "rr": 1.939675, + "primary_prob": 35.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.909512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041958, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794928, + "strategy_rank": 92.265451, + "rr": 0.762975, + "primary_prob": 47.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.144463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734527, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.431092, + "strategy_rank": 81.091995, + "rr": 2.175896, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.263844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.125325, + "hold30_r": 1.818819 + }, + { + "symbol": "DECK", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.343991, + "strategy_rank": 84.529268, + "rr": 0.956727, + "primary_prob": 40.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.435091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028919, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.70011, + "strategy_rank": 93.071307, + "rr": 1.645403, + "primary_prob": 39.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.468105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.268541, + "hold30_r": -1.222843 + }, + { + "symbol": "DVN", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 97.473608, + "rr": 1.706041, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.559061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026047, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.210584, + "strategy_rank": 67.238408, + "rr": 1.110013, + "primary_prob": 51.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.66502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050842, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.471885, + "strategy_rank": 92.623624, + "rr": 0.799342, + "primary_prob": 60.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.199013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763617, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889746, + "strategy_rank": 98.440934, + "rr": 1.730712, + "primary_prob": 38.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.596067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023383, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.92613, + "strategy_rank": 83.651584, + "rr": 1.558237, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.337355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026197, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.841235, + "strategy_rank": 81.24825, + "rr": 1.516965, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.275448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.483077, + "hold30_r": 0.710727 + }, + { + "symbol": "GIS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 62.708317, + "rr": 0.751456, + "primary_prob": 47.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.127184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063476, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.692393, + "strategy_rank": 94.75383, + "rr": 1.820619, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.730929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032647, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.974642, + "strategy_rank": 64.784993, + "rr": 0.906276, + "primary_prob": 57.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.359413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046533, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549063, + "strategy_rank": 82.450425, + "rr": 1.547619, + "primary_prob": 41.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.321429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035383, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966924, + "strategy_rank": 63.372017, + "rr": 1.261146, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.891719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059296, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.910695, + "strategy_rank": 63.306421, + "rr": 1.505475, + "primary_prob": 42.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.258212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.454017, + "hold30_r": 1.184215 + }, + { + "symbol": "IRM", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.131202, + "strategy_rank": 77.489317, + "rr": 2.066067, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.099101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038676, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.579934, + "strategy_rank": 74.304307, + "rr": 1.54437, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.316554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043145, + "hold30_r": -0.313242 + }, + { + "symbol": "JBL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.997795, + "strategy_rank": 78.771453, + "rr": 1.864556, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.796834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824347, + "hold30_r": 1.442488 + }, + { + "symbol": "JKHY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.990077, + "strategy_rank": 63.85683, + "rr": 1.86344, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.795159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.821736, + "hold30_r": 0.188646 + }, + { + "symbol": "KR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.792723, + "strategy_rank": 69.983117, + "rr": 1.845872, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.768807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046446, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.943771, + "strategy_rank": 92.985996, + "rr": 1.594727, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.392091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566689, + "hold30_r": 1.868074 + }, + { + "symbol": "MAR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351709, + "strategy_rank": 77.314363, + "rr": 1.911753, + "primary_prob": 35.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.86763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038715, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.023153, + "strategy_rank": 69.002925, + "rr": 1.625908, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.438862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046173, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015436, + "strategy_rank": 96.108061, + "rr": 1.622014, + "primary_prob": 40.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.433021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026108, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.502756, + "strategy_rank": 78.846331, + "rr": 1.634357, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.451536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046898, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15656, + "strategy_rank": 74.241096, + "rr": 0.884361, + "primary_prob": 57.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048477, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628445, + "strategy_rank": 75.82191, + "rr": 0.784367, + "primary_prob": 61.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.17655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040512, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.707828, + "strategy_rank": 91.191199, + "rr": 2.607395, + "primary_prob": 28.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.911092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080989, + "hold30_r": -1.04698 + }, + { + "symbol": "OMC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705623, + "strategy_rank": 66.439051, + "rr": 1.786273, + "primary_prob": 37.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.67941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.734043, + "hold30_r": 1.874066 + }, + { + "symbol": "OXY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 95.915559, + "rr": 1.158947, + "primary_prob": 34.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.738421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.127902, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.848953, + "strategy_rank": 88.424124, + "rr": 1.731599, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.597399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028925, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.164278, + "strategy_rank": 82.240241, + "rr": 0.856862, + "primary_prob": 43.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.285293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815317, + "hold30_r": 1.753279 + }, + { + "symbol": "PODD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044101, + "strategy_rank": 83.429334, + "rr": 0.751202, + "primary_prob": 62.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.126803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028187, + "hold30_r": -0.59478 + }, + { + "symbol": "PSX", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 87.864167, + "rr": 0.770318, + "primary_prob": 62.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.155477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.727669, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.674752, + "strategy_rank": 76.890329, + "rr": 1.65904, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.48856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038811, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.264609, + "strategy_rank": 70.213766, + "rr": 1.534212, + "primary_prob": 41.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.301318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04236, + "hold30_r": 0.865416 + }, + { + "symbol": "SNPS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.367144, + "strategy_rank": 77.868088, + "rr": 1.659093, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.48864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621534, + "hold30_r": 0.085426 + }, + { + "symbol": "SRE", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.328556, + "strategy_rank": 64.546345, + "rr": 1.783489, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.675234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.731436, + "hold30_r": 0.320657 + }, + { + "symbol": "TAP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13892, + "strategy_rank": 66.256848, + "rr": 1.760497, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.640745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712993, + "hold30_r": 0.221591 + }, + { + "symbol": "TKO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920617, + "strategy_rank": 72.347506, + "rr": 1.152592, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.728889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.101246, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.148842, + "strategy_rank": 90.610776, + "rr": 1.603816, + "primary_prob": 40.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.405723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03423, + "hold30_r": 0.423151 + }, + { + "symbol": "TSCO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.485116, + "strategy_rank": 75.702918, + "rr": 1.56131, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.341965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524399, + "hold30_r": 0.565232 + }, + { + "symbol": "TTD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.605292, + "strategy_rank": 95.391981, + "rr": 0.759629, + "primary_prob": 47.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.139444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.744042, + "hold30_r": -0.43143 + }, + { + "symbol": "ULTA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 84.397278, + "rr": 0.915973, + "primary_prob": 56.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.37396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872382, + "hold30_r": 1.688767 + }, + { + "symbol": "VICI", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.754135, + "strategy_rank": 67.660276, + "rr": 1.875792, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.813688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051679, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.574421, + "strategy_rank": 93.527122, + "rr": 1.610378, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.415567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035093, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.407938, + "strategy_rank": 80.969421, + "rr": 1.54157, + "primary_prob": 41.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.312354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038213, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359427, + "strategy_rank": 68.749294, + "rr": 1.961691, + "primary_prob": 34.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.942537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051829, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.723264, + "strategy_rank": 68.528677, + "rr": 0.729027, + "primary_prob": 48.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.09354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052084, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.039648, + "strategy_rank": 76.634888, + "rr": 2.171363, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.257044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037622, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.995595, + "strategy_rank": 63.177597, + "rr": 2.602798, + "primary_prob": 28.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.904198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.549838, + "hold30_r": 1.778567 + }, + { + "symbol": "ADM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713656, + "strategy_rank": 79.801206, + "rr": 0.866991, + "primary_prob": 58.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.300487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816219, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.259912, + "strategy_rank": 78.270961, + "rr": 0.685926, + "primary_prob": 65.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.028889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.641654, + "hold30_r": 0.515734 + }, + { + "symbol": "ALB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400881, + "strategy_rank": 91.453394, + "rr": 1.544533, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.3168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024036, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.088106, + "strategy_rank": 78.802618, + "rr": 1.149853, + "primary_prob": 50.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.724779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044389, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 98.143119, + "rr": 0.693277, + "primary_prob": 65.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.039916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028551, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.84141, + "strategy_rank": 69.138273, + "rr": 1.121051, + "primary_prob": 50.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.681576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.072256, + "hold30_r": 0.1032 + }, + { + "symbol": "BIIB", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.30837, + "strategy_rank": 92.326726, + "rr": 2.944435, + "primary_prob": 25.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.416653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047184, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.894273, + "strategy_rank": 84.865508, + "rr": 2.654318, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.981476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036837, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048458, + "strategy_rank": 84.503075, + "rr": 1.757011, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.635517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026941, + "hold30_r": 0.520231 + }, + { + "symbol": "BMY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.251101, + "strategy_rank": 59.864904, + "rr": 0.696854, + "primary_prob": 65.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.045281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64066, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837004, + "strategy_rank": 70.285135, + "rr": 1.846039, + "primary_prob": 21.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.769058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041117, + "hold30_r": 0.09479 + }, + { + "symbol": "CAH", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.594714, + "strategy_rank": 72.119373, + "rr": 1.176285, + "primary_prob": 49.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.764427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132311, + "hold30_r": 0.043066 + }, + { + "symbol": "CF", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.017621, + "strategy_rank": 94.495979, + "rr": 1.899833, + "primary_prob": 20.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.849749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024998, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493392, + "strategy_rank": 68.549326, + "rr": 1.166542, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.749813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119465, + "hold30_r": 0.707439 + }, + { + "symbol": "COP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568282, + "strategy_rank": 92.905591, + "rr": 0.722944, + "primary_prob": 63.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.084416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037026, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903084, + "strategy_rank": 60.461467, + "rr": 1.261414, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.892121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.209466, + "hold30_r": 2.937469 + }, + { + "symbol": "CSGP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 77.179674, + "rr": 1.661587, + "primary_prob": 39.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.492381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044827, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.46696, + "strategy_rank": 92.595698, + "rr": 1.864452, + "primary_prob": 21.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.796678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029679, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.722467, + "strategy_rank": 75.056879, + "rr": 0.789861, + "primary_prob": 46.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.184791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044856, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.123348, + "strategy_rank": 80.044851, + "rr": 1.919996, + "primary_prob": 35.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.879995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.866593, + "hold30_r": 0.730597 + }, + { + "symbol": "DLTR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.555066, + "strategy_rank": 85.393925, + "rr": 0.866311, + "primary_prob": 58.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.299466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.280479, + "hold30_r": -1.236979 + }, + { + "symbol": "DVN", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.449339, + "strategy_rank": 97.506963, + "rr": 0.863425, + "primary_prob": 43.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.295137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028785, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.334802, + "strategy_rank": 68.741386, + "rr": 1.288466, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.932698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245844, + "hold30_r": 1.125378 + }, + { + "symbol": "EQT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669604, + "strategy_rank": 98.385627, + "rr": 1.635577, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.453366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023728, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.237885, + "strategy_rank": 94.946542, + "rr": 0.956352, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.434528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032097, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 93.541553, + "rr": 0.703182, + "primary_prob": 64.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.054773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.675513, + "hold30_r": 0.105636 + }, + { + "symbol": "FTNT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.396476, + "strategy_rank": 83.116172, + "rr": 1.768436, + "primary_prob": 37.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.652654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028493, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.748899, + "strategy_rank": 80.253098, + "rr": 1.95457, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.931856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037455, + "hold30_r": 0.289376 + }, + { + "symbol": "HAL", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.246696, + "strategy_rank": 94.977188, + "rr": 2.00506, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.00759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032973, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 69.995237, + "rr": 1.956649, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.934974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041334, + "hold30_r": 0.399467 + }, + { + "symbol": "HLT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066079, + "strategy_rank": 73.861843, + "rr": 1.649654, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.474482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042673, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.867841, + "strategy_rank": 84.971155, + "rr": 1.873446, + "primary_prob": 21.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.810169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036271, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.647577, + "strategy_rank": 62.852097, + "rr": 1.698146, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.547219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.645533, + "hold30_r": 0.630297 + }, + { + "symbol": "HUM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.77533, + "strategy_rank": 65.065124, + "rr": 1.535832, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.303749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.489555, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 78.468172, + "rr": 1.026916, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.540375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987134, + "hold30_r": 1.412637 + }, + { + "symbol": "IBKR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.656388, + "strategy_rank": 76.944213, + "rr": 1.423873, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.13581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.385335, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 63.231273, + "rr": 1.538369, + "primary_prob": 41.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.307554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.483496, + "hold30_r": 0.559573 + }, + { + "symbol": "IRM", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.718062, + "strategy_rank": 76.500118, + "rr": 2.070325, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.105488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.029243, + "hold30_r": -0.660423 + }, + { + "symbol": "JBL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.801762, + "strategy_rank": 77.078028, + "rr": 0.844199, + "primary_prob": 59.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.266298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803027, + "hold30_r": -0.124872 + }, + { + "symbol": "JKHY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.969163, + "strategy_rank": 66.938568, + "rr": 1.842311, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.763466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08623, + "hold30_r": -1.040853 + }, + { + "symbol": "KMI", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.480176, + "strategy_rank": 66.47125, + "rr": 2.138116, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.207175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051794, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299559, + "strategy_rank": 91.044708, + "rr": 1.810747, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.71612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.779806, + "hold30_r": 1.764315 + }, + { + "symbol": "MAR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.132159, + "strategy_rank": 78.363093, + "rr": 1.786589, + "primary_prob": 37.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.679883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041992, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.696035, + "strategy_rank": 69.432559, + "rr": 1.679492, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.519238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041246, + "hold30_r": 0.437727 + }, + { + "symbol": "MOS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.797357, + "strategy_rank": 95.856613, + "rr": 1.866652, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.799978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024498, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.581498, + "strategy_rank": 73.169727, + "rr": 1.114601, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.671901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048821, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.264317, + "strategy_rank": 78.474265, + "rr": 1.244036, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.866054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040172, + "hold30_r": 0.831538 + }, + { + "symbol": "NRG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.528634, + "strategy_rank": 76.47652, + "rr": 1.921161, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.881741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.678183, + "hold30_r": -2.640219 + }, + { + "symbol": "NUE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.273128, + "strategy_rank": 90.755185, + "rr": 1.659871, + "primary_prob": 39.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.489806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035634, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.497797, + "strategy_rank": 66.993573, + "rr": 2.463472, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.695208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053293, + "hold30_r": 2.202181 + }, + { + "symbol": "ON", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.145374, + "strategy_rank": 96.116252, + "rr": 0.855829, + "primary_prob": 58.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.283743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023916, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 95.674828, + "rr": 0.966844, + "primary_prob": 55.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.450266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032269, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.436123, + "strategy_rank": 86.076527, + "rr": 1.617939, + "primary_prob": 25.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.426908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588232, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.070485, + "strategy_rank": 81.902687, + "rr": 0.697977, + "primary_prob": 49.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.046965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654911, + "hold30_r": 1.624575 + }, + { + "symbol": "PFG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85022, + "strategy_rank": 77.072322, + "rr": 0.956526, + "primary_prob": 55.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.43479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048441, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.488987, + "strategy_rank": 75.854256, + "rr": 1.765539, + "primary_prob": 37.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.648309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038788, + "hold30_r": -0.660717 + }, + { + "symbol": "REGN", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.674009, + "strategy_rank": 82.010994, + "rr": 0.679419, + "primary_prob": 65.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.019129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638582, + "hold30_r": -0.51414 + }, + { + "symbol": "RJF", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 74.080753, + "rr": 1.145843, + "primary_prob": 50.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.718765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051319, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.475771, + "strategy_rank": 93.910647, + "rr": 0.880146, + "primary_prob": 58.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.320219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037859, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.343612, + "strategy_rank": 64.853262, + "rr": 2.048078, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.072117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.997339, + "hold30_r": -0.059274 + }, + { + "symbol": "SYY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.810573, + "strategy_rank": 65.681671, + "rr": 1.954926, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.932388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.734071, + "hold30_r": -1.676064 + }, + { + "symbol": "TKO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.814978, + "strategy_rank": 72.767521, + "rr": 0.685334, + "primary_prob": 50.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.028001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632682, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.044053, + "strategy_rank": 90.306907, + "rr": 1.833296, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.749944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035507, + "hold30_r": -0.08005 + }, + { + "symbol": "UAL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.352423, + "strategy_rank": 86.190165, + "rr": 1.779515, + "primary_prob": 37.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.669272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037879, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215859, + "strategy_rank": 63.562298, + "rr": 1.365418, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.048127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.317983, + "hold30_r": 0.153265 + }, + { + "symbol": "VICI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 61.712646, + "rr": 1.915551, + "primary_prob": 35.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.873326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.860934, + "hold30_r": -0.060076 + }, + { + "symbol": "VLO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.788546, + "strategy_rank": 94.673387, + "rr": 0.884639, + "primary_prob": 57.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036439, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876652, + "strategy_rank": 80.25976, + "rr": 1.538095, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.307143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.502444, + "hold30_r": -0.150794 + }, + { + "symbol": "WMB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.030837, + "strategy_rank": 70.314451, + "rr": 1.903021, + "primary_prob": 35.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.854532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.849253, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 71.226432, + "rr": 1.10557, + "primary_prob": 36.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.658355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.058808, + "hold30_r": 0.209628 + }, + { + "symbol": "ABBV", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.470852, + "strategy_rank": 64.942138, + "rr": 2.104763, + "primary_prob": 33.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.157145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.061008, + "hold30_r": 0.003822 + }, + { + "symbol": "ALB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.834081, + "strategy_rank": 92.391583, + "rr": 1.878174, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.817261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025437, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.726457, + "strategy_rank": 72.225317, + "rr": 1.156218, + "primary_prob": 49.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.734328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050805, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 64.841882, + "rr": 1.053096, + "primary_prob": 52.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.579644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154422, + "hold30_r": -1.097394 + }, + { + "symbol": "APA", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.327354, + "strategy_rank": 98.353336, + "rr": 0.852893, + "primary_prob": 44.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.27934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028391, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941704, + "strategy_rank": 80.309809, + "rr": 1.756993, + "primary_prob": 37.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.63549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039427, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.825112, + "strategy_rank": 94.104118, + "rr": 2.262937, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.394406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05448, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 85.645604, + "rr": 1.602505, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.403757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566632, + "hold30_r": 1.491551 + }, + { + "symbol": "CF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 94.567111, + "rr": 1.145362, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.718042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027439, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.107623, + "strategy_rank": 76.160107, + "rr": 2.514122, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.771183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048419, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.206278, + "strategy_rank": 93.201282, + "rr": 0.749851, + "primary_prob": 47.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.124776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036935, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.237668, + "strategy_rank": 82.82471, + "rr": 1.248088, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.872132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.200024, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.636771, + "strategy_rank": 91.699491, + "rr": 1.619301, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.428951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034967, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.529148, + "strategy_rank": 76.034905, + "rr": 1.654793, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.48219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035162, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.103139, + "strategy_rank": 97.490898, + "rr": 0.880217, + "primary_prob": 43.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.320326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029125, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 72.065517, + "rr": 1.532806, + "primary_prob": 41.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.29921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051133, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300448, + "strategy_rank": 92.908634, + "rr": 0.826771, + "primary_prob": 59.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.240157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039062, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 98.521573, + "rr": 1.883288, + "primary_prob": 36.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.824932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026055, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.076233, + "strategy_rank": 93.457171, + "rr": 1.893524, + "primary_prob": 20.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.840286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033157, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.269058, + "strategy_rank": 84.743772, + "rr": 2.519125, + "primary_prob": 28.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.778687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.487946, + "hold30_r": 3.172405 + }, + { + "symbol": "FICO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.955157, + "strategy_rank": 94.788879, + "rr": 0.738665, + "primary_prob": 63.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.107997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706975, + "hold30_r": -0.086343 + }, + { + "symbol": "FISV", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.165919, + "strategy_rank": 67.163288, + "rr": 2.067797, + "primary_prob": 33.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.101696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050812, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.408072, + "strategy_rank": 85.597296, + "rr": 1.830486, + "primary_prob": 21.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.745728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03044, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.058296, + "strategy_rank": 81.495902, + "rr": 1.405885, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.108827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044083, + "hold30_r": -1.0 + }, + { + "symbol": "GPN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390135, + "strategy_rank": 78.742411, + "rr": 1.696357, + "primary_prob": 23.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.544536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033513, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.982063, + "strategy_rank": 95.866279, + "rr": 1.821164, + "primary_prob": 21.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.731746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030385, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.273543, + "strategy_rank": 69.961133, + "rr": 1.468391, + "primary_prob": 27.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.202586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045498, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.67713, + "strategy_rank": 83.507362, + "rr": 1.466176, + "primary_prob": 27.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.199265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043098, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.479821, + "strategy_rank": 67.731283, + "rr": 0.698397, + "primary_prob": 49.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.047595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643811, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.080717, + "strategy_rank": 73.235002, + "rr": 0.798059, + "primary_prob": 45.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.197089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754738, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 62.405455, + "rr": 1.557698, + "primary_prob": 41.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.336547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.497811, + "hold30_r": 0.493572 + }, + { + "symbol": "IRM", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.865471, + "strategy_rank": 78.58836, + "rr": 2.211784, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.317677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051211, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 67.417909, + "rr": 1.844789, + "primary_prob": 21.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.767184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054078, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 64.194884, + "rr": 1.777126, + "primary_prob": 37.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.665688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056072, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.856502, + "strategy_rank": 67.971668, + "rr": 1.419384, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.129076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048077, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.547085, + "strategy_rank": 87.525849, + "rr": 2.917624, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.376436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.884217, + "hold30_r": 4.112981 + }, + { + "symbol": "MAR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650224, + "strategy_rank": 76.618091, + "rr": 1.671575, + "primary_prob": 39.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.507362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049163, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.860987, + "strategy_rank": 69.751179, + "rr": 0.858218, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.287327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050378, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.421525, + "strategy_rank": 95.541092, + "rr": 1.610687, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.416031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028623, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 70.859751, + "rr": 1.711961, + "primary_prob": 38.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.567942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059463, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 91.614689, + "rr": 1.321185, + "primary_prob": 30.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.981777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023482, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 78.014138, + "rr": 1.047969, + "primary_prob": 37.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.571953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047777, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.461883, + "strategy_rank": 77.169791, + "rr": 1.728452, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.592678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.419047, + "hold30_r": -3.375723 + }, + { + "symbol": "NUE", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.506726, + "strategy_rank": 90.846758, + "rr": 2.769349, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 4.154024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03902, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.735426, + "strategy_rank": 64.398561, + "rr": 1.614165, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.421247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061907, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 95.856575, + "rr": 1.250804, + "primary_prob": 32.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.876207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032187, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.06278, + "strategy_rank": 80.42267, + "rr": 1.900114, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.850171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033382, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.013453, + "strategy_rank": 75.545699, + "rr": 0.871123, + "primary_prob": 58.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058325, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.134529, + "strategy_rank": 80.832132, + "rr": 1.84977, + "primary_prob": 36.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.774656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043843, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 82.308187, + "rr": 0.860354, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.290531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814191, + "hold30_r": -1.351235 + }, + { + "symbol": "RJF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 73.204571, + "rr": 1.215952, + "primary_prob": 48.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.823927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054459, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.304933, + "strategy_rank": 71.712221, + "rr": 1.691735, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.537603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.542601, + "strategy_rank": 95.553169, + "rr": 0.957795, + "primary_prob": 40.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.436693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924779, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7713, + "strategy_rank": 65.342374, + "rr": 1.603893, + "primary_prob": 40.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.405839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059918, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 66.171744, + "rr": 1.31816, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.97724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068677, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.497758, + "strategy_rank": 90.207669, + "rr": 1.767052, + "primary_prob": 37.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.650579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036374, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.807175, + "strategy_rank": 89.365694, + "rr": 2.571941, + "primary_prob": 28.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.857911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042481, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.313901, + "strategy_rank": 64.456573, + "rr": 1.591865, + "primary_prob": 40.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.387797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065239, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.766816, + "strategy_rank": 94.870254, + "rr": 0.842751, + "primary_prob": 59.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.264126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037588, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.632287, + "strategy_rank": 76.918861, + "rr": 1.748252, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.622378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043177, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.874439, + "strategy_rank": 72.105389, + "rr": 1.875078, + "primary_prob": 36.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.812616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056128, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.426029, + "strategy_rank": 59.961413, + "rr": 2.041804, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.062706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063703, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 80.054606, + "rr": 1.64531, + "primary_prob": 24.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.467965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049304, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.423804, + "strategy_rank": 69.069834, + "rr": 0.752299, + "primary_prob": 62.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.128449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68441, + "hold30_r": -0.292113 + }, + { + "symbol": "ALB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988877, + "strategy_rank": 88.967823, + "rr": 1.897131, + "primary_prob": 35.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.845696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028837, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.098999, + "strategy_rank": 63.300563, + "rr": 0.903706, + "primary_prob": 57.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.376024, + "hold30_r": -1.316773 + }, + { + "symbol": "ANET", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.875417, + "strategy_rank": 83.696827, + "rr": 1.755501, + "primary_prob": 37.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.633251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039722, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.110122, + "strategy_rank": 98.046709, + "rr": 0.682951, + "primary_prob": 50.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.024426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030502, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 81.079593, + "rr": 1.009149, + "primary_prob": 38.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.513724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038776, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 82.805199, + "rr": 1.662722, + "primary_prob": 39.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.494083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203254, + "hold30_r": -1.166332 + }, + { + "symbol": "BG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 74.89101, + "rr": 1.815542, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.723313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.036302, + "hold30_r": 0.585702 + }, + { + "symbol": "BIIB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.437152, + "strategy_rank": 94.508002, + "rr": 1.750617, + "primary_prob": 37.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.625925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046819, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.985539, + "strategy_rank": 84.903181, + "rr": 1.746755, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.620133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040211, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775306, + "strategy_rank": 94.750918, + "rr": 1.770942, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.656412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027804, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.430478, + "strategy_rank": 75.735703, + "rr": 1.822715, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.734073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052655, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 93.100069, + "rr": 1.539939, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.309909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03848, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.315907, + "strategy_rank": 79.109826, + "rr": 1.812095, + "primary_prob": 37.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.718143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051452, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 91.409746, + "rr": 1.162955, + "primary_prob": 34.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.744432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036299, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 83.037386, + "rr": 0.95879, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.438185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055725, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.538376, + "strategy_rank": 61.538282, + "rr": 1.067974, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.60196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042284, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.873192, + "strategy_rank": 77.173319, + "rr": 1.856504, + "primary_prob": 21.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.784757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039058, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 97.126013, + "rr": 1.6276, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.4414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032826, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.768632, + "strategy_rank": 71.787931, + "rr": 1.133848, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.700772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086455, + "hold30_r": -1.030096 + }, + { + "symbol": "EOG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 92.796073, + "rr": 0.733631, + "primary_prob": 48.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.100446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038439, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 98.236474, + "rr": 1.82639, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.739584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025613, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.552836, + "strategy_rank": 94.462152, + "rr": 0.720711, + "primary_prob": 49.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.081067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03593, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 93.282842, + "rr": 1.848094, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.772141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034107, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.650723, + "strategy_rank": 75.953289, + "rr": 2.147761, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.221641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047333, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 95.337465, + "rr": 1.934711, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.902067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03368, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.214683, + "strategy_rank": 70.605045, + "rr": 1.294637, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.941955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047934, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.543938, + "strategy_rank": 83.667453, + "rr": 2.221418, + "primary_prob": 31.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.332127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04479, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.76307, + "strategy_rank": 73.605546, + "rr": 0.969212, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.453819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917796, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 62.142082, + "rr": 1.661946, + "primary_prob": 39.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.492919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061798, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.088988, + "strategy_rank": 70.995773, + "rr": 1.085743, + "primary_prob": 51.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.628614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057405, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 65.271884, + "rr": 1.853451, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.780176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055143, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.324805, + "strategy_rank": 91.700534, + "rr": 1.518687, + "primary_prob": 41.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.278031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482255, + "hold30_r": 2.438469 + }, + { + "symbol": "MAR", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.422692, + "strategy_rank": 73.091893, + "rr": 2.339957, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.509936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052306, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 69.215919, + "rr": 0.682166, + "primary_prob": 50.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.023249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055262, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 94.515771, + "rr": 1.679183, + "primary_prob": 24.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.518774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028873, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.442714, + "strategy_rank": 89.830077, + "rr": 1.37428, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.06142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043594, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 70.302763, + "rr": 1.134542, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.701814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059433, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 94.71735, + "rr": 1.365371, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.048057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038932, + "hold30_r": -1.012956 + }, + { + "symbol": "NRG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.208009, + "strategy_rank": 75.779531, + "rr": 1.52767, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.291505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.961731, + "hold30_r": -2.919181 + }, + { + "symbol": "NUE", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.104561, + "strategy_rank": 90.385388, + "rr": 2.844213, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.266319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041422, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 95.764708, + "rr": 1.94224, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.91336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035177, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.323693, + "strategy_rank": 77.396652, + "rr": 0.948315, + "primary_prob": 55.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.422473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05728, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.648498, + "strategy_rank": 85.261266, + "rr": 0.801122, + "primary_prob": 60.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.201683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037522, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 88.845662, + "rr": 1.18035, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.770524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044871, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.428254, + "strategy_rank": 76.39623, + "rr": 1.618901, + "primary_prob": 40.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.428352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047195, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.101224, + "strategy_rank": 75.311876, + "rr": 1.284194, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.926291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053328, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.433815, + "strategy_rank": 75.310323, + "rr": 1.485571, + "primary_prob": 27.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.228356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054272, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 65.237539, + "rr": 1.441949, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.162924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067206, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.665184, + "strategy_rank": 95.440351, + "rr": 0.884307, + "primary_prob": 57.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.326461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0374, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 98.213783, + "rr": 1.010598, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.515897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025174, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.760845, + "strategy_rank": 63.955652, + "rr": 1.223347, + "primary_prob": 48.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.835021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064743, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.652948, + "strategy_rank": 65.813826, + "rr": 1.790336, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.685503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068837, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882091, + "strategy_rank": 90.16314, + "rr": 0.860524, + "primary_prob": 58.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.290786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041628, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.766407, + "strategy_rank": 88.346463, + "rr": 1.749955, + "primary_prob": 37.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.624933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044867, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540601, + "strategy_rank": 64.702589, + "rr": 0.915782, + "primary_prob": 56.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.373674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065061, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 94.374496, + "rr": 1.815737, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.723605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035122, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 75.043631, + "rr": 0.921811, + "primary_prob": 41.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.382716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875352, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.206897, + "strategy_rank": 72.517777, + "rr": 2.276653, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.41498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060092, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.107898, + "strategy_rank": 86.168433, + "rr": 0.796191, + "primary_prob": 46.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.194287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053992, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.642241, + "strategy_rank": 80.098925, + "rr": 1.654241, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.481361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051083, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.465517, + "strategy_rank": 68.163201, + "rr": 0.888762, + "primary_prob": 42.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.333143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820624, + "hold30_r": 0.539568 + }, + { + "symbol": "AJG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.327586, + "strategy_rank": 61.137894, + "rr": 1.440757, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.161136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06884, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.719828, + "strategy_rank": 92.505596, + "rr": 1.846712, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.770067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027409, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.806034, + "strategy_rank": 74.879246, + "rr": 1.877747, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.81662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.825265, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.331897, + "strategy_rank": 63.530182, + "rr": 1.751957, + "primary_prob": 22.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.627935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062711, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.530172, + "strategy_rank": 77.019619, + "rr": 1.413458, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.120187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.111884, + "hold30_r": -1.052893 + }, + { + "symbol": "ANET", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.081897, + "strategy_rank": 80.528572, + "rr": 1.954818, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.932227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039318, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.030172, + "strategy_rank": 98.065756, + "rr": 1.723174, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.58476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.69713, + "hold30_r": 0.693699 + }, + { + "symbol": "ARES", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900862, + "strategy_rank": 85.37438, + "rr": 1.905574, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.858361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.8683, + "hold30_r": 2.489996 + }, + { + "symbol": "AXON", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.857759, + "strategy_rank": 92.224036, + "rr": 1.80147, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.702205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768185, + "hold30_r": 2.326419 + }, + { + "symbol": "AZO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.685345, + "strategy_rank": 63.335106, + "rr": 0.774766, + "primary_prob": 46.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.162149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056404, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.650862, + "strategy_rank": 76.203243, + "rr": 1.895937, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.843905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04113, + "hold30_r": 0.294985 + }, + { + "symbol": "BIIB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.918103, + "strategy_rank": 93.473574, + "rr": 0.671194, + "primary_prob": 51.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.006791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.624128, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.25431, + "strategy_rank": 86.241537, + "rr": 1.269562, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.904343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.232972, + "hold30_r": 2.625097 + }, + { + "symbol": "CAH", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.336207, + "strategy_rank": 73.67998, + "rr": 1.060144, + "primary_prob": 37.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.590216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.00756, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.681034, + "strategy_rank": 75.234664, + "rr": 1.324855, + "primary_prob": 30.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.987282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267924, + "hold30_r": 3.901162 + }, + { + "symbol": "CF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.599138, + "strategy_rank": 95.285491, + "rr": 1.666865, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.500297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028999, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.737069, + "strategy_rank": 93.136978, + "rr": 0.677086, + "primary_prob": 50.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.015629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.644146, + "hold30_r": 1.549378 + }, + { + "symbol": "COR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.469828, + "strategy_rank": 63.602699, + "rr": 1.395914, + "primary_prob": 29.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.093871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059806, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.590517, + "strategy_rank": 79.782032, + "rr": 1.914886, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.872329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051202, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.349138, + "strategy_rank": 89.429804, + "rr": 0.710658, + "primary_prob": 49.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.065987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.677369, + "hold30_r": -1.026687 + }, + { + "symbol": "CTVA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.780172, + "strategy_rank": 74.989039, + "rr": 1.852772, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.779158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049198, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.50431, + "strategy_rank": 83.889069, + "rr": 1.344352, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.016528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.297189, + "hold30_r": 1.555251 + }, + { + "symbol": "DLTR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.836207, + "strategy_rank": 76.485774, + "rr": 0.68675, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.030126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.644965, + "hold30_r": 1.064376 + }, + { + "symbol": "DVN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.952586, + "strategy_rank": 96.764235, + "rr": 1.628067, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.4421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026498, + "hold30_r": 1.011111 + }, + { + "symbol": "ELV", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.853448, + "strategy_rank": 69.069946, + "rr": 1.21696, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.825441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064697, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.375, + "strategy_rank": 66.755633, + "rr": 0.694156, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.041234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635774, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 93.594791, + "rr": 1.70134, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.552011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030005, + "hold30_r": 1.335405 + }, + { + "symbol": "EQT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461207, + "strategy_rank": 98.431858, + "rr": 1.559677, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.339516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060857, + "hold30_r": -1.036216 + }, + { + "symbol": "ERIE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.487069, + "strategy_rank": 70.67185, + "rr": 0.80042, + "primary_prob": 45.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.20063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757659, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.767241, + "strategy_rank": 94.196296, + "rr": 1.82571, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.738565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031125, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.689655, + "strategy_rank": 93.377608, + "rr": 1.791062, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.686592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.762353, + "hold30_r": 1.936091 + }, + { + "symbol": "FIX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.840517, + "strategy_rank": 83.963899, + "rr": 0.698404, + "primary_prob": 49.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.047606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.650156, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.521552, + "strategy_rank": 96.011867, + "rr": 1.912407, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.868611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.883346, + "hold30_r": 1.665223 + }, + { + "symbol": "GD", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.314655, + "strategy_rank": 62.255023, + "rr": 1.250147, + "primary_prob": 32.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.875221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077548, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 63.728541, + "rr": 0.810343, + "primary_prob": 45.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.215514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743725, + "hold30_r": 1.206352 + }, + { + "symbol": "GWW", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.237069, + "strategy_rank": 69.966377, + "rr": 0.927034, + "primary_prob": 41.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.390551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059007, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.306034, + "strategy_rank": 95.73225, + "rr": 0.943377, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.415065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.918203, + "hold30_r": 2.676733 + }, + { + "symbol": "HII", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.715517, + "strategy_rank": 67.774253, + "rr": 1.276175, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.914262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050183, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.021552, + "strategy_rank": 72.809078, + "rr": 1.075848, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.613772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017359, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.668103, + "strategy_rank": 64.441921, + "rr": 1.200385, + "primary_prob": 33.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.800578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059919, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.926724, + "strategy_rank": 61.766733, + "rr": 1.954602, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931903, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06118, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.051724, + "strategy_rank": 73.836207, + "rr": 1.914735, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.872102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.288793, + "strategy_rank": 72.761812, + "rr": 0.799407, + "primary_prob": 45.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.199111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743824, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978448, + "strategy_rank": 68.167317, + "rr": 0.79476, + "primary_prob": 46.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.19214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069866, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.625, + "strategy_rank": 90.218616, + "rr": 1.782123, + "primary_prob": 37.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.673184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745847, + "hold30_r": 2.955892 + }, + { + "symbol": "MCK", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.905172, + "strategy_rank": 69.193707, + "rr": 1.78937, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.684055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053187, + "hold30_r": 0.332231 + }, + { + "symbol": "MET", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.068966, + "strategy_rank": 64.006216, + "rr": 1.686153, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.529229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069382, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.12069, + "strategy_rank": 94.129976, + "rr": 1.801344, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.702015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029667, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.383621, + "strategy_rank": 90.37068, + "rr": 1.921422, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.882133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.884475, + "hold30_r": 3.973853 + }, + { + "symbol": "MTB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00431, + "strategy_rank": 73.594004, + "rr": 1.618442, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.427663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043813, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.099138, + "strategy_rank": 89.979697, + "rr": 1.564638, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.346957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025738, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.133621, + "strategy_rank": 76.210273, + "rr": 1.076719, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.615079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051668, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.702586, + "strategy_rank": 88.526574, + "rr": 1.825541, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.738312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040441, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.073276, + "strategy_rank": 94.724684, + "rr": 0.744993, + "primary_prob": 48.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.11749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.715018, + "hold30_r": -1.036985 + }, + { + "symbol": "ORLY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.284483, + "strategy_rank": 61.936048, + "rr": 0.805344, + "primary_prob": 45.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.208016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0709, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892241, + "strategy_rank": 95.868775, + "rr": 1.935222, + "primary_prob": 20.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.902834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031917, + "hold30_r": 0.489465 + }, + { + "symbol": "PCAR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.142241, + "strategy_rank": 60.37253, + "rr": 1.139629, + "primary_prob": 35.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.709444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076333, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.271552, + "strategy_rank": 76.508112, + "rr": 1.579234, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.36885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.163826, + "hold30_r": -1.111211 + }, + { + "symbol": "PODD", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.426724, + "strategy_rank": 92.372956, + "rr": 0.771363, + "primary_prob": 47.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.157045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731514, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.935345, + "strategy_rank": 89.147874, + "rr": 1.836116, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.754174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797158, + "hold30_r": 2.156629 + }, + { + "symbol": "PTC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.452586, + "strategy_rank": 76.587197, + "rr": 1.539202, + "primary_prob": 26.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.308803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493918, + "hold30_r": 2.410111 + }, + { + "symbol": "PWR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.99569, + "strategy_rank": 84.796554, + "rr": 0.771189, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.156783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723124, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.564655, + "strategy_rank": 76.254486, + "rr": 1.635058, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.452587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.100944, + "hold30_r": -1.048203 + }, + { + "symbol": "ROL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 76.11699, + "rr": 1.94508, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.917619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.173217, + "hold30_r": -1.118353 + }, + { + "symbol": "SLB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.168103, + "strategy_rank": 95.305655, + "rr": 1.677551, + "primary_prob": 24.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.516327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647828, + "hold30_r": 2.936244 + }, + { + "symbol": "SMCI", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.676724, + "strategy_rank": 98.389587, + "rr": 0.962881, + "primary_prob": 40.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.444321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93808, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.387931, + "strategy_rank": 61.196444, + "rr": 1.136489, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.704733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068134, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.405172, + "strategy_rank": 63.372891, + "rr": 1.225196, + "primary_prob": 33.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.837794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.359564, + "hold30_r": -1.288682 + }, + { + "symbol": "TKO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.150862, + "strategy_rank": 71.369552, + "rr": 1.735957, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.603935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052277, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.409483, + "strategy_rank": 67.986209, + "rr": 1.867549, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.801324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059793, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.24569, + "strategy_rank": 96.542798, + "rr": 1.537079, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.305619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.504484, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.211207, + "strategy_rank": 89.646986, + "rr": 0.864513, + "primary_prob": 43.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.29677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828295, + "hold30_r": 1.765498 + }, + { + "symbol": "UAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.038793, + "strategy_rank": 87.217284, + "rr": 0.836643, + "primary_prob": 44.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.254964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79638, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.172414, + "strategy_rank": 60.144295, + "rr": 1.112338, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.668507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071345, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.814655, + "strategy_rank": 95.307598, + "rr": 1.669921, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.504882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638954, + "hold30_r": 3.875969 + }, + { + "symbol": "VRTX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.366379, + "strategy_rank": 80.919556, + "rr": 0.728406, + "primary_prob": 48.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.092608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051568, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.62069, + "strategy_rank": 76.9465, + "rr": 1.650929, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.476394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048452, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.603448, + "strategy_rank": 68.010397, + "rr": 0.84874, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.27311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788175, + "hold30_r": 1.001463 + }, + { + "symbol": "WMB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.883621, + "strategy_rank": 72.607805, + "rr": 1.665104, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.497656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.05093, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.982759, + "strategy_rank": 86.621837, + "rr": 0.750542, + "primary_prob": 47.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.125814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703497, + "hold30_r": 2.196854 + }, + { + "symbol": "ADM", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.125671, + "strategy_rank": 79.626473, + "rr": 1.622739, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.434108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054266, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.647691, + "strategy_rank": 80.957662, + "rr": 1.158106, + "primary_prob": 34.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.737159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051755, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.854995, + "strategy_rank": 60.649833, + "rr": 0.9732, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.4598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908411, + "hold30_r": 1.999437 + }, + { + "symbol": "AJG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021482, + "strategy_rank": 60.956214, + "rr": 1.14652, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.71978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084669, + "hold30_r": 1.647914 + }, + { + "symbol": "ALB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.092374, + "strategy_rank": 92.238993, + "rr": 1.540168, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.310253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02734, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.780881, + "strategy_rank": 60.090467, + "rr": 1.819292, + "primary_prob": 21.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.728939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057214, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351235, + "strategy_rank": 75.062442, + "rr": 1.050203, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.575305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996905, + "hold30_r": 3.615209 + }, + { + "symbol": "APA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.24812, + "strategy_rank": 98.158176, + "rr": 1.693839, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.540758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.027322, + "hold30_r": -0.121666 + }, + { + "symbol": "ARES", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.184748, + "strategy_rank": 83.740018, + "rr": 1.582279, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.373418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547748, + "hold30_r": 4.185828 + }, + { + "symbol": "AXON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.810956, + "strategy_rank": 93.37783, + "rr": 1.926413, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.88962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.889177, + "hold30_r": 3.193922 + }, + { + "symbol": "AZO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.28464, + "strategy_rank": 61.528125, + "rr": 1.650361, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.475541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055339, + "hold30_r": 1.339385 + }, + { + "symbol": "BIIB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.481203, + "strategy_rank": 93.902618, + "rr": 1.527383, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.291074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048971, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010741, + "strategy_rank": 87.873829, + "rr": 1.8088, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.7132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770451, + "hold30_r": 2.446607 + }, + { + "symbol": "CASY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.432868, + "strategy_rank": 64.636163, + "rr": 0.886924, + "primary_prob": 42.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.330386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05443, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.240602, + "strategy_rank": 93.999437, + "rr": 1.801941, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.702912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030712, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.621912, + "strategy_rank": 66.605927, + "rr": 0.870206, + "primary_prob": 43.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.30531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062521, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.203008, + "strategy_rank": 63.580073, + "rr": 1.531345, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.297018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476884, + "hold30_r": 1.769533 + }, + { + "symbol": "COP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.744361, + "strategy_rank": 92.196454, + "rr": 0.675208, + "primary_prob": 50.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.012811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638859, + "hold30_r": 1.194737 + }, + { + "symbol": "COR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.640172, + "strategy_rank": 61.590366, + "rr": 1.254621, + "primary_prob": 47.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.881932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066879, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.995704, + "strategy_rank": 79.909292, + "rr": 1.819841, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.729761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046122, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.26638, + "strategy_rank": 88.522295, + "rr": 1.376123, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.064184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034995, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.836735, + "strategy_rank": 75.291062, + "rr": 1.528118, + "primary_prob": 26.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.292177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479782, + "hold30_r": 1.900141 + }, + { + "symbol": "CVX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.951665, + "strategy_rank": 83.118572, + "rr": 1.315936, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.973904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.265803, + "hold30_r": 0.392218 + }, + { + "symbol": "DLTR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.614393, + "strategy_rank": 80.928471, + "rr": 0.687803, + "primary_prob": 50.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.031704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642566, + "hold30_r": 1.726721 + }, + { + "symbol": "DVN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.603652, + "strategy_rank": 97.033252, + "rr": 1.681927, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.522891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652494, + "hold30_r": 0.443367 + }, + { + "symbol": "EG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.41783, + "strategy_rank": 70.275904, + "rr": 0.86893, + "primary_prob": 43.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.303395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.810535, + "hold30_r": 3.00192 + }, + { + "symbol": "EME", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.969925, + "strategy_rank": 67.899803, + "rr": 0.744946, + "primary_prob": 48.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.117419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056277, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.670247, + "strategy_rank": 93.016767, + "rr": 1.886158, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.829237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033646, + "hold30_r": 0.203313 + }, + { + "symbol": "EQT", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.033298, + "strategy_rank": 97.815287, + "rr": 1.699707, + "primary_prob": 23.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.549561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026604, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.407089, + "strategy_rank": 71.0117, + "rr": 0.6695, + "primary_prob": 51.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.004251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.62102, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.455424, + "strategy_rank": 93.9573, + "rr": 0.928844, + "primary_prob": 41.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.393266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034712, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.025779, + "strategy_rank": 93.20735, + "rr": 0.764533, + "primary_prob": 47.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.1468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.73193, + "hold30_r": 1.0959 + }, + { + "symbol": "FCX", + "date": "2022-12-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.136412, + "strategy_rank": 86.81581, + "rr": 2.629402, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.944103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.596615, + "hold30_r": 2.75641 + }, + { + "symbol": "FICO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88507, + "strategy_rank": 96.119014, + "rr": 0.78491, + "primary_prob": 46.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749057, + "hold30_r": 2.793851 + }, + { + "symbol": "FIX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.192266, + "strategy_rank": 82.540469, + "rr": 1.668783, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.503174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621117, + "hold30_r": 1.216305 + }, + { + "symbol": "FSLR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.174006, + "strategy_rank": 96.058703, + "rr": 1.514894, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.27234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029836, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.773362, + "strategy_rank": 58.498573, + "rr": 1.305673, + "primary_prob": 31.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.95851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072505, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.236305, + "strategy_rank": 73.555788, + "rr": 1.208222, + "primary_prob": 33.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.812334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163577, + "hold30_r": 2.657517 + }, + { + "symbol": "GL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143931, + "strategy_rank": 62.001287, + "rr": 0.813792, + "primary_prob": 45.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.220688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74737, + "hold30_r": 1.054762 + }, + { + "symbol": "GPC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.440387, + "strategy_rank": 64.39918, + "rr": 0.930404, + "primary_prob": 41.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.395606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059734, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.062299, + "strategy_rank": 68.128101, + "rr": 1.203783, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.805675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052136, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.529538, + "strategy_rank": 95.896345, + "rr": 1.886248, + "primary_prob": 35.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.829372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858468, + "hold30_r": 1.933322 + }, + { + "symbol": "HST", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.795918, + "strategy_rank": 83.167303, + "rr": 1.579575, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.369363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040563, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358754, + "strategy_rank": 73.477866, + "rr": 1.89142, + "primary_prob": 20.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.837129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046365, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.003222, + "strategy_rank": 68.859475, + "rr": 0.872514, + "primary_prob": 43.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.30877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05459, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.366273, + "strategy_rank": 68.524305, + "rr": 0.937568, + "primary_prob": 41.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.406352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070625, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.307197, + "strategy_rank": 92.710225, + "rr": 1.844541, + "primary_prob": 36.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.766811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805333, + "hold30_r": 4.718266 + }, + { + "symbol": "MAR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.706767, + "strategy_rank": 73.809175, + "rr": 0.929244, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 88, + "primary_distance_atr": 1.393866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053374, + "hold30_r": -1.006197 + }, + { + "symbol": "MCK", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 68.890756, + "rr": 1.736493, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.60474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.054467, + "hold30_r": -0.121317 + }, + { + "symbol": "MET", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.573577, + "strategy_rank": 64.09883, + "rr": 1.950868, + "primary_prob": 20.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.926303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065942, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.166488, + "strategy_rank": 93.568413, + "rr": 1.574193, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.36129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031158, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.388829, + "strategy_rank": 89.310683, + "rr": 0.777148, + "primary_prob": 46.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.165722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737658, + "hold30_r": 2.378382 + }, + { + "symbol": "NCLH", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.051557, + "strategy_rank": 94.051063, + "rr": 1.515099, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.272648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023663, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.581096, + "strategy_rank": 75.47682, + "rr": 1.082538, + "primary_prob": 36.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.623807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05433, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.696026, + "strategy_rank": 90.491496, + "rr": 0.834988, + "primary_prob": 44.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.252483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801737, + "hold30_r": 5.149456 + }, + { + "symbol": "OKE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.451128, + "strategy_rank": 74.829158, + "rr": 1.702348, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.553522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654657, + "hold30_r": 1.386578 + }, + { + "symbol": "ON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.38131, + "strategy_rank": 95.51558, + "rr": 1.777648, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.666472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026854, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.425349, + "strategy_rank": 60.060311, + "rr": 1.44219, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.163284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.375014, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892589, + "strategy_rank": 95.721603, + "rr": 1.353136, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.029704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318499, + "hold30_r": 0.26865 + }, + { + "symbol": "PCAR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.069817, + "strategy_rank": 63.848337, + "rr": 1.714528, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.571792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664074, + "hold30_r": 3.370505 + }, + { + "symbol": "PFG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.977444, + "strategy_rank": 77.192232, + "rr": 1.840838, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.761257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.793188, + "hold30_r": 2.00881 + }, + { + "symbol": "PGR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566058, + "strategy_rank": 65.651321, + "rr": 1.097897, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.646845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.038361, + "hold30_r": 2.714314 + }, + { + "symbol": "PODD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340494, + "strategy_rank": 92.41856, + "rr": 0.975142, + "primary_prob": 39.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.462713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038786, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 88.64734, + "rr": 1.954182, + "primary_prob": 20.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.931273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.911027, + "hold30_r": -0.56817 + }, + { + "symbol": "PTC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.218045, + "strategy_rank": 77.031241, + "rr": 1.637242, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.455863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046076, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.910849, + "strategy_rank": 85.026899, + "rr": 1.566344, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.349515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04504, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.929108, + "strategy_rank": 89.669093, + "rr": 1.694471, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.541706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029047, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.847476, + "strategy_rank": 78.052591, + "rr": 1.756869, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.635303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.114409, + "hold30_r": -1.063218 + }, + { + "symbol": "RJF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.225564, + "strategy_rank": 75.286237, + "rr": 1.076972, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.615458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.030398, + "hold30_r": 1.167065 + }, + { + "symbol": "ROL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.39957, + "strategy_rank": 76.254031, + "rr": 1.15765, + "primary_prob": 34.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.736475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.054224, + "hold30_r": -0.309769 + }, + { + "symbol": "SLB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.959184, + "strategy_rank": 95.074102, + "rr": 0.959409, + "primary_prob": 40.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.439114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926645, + "hold30_r": 2.096707 + }, + { + "symbol": "SMCI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677766, + "strategy_rank": 98.58727, + "rr": 1.770521, + "primary_prob": 22.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.655781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022107, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.92159, + "strategy_rank": 63.435487, + "rr": 1.697389, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.546084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058057, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.099893, + "strategy_rank": 92.643722, + "rr": 1.709212, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.563819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.676435, + "hold30_r": 3.942277 + }, + { + "symbol": "SYY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 63.816654, + "rr": 1.482589, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.223884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057679, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.596133, + "strategy_rank": 70.639218, + "rr": 1.794345, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.691517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050544, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.606874, + "strategy_rank": 64.480962, + "rr": 1.556367, + "primary_prob": 26.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.334551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055023, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.462943, + "strategy_rank": 96.832616, + "rr": 1.117383, + "primary_prob": 35.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.676075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031757, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.522019, + "strategy_rank": 90.518355, + "rr": 1.614526, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.421788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5772, + "hold30_r": 1.192711 + }, + { + "symbol": "UAL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.655209, + "strategy_rank": 88.581641, + "rr": 1.535185, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.302777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505036, + "hold30_r": 4.624618 + }, + { + "symbol": "ULTA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7884, + "strategy_rank": 69.511238, + "rr": 1.622944, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.434416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571676, + "hold30_r": 4.117976 + }, + { + "symbol": "URI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.277121, + "strategy_rank": 78.898798, + "rr": 1.709373, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.564059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.667986, + "hold30_r": 5.935123 + }, + { + "symbol": "VICI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.988185, + "strategy_rank": 59.547344, + "rr": 1.659868, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.489802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06716, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.818475, + "strategy_rank": 95.033895, + "rr": 1.720771, + "primary_prob": 23.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.581156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686658, + "hold30_r": 2.40907 + }, + { + "symbol": "VRTX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555317, + "strategy_rank": 79.413855, + "rr": 0.75566, + "primary_prob": 47.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.133489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052224, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491944, + "strategy_rank": 69.327249, + "rr": 1.191446, + "primary_prob": 33.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.787169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134697, + "hold30_r": 1.495204 + }, + { + "symbol": "WMB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.15145, + "strategy_rank": 74.598528, + "rr": 1.770063, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.655095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.048302, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.829216, + "strategy_rank": 68.98259, + "rr": 1.153151, + "primary_prob": 34.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.729727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061312, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 87.182663, + "rr": 1.932888, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.899332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038126, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.314715, + "strategy_rank": 85.799445, + "rr": 1.24437, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.866556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194944, + "hold30_r": -1.29113 + }, + { + "symbol": "ADM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 76.757549, + "rr": 1.00156, + "primary_prob": 39.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.50234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059031, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.242591, + "strategy_rank": 82.261936, + "rr": 0.898471, + "primary_prob": 42.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.347706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055517, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.742042, + "strategy_rank": 63.553565, + "rr": 0.874585, + "primary_prob": 43.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.311878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806616, + "hold30_r": 1.396104 + }, + { + "symbol": "ALB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 92.963824, + "rr": 1.583364, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.375045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027528, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.778266, + "strategy_rank": 74.345442, + "rr": 1.146545, + "primary_prob": 50.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.719818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.086568, + "hold30_r": -2.269429 + }, + { + "symbol": "AMGN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.863886, + "strategy_rank": 60.378681, + "rr": 1.315447, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.97317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250513, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.839737, + "strategy_rank": 76.663308, + "rr": 1.480127, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.220191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.42384, + "hold30_r": 4.056256 + }, + { + "symbol": "APA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 97.940333, + "rr": 1.161335, + "primary_prob": 49.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.742002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028958, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 78.65339, + "rr": 1.840391, + "primary_prob": 21.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.760587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803175, + "hold30_r": 4.907014 + }, + { + "symbol": "AXON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.535675, + "strategy_rank": 91.131647, + "rr": 1.280458, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.920687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243011, + "hold30_r": 1.775059 + }, + { + "symbol": "AZO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 63.132922, + "rr": 1.837944, + "primary_prob": 21.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.756916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.218095, + "hold30_r": -1.158607 + }, + { + "symbol": "BIIB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304061, + "strategy_rank": 94.55792, + "rr": 1.375265, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.062897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053511, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.254665, + "strategy_rank": 87.051789, + "rr": 1.931917, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.897876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037809, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.424808, + "strategy_rank": 59.578985, + "rr": 1.687436, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.531154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068192, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.620198, + "strategy_rank": 64.036983, + "rr": 1.474646, + "primary_prob": 27.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.211968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05474, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.609221, + "strategy_rank": 93.020546, + "rr": 0.710132, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.065198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032027, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.644347, + "strategy_rank": 63.63857, + "rr": 0.919569, + "primary_prob": 41.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.379353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861103, + "hold30_r": 0.708833 + }, + { + "symbol": "COP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 91.427964, + "rr": 1.680117, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.520176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037263, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 63.405941, + "rr": 0.675833, + "primary_prob": 50.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.013749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075646, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.950604, + "strategy_rank": 90.426035, + "rr": 1.113885, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.670828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037787, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316136, + "strategy_rank": 72.662871, + "rr": 1.778373, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.66756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727845, + "hold30_r": 1.063671 + }, + { + "symbol": "CVX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.938529, + "strategy_rank": 82.189793, + "rr": 0.743961, + "primary_prob": 48.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.115941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.691364, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474204, + "strategy_rank": 85.991024, + "rr": 1.694495, + "primary_prob": 38.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.541743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651456, + "hold30_r": 1.314638 + }, + { + "symbol": "DG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.558727, + "strategy_rank": 60.80008, + "rr": 0.939469, + "primary_prob": 41.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.409204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053259, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 96.142491, + "rr": 1.839205, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.758808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031919, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 66.009375, + "rr": 1.08226, + "primary_prob": 36.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.62339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061266, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.597146, + "strategy_rank": 92.661766, + "rr": 1.880481, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.820721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035948, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451153, + "strategy_rank": 98.171605, + "rr": 1.527394, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.29109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027824, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 93.668835, + "rr": 1.530102, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.295153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035213, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.170143, + "strategy_rank": 91.826977, + "rr": 1.779229, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.668844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049491, + "hold30_r": -1.01439 + }, + { + "symbol": "FIX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.986828, + "strategy_rank": 82.902814, + "rr": 1.355985, + "primary_prob": 30.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.033978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054031, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 97.109328, + "rr": 0.778615, + "primary_prob": 46.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.167922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029149, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.961581, + "strategy_rank": 61.311181, + "rr": 1.013516, + "primary_prob": 38.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.520274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070725, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.767289, + "strategy_rank": 65.353076, + "rr": 1.052266, + "primary_prob": 37.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.5784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064649, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.400659, + "strategy_rank": 70.743262, + "rr": 1.025851, + "primary_prob": 38.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.538777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059926, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.036224, + "strategy_rank": 95.430827, + "rr": 1.690436, + "primary_prob": 38.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.535655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659309, + "hold30_r": 0.075649 + }, + { + "symbol": "HII", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.18112, + "strategy_rank": 66.256981, + "rr": 1.842009, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.763014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055913, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 76.628816, + "rr": 1.560645, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.340967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.521047, + "hold30_r": 2.677814 + }, + { + "symbol": "HUBB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.023052, + "strategy_rank": 74.920075, + "rr": 1.669552, + "primary_prob": 24.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.504327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049367, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997805, + "strategy_rank": 65.046166, + "rr": 1.75413, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.631194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055233, + "hold30_r": 0.121793 + }, + { + "symbol": "LDOS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98573, + "strategy_rank": 59.599858, + "rr": 1.168532, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.752798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066496, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.230516, + "strategy_rank": 69.167926, + "rr": 0.847311, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.270966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072529, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.43798, + "strategy_rank": 90.72431, + "rr": 1.936328, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.904491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.893337, + "hold30_r": 5.08733 + }, + { + "symbol": "MCK", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.511526, + "strategy_rank": 69.27623, + "rr": 1.035054, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.552581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062388, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 64.151941, + "rr": 1.577657, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.366485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066506, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 92.43639, + "rr": 1.832313, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.748469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034438, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 89.318384, + "rr": 1.936024, + "primary_prob": 20.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.904035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.14909, + "hold30_r": -1.106896 + }, + { + "symbol": "MTB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.546652, + "strategy_rank": 75.342831, + "rr": 0.85816, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.287241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.808657, + "hold30_r": 2.453599 + }, + { + "symbol": "NOC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 75.864525, + "rr": 0.865665, + "primary_prob": 43.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057097, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 91.408448, + "rr": 1.270295, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.905442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.232876, + "hold30_r": 4.156269 + }, + { + "symbol": "OKE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.766191, + "strategy_rank": 76.021673, + "rr": 1.324116, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.986174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.274988, + "hold30_r": 1.195227 + }, + { + "symbol": "ON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.291987, + "strategy_rank": 94.92124, + "rr": 1.586968, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.380452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559911, + "hold30_r": 4.599122 + }, + { + "symbol": "OXY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 96.082899, + "rr": 1.827156, + "primary_prob": 21.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.740734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037444, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 64.982946, + "rr": 1.219471, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.829207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05616, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.218441, + "strategy_rank": 76.620961, + "rr": 1.820734, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.731101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768116, + "hold30_r": 1.712713 + }, + { + "symbol": "PODD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.889133, + "strategy_rank": 90.73399, + "rr": 1.513262, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.269893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040303, + "hold30_r": -0.277344 + }, + { + "symbol": "PSX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158068, + "strategy_rank": 88.284389, + "rr": 1.760151, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.640227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043918, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.755214, + "strategy_rank": 84.359722, + "rr": 1.553126, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.329689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049576, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 78.85411, + "rr": 1.711606, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.567409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.302737, + "hold30_r": -1.248734 + }, + { + "symbol": "RJF", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.901207, + "strategy_rank": 74.582924, + "rr": 1.034911, + "primary_prob": 38.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.552366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983678, + "hold30_r": 1.434128 + }, + { + "symbol": "ROL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.522503, + "strategy_rank": 73.213892, + "rr": 1.005612, + "primary_prob": 39.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.508418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.302964, + "strategy_rank": 79.854525, + "rr": 1.843248, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.764872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055113, + "hold30_r": -0.236237 + }, + { + "symbol": "SLB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 95.126499, + "rr": 0.753153, + "primary_prob": 62.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718394, + "hold30_r": 0.56411 + }, + { + "symbol": "SMCI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.670692, + "strategy_rank": 98.751979, + "rr": 1.658138, + "primary_prob": 24.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.487207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023761, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 59.341659, + "rr": 1.917739, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.876608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.853789, + "hold30_r": 3.29381 + }, + { + "symbol": "SRE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.059276, + "strategy_rank": 65.460311, + "rr": 1.794951, + "primary_prob": 22.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.692426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064658, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.133919, + "strategy_rank": 93.146697, + "rr": 0.935044, + "primary_prob": 41.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.402567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032871, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.205269, + "strategy_rank": 65.399049, + "rr": 1.005581, + "primary_prob": 39.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.508372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066628, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 72.748789, + "rr": 0.801933, + "primary_prob": 45.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.2029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753606, + "hold30_r": 6.725222 + }, + { + "symbol": "TMUS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.693743, + "strategy_rank": 66.647983, + "rr": 1.05432, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.58148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996503, + "hold30_r": 0.782492 + }, + { + "symbol": "TPL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.231614, + "strategy_rank": 96.836309, + "rr": 1.184553, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.776829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032091, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.389682, + "strategy_rank": 90.667744, + "rr": 1.900551, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.850826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039425, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.083425, + "strategy_rank": 83.442642, + "rr": 1.761707, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.642561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727496, + "hold30_r": 5.516197 + }, + { + "symbol": "ULTA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.608123, + "strategy_rank": 69.684767, + "rr": 1.348234, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.022351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.295373, + "hold30_r": 3.869585 + }, + { + "symbol": "URI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.278814, + "strategy_rank": 81.992544, + "rr": 1.720572, + "primary_prob": 23.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.580858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.676108, + "hold30_r": 6.435098 + }, + { + "symbol": "VICI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.90011, + "strategy_rank": 58.730733, + "rr": 1.372666, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.058999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064899, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.353458, + "strategy_rank": 93.694248, + "rr": 1.698073, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.54711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.661154, + "hold30_r": 1.447146 + }, + { + "symbol": "VRTX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.084523, + "strategy_rank": 79.437065, + "rr": 0.791353, + "primary_prob": 46.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.18703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740923, + "hold30_r": 0.31683 + }, + { + "symbol": "WAB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.339188, + "strategy_rank": 66.981195, + "rr": 0.880398, + "primary_prob": 43.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.320597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.819957, + "hold30_r": 1.031517 + }, + { + "symbol": "WMB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.46213, + "strategy_rank": 74.866379, + "rr": 1.649573, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.474359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051779, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 84.315862, + "rr": 1.060586, + "primary_prob": 37.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.59088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008432, + "hold30_r": -2.267492 + }, + { + "symbol": "HOOD", + "date": "2022-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 100.0, + "strategy_rank": 100.0, + "rr": 0.883655, + "primary_prob": 42.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.325483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860627, + "hold30_r": 2.715892 + }, + { + "symbol": "ADM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.988056, + "strategy_rank": 74.61255, + "rr": 1.901907, + "primary_prob": 20.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.852861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056066, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.382193, + "strategy_rank": 80.816614, + "rr": 1.449524, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.174285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05439, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.564604, + "strategy_rank": 65.853511, + "rr": 0.674635, + "primary_prob": 50.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.011953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.604502, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.93051, + "strategy_rank": 63.529255, + "rr": 1.126675, + "primary_prob": 35.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.690013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056333, + "hold30_r": 0.576607 + }, + { + "symbol": "ALB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.725299, + "strategy_rank": 91.624935, + "rr": 0.833812, + "primary_prob": 44.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.250719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.805948, + "hold30_r": 3.786011 + }, + { + "symbol": "AMGN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.690554, + "strategy_rank": 61.103539, + "rr": 1.754748, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.632122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.683912, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.124864, + "strategy_rank": 76.131284, + "rr": 1.334347, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.00152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.274368, + "hold30_r": 3.826624 + }, + { + "symbol": "APA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.805646, + "strategy_rank": 97.863844, + "rr": 1.730034, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.595051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026953, + "hold30_r": -0.71369 + }, + { + "symbol": "AXON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290988, + "strategy_rank": 90.930886, + "rr": 0.727687, + "primary_prob": 48.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.091531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68668, + "hold30_r": 3.747509 + }, + { + "symbol": "AZO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.77633, + "strategy_rank": 62.156107, + "rr": 1.266365, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.899547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.385251, + "hold30_r": -1.317867 + }, + { + "symbol": "BIIB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.073833, + "strategy_rank": 93.736623, + "rr": 1.204883, + "primary_prob": 33.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.807325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1484, + "hold30_r": 0.657789 + }, + { + "symbol": "BKR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.707926, + "strategy_rank": 87.480164, + "rr": 1.513911, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.270866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476002, + "hold30_r": 2.241561 + }, + { + "symbol": "BMY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.559175, + "strategy_rank": 60.964012, + "rr": 0.705165, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.057747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633189, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.896851, + "strategy_rank": 73.155857, + "rr": 1.67836, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.517541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065255, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.758958, + "strategy_rank": 61.716644, + "rr": 1.354824, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.032236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30117, + "hold30_r": 0.301115 + }, + { + "symbol": "CF", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.982628, + "strategy_rank": 93.645044, + "rr": 1.738037, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.607056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706362, + "hold30_r": 0.591373 + }, + { + "symbol": "CI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.639522, + "strategy_rank": 67.105412, + "rr": 1.592316, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.388474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068615, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.285559, + "strategy_rank": 90.559263, + "rr": 1.714997, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.572495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.676698, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.061889, + "strategy_rank": 79.075067, + "rr": 1.313835, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.970753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052571, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.548317, + "strategy_rank": 91.065837, + "rr": 1.755735, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.633603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720532, + "hold30_r": 1.296781 + }, + { + "symbol": "CTVA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.856678, + "strategy_rank": 72.100324, + "rr": 1.56315, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.344725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506258, + "hold30_r": 1.535008 + }, + { + "symbol": "CVX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.765472, + "strategy_rank": 82.084585, + "rr": 1.293866, + "primary_prob": 31.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.940799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240447, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.553746, + "strategy_rank": 70.213191, + "rr": 0.966652, + "primary_prob": 40.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.449978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896934, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.947883, + "strategy_rank": 84.965468, + "rr": 1.783007, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.674511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.740248, + "hold30_r": 1.443544 + }, + { + "symbol": "DVN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.068404, + "strategy_rank": 95.965218, + "rr": 1.633848, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.450773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602502, + "hold30_r": -0.240002 + }, + { + "symbol": "EME", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.319218, + "strategy_rank": 65.7864, + "rr": 1.507904, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.261857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065447, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.416938, + "strategy_rank": 91.998899, + "rr": 1.629934, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.444901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593112, + "hold30_r": 0.603586 + }, + { + "symbol": "EQT", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.239957, + "strategy_rank": 98.03785, + "rr": 1.877067, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.8156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025204, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.376764, + "strategy_rank": 77.129716, + "rr": 1.539601, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.309402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038329, + "hold30_r": -0.246173 + }, + { + "symbol": "EXE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.851249, + "strategy_rank": 93.700533, + "rr": 1.884928, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.827392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.02997, + "hold30_r": -0.516728 + }, + { + "symbol": "FANG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.59392, + "strategy_rank": 89.632754, + "rr": 1.27086, + "primary_prob": 32.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.906291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.234719, + "hold30_r": 1.961391 + }, + { + "symbol": "FICO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.634093, + "strategy_rank": 96.278752, + "rr": 0.850004, + "primary_prob": 44.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.275006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81028, + "hold30_r": 3.619975 + }, + { + "symbol": "FIX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.422367, + "strategy_rank": 82.619709, + "rr": 1.675267, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.5129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055872, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.022801, + "strategy_rank": 97.235788, + "rr": 1.836809, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.755213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808862, + "hold30_r": 2.529634 + }, + { + "symbol": "GD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.844734, + "strategy_rank": 59.38893, + "rr": 0.998924, + "primary_prob": 39.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.498386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077543, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.976113, + "strategy_rank": 67.816648, + "rr": 1.465291, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.197936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070778, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.627579, + "strategy_rank": 58.684376, + "rr": 1.176536, + "primary_prob": 34.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.764804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105193, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.359392, + "strategy_rank": 63.884185, + "rr": 1.734584, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.601876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066168, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.324647, + "strategy_rank": 67.620644, + "rr": 1.631161, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.446741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063597, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.71987, + "strategy_rank": 95.706184, + "rr": 1.789868, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.684803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.758998, + "hold30_r": 0.118857 + }, + { + "symbol": "HII", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.364821, + "strategy_rank": 65.035873, + "rr": 1.163412, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.745118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063051, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.410423, + "strategy_rank": 78.359019, + "rr": 1.788198, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.682297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745996, + "hold30_r": 3.311478 + }, + { + "symbol": "HUBB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513572, + "strategy_rank": 73.61053, + "rr": 0.908228, + "primary_prob": 42.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.362342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054158, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.541802, + "strategy_rank": 61.109598, + "rr": 1.326076, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.989114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062355, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.4962, + "strategy_rank": 65.922963, + "rr": 1.265688, + "primary_prob": 32.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.898533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205969, + "hold30_r": 0.298433 + }, + { + "symbol": "LDOS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.279045, + "strategy_rank": 59.530434, + "rr": 1.39717, + "primary_prob": 29.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.095754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070398, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.033659, + "strategy_rank": 67.361481, + "rr": 1.314273, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.971409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073611, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.679696, + "strategy_rank": 93.18803, + "rr": 1.629812, + "primary_prob": 39.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.444718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588328, + "hold30_r": 3.035846 + }, + { + "symbol": "MCK", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.811075, + "strategy_rank": 68.300472, + "rr": 1.023682, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.535523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955933, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.296417, + "strategy_rank": 63.6102, + "rr": 1.793954, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.690931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072945, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.942454, + "strategy_rank": 91.84195, + "rr": 0.926263, + "primary_prob": 41.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.389395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.890553, + "hold30_r": 2.927687 + }, + { + "symbol": "MPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.588491, + "strategy_rank": 88.936104, + "rr": 1.357619, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.036429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.314724, + "hold30_r": 3.130499 + }, + { + "symbol": "NCLH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.713355, + "strategy_rank": 88.241819, + "rr": 1.056033, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.584049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033391, + "hold30_r": 5.966018 + }, + { + "symbol": "NUE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.462541, + "strategy_rank": 91.70341, + "rr": 1.442531, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.163797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.401653, + "hold30_r": 6.085275 + }, + { + "symbol": "OKE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.147666, + "strategy_rank": 76.942369, + "rr": 0.953635, + "primary_prob": 40.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.430453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904816, + "hold30_r": 2.187482 + }, + { + "symbol": "ON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.245385, + "strategy_rank": 94.801672, + "rr": 1.910859, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.866289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881786, + "hold30_r": 5.922256 + }, + { + "symbol": "OXY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891422, + "strategy_rank": 96.023671, + "rr": 1.121429, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.682144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08329, + "hold30_r": 0.577863 + }, + { + "symbol": "PCAR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.907709, + "strategy_rank": 63.140705, + "rr": 1.085184, + "primary_prob": 36.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.627776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023504, + "hold30_r": 4.366114 + }, + { + "symbol": "PCG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.205212, + "strategy_rank": 78.047332, + "rr": 1.029853, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.54478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053497, + "hold30_r": 0.255885 + }, + { + "symbol": "PFG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.576547, + "strategy_rank": 75.444645, + "rr": 0.693894, + "primary_prob": 50.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.040841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638128, + "hold30_r": 2.74269 + }, + { + "symbol": "PODD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.159609, + "strategy_rank": 92.318985, + "rr": 1.817143, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.725715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037649, + "hold30_r": 0.74673 + }, + { + "symbol": "PSX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.331162, + "strategy_rank": 86.883493, + "rr": 0.840766, + "primary_prob": 44.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.261149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.794733, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.130293, + "strategy_rank": 70.684921, + "rr": 0.819012, + "primary_prob": 45.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.228519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770745, + "hold30_r": 2.771391 + }, + { + "symbol": "PWR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.508143, + "strategy_rank": 83.119731, + "rr": 1.673844, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.510766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051756, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.34202, + "strategy_rank": 80.963682, + "rr": 1.093815, + "primary_prob": 36.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.640723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.141809, + "hold30_r": -1.084643 + }, + { + "symbol": "RJF", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.165038, + "strategy_rank": 73.253988, + "rr": 0.881765, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.322648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.82632, + "hold30_r": 2.027407 + }, + { + "symbol": "ROL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.107492, + "strategy_rank": 70.588895, + "rr": 1.627881, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.441822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066868, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.781759, + "strategy_rank": 76.763916, + "rr": 1.938159, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.907238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060885, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.15418, + "strategy_rank": 94.970115, + "rr": 0.787499, + "primary_prob": 46.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.181248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751909, + "hold30_r": 1.551432 + }, + { + "symbol": "SMCI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.674267, + "strategy_rank": 98.7319, + "rr": 1.586693, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.380039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027152, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.536374, + "strategy_rank": 64.930824, + "rr": 1.466782, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.200173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.403331, + "hold30_r": 0.961757 + }, + { + "symbol": "STLD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.371336, + "strategy_rank": 93.692004, + "rr": 1.846786, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.77018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.812077, + "hold30_r": 5.56361 + }, + { + "symbol": "TAP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.347448, + "strategy_rank": 64.206377, + "rr": 1.421614, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.132421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.36027, + "hold30_r": 1.780507 + }, + { + "symbol": "TKO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.199783, + "strategy_rank": 73.645373, + "rr": 0.670185, + "primary_prob": 51.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.005277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617158, + "hold30_r": 7.279827 + }, + { + "symbol": "TMUS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.793702, + "strategy_rank": 67.27596, + "rr": 1.375596, + "primary_prob": 29.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.063394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.312749, + "hold30_r": 1.923294 + }, + { + "symbol": "TPL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.457112, + "strategy_rank": 97.182275, + "rr": 1.887299, + "primary_prob": 20.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.830949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024596, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.114007, + "strategy_rank": 90.469295, + "rr": 1.523399, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.285099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484364, + "hold30_r": 1.616111 + }, + { + "symbol": "UAL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.753529, + "strategy_rank": 85.429529, + "rr": 1.883677, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.825516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.847652, + "hold30_r": 6.147739 + }, + { + "symbol": "URI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.993485, + "strategy_rank": 81.549719, + "rr": 1.746026, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.619039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698119, + "hold30_r": 7.651242 + }, + { + "symbol": "VLO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.937025, + "strategy_rank": 92.932949, + "rr": 1.807288, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.710932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.769136, + "hold30_r": 2.595029 + }, + { + "symbol": "VRTX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.02823, + "strategy_rank": 78.88585, + "rr": 1.942508, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.913762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.887448, + "hold30_r": 1.225299 + }, + { + "symbol": "WAB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.193268, + "strategy_rank": 67.611127, + "rr": 1.192281, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.788421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.127241, + "hold30_r": 1.903737 + }, + { + "symbol": "WMB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010858, + "strategy_rank": 74.838586, + "rr": 1.530122, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.295184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.053211, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.336591, + "strategy_rank": 69.898669, + "rr": 0.985054, + "primary_prob": 39.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.477581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065897, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.970684, + "strategy_rank": 89.189338, + "rr": 1.917082, + "primary_prob": 35.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.875623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881094, + "hold30_r": 4.802741 + }, + { + "symbol": "XOM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.502714, + "strategy_rank": 82.975627, + "rr": 1.615696, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.423544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56347, + "hold30_r": -1.784839 + }, + { + "symbol": "A", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.992465, + "strategy_rank": 76.165465, + "rr": 1.881313, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.821969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046332, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.346609, + "strategy_rank": 59.539733, + "rr": 1.638763, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.458144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069985, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38859, + "strategy_rank": 74.808026, + "rr": 1.636529, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.454794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053199, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.173305, + "strategy_rank": 83.531924, + "rr": 1.926529, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.889793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044115, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.898816, + "strategy_rank": 65.113094, + "rr": 1.296759, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.945138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227157, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 91.047906, + "rr": 0.832666, + "primary_prob": 44.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.248999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801631, + "hold30_r": 2.075688 + }, + { + "symbol": "AMGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.391819, + "strategy_rank": 61.228614, + "rr": 1.3204, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.9806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068645, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.086114, + "strategy_rank": 79.275714, + "rr": 1.585249, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.377873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.311724, + "hold30_r": -1.273505 + }, + { + "symbol": "APA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.708288, + "strategy_rank": 97.74532, + "rr": 0.803152, + "primary_prob": 45.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.204728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773458, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.510226, + "strategy_rank": 92.17002, + "rr": 1.685281, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.527921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64166, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 63.444945, + "rr": 1.197235, + "primary_prob": 33.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.795853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067098, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 94.599801, + "rr": 1.789189, + "primary_prob": 22.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.683784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047292, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.745963, + "strategy_rank": 59.876194, + "rr": 0.97629, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.464435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907233, + "hold30_r": -0.120476 + }, + { + "symbol": "CAH", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.725511, + "strategy_rank": 72.738726, + "rr": 1.135634, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.703451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069672, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836383, + "strategy_rank": 65.472607, + "rr": 1.609481, + "primary_prob": 25.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.414222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.554909, + "hold30_r": -0.627439 + }, + { + "symbol": "CF", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.95479, + "strategy_rank": 94.902758, + "rr": 1.581937, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.372905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.548877, + "hold30_r": 0.653224 + }, + { + "symbol": "CI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.294941, + "strategy_rank": 68.964658, + "rr": 1.808762, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.713143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061831, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.586652, + "strategy_rank": 88.7113, + "rr": 1.680383, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.520575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041663, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.405813, + "strategy_rank": 62.888249, + "rr": 1.35883, + "primary_prob": 30.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.038245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078537, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.419806, + "strategy_rank": 83.776179, + "rr": 1.195536, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.793304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05028, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.530678, + "strategy_rank": 64.709417, + "rr": 1.034796, + "primary_prob": 38.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.552194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058272, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.621098, + "strategy_rank": 85.450524, + "rr": 3.037243, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 4.555865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038798, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.635091, + "strategy_rank": 71.097297, + "rr": 1.57146, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.35719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510836, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.649085, + "strategy_rank": 79.702269, + "rr": 1.782996, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.674493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727043, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.249731, + "strategy_rank": 87.275776, + "rr": 2.120276, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.180413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043571, + "hold30_r": -0.106239 + }, + { + "symbol": "DVN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.232508, + "strategy_rank": 95.304878, + "rr": 1.853782, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.780673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035551, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.204521, + "strategy_rank": 91.020978, + "rr": 1.881711, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.822566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033808, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 68.306446, + "rr": 0.908568, + "primary_prob": 42.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.362853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.854305, + "hold30_r": 0.890019 + }, + { + "symbol": "EME", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.221744, + "strategy_rank": 66.335928, + "rr": 1.549455, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.324183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493156, + "hold30_r": 2.884818 + }, + { + "symbol": "EOG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.003229, + "strategy_rank": 88.446312, + "rr": 1.978778, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.968167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041189, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 97.703093, + "rr": 1.71506, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.572591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02695, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.86437, + "strategy_rank": 76.701844, + "rr": 1.953571, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.930356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041488, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.801938, + "strategy_rank": 92.784829, + "rr": 1.505224, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.257836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030956, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.607104, + "strategy_rank": 82.633333, + "rr": 1.954658, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.931987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039294, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 85.410998, + "rr": 1.684153, + "primary_prob": 39.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.52623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038801, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.493003, + "strategy_rank": 97.530311, + "rr": 1.518055, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.277082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479005, + "hold30_r": 2.85979 + }, + { + "symbol": "FIX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.218515, + "strategy_rank": 83.002156, + "rr": 1.333521, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.000282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279371, + "hold30_r": 4.833128 + }, + { + "symbol": "GD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.409042, + "strategy_rank": 57.47604, + "rr": 1.11472, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.67208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073928, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.930032, + "strategy_rank": 60.222727, + "rr": 0.84371, + "primary_prob": 44.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.265565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074069, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 66.075994, + "rr": 1.791348, + "primary_prob": 22.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.687022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067852, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 69.34158, + "rr": 1.035621, + "primary_prob": 38.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.553431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978721, + "hold30_r": 4.743346 + }, + { + "symbol": "HAL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.017223, + "strategy_rank": 94.35032, + "rr": 1.008164, + "primary_prob": 53.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.512246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.973707, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 64.528501, + "rr": 1.639842, + "primary_prob": 24.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.459763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057355, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270183, + "strategy_rank": 57.0499, + "rr": 1.459531, + "primary_prob": 28.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.189296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077188, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.989236, + "strategy_rank": 75.371886, + "rr": 1.753198, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.629797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048666, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.371367, + "strategy_rank": 70.554169, + "rr": 1.753177, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.629765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695312, + "hold30_r": 1.745817 + }, + { + "symbol": "IRM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.759957, + "strategy_rank": 80.249655, + "rr": 1.459371, + "primary_prob": 28.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.189057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.40965, + "hold30_r": 1.293584 + }, + { + "symbol": "IT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.051668, + "strategy_rank": 73.50112, + "rr": 1.65274, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.47911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059144, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.916039, + "strategy_rank": 81.264057, + "rr": 1.795585, + "primary_prob": 37.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.693378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041961, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.624327, + "strategy_rank": 58.0769, + "rr": 1.757182, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.635773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.079656, + "strategy_rank": 72.929714, + "rr": 0.859701, + "primary_prob": 43.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.289551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.055791, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.558665, + "strategy_rank": 67.449908, + "rr": 0.97179, + "primary_prob": 40.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.457685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096045, + "hold30_r": -1.035417 + }, + { + "symbol": "LULU", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.266954, + "strategy_rank": 88.056964, + "rr": 1.579929, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.369893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.032708, + "hold30_r": 0.43966 + }, + { + "symbol": "MCK", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.940797, + "strategy_rank": 68.998751, + "rr": 1.257511, + "primary_prob": 47.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.886267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070093, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.787944, + "strategy_rank": 91.961207, + "rr": 0.987305, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.480957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.95276, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.277718, + "strategy_rank": 87.476075, + "rr": 1.689813, + "primary_prob": 38.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.534719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646943, + "hold30_r": 1.659583 + }, + { + "symbol": "MPWR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.25296, + "strategy_rank": 87.908583, + "rr": 1.822277, + "primary_prob": 36.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.733416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.791332, + "hold30_r": 4.254234 + }, + { + "symbol": "MRNA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.561895, + "strategy_rank": 87.214548, + "rr": 1.876699, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.815048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023296, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.850377, + "strategy_rank": 75.042209, + "rr": 1.579984, + "primary_prob": 25.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.369976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046001, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.770721, + "strategy_rank": 93.880984, + "rr": 1.840483, + "primary_prob": 36.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.760724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.039192, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.631862, + "strategy_rank": 97.05613, + "rr": 1.697946, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.546919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669237, + "hold30_r": 3.153651 + }, + { + "symbol": "ORLY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.437029, + "strategy_rank": 61.502705, + "rr": 0.867624, + "primary_prob": 43.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.301436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072815, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677072, + "strategy_rank": 95.304497, + "rr": 1.880412, + "primary_prob": 36.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.820618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039935, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 73.77656, + "rr": 1.974972, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.962458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.914643, + "hold30_r": 0.457871 + }, + { + "symbol": "PODD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.447793, + "strategy_rank": 94.716028, + "rr": 0.934848, + "primary_prob": 41.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.402271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037366, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.128095, + "strategy_rank": 82.164586, + "rr": 1.764719, + "primary_prob": 37.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.647078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720918, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.20775, + "strategy_rank": 72.329026, + "rr": 2.547706, + "primary_prob": 28.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.821559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048212, + "hold30_r": 0.522238 + }, + { + "symbol": "PWR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.986006, + "strategy_rank": 84.867696, + "rr": 1.823532, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.735297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.773625, + "hold30_r": 3.596981 + }, + { + "symbol": "REGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.912809, + "strategy_rank": 84.232536, + "rr": 1.527116, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.290674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48363, + "hold30_r": 1.88855 + }, + { + "symbol": "ROL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.054898, + "strategy_rank": 69.278621, + "rr": 1.77726, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.66589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070912, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.697524, + "strategy_rank": 81.670261, + "rr": 1.625838, + "primary_prob": 39.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.438757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061521, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892357, + "strategy_rank": 99.024329, + "rr": 1.676167, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.51425, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021581, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839612, + "strategy_rank": 75.398018, + "rr": 0.876298, + "primary_prob": 43.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.314447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830302, + "hold30_r": 2.656895 + }, + { + "symbol": "STLD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.138859, + "strategy_rank": 94.541896, + "rr": 0.786951, + "primary_prob": 61.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.180426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751132, + "hold30_r": 2.036301 + }, + { + "symbol": "TPL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461787, + "strategy_rank": 97.147367, + "rr": 0.921037, + "primary_prob": 41.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.381556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025274, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 87.209529, + "rr": 1.669263, + "primary_prob": 39.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.503895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041098, + "hold30_r": 0.57457 + }, + { + "symbol": "UNH", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 60.291293, + "rr": 1.515399, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.273098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061424, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482239, + "strategy_rank": 82.837889, + "rr": 1.840803, + "primary_prob": 36.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.761204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792221, + "hold30_r": 4.148519 + }, + { + "symbol": "VICI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.468245, + "strategy_rank": 61.917804, + "rr": 1.76819, + "primary_prob": 22.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.652284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699704, + "hold30_r": -2.612098 + }, + { + "symbol": "VLO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.416577, + "strategy_rank": 92.500286, + "rr": 1.878319, + "primary_prob": 36.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.817478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.838948, + "hold30_r": 0.06263 + }, + { + "symbol": "VRTX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 79.567457, + "rr": 1.698027, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.54704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641835, + "hold30_r": 0.371689 + }, + { + "symbol": "WMB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.131324, + "strategy_rank": 67.684853, + "rr": 1.578567, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.367851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.054583, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.34338, + "strategy_rank": 90.64326, + "rr": 1.769645, + "primary_prob": 37.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.654467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730786, + "hold30_r": 1.668461 + }, + { + "symbol": "XOM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.201292, + "strategy_rank": 81.481419, + "rr": 0.715694, + "primary_prob": 64.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.07354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663343, + "hold30_r": -2.582118 + }, + { + "symbol": "A", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.481752, + "strategy_rank": 75.618846, + "rr": 1.679846, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.519769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049706, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.230448, + "strategy_rank": 59.602747, + "rr": 1.514043, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.271065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061354, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657977, + "strategy_rank": 75.905132, + "rr": 0.759867, + "primary_prob": 47.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.1398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.173125, + "hold30_r": -1.117881 + }, + { + "symbol": "ADP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.8561, + "strategy_rank": 65.679332, + "rr": 1.691633, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.537449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057407, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.264859, + "strategy_rank": 86.172317, + "rr": 0.866259, + "primary_prob": 43.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.299388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046742, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.633994, + "strategy_rank": 66.436319, + "rr": 1.425477, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.138215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.355924, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.240876, + "strategy_rank": 90.753348, + "rr": 1.875166, + "primary_prob": 36.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.812749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.840562, + "hold30_r": 0.466975 + }, + { + "symbol": "ANET", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.021898, + "strategy_rank": 79.892899, + "rr": 1.798231, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.697347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.407391, + "hold30_r": -1.365188 + }, + { + "symbol": "AON", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.794578, + "strategy_rank": 61.351843, + "rr": 0.85484, + "primary_prob": 58.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.282261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779227, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.748697, + "strategy_rank": 97.566455, + "rr": 1.841695, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.762542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031454, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.123045, + "strategy_rank": 94.729745, + "rr": 2.02504, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.03756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.982226, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.62878, + "strategy_rank": 61.593105, + "rr": 1.640038, + "primary_prob": 24.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.460057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.575454, + "hold30_r": 1.937588 + }, + { + "symbol": "BIIB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.222106, + "strategy_rank": 94.289742, + "rr": 1.750903, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.626355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051468, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.767466, + "strategy_rank": 74.621961, + "rr": 1.133825, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.700738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071626, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.302398, + "strategy_rank": 67.417286, + "rr": 1.489925, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.234888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059123, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.420229, + "strategy_rank": 75.901949, + "rr": 1.591163, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.386745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.543627, + "hold30_r": 2.781166 + }, + { + "symbol": "CF", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.914494, + "strategy_rank": 94.459149, + "rr": 1.343355, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.015033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30734, + "hold30_r": 0.478759 + }, + { + "symbol": "CI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47341, + "strategy_rank": 68.374378, + "rr": 1.328464, + "primary_prob": 30.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.992696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06205, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.396246, + "strategy_rank": 76.526593, + "rr": 2.709308, + "primary_prob": 27.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.063962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.658341, + "hold30_r": -0.278094 + }, + { + "symbol": "COP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994786, + "strategy_rank": 88.240899, + "rr": 1.622629, + "primary_prob": 40.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.433943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042488, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 61.869159, + "rr": 0.960008, + "primary_prob": 40.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.440012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083015, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.003128, + "strategy_rank": 59.722127, + "rr": 1.268256, + "primary_prob": 32.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.902385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065301, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.591241, + "strategy_rank": 82.03038, + "rr": 1.129282, + "primary_prob": 35.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.693924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051098, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.567258, + "strategy_rank": 65.863747, + "rr": 1.482451, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.223676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057581, + "hold30_r": -0.19185 + }, + { + "symbol": "CTRA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.842544, + "strategy_rank": 86.488846, + "rr": 1.630054, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.445081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040115, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.259645, + "strategy_rank": 70.487982, + "rr": 1.738952, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.608429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.676788, + "hold30_r": 1.03085 + }, + { + "symbol": "CVX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.430657, + "strategy_rank": 80.012052, + "rr": 1.646272, + "primary_prob": 39.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.469408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58809, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.922836, + "strategy_rank": 65.940378, + "rr": 0.728828, + "primary_prob": 48.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.093242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061689, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.411887, + "strategy_rank": 89.218228, + "rr": 1.534635, + "primary_prob": 41.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.301953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051247, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.254432, + "strategy_rank": 63.869068, + "rr": 1.658746, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.48812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.36102, + "hold30_r": -1.308398 + }, + { + "symbol": "DLTR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297185, + "strategy_rank": 77.465039, + "rr": 1.443751, + "primary_prob": 28.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.165626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.38653, + "hold30_r": 0.443969 + }, + { + "symbol": "DVN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.037539, + "strategy_rank": 94.765218, + "rr": 1.309393, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.96409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.271488, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.283629, + "strategy_rank": 92.386702, + "rr": 1.766484, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.649726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.73427, + "hold30_r": 2.206915 + }, + { + "symbol": "EME", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.548488, + "strategy_rank": 67.125998, + "rr": 1.503386, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.255079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.44745, + "hold30_r": 3.728926 + }, + { + "symbol": "EOG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.719499, + "strategy_rank": 86.743525, + "rr": 1.816575, + "primary_prob": 21.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.724863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042226, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.165798, + "strategy_rank": 97.764968, + "rr": 1.214189, + "primary_prob": 33.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.821283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028086, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.976017, + "strategy_rank": 79.503149, + "rr": 1.509219, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.263829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04472, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.705944, + "strategy_rank": 93.378584, + "rr": 1.535532, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.303298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033494, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.045881, + "strategy_rank": 82.258908, + "rr": 1.778525, + "primary_prob": 37.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.667788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042812, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.492179, + "strategy_rank": 82.813061, + "rr": 1.667832, + "primary_prob": 39.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.501748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047764, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.813347, + "strategy_rank": 58.251586, + "rr": 1.536195, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.304293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068791, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.505735, + "strategy_rank": 71.193578, + "rr": 0.757187, + "primary_prob": 47.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.13578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065771, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.837331, + "strategy_rank": 59.776474, + "rr": 1.841022, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.761533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065798, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.866528, + "strategy_rank": 65.864202, + "rr": 1.898515, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.847772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070839, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.604797, + "strategy_rank": 67.015258, + "rr": 1.850462, + "primary_prob": 21.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.775693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058884, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.24609, + "strategy_rank": 94.381609, + "rr": 1.122062, + "primary_prob": 50.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.683093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033305, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.187696, + "strategy_rank": 61.863474, + "rr": 1.137628, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.706443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055479, + "hold30_r": -0.228917 + }, + { + "symbol": "HUBB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.468196, + "strategy_rank": 74.559201, + "rr": 1.577955, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.366933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.527941, + "hold30_r": 2.366143 + }, + { + "symbol": "HUM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.093848, + "strategy_rank": 66.585943, + "rr": 1.566215, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.349322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.507863, + "hold30_r": 0.662658 + }, + { + "symbol": "IRM", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.449426, + "strategy_rank": 83.32924, + "rr": 2.226165, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.339248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.173744, + "hold30_r": 0.362428 + }, + { + "symbol": "IT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.075078, + "strategy_rank": 76.570935, + "rr": 1.835867, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.7538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.775004, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.558916, + "strategy_rank": 74.880961, + "rr": 1.614732, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.422097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.058708, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.425443, + "strategy_rank": 66.477249, + "rr": 1.264679, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.897018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.203912, + "hold30_r": 2.550358 + }, + { + "symbol": "LULU", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.008342, + "strategy_rank": 87.774064, + "rr": 1.931188, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.896783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037201, + "hold30_r": -0.375432 + }, + { + "symbol": "MCK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.203337, + "strategy_rank": 69.63299, + "rr": 1.821703, + "primary_prob": 21.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.732554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07659, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.799791, + "strategy_rank": 88.157673, + "rr": 2.926217, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.389326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034489, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331595, + "strategy_rank": 87.087569, + "rr": 0.801418, + "primary_prob": 60.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.202127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.756967, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.38269, + "strategy_rank": 89.205266, + "rr": 1.604445, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.406668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569019, + "hold30_r": 4.269206 + }, + { + "symbol": "MRK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.885297, + "strategy_rank": 63.449303, + "rr": 1.130486, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.695729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073315, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.620438, + "strategy_rank": 96.280101, + "rr": 2.674879, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.012319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024912, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.510949, + "strategy_rank": 76.909066, + "rr": 1.917262, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.875893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041204, + "hold30_r": 1.025797 + }, + { + "symbol": "NUE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828989, + "strategy_rank": 93.186211, + "rr": 1.708508, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.562762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.040022, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.68196, + "strategy_rank": 94.813198, + "rr": 1.875736, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.813604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843445, + "hold30_r": 2.536391 + }, + { + "symbol": "ORLY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.131387, + "strategy_rank": 61.133092, + "rr": 1.922245, + "primary_prob": 20.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.883368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074387, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.374348, + "strategy_rank": 94.951452, + "rr": 1.857961, + "primary_prob": 21.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.786942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041478, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.909281, + "strategy_rank": 78.276372, + "rr": 1.245862, + "primary_prob": 32.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.868793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057735, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.339937, + "strategy_rank": 72.805557, + "rr": 0.724938, + "primary_prob": 48.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.087407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667221, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.064651, + "strategy_rank": 59.999773, + "rr": 1.599953, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.399929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532326, + "hold30_r": 3.696965 + }, + { + "symbol": "PODD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.540146, + "strategy_rank": 96.112059, + "rr": 1.615182, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.422774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037568, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.757039, + "strategy_rank": 80.418401, + "rr": 1.61636, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.42454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569226, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.965589, + "strategy_rank": 74.676535, + "rr": 1.627606, + "primary_prob": 39.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.44141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.578779, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.288843, + "strategy_rank": 86.046115, + "rr": 0.887761, + "primary_prob": 57.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.331642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840359, + "hold30_r": 2.586908 + }, + { + "symbol": "REGN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.17414, + "strategy_rank": 83.015667, + "rr": 1.661753, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.492629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611854, + "hold30_r": 1.527172 + }, + { + "symbol": "ROL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.64755, + "strategy_rank": 70.268549, + "rr": 1.544136, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.316203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06867, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.92805, + "strategy_rank": 83.71194, + "rr": 1.657702, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.486552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066815, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.687174, + "strategy_rank": 98.877595, + "rr": 1.573846, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.360768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021266, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.211679, + "strategy_rank": 76.877459, + "rr": 1.815748, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.723622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.766747, + "hold30_r": 2.023321 + }, + { + "symbol": "SRE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.273201, + "strategy_rank": 63.011802, + "rr": 1.878875, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.818312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059969, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.847758, + "strategy_rank": 84.696546, + "rr": 0.774813, + "primary_prob": 61.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.162219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038035, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.70073, + "strategy_rank": 69.906087, + "rr": 1.012245, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.518368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.946803, + "hold30_r": -1.129875 + }, + { + "symbol": "TPL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895725, + "strategy_rank": 97.310185, + "rr": 1.830643, + "primary_prob": 21.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.745964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027913, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.775808, + "strategy_rank": 82.022193, + "rr": 1.702949, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.554424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.649413, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.056309, + "strategy_rank": 88.892376, + "rr": 0.829901, + "primary_prob": 44.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.244852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.785497, + "hold30_r": 1.158184 + }, + { + "symbol": "URI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.676747, + "strategy_rank": 83.396776, + "rr": 1.672118, + "primary_prob": 39.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.508177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052974, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.216893, + "strategy_rank": 64.86709, + "rr": 1.207929, + "primary_prob": 33.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.811893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -2.523507, + "hold30_r": -2.465523 + }, + { + "symbol": "VLO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.497393, + "strategy_rank": 92.484935, + "rr": 0.724055, + "primary_prob": 63.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.086082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682197, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.639208, + "strategy_rank": 79.971121, + "rr": 1.066726, + "primary_prob": 52.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.600089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.007598, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.438999, + "strategy_rank": 68.222253, + "rr": 0.769468, + "primary_prob": 47.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.154201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.055718, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.051095, + "strategy_rank": 67.818632, + "rr": 1.723706, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.58556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065092, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.984359, + "strategy_rank": 87.58874, + "rr": 1.712101, + "primary_prob": 38.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.568151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669963, + "hold30_r": 3.224943 + }, + { + "symbol": "A", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.754995, + "strategy_rank": 74.923261, + "rr": 2.003451, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.005176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204682, + "hold30_r": -1.153001 + }, + { + "symbol": "ABBV", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.647739, + "strategy_rank": 61.703679, + "rr": 1.180598, + "primary_prob": 34.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.770897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.114208, + "hold30_r": -0.098829 + }, + { + "symbol": "ADM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.165089, + "strategy_rank": 75.80195, + "rr": 1.280291, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.920437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056664, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.429022, + "strategy_rank": 84.30241, + "rr": 0.856132, + "primary_prob": 43.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.284199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050945, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.536278, + "strategy_rank": 90.139792, + "rr": 1.638836, + "primary_prob": 39.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.458254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035565, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.527865, + "strategy_rank": 97.335998, + "rr": 1.950567, + "primary_prob": 20.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.92585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033531, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.004206, + "strategy_rank": 93.056347, + "rr": 1.528802, + "primary_prob": 41.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.293203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043025, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.855941, + "strategy_rank": 63.123766, + "rr": 1.548754, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.323131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479993, + "hold30_r": 0.938762 + }, + { + "symbol": "BIIB", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.006309, + "strategy_rank": 94.767767, + "rr": 2.897049, + "primary_prob": 25.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 4.345573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058585, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.266036, + "strategy_rank": 74.683084, + "rr": 1.475207, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.212811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.404522, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486856, + "strategy_rank": 65.261742, + "rr": 1.227917, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.841876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060609, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.804416, + "strategy_rank": 77.748955, + "rr": 1.059057, + "primary_prob": 52.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.588586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009446, + "hold30_r": 1.892217 + }, + { + "symbol": "CF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.637224, + "strategy_rank": 91.722497, + "rr": 1.620488, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.430732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582697, + "hold30_r": -0.597816 + }, + { + "symbol": "CI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.216614, + "strategy_rank": 67.647965, + "rr": 1.594941, + "primary_prob": 25.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.392412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064988, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.268139, + "strategy_rank": 87.860472, + "rr": 2.134372, + "primary_prob": 32.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.201558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.311443, + "hold30_r": -1.267105 + }, + { + "symbol": "COR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.958991, + "strategy_rank": 63.841974, + "rr": 0.811131, + "primary_prob": 45.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.216697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729759, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.173502, + "strategy_rank": 61.035064, + "rr": 1.932609, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.898914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067404, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.748686, + "strategy_rank": 82.668583, + "rr": 1.407832, + "primary_prob": 29.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.111748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.666156, + "hold30_r": -1.613804 + }, + { + "symbol": "CTAS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.435331, + "strategy_rank": 66.975936, + "rr": 1.565845, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.348767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057286, + "hold30_r": -0.170463 + }, + { + "symbol": "CTRA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.639327, + "strategy_rank": 88.533393, + "rr": 1.335776, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.003664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042288, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.905363, + "strategy_rank": 70.37878, + "rr": 1.622012, + "primary_prob": 40.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.433018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063744, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.954784, + "strategy_rank": 78.670443, + "rr": 1.391568, + "primary_prob": 29.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.087353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330635, + "hold30_r": -1.076915 + }, + { + "symbol": "DE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.222923, + "strategy_rank": 67.567565, + "rr": 1.576666, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.364999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518477, + "hold30_r": 0.547226 + }, + { + "symbol": "DECK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.847529, + "strategy_rank": 88.005836, + "rr": 1.622274, + "primary_prob": 40.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.433411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054587, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808623, + "strategy_rank": 62.512109, + "rr": 1.169983, + "primary_prob": 34.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.754974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055969, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.057834, + "strategy_rank": 93.870327, + "rr": 1.76237, + "primary_prob": 37.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.643555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040799, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.06204, + "strategy_rank": 91.387407, + "rr": 1.601744, + "primary_prob": 25.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.402615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566397, + "hold30_r": 1.373064 + }, + { + "symbol": "EG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.806519, + "strategy_rank": 71.355663, + "rr": 0.696672, + "primary_prob": 65.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.045008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632814, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.012618, + "strategy_rank": 68.142864, + "rr": 1.763693, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.64554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705898, + "hold30_r": 3.68976 + }, + { + "symbol": "EOG", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.692955, + "strategy_rank": 87.179833, + "rr": 2.155236, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.232854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048505, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.948475, + "strategy_rank": 97.347702, + "rr": 1.416513, + "primary_prob": 28.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.124769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028182, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.845426, + "strategy_rank": 79.414835, + "rr": 1.948502, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.922753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045429, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.476341, + "strategy_rank": 93.018779, + "rr": 1.790205, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.685308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037446, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.225026, + "strategy_rank": 83.038147, + "rr": 2.218327, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.327491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046137, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.585699, + "strategy_rank": 84.044021, + "rr": 1.811855, + "primary_prob": 22.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.717782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764055, + "hold30_r": 5.418903 + }, + { + "symbol": "FSLR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.474238, + "strategy_rank": 97.464427, + "rr": 1.188149, + "primary_prob": 34.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.782224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.159339, + "hold30_r": 3.68054 + }, + { + "symbol": "GD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.016824, + "strategy_rank": 60.947903, + "rr": 1.667357, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.501035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05695, + "hold30_r": -0.503282 + }, + { + "symbol": "GILD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.645636, + "strategy_rank": 71.678123, + "rr": 1.975869, + "primary_prob": 19.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.963804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068421, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.227129, + "strategy_rank": 60.184121, + "rr": 0.783727, + "primary_prob": 46.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.175591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069319, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.851735, + "strategy_rank": 65.229722, + "rr": 1.795962, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.693944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.726743, + "hold30_r": -0.264039 + }, + { + "symbol": "GWW", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.493165, + "strategy_rank": 68.197048, + "rr": 1.189872, + "primary_prob": 34.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.784807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135708, + "hold30_r": 6.441439 + }, + { + "symbol": "HAL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.478444, + "strategy_rank": 93.724963, + "rr": 0.840636, + "primary_prob": 44.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.260955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0337, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.231335, + "strategy_rank": 61.910626, + "rr": 1.447135, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.170703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.054745, + "hold30_r": -0.864621 + }, + { + "symbol": "HUBB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.433228, + "strategy_rank": 72.992265, + "rr": 1.649636, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.474454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597233, + "hold30_r": 2.16392 + }, + { + "symbol": "HUM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.90326, + "strategy_rank": 67.630711, + "rr": 1.839364, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.759046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060451, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.014721, + "strategy_rank": 79.498263, + "rr": 2.055543, + "primary_prob": 33.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.083314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.000895, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.274448, + "strategy_rank": 74.680595, + "rr": 1.934211, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.901317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.876285, + "hold30_r": 0.327886 + }, + { + "symbol": "KLAC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.651945, + "strategy_rank": 80.26788, + "rr": 1.51425, + "primary_prob": 41.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.271375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043639, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.214511, + "strategy_rank": 74.418221, + "rr": 1.627695, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.441542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037201, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.276551, + "strategy_rank": 65.679973, + "rr": 1.626012, + "primary_prob": 24.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.439018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561657, + "hold30_r": 1.536761 + }, + { + "symbol": "LULU", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.334385, + "strategy_rank": 83.738781, + "rr": 1.803319, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.704979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037388, + "hold30_r": -0.46626 + }, + { + "symbol": "MCK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.793901, + "strategy_rank": 69.725888, + "rr": 0.995346, + "primary_prob": 39.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.493019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917304, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.272345, + "strategy_rank": 90.215249, + "rr": 2.801947, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.202921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028384, + "hold30_r": 1.310024 + }, + { + "symbol": "MPWR", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.38591, + "strategy_rank": 86.579561, + "rr": 3.065957, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.598935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.032898, + "hold30_r": 2.645821 + }, + { + "symbol": "MRK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.218717, + "strategy_rank": 64.898652, + "rr": 0.895827, + "primary_prob": 42.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.343741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.206325, + "hold30_r": -1.151598 + }, + { + "symbol": "MRNA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.73817, + "strategy_rank": 98.457033, + "rr": 1.974332, + "primary_prob": 19.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.961498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.233654, + "hold30_r": -1.20556 + }, + { + "symbol": "NOC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.325973, + "strategy_rank": 76.547553, + "rr": 1.759526, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.63929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046781, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.896951, + "strategy_rank": 93.627342, + "rr": 1.806848, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.710272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.776583, + "hold30_r": 1.07988 + }, + { + "symbol": "OKE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.28286, + "strategy_rank": 74.018421, + "rr": 1.87826, + "primary_prob": 36.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.817389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048332, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.424816, + "strategy_rank": 96.020931, + "rr": 1.015113, + "primary_prob": 53.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.52267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981899, + "hold30_r": 2.220141 + }, + { + "symbol": "OXY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.15878, + "strategy_rank": 94.57345, + "rr": 1.654689, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.482034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03765, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.802313, + "strategy_rank": 73.273138, + "rr": 1.550186, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.325279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061902, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.107256, + "strategy_rank": 95.753613, + "rr": 1.716156, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.574235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040879, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.484753, + "strategy_rank": 81.738803, + "rr": 0.696467, + "primary_prob": 65.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.044701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044314, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.02103, + "strategy_rank": 69.993779, + "rr": 1.823957, + "primary_prob": 36.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.735935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050776, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055731, + "strategy_rank": 86.347389, + "rr": 0.708093, + "primary_prob": 64.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.659565, + "hold30_r": 1.900199 + }, + { + "symbol": "REGN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.594111, + "strategy_rank": 81.905407, + "rr": 1.193701, + "primary_prob": 48.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.790551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137754, + "hold30_r": 0.096996 + }, + { + "symbol": "RJF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.54469, + "strategy_rank": 67.770812, + "rr": 1.687358, + "primary_prob": 38.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.531037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058711, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12408, + "strategy_rank": 70.64916, + "rr": 1.860831, + "primary_prob": 21.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.791246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067976, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.48265, + "strategy_rank": 82.886022, + "rr": 1.680216, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.520323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068213, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.635121, + "strategy_rank": 93.246679, + "rr": 1.579001, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.368501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031676, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.684543, + "strategy_rank": 98.805358, + "rr": 1.789588, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.684381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768679, + "hold30_r": 2.873563 + }, + { + "symbol": "SNPS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.383807, + "strategy_rank": 78.491178, + "rr": 1.786911, + "primary_prob": 37.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.680366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736743, + "hold30_r": 0.90849 + }, + { + "symbol": "SRE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.9653, + "strategy_rank": 62.787752, + "rr": 1.501733, + "primary_prob": 27.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.252599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063336, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.426919, + "strategy_rank": 81.742822, + "rr": 0.863104, + "primary_prob": 58.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.294657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818373, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894848, + "strategy_rank": 97.067755, + "rr": 1.256631, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.884947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077469, + "hold30_r": -1.045046 + }, + { + "symbol": "TPR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.86225, + "strategy_rank": 79.158549, + "rr": 1.680537, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.520806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.629084, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796004, + "strategy_rank": 88.526313, + "rr": 1.598608, + "primary_prob": 40.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.397912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047001, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.175605, + "strategy_rank": 79.332871, + "rr": 1.651098, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.476648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.487333, + "hold30_r": -3.430804 + }, + { + "symbol": "URI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.695058, + "strategy_rank": 83.456698, + "rr": 1.602582, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.403873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562417, + "hold30_r": 3.131964 + }, + { + "symbol": "VICI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.963197, + "strategy_rank": 62.584185, + "rr": 0.805868, + "primary_prob": 60.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.208802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.762653, + "hold30_r": -0.326703 + }, + { + "symbol": "VLO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.686646, + "strategy_rank": 91.940861, + "rr": 1.509723, + "primary_prob": 42.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.264585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030316, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.072555, + "strategy_rank": 67.085867, + "rr": 1.650514, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.475772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031211, + "hold30_r": -0.75046 + }, + { + "symbol": "WRB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.115668, + "strategy_rank": 67.730182, + "rr": 0.720185, + "primary_prob": 49.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.080277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055694, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.437434, + "strategy_rank": 87.064319, + "rr": 1.879673, + "primary_prob": 36.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.81951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.831896, + "hold30_r": 2.675002 + }, + { + "symbol": "A", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.534611, + "strategy_rank": 74.985257, + "rr": 1.557561, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.336342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.198452, + "hold30_r": -1.144847 + }, + { + "symbol": "ADM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.817891, + "strategy_rank": 72.034666, + "rr": 1.303989, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.955984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054791, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.729499, + "strategy_rank": 67.136843, + "rr": 1.542719, + "primary_prob": 26.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.314078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053567, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.56869, + "strategy_rank": 84.522579, + "rr": 0.97006, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.45509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046516, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.789137, + "strategy_rank": 64.314962, + "rr": 1.622871, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.434306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068278, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.646432, + "strategy_rank": 64.851972, + "rr": 0.765849, + "primary_prob": 62.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.148774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068045, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.794462, + "strategy_rank": 87.542974, + "rr": 1.768017, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.652026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037157, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.828541, + "strategy_rank": 97.557497, + "rr": 1.50594, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.25891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032684, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.953142, + "strategy_rank": 92.649702, + "rr": 0.812392, + "primary_prob": 60.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.218588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043282, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.391906, + "strategy_rank": 65.214737, + "rr": 1.109651, + "primary_prob": 51.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.664476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065035, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.71672, + "strategy_rank": 94.551863, + "rr": 2.158189, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.237284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061685, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.937167, + "strategy_rank": 80.229718, + "rr": 2.646599, + "primary_prob": 27.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.969898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040376, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.321619, + "strategy_rank": 83.99841, + "rr": 1.110422, + "primary_prob": 51.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.665633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062247, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.911608, + "strategy_rank": 75.377892, + "rr": 1.384051, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.076077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.317952, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.345048, + "strategy_rank": 63.686284, + "rr": 1.94608, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.919121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059075, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.604899, + "strategy_rank": 74.780587, + "rr": 1.50721, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.260816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054257, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.225772, + "strategy_rank": 89.786036, + "rr": 2.239222, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.358833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.109827, + "hold30_r": -1.069557 + }, + { + "symbol": "CI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.527157, + "strategy_rank": 69.127758, + "rr": 1.723075, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.584613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068755, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.101171, + "strategy_rank": 88.172093, + "rr": 1.750897, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.626346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041611, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.919063, + "strategy_rank": 61.797427, + "rr": 1.196366, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.794549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067977, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.220447, + "strategy_rank": 62.804048, + "rr": 0.772987, + "primary_prob": 46.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.15948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069407, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.669862, + "strategy_rank": 76.957662, + "rr": 1.822052, + "primary_prob": 21.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.733077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.236827, + "hold30_r": -1.180633 + }, + { + "symbol": "CTAS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.303514, + "strategy_rank": 66.043319, + "rr": 1.006766, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.510149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0624, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.942492, + "strategy_rank": 83.860699, + "rr": 1.891651, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.837477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043269, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.859425, + "strategy_rank": 69.932138, + "rr": 1.568035, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.352053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093264, + "hold30_r": -1.031127 + }, + { + "symbol": "CVX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.249201, + "strategy_rank": 78.795226, + "rr": 1.59488, + "primary_prob": 25.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.39232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049428, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444089, + "strategy_rank": 88.380534, + "rr": 1.095512, + "primary_prob": 51.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.643268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054776, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368477, + "strategy_rank": 65.770765, + "rr": 1.553242, + "primary_prob": 26.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.329863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05728, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.314164, + "strategy_rank": 94.206659, + "rr": 1.580044, + "primary_prob": 25.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.370067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03868, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.480298, + "strategy_rank": 91.459326, + "rr": 1.067178, + "primary_prob": 37.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.600767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026957, + "hold30_r": 1.278963 + }, + { + "symbol": "ELV", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.191693, + "strategy_rank": 61.256137, + "rr": 1.428078, + "primary_prob": 28.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.142117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053779, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.095847, + "strategy_rank": 68.252671, + "rr": 1.249706, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.87456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061445, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030884, + "strategy_rank": 85.004546, + "rr": 0.673627, + "primary_prob": 51.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.010441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628189, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.041534, + "strategy_rank": 97.388458, + "rr": 1.452812, + "primary_prob": 28.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.179218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02949, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.758253, + "strategy_rank": 77.051668, + "rr": 0.714334, + "primary_prob": 49.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.071501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047124, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.189563, + "strategy_rank": 93.515303, + "rr": 1.507041, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.260561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034725, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.132055, + "strategy_rank": 81.448112, + "rr": 1.984108, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.976163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044712, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.456869, + "strategy_rank": 90.55194, + "rr": 1.5032, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.2548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035627, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.929712, + "strategy_rank": 81.65748, + "rr": 1.135073, + "primary_prob": 50.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.702609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082261, + "hold30_r": 3.703583 + }, + { + "symbol": "GD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363152, + "strategy_rank": 59.531089, + "rr": 1.270184, + "primary_prob": 32.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.905276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06026, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.072417, + "strategy_rank": 73.230756, + "rr": 0.714834, + "primary_prob": 49.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.07225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071993, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.01278, + "strategy_rank": 65.999614, + "rr": 1.465286, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.197929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.389732, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.379127, + "strategy_rank": 94.188612, + "rr": 1.132993, + "primary_prob": 50.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.699489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037081, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.155485, + "strategy_rank": 66.226124, + "rr": 1.355672, + "primary_prob": 30.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.033507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059413, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.693291, + "strategy_rank": 75.70174, + "rr": 2.36193, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.542895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04977, + "hold30_r": 0.343492 + }, + { + "symbol": "HUM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.521832, + "strategy_rank": 69.091687, + "rr": 1.987475, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.981213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049148, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.617678, + "strategy_rank": 75.965779, + "rr": 1.345302, + "primary_prob": 45.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057605, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.243876, + "strategy_rank": 71.855655, + "rr": 1.57752, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.36628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.310557, + "hold30_r": -1.24977 + }, + { + "symbol": "KLAC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.493078, + "strategy_rank": 83.164136, + "rr": 1.95417, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038018, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.124601, + "strategy_rank": 75.304294, + "rr": 1.829908, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.744861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042425, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.664537, + "strategy_rank": 63.305473, + "rr": 1.134852, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.702279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.064247, + "hold30_r": 0.839319 + }, + { + "symbol": "LULU", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.576145, + "strategy_rank": 83.253885, + "rr": 1.539148, + "primary_prob": 26.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.308723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041062, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.781683, + "strategy_rank": 69.528514, + "rr": 1.431974, + "primary_prob": 28.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.147962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072463, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.308839, + "strategy_rank": 89.748531, + "rr": 1.781041, + "primary_prob": 37.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.671561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74679, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.615548, + "strategy_rank": 88.309781, + "rr": 1.634321, + "primary_prob": 39.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.451482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035466, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.58147, + "strategy_rank": 88.73004, + "rr": 1.641005, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.461508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.608126, + "hold30_r": 1.443678 + }, + { + "symbol": "MRK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.841321, + "strategy_rank": 64.066125, + "rr": 0.835647, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.25347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060918, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.592119, + "strategy_rank": 96.946403, + "rr": 2.058955, + "primary_prob": 18.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.088432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026798, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.108626, + "strategy_rank": 65.779326, + "rr": 1.705078, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.557616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066156, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.166134, + "strategy_rank": 80.836973, + "rr": 1.668934, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.503401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.626005, + "hold30_r": 0.366644 + }, + { + "symbol": "NUE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.657082, + "strategy_rank": 93.9379, + "rr": 0.967996, + "primary_prob": 55.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.451994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032525, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.15016, + "strategy_rank": 74.588781, + "rr": 2.294283, + "primary_prob": 31.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.441424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050782, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.267306, + "strategy_rank": 65.064208, + "rr": 1.495384, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.243077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062343, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.254526, + "strategy_rank": 94.578911, + "rr": 1.1841, + "primary_prob": 34.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.77615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038405, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.545261, + "strategy_rank": 78.588682, + "rr": 1.317572, + "primary_prob": 30.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.976359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064026, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.43344, + "strategy_rank": 73.578806, + "rr": 0.936024, + "primary_prob": 56.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054685, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.740149, + "strategy_rank": 94.123088, + "rr": 1.732572, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.598858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04285, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.054313, + "strategy_rank": 84.034944, + "rr": 1.704545, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.556818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.668421, + "hold30_r": -1.199956 + }, + { + "symbol": "ROL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.8541, + "strategy_rank": 67.319185, + "rr": 1.903286, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.854929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069527, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.184239, + "strategy_rank": 83.744343, + "rr": 1.355233, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.03285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068576, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.870075, + "strategy_rank": 94.277875, + "rr": 1.89795, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.846926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034335, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893504, + "strategy_rank": 99.066492, + "rr": 1.917493, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.87624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.895526, + "hold30_r": 2.409091 + }, + { + "symbol": "SNPS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.280085, + "strategy_rank": 77.384077, + "rr": 1.479947, + "primary_prob": 42.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.219921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052443, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.971246, + "strategy_rank": 81.209247, + "rr": 1.77756, + "primary_prob": 37.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.66634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048958, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680511, + "strategy_rank": 97.135849, + "rr": 1.634819, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.452229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031009, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.503727, + "strategy_rank": 88.326416, + "rr": 1.948142, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.922213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049648, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.70607, + "strategy_rank": 79.972828, + "rr": 1.846756, + "primary_prob": 36.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.770134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05492, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.402556, + "strategy_rank": 92.964504, + "rr": 1.731548, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.597322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028887, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.882854, + "strategy_rank": 67.880882, + "rr": 1.687555, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.531332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055682, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.007455, + "strategy_rank": 89.091857, + "rr": 2.092146, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.138219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.047477, + "hold30_r": 0.667973 + }, + { + "symbol": "XYL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.404686, + "strategy_rank": 72.539908, + "rr": 1.803992, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.705989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042786, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.844538, + "strategy_rank": 87.493063, + "rr": 1.3395, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.00925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046076, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.243697, + "strategy_rank": 65.731595, + "rr": 1.92787, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.891805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054626, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.067227, + "strategy_rank": 82.442656, + "rr": 1.683233, + "primary_prob": 24.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.524849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050101, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.605042, + "strategy_rank": 64.436737, + "rr": 0.809645, + "primary_prob": 45.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.214467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069833, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.394958, + "strategy_rank": 88.251942, + "rr": 1.845789, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.768684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035603, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794118, + "strategy_rank": 96.47475, + "rr": 1.293799, + "primary_prob": 31.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.940698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.104967, + "hold30_r": -1.073459 + }, + { + "symbol": "APD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.235294, + "strategy_rank": 73.557159, + "rr": 1.414933, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.122399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050531, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.638655, + "strategy_rank": 92.835738, + "rr": 1.82405, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.736075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.791661, + "hold30_r": 2.689146 + }, + { + "symbol": "AZO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.029412, + "strategy_rank": 63.648261, + "rr": 1.266977, + "primary_prob": 32.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.900465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204338, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.327731, + "strategy_rank": 94.960229, + "rr": 1.717977, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.576965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056671, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.037815, + "strategy_rank": 80.350999, + "rr": 1.739967, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.609951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043825, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298319, + "strategy_rank": 84.440899, + "rr": 1.059683, + "primary_prob": 52.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.589524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048111, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.39916, + "strategy_rank": 65.093877, + "rr": 0.956541, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.434812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058762, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.705882, + "strategy_rank": 75.341287, + "rr": 1.5825, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.373751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054195, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.655462, + "strategy_rank": 79.73178, + "rr": 0.688666, + "primary_prob": 65.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.032998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635683, + "hold30_r": 3.078418 + }, + { + "symbol": "CF", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.865546, + "strategy_rank": 87.080096, + "rr": 1.714936, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.572403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672651, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.911765, + "strategy_rank": 67.136977, + "rr": 1.513797, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.270695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053163, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.647059, + "strategy_rank": 86.708287, + "rr": 1.341541, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.012312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036667, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.609244, + "strategy_rank": 61.876156, + "rr": 1.19604, + "primary_prob": 33.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.79406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132655, + "hold30_r": 1.618879 + }, + { + "symbol": "CSGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815126, + "strategy_rank": 76.313356, + "rr": 1.648349, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.472523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.333799, + "hold30_r": -1.283566 + }, + { + "symbol": "CTAS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.823529, + "strategy_rank": 64.714206, + "rr": 1.524008, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.286012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080508, + "hold30_r": -1.016817 + }, + { + "symbol": "CTVA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.184874, + "strategy_rank": 68.513688, + "rr": 0.771046, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.156568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.714239, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.495798, + "strategy_rank": 74.691084, + "rr": 1.869862, + "primary_prob": 21.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.804793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051194, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.033613, + "strategy_rank": 64.924158, + "rr": 0.829238, + "primary_prob": 44.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.243857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.772451, + "hold30_r": -1.310713 + }, + { + "symbol": "DECK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.214286, + "strategy_rank": 88.498428, + "rr": 1.877037, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.815555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050628, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.44958, + "strategy_rank": 65.892064, + "rr": 1.728275, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.592412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.763624, + "hold30_r": -1.702402 + }, + { + "symbol": "DHI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.239496, + "strategy_rank": 81.971421, + "rr": 1.565299, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.347949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045926, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.802521, + "strategy_rank": 92.674343, + "rr": 1.776607, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.664911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038801, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07563, + "strategy_rank": 89.491306, + "rr": 1.596985, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.395477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.555635, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 67.625786, + "rr": 1.654087, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.48113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.589273, + "hold30_r": 2.202024 + }, + { + "symbol": "EOG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.457983, + "strategy_rank": 78.947003, + "rr": 1.246693, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.870039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.222879, + "hold30_r": -1.175901 + }, + { + "symbol": "EQT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.054622, + "strategy_rank": 97.419996, + "rr": 1.455465, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.183197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427683, + "hold30_r": -0.130472 + }, + { + "symbol": "ERIE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957983, + "strategy_rank": 77.602664, + "rr": 1.289854, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.934782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052422, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.848739, + "strategy_rank": 92.290973, + "rr": 1.915682, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.873523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034622, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.617647, + "strategy_rank": 79.113485, + "rr": 1.753544, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.630316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042948, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.226891, + "strategy_rank": 92.451905, + "rr": 1.761965, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.642947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035994, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.592437, + "strategy_rank": 93.848039, + "rr": 0.702079, + "primary_prob": 64.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.053118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662333, + "hold30_r": 0.117444 + }, + { + "symbol": "FIX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.693277, + "strategy_rank": 82.016741, + "rr": 1.561686, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.342529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.50692, + "hold30_r": 3.503141 + }, + { + "symbol": "FSLR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.684874, + "strategy_rank": 96.351739, + "rr": 0.892433, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.338649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.863667, + "hold30_r": 3.874969 + }, + { + "symbol": "GILD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.176471, + "strategy_rank": 75.081391, + "rr": 1.150612, + "primary_prob": 35.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.725918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060556, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462185, + "strategy_rank": 58.115982, + "rr": 1.714386, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.57158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64764, + "hold30_r": 2.824411 + }, + { + "symbol": "GPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.436975, + "strategy_rank": 65.963744, + "rr": 1.26511, + "primary_prob": 32.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.897665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1892, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.168067, + "strategy_rank": 93.50444, + "rr": 1.856241, + "primary_prob": 21.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.784361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035956, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042017, + "strategy_rank": 71.123751, + "rr": 0.864533, + "primary_prob": 43.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.296799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053406, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.882353, + "strategy_rank": 61.145949, + "rr": 2.642554, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.96383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061081, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915966, + "strategy_rank": 74.356271, + "rr": 1.338328, + "primary_prob": 30.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.007492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287517, + "hold30_r": -0.789577 + }, + { + "symbol": "IEX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663866, + "strategy_rank": 65.585461, + "rr": 1.541003, + "primary_prob": 26.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.311505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055749, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.252101, + "strategy_rank": 74.289678, + "rr": 2.093772, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.140657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05771, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.613445, + "strategy_rank": 68.372179, + "rr": 0.772968, + "primary_prob": 61.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.159452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079488, + "hold30_r": -1.032686 + }, + { + "symbol": "KLAC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.651261, + "strategy_rank": 87.260914, + "rr": 1.778129, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.667194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038793, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.378151, + "strategy_rank": 73.934517, + "rr": 1.905508, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.858261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.108478, + "hold30_r": -1.067113 + }, + { + "symbol": "LVS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.747899, + "strategy_rank": 92.77007, + "rr": 0.835046, + "primary_prob": 59.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.252569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787561, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.827731, + "strategy_rank": 82.216519, + "rr": 1.120025, + "primary_prob": 50.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.680037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043984, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.012605, + "strategy_rank": 67.884295, + "rr": 1.5108, + "primary_prob": 27.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.2662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05843, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.189076, + "strategy_rank": 86.141787, + "rr": 2.990402, + "primary_prob": 25.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.485603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039425, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 87.249353, + "rr": 1.833448, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.750173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034979, + "hold30_r": 0.660394 + }, + { + "symbol": "MPWR", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.231092, + "strategy_rank": 91.432205, + "rr": 2.93228, + "primary_prob": 25.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.39842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033028, + "hold30_r": 1.694211 + }, + { + "symbol": "MRK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.382353, + "strategy_rank": 65.996578, + "rr": 1.533832, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.300748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474407, + "hold30_r": -0.671487 + }, + { + "symbol": "MRNA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004202, + "strategy_rank": 97.407973, + "rr": 1.508675, + "primary_prob": 27.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.263013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028142, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.441176, + "strategy_rank": 76.516371, + "rr": 1.646911, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.470366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047671, + "hold30_r": -0.607305 + }, + { + "symbol": "NUE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.113445, + "strategy_rank": 92.908343, + "rr": 1.879538, + "primary_prob": 36.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.819307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131804, + "hold30_r": -1.099047 + }, + { + "symbol": "ORLY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.861345, + "strategy_rank": 64.79791, + "rr": 1.006294, + "primary_prob": 39.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.50944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947565, + "hold30_r": 0.525859 + }, + { + "symbol": "OXY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.634454, + "strategy_rank": 93.100721, + "rr": 1.896644, + "primary_prob": 20.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.844965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038731, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.537815, + "strategy_rank": 79.509804, + "rr": 1.782553, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.673829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066068, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.819328, + "strategy_rank": 69.413152, + "rr": 1.217035, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.825553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054073, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.323529, + "strategy_rank": 94.25037, + "rr": 0.899773, + "primary_prob": 42.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.34966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.854981, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092437, + "strategy_rank": 76.827599, + "rr": 1.856961, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.785441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040032, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.453782, + "strategy_rank": 70.658528, + "rr": 1.562271, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.343407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045828, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.247899, + "strategy_rank": 66.284221, + "rr": 1.291044, + "primary_prob": 31.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.936566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068786, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.903361, + "strategy_rank": 84.868202, + "rr": 1.59592, + "primary_prob": 25.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.393881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063033, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668067, + "strategy_rank": 71.263873, + "rr": 1.199965, + "primary_prob": 33.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.799947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062385, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.37395, + "strategy_rank": 93.664909, + "rr": 1.69101, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.536515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034888, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894958, + "strategy_rank": 99.045967, + "rr": 0.745189, + "primary_prob": 63.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.117783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.721332, + "hold30_r": 4.028273 + }, + { + "symbol": "SNPS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.978992, + "strategy_rank": 78.604791, + "rr": 1.953433, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.93015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051859, + "hold30_r": 1.351842 + }, + { + "symbol": "STLD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.264706, + "strategy_rank": 94.862653, + "rr": 0.951006, + "primary_prob": 55.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03674, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.42437, + "strategy_rank": 86.06687, + "rr": 0.903235, + "primary_prob": 42.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.354853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048662, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.869748, + "strategy_rank": 64.833981, + "rr": 1.456762, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.185142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06345, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.47479, + "strategy_rank": 97.148076, + "rr": 1.847459, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.771188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027223, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.02521, + "strategy_rank": 84.101924, + "rr": 1.829947, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.744921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042254, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.701681, + "strategy_rank": 86.298095, + "rr": 1.758785, + "primary_prob": 22.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.638177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179788, + "hold30_r": -1.129547 + }, + { + "symbol": "TT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.088235, + "strategy_rank": 70.614595, + "rr": 1.706034, + "primary_prob": 38.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.559051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046274, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.878151, + "strategy_rank": 82.197096, + "rr": 1.572836, + "primary_prob": 40.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.359254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039939, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.445378, + "strategy_rank": 83.075287, + "rr": 1.746401, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.619601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.154393, + "hold30_r": -3.100818 + }, + { + "symbol": "VLO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.584034, + "strategy_rank": 92.42832, + "rr": 0.907931, + "primary_prob": 42.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.361896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029305, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.672269, + "strategy_rank": 62.162412, + "rr": 1.601535, + "primary_prob": 25.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.402303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054926, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.491597, + "strategy_rank": 92.188772, + "rr": 2.280907, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.42136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.235768, + "hold30_r": 0.561945 + }, + { + "symbol": "XYL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 81.163522, + "rr": 1.613353, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.420029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04554, + "hold30_r": -1.0 + }, + { + "symbol": "XYZ", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.302521, + "strategy_rank": 86.534406, + "rr": 1.991439, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.987159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041442, + "hold30_r": -1.014153 + }, + { + "symbol": "CEG", + "date": "2023-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.146211, + "strategy_rank": 87.325671, + "rr": 1.387034, + "primary_prob": 29.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.080551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04906, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.52508, + "strategy_rank": 75.749026, + "rr": 1.807657, + "primary_prob": 22.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.711486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058481, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.604055, + "strategy_rank": 64.340411, + "rr": 1.608989, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.413483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061411, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102455, + "strategy_rank": 81.692166, + "rr": 1.780528, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.670792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053059, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.967983, + "strategy_rank": 66.460016, + "rr": 1.736036, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.604054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063737, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.833511, + "strategy_rank": 88.192723, + "rr": 1.695425, + "primary_prob": 38.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.543137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039933, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.292423, + "strategy_rank": 96.728019, + "rr": 1.605317, + "primary_prob": 25.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.407976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031068, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.327641, + "strategy_rank": 73.903151, + "rr": 1.785187, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.67778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053833, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.584845, + "strategy_rank": 96.491181, + "rr": 1.338243, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.007364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051392, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042689, + "strategy_rank": 78.713589, + "rr": 0.678434, + "primary_prob": 50.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.017651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045857, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.410886, + "strategy_rank": 72.857908, + "rr": 0.778743, + "primary_prob": 46.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.168115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058363, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.046958, + "strategy_rank": 67.479516, + "rr": 1.093604, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.640405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056311, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.248666, + "strategy_rank": 76.653619, + "rr": 1.639269, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.458904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055452, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.754536, + "strategy_rank": 88.547025, + "rr": 1.414459, + "primary_prob": 28.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.121688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056087, + "hold30_r": -1.015555 + }, + { + "symbol": "CI", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.703308, + "strategy_rank": 68.33992, + "rr": 1.575021, + "primary_prob": 25.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.362531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060425, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.130203, + "strategy_rank": 87.744177, + "rr": 1.242819, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.864228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038295, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.03095, + "strategy_rank": 60.070547, + "rr": 1.220059, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.830089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.153608, + "hold30_r": 2.249829 + }, + { + "symbol": "CSGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.462113, + "strategy_rank": 79.039454, + "rr": 1.7478, + "primary_prob": 38.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.6217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052697, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.592316, + "strategy_rank": 66.048806, + "rr": 1.206646, + "primary_prob": 33.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.809969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066553, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.232657, + "strategy_rank": 68.701518, + "rr": 1.877489, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.816234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055099, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.67556, + "strategy_rank": 76.632956, + "rr": 1.373922, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.060882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054206, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.225187, + "strategy_rank": 87.195011, + "rr": 1.863391, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.795087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051554, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.367129, + "strategy_rank": 83.071048, + "rr": 1.900709, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.851064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051188, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.916756, + "strategy_rank": 93.345563, + "rr": 1.809937, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.714905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029813, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.620064, + "strategy_rank": 88.873981, + "rr": 2.993296, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.489944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040534, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.608324, + "strategy_rank": 68.218159, + "rr": 0.766066, + "primary_prob": 47.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.1491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700108, + "hold30_r": 2.729058 + }, + { + "symbol": "EOG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.272145, + "strategy_rank": 81.415741, + "rr": 1.924455, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.886683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117739, + "hold30_r": -1.074119 + }, + { + "symbol": "EPAM", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.6873, + "strategy_rank": 89.301557, + "rr": 0.686853, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.03028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034454, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.932764, + "strategy_rank": 97.11236, + "rr": 1.128757, + "primary_prob": 35.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.693135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.098878, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.889007, + "strategy_rank": 76.271187, + "rr": 1.71516, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.572739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050548, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.944504, + "strategy_rank": 91.410354, + "rr": 1.905245, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.857867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040152, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.098186, + "strategy_rank": 80.657867, + "rr": 0.754832, + "primary_prob": 47.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.132249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041629, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.311633, + "strategy_rank": 86.81367, + "rr": 1.540621, + "primary_prob": 26.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.310931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036596, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893276, + "strategy_rank": 96.570661, + "rr": 0.847196, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.270794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029868, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.276414, + "strategy_rank": 75.644928, + "rr": 1.415667, + "primary_prob": 28.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.1235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062134, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.157951, + "strategy_rank": 94.33932, + "rr": 1.829362, + "primary_prob": 21.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.744044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034056, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.469584, + "strategy_rank": 70.961297, + "rr": 0.668095, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.002142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.188163, + "hold30_r": -1.127023 + }, + { + "symbol": "HII", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.564568, + "strategy_rank": 63.57507, + "rr": 1.245056, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.867583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054853, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.541089, + "strategy_rank": 74.212308, + "rr": 1.13356, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.70034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057119, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766275, + "strategy_rank": 66.998374, + "rr": 1.351295, + "primary_prob": 30.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.026943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064329, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.951974, + "strategy_rank": 60.776286, + "rr": 1.147564, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.721346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061089, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.299893, + "strategy_rank": 79.161044, + "rr": 1.833262, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.749894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060411, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.738527, + "strategy_rank": 68.901634, + "rr": 1.509219, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.263828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05034, + "hold30_r": -1.0 + }, + { + "symbol": "KHC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.963714, + "strategy_rank": 58.812299, + "rr": 1.22359, + "primary_prob": 33.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.835385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070072, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.821772, + "strategy_rank": 87.377157, + "rr": 1.84791, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.771864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040315, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.283885, + "strategy_rank": 78.684981, + "rr": 1.753291, + "primary_prob": 37.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.629937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050653, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.798292, + "strategy_rank": 75.522383, + "rr": 1.91649, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.874735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044432, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.109925, + "strategy_rank": 82.815286, + "rr": 1.776068, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.664102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044667, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.84952, + "strategy_rank": 91.448338, + "rr": 1.265255, + "primary_prob": 32.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.897883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.217609, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.53682, + "strategy_rank": 82.02785, + "rr": 0.850913, + "primary_prob": 59.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.27637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045714, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.489861, + "strategy_rank": 67.168142, + "rr": 1.021337, + "primary_prob": 38.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.532006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066064, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.817503, + "strategy_rank": 84.553722, + "rr": 2.250358, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.375537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.209196, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438634, + "strategy_rank": 87.823657, + "rr": 1.117382, + "primary_prob": 50.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.676072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03949, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.34365, + "strategy_rank": 66.74343, + "rr": 0.702532, + "primary_prob": 49.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.053798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634837, + "hold30_r": -1.009006 + }, + { + "symbol": "MRNA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.50587, + "strategy_rank": 97.708102, + "rr": 2.177266, + "primary_prob": 17.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.265898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.338598, + "hold30_r": -1.306167 + }, + { + "symbol": "NUE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.371398, + "strategy_rank": 93.370522, + "rr": 1.601299, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.401948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035566, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.719317, + "strategy_rank": 93.416621, + "rr": 1.338759, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.008138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.122367, + "hold30_r": -1.085071 + }, + { + "symbol": "PCG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.731057, + "strategy_rank": 79.919088, + "rr": 0.990071, + "primary_prob": 39.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.485106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182019, + "hold30_r": -1.11293 + }, + { + "symbol": "PFG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.552828, + "strategy_rank": 69.500718, + "rr": 0.99811, + "primary_prob": 54.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.497166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057002, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.770544, + "strategy_rank": 93.304237, + "rr": 1.784287, + "primary_prob": 37.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.67643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045262, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.896478, + "strategy_rank": 76.883126, + "rr": 1.148428, + "primary_prob": 50.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.722643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043576, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.086446, + "strategy_rank": 72.430161, + "rr": 1.956824, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.935236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050519, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.750267, + "strategy_rank": 78.503142, + "rr": 1.577045, + "primary_prob": 40.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.365567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05739, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.244397, + "strategy_rank": 67.025072, + "rr": 1.004114, + "primary_prob": 39.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.506171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08506, + "hold30_r": -1.010259 + }, + { + "symbol": "ROST", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.983991, + "strategy_rank": 83.45365, + "rr": 1.876885, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.815328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066698, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.778015, + "strategy_rank": 72.127039, + "rr": 1.371643, + "primary_prob": 44.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.057465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.18995, + "hold30_r": -1.120179 + }, + { + "symbol": "SLB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.865528, + "strategy_rank": 93.841333, + "rr": 1.941021, + "primary_prob": 20.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.911531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037041, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.683031, + "strategy_rank": 62.069176, + "rr": 1.684884, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.527326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065574, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.359658, + "strategy_rank": 95.142815, + "rr": 0.718843, + "primary_prob": 64.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.078265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037872, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.652081, + "strategy_rank": 85.385211, + "rr": 1.627506, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.441259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056346, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.573106, + "strategy_rank": 97.177212, + "rr": 1.296782, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.945173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029164, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900747, + "strategy_rank": 84.339149, + "rr": 0.739355, + "primary_prob": 63.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.109032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042389, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.18143, + "strategy_rank": 85.043934, + "rr": 1.338951, + "primary_prob": 45.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.008426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052089, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.912487, + "strategy_rank": 72.534907, + "rr": 1.906296, + "primary_prob": 35.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.859445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053263, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.394877, + "strategy_rank": 87.39782, + "rr": 1.548703, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.323055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505955, + "hold30_r": -1.049228 + }, + { + "symbol": "UHS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.256137, + "strategy_rank": 77.009967, + "rr": 1.37316, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.05974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.199966, + "hold30_r": -4.13783 + }, + { + "symbol": "VLO", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.078975, + "strategy_rank": 93.096177, + "rr": 1.948741, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.923112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032825, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.636073, + "strategy_rank": 78.679117, + "rr": 0.711831, + "primary_prob": 49.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.067747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054276, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.323372, + "strategy_rank": 62.645211, + "rr": 1.923345, + "primary_prob": 20.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.885017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058422, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.114194, + "strategy_rank": 90.494952, + "rr": 2.044221, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.066331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046655, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.422625, + "strategy_rank": 80.382739, + "rr": 1.441478, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.162217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052826, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.369748, + "strategy_rank": 88.206622, + "rr": 1.834365, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.751548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037779, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.554622, + "strategy_rank": 75.147984, + "rr": 1.52467, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.287005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055459, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.247899, + "strategy_rank": 64.051517, + "rr": 1.253333, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.879999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063869, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.756303, + "strategy_rank": 80.070292, + "rr": 1.524183, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.286274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055253, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.920168, + "strategy_rank": 65.129023, + "rr": 1.61429, + "primary_prob": 25.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.421436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.202684, + "hold30_r": -1.132663 + }, + { + "symbol": "ALB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 95.519793, + "rr": 1.891598, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.837397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092184, + "hold30_r": -1.063539 + }, + { + "symbol": "AMP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.932773, + "strategy_rank": 71.378098, + "rr": 0.707131, + "primary_prob": 49.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.060696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059501, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.689076, + "strategy_rank": 96.212542, + "rr": 1.784741, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.677112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030102, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.441176, + "strategy_rank": 74.535239, + "rr": 1.284948, + "primary_prob": 31.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.927421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.226935, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.89916, + "strategy_rank": 91.139475, + "rr": 1.065763, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.598644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027259, + "hold30_r": 2.435064 + }, + { + "symbol": "BIIB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.218487, + "strategy_rank": 96.189419, + "rr": 1.155382, + "primary_prob": 34.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.733072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051043, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.542017, + "strategy_rank": 70.597022, + "rr": 1.246493, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.86974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065067, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.97479, + "strategy_rank": 66.291158, + "rr": 1.336309, + "primary_prob": 30.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.004463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056889, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.962185, + "strategy_rank": 77.809378, + "rr": 1.680076, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.520114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.626451, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663866, + "strategy_rank": 85.082316, + "rr": 1.821637, + "primary_prob": 36.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.732455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037051, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.966387, + "strategy_rank": 66.475213, + "rr": 1.280326, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.920489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062475, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.642857, + "strategy_rank": 88.231132, + "rr": 1.656623, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.484934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038332, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.176471, + "strategy_rank": 79.861265, + "rr": 1.676435, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.514652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042458, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.512605, + "strategy_rank": 63.190899, + "rr": 1.899134, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.848701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828786, + "hold30_r": 1.17151 + }, + { + "symbol": "CTRA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.672269, + "strategy_rank": 80.684425, + "rr": 1.720394, + "primary_prob": 23.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.580591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083378, + "hold30_r": -1.041267 + }, + { + "symbol": "CTVA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 68.54236, + "rr": 1.810518, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.715778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051696, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.277311, + "strategy_rank": 77.526822, + "rr": 1.882698, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.824047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056423, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668067, + "strategy_rank": 66.38966, + "rr": 0.670113, + "primary_prob": 66.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.005169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051761, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.478992, + "strategy_rank": 87.260451, + "rr": 1.17838, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.76757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124399, + "hold30_r": 2.829716 + }, + { + "symbol": "DG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.344538, + "strategy_rank": 66.32168, + "rr": 1.009824, + "primary_prob": 38.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.514736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057761, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.970588, + "strategy_rank": 83.851739, + "rr": 1.653589, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.480384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607844, + "hold30_r": 0.837951 + }, + { + "symbol": "DVN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.911765, + "strategy_rank": 91.665279, + "rr": 1.826503, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.739755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031338, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.084034, + "strategy_rank": 86.948761, + "rr": 1.824446, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.73667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035956, + "hold30_r": 0.096423 + }, + { + "symbol": "EOG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.130252, + "strategy_rank": 83.735202, + "rr": 1.211159, + "primary_prob": 33.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.816739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040605, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.739496, + "strategy_rank": 97.136515, + "rr": 1.827305, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.740958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029178, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.752101, + "strategy_rank": 76.75037, + "rr": 1.852606, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.778909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053174, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.008403, + "strategy_rank": 91.356826, + "rr": 1.650965, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.476447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037234, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.134454, + "strategy_rank": 82.778394, + "rr": 1.930053, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.895079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.410042, + "hold30_r": -1.372274 + }, + { + "symbol": "FCX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092437, + "strategy_rank": 84.469108, + "rr": 1.681152, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.521728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03479, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.693277, + "strategy_rank": 95.192841, + "rr": 1.014387, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.52158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.967547, + "hold30_r": 0.026151 + }, + { + "symbol": "FSLR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894958, + "strategy_rank": 96.498798, + "rr": 1.591228, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.386842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559403, + "hold30_r": 3.741183 + }, + { + "symbol": "GILD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.596639, + "strategy_rank": 74.746578, + "rr": 1.196374, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.794561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063137, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.088235, + "strategy_rank": 73.822142, + "rr": 0.866406, + "primary_prob": 58.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.299609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.809211, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.907563, + "strategy_rank": 92.4963, + "rr": 0.866042, + "primary_prob": 43.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.299063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832507, + "hold30_r": -1.161634 + }, + { + "symbol": "HUBB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390756, + "strategy_rank": 74.20875, + "rr": 1.305794, + "primary_prob": 46.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.958691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060655, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 66.540881, + "rr": 1.547897, + "primary_prob": 26.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.321845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061916, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.878151, + "strategy_rank": 59.178228, + "rr": 0.854063, + "primary_prob": 43.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.281095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065144, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.184874, + "strategy_rank": 79.802997, + "rr": 1.88763, + "primary_prob": 20.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.831444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053518, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.823529, + "strategy_rank": 68.204772, + "rr": 1.733016, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.599524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052455, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.021008, + "strategy_rank": 86.851184, + "rr": 1.718335, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.577503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041081, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.92437, + "strategy_rank": 81.40492, + "rr": 1.287506, + "primary_prob": 31.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.93126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239992, + "hold30_r": 1.200694 + }, + { + "symbol": "LLY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.168067, + "strategy_rank": 73.881798, + "rr": 0.840286, + "primary_prob": 44.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.260429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046828, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.697479, + "strategy_rank": 91.90899, + "rr": 1.297268, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.945902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.249913, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.121849, + "strategy_rank": 66.183407, + "rr": 1.393012, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.089518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068978, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.605042, + "strategy_rank": 64.656863, + "rr": 0.756607, + "primary_prob": 47.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.134911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.856174, + "hold30_r": -1.775148 + }, + { + "symbol": "MOS", + "date": "2023-02-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.453782, + "strategy_rank": 85.501295, + "rr": 2.356955, + "primary_prob": 30.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.535433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.431609, + "hold30_r": -1.391788 + }, + { + "symbol": "MPC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.319328, + "strategy_rank": 88.257492, + "rr": 0.741131, + "primary_prob": 48.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.111697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699507, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.109244, + "strategy_rank": 97.450055, + "rr": 1.30758, + "primary_prob": 31.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.96137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025277, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298319, + "strategy_rank": 66.70505, + "rr": 1.132235, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.698352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065261, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.504202, + "strategy_rank": 89.727155, + "rr": 1.218467, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.8277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017259, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.457983, + "strategy_rank": 85.802349, + "rr": 0.77935, + "primary_prob": 46.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.169025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035908, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432773, + "strategy_rank": 91.983444, + "rr": 1.937739, + "primary_prob": 20.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.906609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037017, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.722689, + "strategy_rank": 80.665002, + "rr": 1.606154, + "primary_prob": 40.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.409231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043922, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462185, + "strategy_rank": 72.738624, + "rr": 1.617228, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.425841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058323, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957983, + "strategy_rank": 94.741028, + "rr": 1.64677, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.470155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049937, + "hold30_r": -1.016928 + }, + { + "symbol": "ORCL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87395, + "strategy_rank": 67.304846, + "rr": 1.167378, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.751067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070035, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.159664, + "strategy_rank": 91.330004, + "rr": 1.720043, + "primary_prob": 23.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.580065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037586, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.252101, + "strategy_rank": 63.566408, + "rr": 0.790341, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.185511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733997, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.378151, + "strategy_rank": 79.217536, + "rr": 1.205301, + "primary_prob": 33.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.807951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.142997, + "hold30_r": 2.915392 + }, + { + "symbol": "PFG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.55042, + "strategy_rank": 71.38781, + "rr": 0.828075, + "primary_prob": 44.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.242112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769877, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.302521, + "strategy_rank": 80.307991, + "rr": 1.523988, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.285982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478991, + "hold30_r": 1.5999 + }, + { + "symbol": "PODD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.117647, + "strategy_rank": 92.769145, + "rr": 1.602863, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.404295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040363, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.231092, + "strategy_rank": 83.602016, + "rr": 0.919196, + "primary_prob": 41.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.378794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876985, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.810924, + "strategy_rank": 73.84249, + "rr": 1.591363, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.387045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052803, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.268908, + "strategy_rank": 85.383833, + "rr": 0.964749, + "primary_prob": 55.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.447124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043865, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.243697, + "strategy_rank": 80.102664, + "rr": 1.345063, + "primary_prob": 30.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059944, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.487395, + "strategy_rank": 82.170736, + "rr": 1.726639, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.589958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.389703, + "hold30_r": -1.324231 + }, + { + "symbol": "SBUX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.882353, + "strategy_rank": 70.171106, + "rr": 1.289934, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.934901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067049, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.848739, + "strategy_rank": 92.731225, + "rr": 1.677442, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.516163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.40322, + "hold30_r": -1.366333 + }, + { + "symbol": "SNPS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.340336, + "strategy_rank": 81.397984, + "rr": 1.453728, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.180592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406047, + "hold30_r": 0.680998 + }, + { + "symbol": "STLD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.94958, + "strategy_rank": 94.830744, + "rr": 1.807725, + "primary_prob": 22.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.711587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770117, + "hold30_r": -1.008856 + }, + { + "symbol": "TJX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 65.715409, + "rr": 1.519, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.2785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074468, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.638655, + "strategy_rank": 84.439512, + "rr": 1.844537, + "primary_prob": 21.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.766805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159311, + "hold30_r": -1.105573 + }, + { + "symbol": "TPL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.579832, + "strategy_rank": 96.844247, + "rr": 1.714308, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.571462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029185, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.613445, + "strategy_rank": 80.699223, + "rr": 0.890979, + "primary_prob": 42.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.336468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044307, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.60084, + "strategy_rank": 84.450148, + "rr": 1.21911, + "primary_prob": 33.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.828665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.486761, + "hold30_r": -1.439712 + }, + { + "symbol": "UAL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.033613, + "strategy_rank": 82.91158, + "rr": 1.74868, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.62302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706448, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.386555, + "strategy_rank": 84.976878, + "rr": 0.98498, + "primary_prob": 54.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.477469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936761, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.764706, + "strategy_rank": 63.282464, + "rr": 1.588706, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.383059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070544, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.529412, + "strategy_rank": 93.59323, + "rr": 0.667086, + "primary_prob": 51.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.000629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.631286, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.331933, + "strategy_rank": 78.311598, + "rr": 1.348778, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.023167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.292471, + "hold30_r": 2.799309 + }, + { + "symbol": "WYNN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.180672, + "strategy_rank": 90.382445, + "rr": 1.790995, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.686493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745053, + "hold30_r": 0.711875 + }, + { + "symbol": "XOM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 80.550314, + "rr": 1.567176, + "primary_prob": 26.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.350764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.223284, + "hold30_r": -1.175088 + }, + { + "symbol": "XYL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042017, + "strategy_rank": 71.626896, + "rr": 1.803941, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.705911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052331, + "hold30_r": -1.0 + }, + { + "symbol": "XYZ", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.760504, + "strategy_rank": 91.692101, + "rr": 1.240339, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.860508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213782, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.679144, + "strategy_rank": 88.697493, + "rr": 1.357336, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.036005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.320195, + "hold30_r": 0.696864 + }, + { + "symbol": "HOOD", + "date": "2023-03-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962567, + "strategy_rank": 85.969421, + "rr": 4.025567, + "primary_prob": 5.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 6.038351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026607, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.320856, + "strategy_rank": 70.952454, + "rr": 1.709981, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.564972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051523, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.192513, + "strategy_rank": 80.543297, + "rr": 1.538529, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.307793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047766, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.989305, + "strategy_rank": 62.593794, + "rr": 1.896342, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.844513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070918, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.417112, + "strategy_rank": 63.725703, + "rr": 1.380343, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.070515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.566475, + "hold30_r": -1.492626 + }, + { + "symbol": "ALB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.28877, + "strategy_rank": 96.400858, + "rr": 1.749005, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.623507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030818, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.336898, + "strategy_rank": 91.726651, + "rr": 0.685482, + "primary_prob": 50.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.028223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033087, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.475936, + "strategy_rank": 77.055354, + "rr": 1.196097, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.794146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061843, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.529412, + "strategy_rank": 80.178166, + "rr": 1.798452, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.697679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043166, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 67.862618, + "rr": 1.257833, + "primary_prob": 32.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.886749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065673, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.791444, + "strategy_rank": 96.633413, + "rr": 1.579058, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.368587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054717, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.203209, + "strategy_rank": 77.663484, + "rr": 1.245335, + "primary_prob": 47.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.868002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058089, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.534759, + "strategy_rank": 79.554694, + "rr": 1.805951, + "primary_prob": 22.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.708926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047351, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.935829, + "strategy_rank": 72.85412, + "rr": 1.886903, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.830355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067434, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.165775, + "strategy_rank": 66.651048, + "rr": 1.834384, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.751576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059798, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796791, + "strategy_rank": 78.40055, + "rr": 0.671234, + "primary_prob": 66.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.006851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056879, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.55615, + "strategy_rank": 80.975431, + "rr": 1.278237, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.917356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220664, + "hold30_r": 3.274083 + }, + { + "symbol": "CI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.374332, + "strategy_rank": 66.111552, + "rr": 1.344763, + "primary_prob": 30.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.017145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066007, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.160428, + "strategy_rank": 85.588287, + "rr": 1.15912, + "primary_prob": 34.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.73868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.221369, + "hold30_r": -1.180948 + }, + { + "symbol": "CSGP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.122995, + "strategy_rank": 79.602532, + "rr": 1.786044, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.679066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049822, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.604278, + "strategy_rank": 63.206239, + "rr": 1.022296, + "primary_prob": 38.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.533445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953023, + "hold30_r": 1.855654 + }, + { + "symbol": "CTVA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.770053, + "strategy_rank": 71.263904, + "rr": 1.870914, + "primary_prob": 21.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.806372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05683, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.566845, + "strategy_rank": 66.02518, + "rr": 1.021126, + "primary_prob": 38.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.531689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058474, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.502674, + "strategy_rank": 88.35422, + "rr": 1.621462, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.432193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055262, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.957219, + "strategy_rank": 80.061409, + "rr": 0.809315, + "primary_prob": 45.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.213973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760654, + "hold30_r": 1.999169 + }, + { + "symbol": "DVN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.748663, + "strategy_rank": 83.930681, + "rr": 1.861146, + "primary_prob": 21.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.79172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036302, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.245989, + "strategy_rank": 80.36835, + "rr": 1.657856, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.486784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039023, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.465241, + "strategy_rank": 97.096319, + "rr": 1.111036, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.666555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030994, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.754011, + "strategy_rank": 96.506783, + "rr": 2.264616, + "primary_prob": 31.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.396923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030144, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.86631, + "strategy_rank": 78.604923, + "rr": 0.708186, + "primary_prob": 49.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.062279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65441, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.406417, + "strategy_rank": 75.922486, + "rr": 1.2008, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.801201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068521, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.620321, + "strategy_rank": 67.427608, + "rr": 0.736308, + "primary_prob": 48.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.104462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060242, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.010695, + "strategy_rank": 92.637796, + "rr": 1.715168, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.572752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036208, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.946524, + "strategy_rank": 73.688287, + "rr": 1.403917, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.105876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061286, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.02139, + "strategy_rank": 67.954354, + "rr": 1.886858, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.830287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067515, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.919786, + "strategy_rank": 60.75655, + "rr": 1.109004, + "primary_prob": 36.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.663506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071858, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.379679, + "strategy_rank": 70.41871, + "rr": 1.763303, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.644955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054884, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 74.97817, + "rr": 1.701819, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.552729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.042323, + "hold30_r": 0.230597 + }, + { + "symbol": "KLAC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.342246, + "strategy_rank": 85.436157, + "rr": 1.801106, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.701659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042259, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.032086, + "strategy_rank": 78.32961, + "rr": 1.659941, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.489911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609759, + "hold30_r": 2.335149 + }, + { + "symbol": "LLY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.764706, + "strategy_rank": 71.407119, + "rr": 1.874669, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.812003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.825906, + "hold30_r": 4.618569 + }, + { + "symbol": "MCHP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.775401, + "strategy_rank": 84.567861, + "rr": 1.858262, + "primary_prob": 21.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.787393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048006, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.97861, + "strategy_rank": 65.889829, + "rr": 1.679368, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.519052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069503, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.84492, + "strategy_rank": 65.241817, + "rr": 0.801226, + "primary_prob": 45.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.201838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734624, + "hold30_r": 0.964861 + }, + { + "symbol": "MPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.716578, + "strategy_rank": 89.336396, + "rr": 0.771365, + "primary_prob": 62.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.157048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042794, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.550802, + "strategy_rank": 64.853971, + "rr": 1.693462, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.540193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622881, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.652406, + "strategy_rank": 95.008019, + "rr": 2.36721, + "primary_prob": 15.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.550815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.341079, + "hold30_r": 1.823446 + }, + { + "symbol": "MSI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390374, + "strategy_rank": 64.945514, + "rr": 1.350438, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.025657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074147, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.262032, + "strategy_rank": 91.025151, + "rr": 1.120175, + "primary_prob": 50.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.680262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040956, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.721925, + "strategy_rank": 95.148357, + "rr": 0.862984, + "primary_prob": 43.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.294475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830733, + "hold30_r": 0.245816 + }, + { + "symbol": "OXY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.326203, + "strategy_rank": 89.963988, + "rr": 1.516325, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.274487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041824, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.508021, + "strategy_rank": 78.95807, + "rr": 0.841482, + "primary_prob": 59.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.262224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779977, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.048128, + "strategy_rank": 76.435718, + "rr": 1.834842, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.752263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044066, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.561497, + "strategy_rank": 83.009377, + "rr": 1.527414, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.291121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478324, + "hold30_r": 2.649845 + }, + { + "symbol": "PODD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.743316, + "strategy_rank": 85.386596, + "rr": 1.883644, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.825467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.849341, + "hold30_r": 2.174354 + }, + { + "symbol": "PSX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.593583, + "strategy_rank": 82.414761, + "rr": 0.808432, + "primary_prob": 60.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.212648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043372, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.090909, + "strategy_rank": 72.865237, + "rr": 1.624859, + "primary_prob": 25.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.437288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053186, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.149733, + "strategy_rank": 84.497983, + "rr": 0.963091, + "primary_prob": 55.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.444637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046772, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.807487, + "strategy_rank": 82.884664, + "rr": 1.057243, + "primary_prob": 37.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.585865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065422, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438503, + "strategy_rank": 82.307592, + "rr": 1.782926, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.674389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062235, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.631016, + "strategy_rank": 74.056866, + "rr": 1.509665, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.264498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069381, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.967914, + "strategy_rank": 93.806996, + "rr": 1.685837, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.528755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039557, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.59893, + "strategy_rank": 63.157352, + "rr": 0.896931, + "primary_prob": 42.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.345396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079277, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.208556, + "strategy_rank": 78.032542, + "rr": 1.765032, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.647548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712431, + "hold30_r": 1.324518 + }, + { + "symbol": "STT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 75.466382, + "rr": 1.838161, + "primary_prob": 21.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.757241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057328, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.294118, + "strategy_rank": 84.155189, + "rr": 1.408744, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.113116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055683, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.780749, + "strategy_rank": 61.756556, + "rr": 1.014064, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.521096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942075, + "hold30_r": 2.152265 + }, + { + "symbol": "TPL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037433, + "strategy_rank": 96.220547, + "rr": 1.559627, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.33944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034459, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.304813, + "strategy_rank": 84.477083, + "rr": 1.741196, + "primary_prob": 23.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.611794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049558, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.994652, + "strategy_rank": 79.611732, + "rr": 1.016446, + "primary_prob": 53.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.524669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049339, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.176471, + "strategy_rank": 68.797916, + "rr": 2.139479, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.209219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059492, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.588235, + "strategy_rank": 87.456589, + "rr": 0.972824, + "primary_prob": 55.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.459236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926524, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.080214, + "strategy_rank": 70.174079, + "rr": 0.815182, + "primary_prob": 45.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.222774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737508, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.171123, + "strategy_rank": 61.225016, + "rr": 1.202916, + "primary_prob": 33.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.804374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068449, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.251337, + "strategy_rank": 94.769426, + "rr": 1.817732, + "primary_prob": 36.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.726598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037967, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.834225, + "strategy_rank": 93.959411, + "rr": 1.595357, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.393035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026252, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.224599, + "strategy_rank": 79.85263, + "rr": 1.658733, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.488099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597784, + "hold30_r": 4.481617 + }, + { + "symbol": "VTRS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.385027, + "strategy_rank": 77.799508, + "rr": 1.534166, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.301248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048752, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 95.405453, + "rr": 1.782389, + "primary_prob": 37.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.673583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086537, + "hold30_r": -1.03856 + }, + { + "symbol": "XOM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.005348, + "strategy_rank": 80.550488, + "rr": 1.611142, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.416713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054872, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.240642, + "strategy_rank": 75.004628, + "rr": 1.335951, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.003927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056359, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.042553, + "strategy_rank": 88.40622, + "rr": 1.207892, + "primary_prob": 33.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.811838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041914, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.042553, + "strategy_rank": 78.791571, + "rr": 1.504103, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.256154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068428, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.425532, + "strategy_rank": 71.966662, + "rr": 1.921639, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.882458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048187, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489362, + "strategy_rank": 64.109432, + "rr": 1.630631, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.445946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211531, + "hold30_r": -1.140887 + }, + { + "symbol": "ALB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.765957, + "strategy_rank": 96.079482, + "rr": 1.529798, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.294697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050993, + "hold30_r": -1.021897 + }, + { + "symbol": "AMP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.021277, + "strategy_rank": 79.765212, + "rr": 0.899581, + "primary_prob": 42.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.349371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051856, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.765957, + "strategy_rank": 85.770565, + "rr": 1.261731, + "primary_prob": 32.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.892596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030045, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.276596, + "strategy_rank": 71.380878, + "rr": 0.896569, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.344854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063427, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.914894, + "strategy_rank": 79.760808, + "rr": 1.773255, + "primary_prob": 22.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.659882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041743, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.170213, + "strategy_rank": 84.997493, + "rr": 1.729907, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.594861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049973, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.617021, + "strategy_rank": 66.299431, + "rr": 1.393101, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.089651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067323, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.638298, + "strategy_rank": 82.112414, + "rr": 1.511361, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.267041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047679, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.276596, + "strategy_rank": 96.278967, + "rr": 1.736693, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.60504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680553, + "hold30_r": 3.793421 + }, + { + "symbol": "BKNG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.595745, + "strategy_rank": 81.218932, + "rr": 0.830804, + "primary_prob": 44.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.246206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057127, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.744681, + "strategy_rank": 72.944843, + "rr": 1.779279, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.668919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062966, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.702128, + "strategy_rank": 67.092763, + "rr": 1.915119, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.872678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058173, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.87234, + "strategy_rank": 80.427836, + "rr": 0.719886, + "primary_prob": 64.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.079829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6609, + "hold30_r": 2.492773 + }, + { + "symbol": "CI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12766, + "strategy_rank": 61.119935, + "rr": 1.339056, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.008585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058069, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.531915, + "strategy_rank": 78.181258, + "rr": 1.561654, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.342481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503743, + "hold30_r": 4.648558 + }, + { + "symbol": "CMI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.851064, + "strategy_rank": 65.796382, + "rr": 1.106742, + "primary_prob": 36.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.660113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059074, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.404255, + "strategy_rank": 68.542214, + "rr": 0.693465, + "primary_prob": 50.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.040198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071779, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.893617, + "strategy_rank": 80.406424, + "rr": 1.799066, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.698599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051055, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.404255, + "strategy_rank": 81.53266, + "rr": 1.667028, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.500542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050606, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.255319, + "strategy_rank": 88.141144, + "rr": 1.451744, + "primary_prob": 28.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.177616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056068, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.468085, + "strategy_rank": 80.433392, + "rr": 1.796612, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.694919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74453, + "hold30_r": 3.192759 + }, + { + "symbol": "EG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.893617, + "strategy_rank": 77.798143, + "rr": 1.839628, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.759442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059327, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.787234, + "strategy_rank": 97.239599, + "rr": 1.731976, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.597964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03427, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.382979, + "strategy_rank": 92.089104, + "rr": 1.584787, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.377181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02916, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.106383, + "strategy_rank": 78.389755, + "rr": 1.826987, + "primary_prob": 21.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.740481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055129, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.829787, + "strategy_rank": 85.012061, + "rr": 0.84298, + "primary_prob": 59.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.264471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.164351, + "hold30_r": -1.115697 + }, + { + "symbol": "GILD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.255319, + "strategy_rank": 76.711207, + "rr": 1.515514, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.273271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06915, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.255319, + "strategy_rank": 60.252609, + "rr": 1.417645, + "primary_prob": 28.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.126468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.545344, + "hold30_r": -1.475905 + }, + { + "symbol": "GPC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.765957, + "strategy_rank": 67.897954, + "rr": 1.821983, + "primary_prob": 21.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.732975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060755, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446809, + "strategy_rank": 74.808307, + "rr": 1.743668, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.615501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060863, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.319149, + "strategy_rank": 80.131048, + "rr": 1.15337, + "primary_prob": 34.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.730056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052888, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.702128, + "strategy_rank": 69.261553, + "rr": 1.431011, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.146517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060544, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.085106, + "strategy_rank": 71.022632, + "rr": 1.548943, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.323415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05649, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.276596, + "strategy_rank": 73.931834, + "rr": 0.778084, + "primary_prob": 46.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.167126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049006, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.808511, + "strategy_rank": 87.769142, + "rr": 1.798978, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.698467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042495, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.829787, + "strategy_rank": 79.445182, + "rr": 1.792554, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.688832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738797, + "hold30_r": 3.437888 + }, + { + "symbol": "LIN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.106383, + "strategy_rank": 63.877016, + "rr": 0.797987, + "primary_prob": 46.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.19698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059365, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553191, + "strategy_rank": 68.548381, + "rr": 1.91609, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.874135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.861941, + "hold30_r": 5.843801 + }, + { + "symbol": "LVS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.617021, + "strategy_rank": 95.337647, + "rr": 1.553988, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.330981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047902, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.914894, + "strategy_rank": 85.330871, + "rr": 1.684001, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.526002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04795, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.468085, + "strategy_rank": 64.411099, + "rr": 1.699237, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.548855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633604, + "hold30_r": 2.333475 + }, + { + "symbol": "MNST", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.404255, + "strategy_rank": 70.128202, + "rr": 0.896146, + "primary_prob": 42.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.344219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826316, + "hold30_r": 1.417129 + }, + { + "symbol": "MPC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.553191, + "strategy_rank": 88.319081, + "rr": 0.945096, + "primary_prob": 55.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.417644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040968, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.340426, + "strategy_rank": 89.323011, + "rr": 1.858441, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.787662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034853, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.234043, + "strategy_rank": 65.710327, + "rr": 0.687117, + "primary_prob": 50.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.030675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623243, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.489362, + "strategy_rank": 96.300515, + "rr": 2.644321, + "primary_prob": 12.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.966481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.615807, + "hold30_r": 0.362229 + }, + { + "symbol": "NCLH", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.255319, + "strategy_rank": 91.650698, + "rr": 1.420802, + "primary_prob": 28.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.131203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256566, + "hold30_r": -1.23353 + }, + { + "symbol": "NFLX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.851064, + "strategy_rank": 84.65307, + "rr": 0.791663, + "primary_prob": 46.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.187494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755205, + "hold30_r": 1.848621 + }, + { + "symbol": "NUE", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.978723, + "strategy_rank": 90.944979, + "rr": 1.541378, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.312068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041277, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.978723, + "strategy_rank": 81.110584, + "rr": 1.879428, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.819142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046791, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.191489, + "strategy_rank": 97.014297, + "rr": 0.992743, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.489114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033664, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.617021, + "strategy_rank": 80.092424, + "rr": 1.378819, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.068228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04093, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.680851, + "strategy_rank": 78.028188, + "rr": 0.789235, + "primary_prob": 61.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.183852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05537, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.617021, + "strategy_rank": 78.81217, + "rr": 1.771494, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.657241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.318237, + "hold30_r": -1.27798 + }, + { + "symbol": "PGR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.106383, + "strategy_rank": 66.16364, + "rr": 0.813992, + "primary_prob": 45.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.220988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076804, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.06383, + "strategy_rank": 83.3657, + "rr": 1.536896, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.305345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052004, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.638298, + "strategy_rank": 83.262095, + "rr": 1.511454, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.26718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475363, + "hold30_r": 2.306016 + }, + { + "symbol": "PSX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.340426, + "strategy_rank": 78.466323, + "rr": 1.711416, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.567125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040186, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.042553, + "strategy_rank": 72.29794, + "rr": 0.706969, + "primary_prob": 49.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.060453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054107, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.319149, + "strategy_rank": 80.070538, + "rr": 0.956556, + "primary_prob": 55.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.434834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050424, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.680851, + "strategy_rank": 91.407169, + "rr": 1.309596, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.964395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03703, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.680851, + "strategy_rank": 80.23201, + "rr": 0.962621, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.443932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.900597, + "hold30_r": 2.375874 + }, + { + "symbol": "RL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489362, + "strategy_rank": 79.52663, + "rr": 0.850205, + "primary_prob": 44.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 86, + "primary_distance_atr": 1.275308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051078, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.191489, + "strategy_rank": 80.520667, + "rr": 1.63279, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.449184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057678, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.425532, + "strategy_rank": 71.740547, + "rr": 1.428139, + "primary_prob": 28.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.142209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066683, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.212766, + "strategy_rank": 84.648936, + "rr": 1.506659, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.259988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065523, + "hold30_r": -1.027491 + }, + { + "symbol": "SNPS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.191489, + "strategy_rank": 77.82003, + "rr": 1.860584, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.790876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808477, + "hold30_r": 1.104272 + }, + { + "symbol": "STLD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.468085, + "strategy_rank": 94.914284, + "rr": 0.914154, + "primary_prob": 41.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.371231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038283, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.06383, + "strategy_rank": 70.661878, + "rr": 1.066498, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.599747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066879, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.744681, + "strategy_rank": 67.279238, + "rr": 1.381513, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.07227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.312647, + "hold30_r": 1.589161 + }, + { + "symbol": "TKO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.340426, + "strategy_rank": 85.367597, + "rr": 1.608214, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.412321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.54949, + "hold30_r": 10.276766 + }, + { + "symbol": "TPL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.978723, + "strategy_rank": 95.081922, + "rr": 1.47548, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.21322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037301, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.468085, + "strategy_rank": 88.165876, + "rr": 1.846741, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.770111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047367, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.553191, + "strategy_rank": 69.793603, + "rr": 1.782133, + "primary_prob": 37.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.673199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05861, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.404255, + "strategy_rank": 92.449858, + "rr": 1.101422, + "primary_prob": 36.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.652133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128676, + "hold30_r": -1.085329 + }, + { + "symbol": "UBER", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.042553, + "strategy_rank": 86.823418, + "rr": 1.449921, + "primary_prob": 28.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.174882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031284, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.531915, + "strategy_rank": 70.279984, + "rr": 0.920309, + "primary_prob": 41.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.380463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841403, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.957447, + "strategy_rank": 88.284862, + "rr": 1.205519, + "primary_prob": 33.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.808278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04969, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.893617, + "strategy_rank": 61.941455, + "rr": 1.820335, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.730502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068407, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.702128, + "strategy_rank": 92.500407, + "rr": 0.670159, + "primary_prob": 51.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.005238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034865, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.829787, + "strategy_rank": 98.161743, + "rr": 1.221529, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.832294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028422, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.12766, + "strategy_rank": 73.664521, + "rr": 1.397878, + "primary_prob": 29.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.096817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.332483, + "hold30_r": 5.038866 + }, + { + "symbol": "WYNN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.021277, + "strategy_rank": 95.84483, + "rr": 1.836782, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.755174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048322, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.957447, + "strategy_rank": 76.058748, + "rr": 1.304954, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.957431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052403, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.829787, + "strategy_rank": 77.212698, + "rr": 1.898634, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.847951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057658, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614072, + "strategy_rank": 87.795808, + "rr": 0.686412, + "primary_prob": 50.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.029618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043255, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.603412, + "strategy_rank": 82.245792, + "rr": 1.803229, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.704844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044822, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.023454, + "strategy_rank": 74.20578, + "rr": 0.719688, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.079532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666601, + "hold30_r": -1.152025 + }, + { + "symbol": "ADSK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 86.457447, + "rr": 1.161677, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.742515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037472, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.441365, + "strategy_rank": 95.783423, + "rr": 1.804063, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.706094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025914, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.206823, + "strategy_rank": 78.406478, + "rr": 1.902426, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.853639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034713, + "hold30_r": 1.026651 + }, + { + "symbol": "APA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.01919, + "strategy_rank": 90.07939, + "rr": 0.667932, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.001898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.644209, + "hold30_r": 1.460514 + }, + { + "symbol": "APD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.501066, + "strategy_rank": 70.606065, + "rr": 1.273019, + "primary_prob": 32.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.909528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057137, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.287846, + "strategy_rank": 84.148301, + "rr": 1.738683, + "primary_prob": 23.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.608025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.710519, + "hold30_r": 1.11219 + }, + { + "symbol": "ARES", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.942431, + "strategy_rank": 80.432042, + "rr": 1.87302, + "primary_prob": 21.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.809529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.834133, + "hold30_r": 2.885804 + }, + { + "symbol": "AZO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.658849, + "strategy_rank": 65.984598, + "rr": 1.635698, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.453547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072355, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.166311, + "strategy_rank": 83.163226, + "rr": 1.661898, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.492846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038001, + "hold30_r": 0.335709 + }, + { + "symbol": "BIIB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.014925, + "strategy_rank": 96.825341, + "rr": 1.02798, + "primary_prob": 38.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.54197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.972125, + "hold30_r": 4.104087 + }, + { + "symbol": "BKNG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.810235, + "strategy_rank": 71.726739, + "rr": 1.516771, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.275156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46328, + "hold30_r": 2.699222 + }, + { + "symbol": "CAH", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.202559, + "strategy_rank": 72.163068, + "rr": 1.330253, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.99538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268198, + "hold30_r": 5.10011 + }, + { + "symbol": "CI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.140725, + "strategy_rank": 63.585742, + "rr": 1.886485, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.829727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059303, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.36887, + "strategy_rank": 64.964592, + "rr": 1.275452, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.913177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046929, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.221748, + "strategy_rank": 81.455224, + "rr": 1.575296, + "primary_prob": 25.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.362944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.543106, + "hold30_r": 1.08359 + }, + { + "symbol": "CSGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.791045, + "strategy_rank": 77.817561, + "rr": 1.313349, + "primary_prob": 31.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.970023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052786, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.867804, + "strategy_rank": 86.475548, + "rr": 1.555199, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.332798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510151, + "hold30_r": 3.382136 + }, + { + "symbol": "DHI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.953092, + "strategy_rank": 82.152271, + "rr": 0.79282, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.189231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747214, + "hold30_r": 2.729534 + }, + { + "symbol": "DVN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.872068, + "strategy_rank": 90.421086, + "rr": 1.184413, + "primary_prob": 34.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.776619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.157491, + "hold30_r": 2.08297 + }, + { + "symbol": "DXCM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.795309, + "strategy_rank": 86.358844, + "rr": 1.352379, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.028569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31661, + "hold30_r": 1.058449 + }, + { + "symbol": "EG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.364606, + "strategy_rank": 81.572245, + "rr": 1.614178, + "primary_prob": 25.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.421267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039799, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.515991, + "strategy_rank": 68.995237, + "rr": 1.121328, + "primary_prob": 50.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.681992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048076, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.449893, + "strategy_rank": 80.376628, + "rr": 1.92491, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.887366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.894834, + "hold30_r": 2.157549 + }, + { + "symbol": "EPAM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.466951, + "strategy_rank": 97.009844, + "rr": 1.063584, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.595377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.031557, + "hold30_r": 0.143587 + }, + { + "symbol": "EQT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.430704, + "strategy_rank": 92.754684, + "rr": 1.19614, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.79421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.170529, + "hold30_r": 2.006675 + }, + { + "symbol": "ERIE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.390192, + "strategy_rank": 78.809305, + "rr": 0.668105, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.002157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051422, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.420043, + "strategy_rank": 84.683392, + "rr": 1.710664, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.565997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682202, + "hold30_r": 1.88983 + }, + { + "symbol": "FICO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.801706, + "strategy_rank": 96.005875, + "rr": 0.723295, + "primary_prob": 48.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.084943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.679754, + "hold30_r": 1.536181 + }, + { + "symbol": "FIX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004264, + "strategy_rank": 84.381708, + "rr": 1.603921, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.405881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040525, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.415778, + "strategy_rank": 75.918704, + "rr": 1.079943, + "primary_prob": 36.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.619915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067354, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.176972, + "strategy_rank": 68.000476, + "rr": 1.915047, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.87257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06036, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.298507, + "strategy_rank": 79.389806, + "rr": 0.814056, + "primary_prob": 45.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055663, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.511727, + "strategy_rank": 75.996507, + "rr": 1.883215, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.824822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047076, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.780384, + "strategy_rank": 72.29946, + "rr": 0.951098, + "primary_prob": 40.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.426647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908351, + "hold30_r": 2.029008 + }, + { + "symbol": "IBKR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.24307, + "strategy_rank": 83.204192, + "rr": 1.705395, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.558092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6701, + "hold30_r": -0.018118 + }, + { + "symbol": "IT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.302772, + "strategy_rank": 68.718323, + "rr": 1.652434, + "primary_prob": 24.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.478651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045032, + "hold30_r": -0.25684 + }, + { + "symbol": "JBL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.162047, + "strategy_rank": 80.01556, + "rr": 1.815104, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.722657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770703, + "hold30_r": -0.062321 + }, + { + "symbol": "KEYS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.58209, + "strategy_rank": 74.975548, + "rr": 1.771227, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.656841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049653, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.633262, + "strategy_rank": 85.247539, + "rr": 0.991334, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037441, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.648188, + "strategy_rank": 79.168625, + "rr": 2.048051, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.072076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.001734, + "hold30_r": 1.913588 + }, + { + "symbol": "LLY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008529, + "strategy_rank": 65.922991, + "rr": 0.78421, + "primary_prob": 46.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.176314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731168, + "hold30_r": 5.338323 + }, + { + "symbol": "LVS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680171, + "strategy_rank": 96.425056, + "rr": 1.519701, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.279552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479434, + "hold30_r": 3.46714 + }, + { + "symbol": "MCHP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.434968, + "strategy_rank": 83.136393, + "rr": 1.79984, + "primary_prob": 22.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.69976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043171, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.089552, + "strategy_rank": 58.707367, + "rr": 1.300782, + "primary_prob": 31.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.951172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.235017, + "hold30_r": 2.352623 + }, + { + "symbol": "MPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.040512, + "strategy_rank": 89.977294, + "rr": 1.239975, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.859962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206027, + "hold30_r": -0.42855 + }, + { + "symbol": "MPWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.029851, + "strategy_rank": 94.001747, + "rr": 1.93499, + "primary_prob": 20.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.902485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031511, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.724947, + "strategy_rank": 64.815973, + "rr": 0.671491, + "primary_prob": 51.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.007236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055983, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.963753, + "strategy_rank": 93.798031, + "rr": 1.152742, + "primary_prob": 34.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.729112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.121095, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.876333, + "strategy_rank": 78.568752, + "rr": 0.758394, + "primary_prob": 47.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.137591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042536, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.074627, + "strategy_rank": 87.382026, + "rr": 1.630241, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.445362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593538, + "hold30_r": 1.171771 + }, + { + "symbol": "NUE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.085288, + "strategy_rank": 87.985233, + "rr": 1.529856, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.294784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029806, + "hold30_r": 0.282855 + }, + { + "symbol": "ON", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.081023, + "strategy_rank": 96.773738, + "rr": 1.065887, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.59883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030046, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.663113, + "strategy_rank": 58.855668, + "rr": 1.262523, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.893784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193506, + "hold30_r": 4.118502 + }, + { + "symbol": "OXY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.80597, + "strategy_rank": 84.47269, + "rr": 1.616009, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.424014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.581936, + "hold30_r": 0.718521 + }, + { + "symbol": "PCAR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.15565, + "strategy_rank": 65.645125, + "rr": 1.49693, + "primary_prob": 27.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.245394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053549, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.643923, + "strategy_rank": 76.276278, + "rr": 0.707342, + "primary_prob": 49.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.061013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050758, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.217484, + "strategy_rank": 80.286281, + "rr": 1.63303, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.449545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030905, + "hold30_r": 0.453602 + }, + { + "symbol": "PH", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.927505, + "strategy_rank": 73.266275, + "rr": 1.838869, + "primary_prob": 21.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.758304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.042617, + "hold30_r": 0.738335 + }, + { + "symbol": "PHM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.567164, + "strategy_rank": 82.650206, + "rr": 1.730747, + "primary_prob": 23.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.596121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.685527, + "hold30_r": 4.521212 + }, + { + "symbol": "PSX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.735608, + "strategy_rank": 88.525564, + "rr": 1.704563, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.556845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671056, + "hold30_r": 0.696244 + }, + { + "symbol": "PTC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.592751, + "strategy_rank": 72.514925, + "rr": 0.892756, + "primary_prob": 42.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.339133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842451, + "hold30_r": 1.330554 + }, + { + "symbol": "PWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.379531, + "strategy_rank": 78.461416, + "rr": 0.749046, + "primary_prob": 47.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.12357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703874, + "hold30_r": 1.785804 + }, + { + "symbol": "RCL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.353945, + "strategy_rank": 89.107336, + "rr": 1.880104, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.820156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02972, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.816631, + "strategy_rank": 79.68228, + "rr": 0.673725, + "primary_prob": 51.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.010588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617234, + "hold30_r": 0.954843 + }, + { + "symbol": "SBUX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.445629, + "strategy_rank": 72.888536, + "rr": 1.396414, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.09462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067324, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.375267, + "strategy_rank": 93.154176, + "rr": 0.850141, + "primary_prob": 44.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.275211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821775, + "hold30_r": 0.973572 + }, + { + "symbol": "SNA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.236674, + "strategy_rank": 60.344395, + "rr": 1.491627, + "primary_prob": 27.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.23744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0685, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.577825, + "strategy_rank": 83.700222, + "rr": 0.910307, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.365461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860845, + "hold30_r": -0.177217 + }, + { + "symbol": "STLD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.253731, + "strategy_rank": 95.871229, + "rr": 1.735317, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.602975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.024338, + "hold30_r": -0.265668 + }, + { + "symbol": "TJX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232409, + "strategy_rank": 65.622261, + "rr": 1.534433, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.301649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466658, + "hold30_r": 1.916962 + }, + { + "symbol": "TKO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228145, + "strategy_rank": 84.591616, + "rr": 1.188433, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.782649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129939, + "hold30_r": 7.912484 + }, + { + "symbol": "TPL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.654584, + "strategy_rank": 94.879486, + "rr": 1.292081, + "primary_prob": 31.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.938122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.261114, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.151386, + "strategy_rank": 84.774055, + "rr": 0.840782, + "primary_prob": 44.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.261173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796828, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.729211, + "strategy_rank": 78.814703, + "rr": 1.920312, + "primary_prob": 20.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.880467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.885121, + "hold30_r": 1.757757 + }, + { + "symbol": "TT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.277186, + "strategy_rank": 69.949349, + "rr": 0.843111, + "primary_prob": 44.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.264667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047396, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.063966, + "strategy_rank": 85.789457, + "rr": 1.848832, + "primary_prob": 21.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.773248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026299, + "hold30_r": 1.219349 + }, + { + "symbol": "UAL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.45629, + "strategy_rank": 91.236424, + "rr": 1.630326, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.445489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028619, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938166, + "strategy_rank": 91.582248, + "rr": 1.214294, + "primary_prob": 33.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.821441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030739, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.66951, + "strategy_rank": 69.364401, + "rr": 1.184438, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.776657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.117625, + "hold30_r": 2.443877 + }, + { + "symbol": "URI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989339, + "strategy_rank": 88.705303, + "rr": 1.712549, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.568823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033319, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.861407, + "strategy_rank": 62.754049, + "rr": 1.309572, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.964357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056546, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.827292, + "strategy_rank": 94.615275, + "rr": 1.801374, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.702061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030022, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.588486, + "strategy_rank": 96.590664, + "rr": 1.774431, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.661646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023544, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.597015, + "strategy_rank": 67.907272, + "rr": 2.134949, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.202423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.073319, + "hold30_r": 4.10914 + }, + { + "symbol": "WYNN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.400853, + "strategy_rank": 96.869959, + "rr": 1.248693, + "primary_prob": 32.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.87304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208357, + "hold30_r": 1.283965 + }, + { + "symbol": "XOM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.948827, + "strategy_rank": 80.440775, + "rr": 0.684597, + "primary_prob": 50.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.026895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643981, + "hold30_r": 3.479467 + }, + { + "symbol": "XYL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.993603, + "strategy_rank": 75.735948, + "rr": 1.743718, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.615577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.692398, + "hold30_r": 1.764185 + }, + { + "symbol": "CEG", + "date": "2023-03-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 87.821273, + "rr": 1.526594, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.289892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484237, + "hold30_r": 1.186716 + }, + { + "symbol": "ACGL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.574421, + "strategy_rank": 85.595824, + "rr": 1.881934, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.822901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.839261, + "hold30_r": 2.99556 + }, + { + "symbol": "ALB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.361632, + "strategy_rank": 94.878885, + "rr": 1.782789, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.674184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02665, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13892, + "strategy_rank": 75.616056, + "rr": 1.824384, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.736575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036919, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.902977, + "strategy_rank": 69.656176, + "rr": 0.820128, + "primary_prob": 45.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.230192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.767683, + "hold30_r": 2.923451 + }, + { + "symbol": "APO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549063, + "strategy_rank": 85.732859, + "rr": 1.904824, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.857236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878352, + "hold30_r": 0.649187 + }, + { + "symbol": "AZO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.061742, + "strategy_rank": 67.677543, + "rr": 1.481387, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.22208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411468, + "hold30_r": 5.813304 + }, + { + "symbol": "BA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22602, + "strategy_rank": 81.275376, + "rr": 1.600501, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.400752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56115, + "hold30_r": 0.043746 + }, + { + "symbol": "BEN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044101, + "strategy_rank": 77.714039, + "rr": 1.276348, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.914522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237279, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.353914, + "strategy_rank": 97.058631, + "rr": 1.072778, + "primary_prob": 37.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.609168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014981, + "hold30_r": 5.764075 + }, + { + "symbol": "BKNG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.123484, + "strategy_rank": 73.374888, + "rr": 1.553002, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.329503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.500266, + "hold30_r": 0.31678 + }, + { + "symbol": "BLDR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.674752, + "strategy_rank": 85.113911, + "rr": 1.046811, + "primary_prob": 52.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008652, + "hold30_r": 6.096609 + }, + { + "symbol": "CAH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.723264, + "strategy_rank": 71.209915, + "rr": 1.902419, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.853628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.844366, + "hold30_r": 5.968454 + }, + { + "symbol": "CDW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.454245, + "strategy_rank": 68.622922, + "rr": 1.803984, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.705975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056704, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461963, + "strategy_rank": 63.340866, + "rr": 1.253997, + "primary_prob": 32.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.880996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049294, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.108049, + "strategy_rank": 67.73438, + "rr": 1.832181, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.748272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045411, + "hold30_r": 0.019073 + }, + { + "symbol": "CPB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.477398, + "strategy_rank": 59.2454, + "rr": 0.761052, + "primary_prob": 47.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.141579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6885, + "hold30_r": 0.840792 + }, + { + "symbol": "DHI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.76957, + "strategy_rank": 80.804706, + "rr": 1.905042, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.857563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.85783, + "hold30_r": 2.902921 + }, + { + "symbol": "EG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.179713, + "strategy_rank": 82.076624, + "rr": 1.815399, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.723099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.778009, + "hold30_r": 1.838405 + }, + { + "symbol": "EME", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.415656, + "strategy_rank": 73.944095, + "rr": 1.606871, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.410306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558106, + "hold30_r": 1.58384 + }, + { + "symbol": "EPAM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.754135, + "strategy_rank": 89.48763, + "rr": 0.865281, + "primary_prob": 43.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.297922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8303, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.936053, + "strategy_rank": 93.742036, + "rr": 1.526918, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.290377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.500422, + "hold30_r": 1.265141 + }, + { + "symbol": "ERIE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.495039, + "strategy_rank": 79.043887, + "rr": 1.717793, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.576689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.666461, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.815877, + "strategy_rank": 71.257582, + "rr": 1.366933, + "primary_prob": 29.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.050399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318704, + "hold30_r": 1.996853 + }, + { + "symbol": "FIX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920617, + "strategy_rank": 87.474465, + "rr": 1.50523, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.257845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.464879, + "hold30_r": -1.045268 + }, + { + "symbol": "GILD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.038589, + "strategy_rank": 76.295989, + "rr": 0.789512, + "primary_prob": 46.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.184268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728003, + "hold30_r": 0.386575 + }, + { + "symbol": "GIS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.431092, + "strategy_rank": 62.884932, + "rr": 1.614115, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.421173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.544597, + "hold30_r": 3.241093 + }, + { + "symbol": "GL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.918412, + "strategy_rank": 63.15147, + "rr": 1.468735, + "primary_prob": 27.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.203102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045444, + "hold30_r": 0.412314 + }, + { + "symbol": "GPC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 70.09035, + "rr": 1.634376, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.451565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583964, + "hold30_r": 3.175926 + }, + { + "symbol": "GWW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.597574, + "strategy_rank": 81.828863, + "rr": 0.832034, + "primary_prob": 44.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.248051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776606, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.818082, + "strategy_rank": 79.70599, + "rr": 1.915924, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.873886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044328, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359427, + "strategy_rank": 68.839717, + "rr": 1.574999, + "primary_prob": 25.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.362499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531465, + "hold30_r": 2.063531 + }, + { + "symbol": "IBKR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.620728, + "strategy_rank": 82.583354, + "rr": 1.688453, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.53268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034684, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.446527, + "strategy_rank": 72.51884, + "rr": 0.945817, + "primary_prob": 40.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.418725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.903131, + "hold30_r": 1.63909 + }, + { + "symbol": "IT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.256891, + "strategy_rank": 67.6389, + "rr": 1.507491, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.261236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046832, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.328556, + "strategy_rank": 84.225369, + "rr": 1.57152, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.357279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038078, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.895259, + "strategy_rank": 78.799619, + "rr": 1.702609, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.553914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654357, + "hold30_r": 2.350278 + }, + { + "symbol": "LULU", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.264609, + "strategy_rank": 81.003708, + "rr": 1.477156, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.215734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.430321, + "hold30_r": 5.963357 + }, + { + "symbol": "LVS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 95.257677, + "rr": 1.503103, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.254654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460383, + "hold30_r": 2.700699 + }, + { + "symbol": "MCHP", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667034, + "strategy_rank": 84.12534, + "rr": 1.74744, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.62116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042247, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.485116, + "strategy_rank": 57.62671, + "rr": 1.736212, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.604319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669715, + "hold30_r": 2.974095 + }, + { + "symbol": "MGM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.020948, + "strategy_rank": 81.547007, + "rr": 1.508189, + "primary_prob": 27.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.262283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468468, + "hold30_r": 0.920039 + }, + { + "symbol": "MNST", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.85667, + "strategy_rank": 66.662045, + "rr": 0.777019, + "primary_prob": 46.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.165528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.705272, + "hold30_r": 5.962515 + }, + { + "symbol": "MPC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.228225, + "strategy_rank": 89.855797, + "rr": 1.169798, + "primary_prob": 34.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.754697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.133599, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.274531, + "strategy_rank": 93.47699, + "rr": 1.560923, + "primary_prob": 41.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.341384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032774, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.282249, + "strategy_rank": 66.14873, + "rr": 1.563983, + "primary_prob": 26.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.345974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506634, + "hold30_r": 3.700188 + }, + { + "symbol": "MSTR", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.195149, + "strategy_rank": 92.304591, + "rr": 2.409717, + "primary_prob": 29.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.614575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016275, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.241455, + "strategy_rank": 87.47694, + "rr": 1.282856, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.924284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.260748, + "hold30_r": 1.371851 + }, + { + "symbol": "NUE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.297685, + "strategy_rank": 87.795838, + "rr": 1.87178, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.807671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03192, + "hold30_r": -0.612521 + }, + { + "symbol": "ODFL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.579934, + "strategy_rank": 79.819155, + "rr": 1.708527, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.562791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.665194, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.787211, + "strategy_rank": 97.269859, + "rr": 0.990485, + "primary_prob": 39.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.485728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030602, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.990077, + "strategy_rank": 62.972262, + "rr": 1.988499, + "primary_prob": 19.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.982749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.922069, + "hold30_r": 5.775208 + }, + { + "symbol": "PCAR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 69.67397, + "rr": 1.843554, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.76533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792086, + "hold30_r": 1.087457 + }, + { + "symbol": "PCG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.479603, + "strategy_rank": 78.122851, + "rr": 0.726087, + "primary_prob": 48.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.08913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.678016, + "hold30_r": 3.112473 + }, + { + "symbol": "PFG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.959206, + "strategy_rank": 81.2292, + "rr": 1.530716, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.296073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030758, + "hold30_r": 0.053953 + }, + { + "symbol": "PGR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.533627, + "strategy_rank": 68.640206, + "rr": 0.84542, + "primary_prob": 44.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.26813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792259, + "hold30_r": -1.047181 + }, + { + "symbol": "PH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.974642, + "strategy_rank": 75.813602, + "rr": 0.884852, + "primary_prob": 42.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.327278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844264, + "hold30_r": 0.815766 + }, + { + "symbol": "PHM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.738699, + "strategy_rank": 85.266264, + "rr": 1.651071, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.476607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602751, + "hold30_r": 4.554413 + }, + { + "symbol": "PODD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.841235, + "strategy_rank": 91.120548, + "rr": 0.675024, + "primary_prob": 65.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.012536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638792, + "hold30_r": 1.004408 + }, + { + "symbol": "PSX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.502756, + "strategy_rank": 85.345989, + "rr": 1.631037, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.446556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595817, + "hold30_r": -0.018827 + }, + { + "symbol": "PTC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.092613, + "strategy_rank": 72.093872, + "rr": 1.50755, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.261325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.452652, + "hold30_r": 2.077328 + }, + { + "symbol": "PWR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.887541, + "strategy_rank": 76.292896, + "rr": 1.111734, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.667601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.065658, + "hold30_r": 1.753547 + }, + { + "symbol": "RCL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.651599, + "strategy_rank": 90.06899, + "rr": 1.888024, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.832036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858762, + "hold30_r": 3.283932 + }, + { + "symbol": "ROST", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15656, + "strategy_rank": 79.704972, + "rr": 1.898418, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.847627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84321, + "hold30_r": 0.763224 + }, + { + "symbol": "SBUX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.636163, + "strategy_rank": 72.877327, + "rr": 1.078139, + "primary_prob": 36.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.617209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013432, + "hold30_r": 2.889546 + }, + { + "symbol": "SLB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.141125, + "strategy_rank": 93.206378, + "rr": 1.640313, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.46047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.612227, + "hold30_r": 0.083368 + }, + { + "symbol": "STLD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.346196, + "strategy_rank": 95.409994, + "rr": 1.715106, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.572659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026483, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.036384, + "strategy_rank": 71.279924, + "rr": 1.261617, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.892426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213421, + "hold30_r": 2.266014 + }, + { + "symbol": "TJX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 66.719428, + "rr": 1.493731, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.240597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427136, + "hold30_r": 1.726676 + }, + { + "symbol": "TKO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.582139, + "strategy_rank": 84.406177, + "rr": 1.950828, + "primary_prob": 20.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.926242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.893776, + "hold30_r": 7.612574 + }, + { + "symbol": "TMUS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.697905, + "strategy_rank": 59.861801, + "rr": 0.71021, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 83, + "primary_distance_atr": 1.065315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638701, + "hold30_r": 0.316587 + }, + { + "symbol": "TPL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133407, + "strategy_rank": 94.297015, + "rr": 1.516583, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.274875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485083, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.077178, + "strategy_rank": 83.747094, + "rr": 1.653562, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.480342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.120968, + "hold30_r": -1.077996 + }, + { + "symbol": "TT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.68247, + "strategy_rank": 71.713042, + "rr": 1.77187, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.657806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048562, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.715546, + "strategy_rank": 95.336856, + "rr": 1.560145, + "primary_prob": 41.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.340218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026951, + "hold30_r": 0.561936 + }, + { + "symbol": "UAL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.054024, + "strategy_rank": 89.593263, + "rr": 1.537673, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.30651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508629, + "hold30_r": 1.098039 + }, + { + "symbol": "UBER", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.518192, + "strategy_rank": 91.21752, + "rr": 1.227425, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.841137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196961, + "hold30_r": 3.209497 + }, + { + "symbol": "ULTA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.802646, + "strategy_rank": 70.699146, + "rr": 1.057478, + "primary_prob": 37.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.586216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990634, + "hold30_r": 0.279303 + }, + { + "symbol": "URI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.70011, + "strategy_rank": 90.158394, + "rr": 1.648132, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.472198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029138, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.210584, + "strategy_rank": 64.875792, + "rr": 1.881685, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.822527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828323, + "hold30_r": 2.440865 + }, + { + "symbol": "VLO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794928, + "strategy_rank": 93.736978, + "rr": 1.519711, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.279566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032884, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015436, + "strategy_rank": 97.587703, + "rr": 1.237281, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.855922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023932, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.800441, + "strategy_rank": 69.841497, + "rr": 1.735185, + "primary_prob": 38.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.602777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671929, + "hold30_r": 4.497997 + }, + { + "symbol": "WYNN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.566703, + "strategy_rank": 96.620455, + "rr": 1.520504, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.280756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479583, + "hold30_r": 0.88239 + }, + { + "symbol": "XOM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.259096, + "strategy_rank": 80.575757, + "rr": 1.55217, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.328255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510901, + "hold30_r": 1.051581 + }, + { + "symbol": "XYL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.872106, + "strategy_rank": 76.427966, + "rr": 1.654321, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.481481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.605075, + "hold30_r": 2.973093 + }, + { + "symbol": "CEG", + "date": "2023-03-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.914894, + "strategy_rank": 86.056986, + "rr": 2.857505, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 4.286257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045767, + "hold30_r": 0.97711 + }, + { + "symbol": "HOOD", + "date": "2023-03-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.851064, + "strategy_rank": 85.799566, + "rr": 5.307053, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 7.960579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027023, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.12766, + "strategy_rank": 83.944776, + "rr": 1.272799, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.909199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.223809, + "hold30_r": 3.263126 + }, + { + "symbol": "ALB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.212766, + "strategy_rank": 94.38779, + "rr": 1.518479, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.277718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030635, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.808511, + "strategy_rank": 78.536658, + "rr": 1.782918, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.674377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081573, + "hold30_r": -1.040182 + }, + { + "symbol": "APA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.787234, + "strategy_rank": 86.898835, + "rr": 1.933252, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.899878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.904382, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.085106, + "strategy_rank": 68.892059, + "rr": 1.340734, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.011101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280203, + "hold30_r": -0.186105 + }, + { + "symbol": "APO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.957447, + "strategy_rank": 89.116073, + "rr": 1.681136, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.521704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03266, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489362, + "strategy_rank": 81.596693, + "rr": 1.327366, + "primary_prob": 30.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.991049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044013, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.702128, + "strategy_rank": 78.879387, + "rr": 1.613587, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.420381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569777, + "hold30_r": 0.18856 + }, + { + "symbol": "AZO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.297872, + "strategy_rank": 60.951823, + "rr": 1.847186, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.77078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770715, + "hold30_r": 5.130601 + }, + { + "symbol": "BA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553191, + "strategy_rank": 81.796788, + "rr": 1.837482, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.756223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045929, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.276596, + "strategy_rank": 73.571961, + "rr": 2.19713, + "primary_prob": 32.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.295695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.131349, + "hold30_r": 4.120717 + }, + { + "symbol": "BKNG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.957447, + "strategy_rank": 73.227538, + "rr": 0.874176, + "primary_prob": 58.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.311263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81607, + "hold30_r": 0.233781 + }, + { + "symbol": "BLDR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.702128, + "strategy_rank": 93.201044, + "rr": 0.672981, + "primary_prob": 51.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.009472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629756, + "hold30_r": 7.414646 + }, + { + "symbol": "CAH", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.87234, + "strategy_rank": 70.456498, + "rr": 2.231578, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.347367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168447, + "hold30_r": 3.946211 + }, + { + "symbol": "CAT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.574468, + "strategy_rank": 72.546077, + "rr": 1.92531, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.887965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04864, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 68.799363, + "rr": 1.002181, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.503271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.138465, + "hold30_r": -4.079676 + }, + { + "symbol": "CI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.765957, + "strategy_rank": 62.840629, + "rr": 1.506362, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.259543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066777, + "hold30_r": -1.017531 + }, + { + "symbol": "CMI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.021277, + "strategy_rank": 67.889416, + "rr": 1.190944, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.786416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053861, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.319149, + "strategy_rank": 77.178818, + "rr": 1.285317, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.927975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246572, + "hold30_r": 0.035134 + }, + { + "symbol": "CPRT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.531915, + "strategy_rank": 65.002914, + "rr": 1.703982, + "primary_prob": 38.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.555974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630274, + "hold30_r": 4.182967 + }, + { + "symbol": "CRH", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.595745, + "strategy_rank": 78.51511, + "rr": 1.509003, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.263505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055751, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.170213, + "strategy_rank": 83.341442, + "rr": 1.708422, + "primary_prob": 23.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.562633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.656443, + "hold30_r": 3.646089 + }, + { + "symbol": "EG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.914894, + "strategy_rank": 81.728961, + "rr": 1.650339, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.475508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606604, + "hold30_r": 1.828074 + }, + { + "symbol": "EME", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.553191, + "strategy_rank": 79.274495, + "rr": 1.212089, + "primary_prob": 33.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.818133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055036, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.425532, + "strategy_rank": 90.973032, + "rr": 2.228512, + "primary_prob": 16.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.342768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040435, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.340426, + "strategy_rank": 85.759317, + "rr": 1.665823, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.498735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.635664, + "hold30_r": 1.040989 + }, + { + "symbol": "ERIE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.510638, + "strategy_rank": 79.374644, + "rr": 1.440141, + "primary_prob": 28.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.160211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382288, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957447, + "strategy_rank": 65.173397, + "rr": 0.91478, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.372169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056855, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12766, + "strategy_rank": 79.113566, + "rr": 1.730009, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.595014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.693025, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.319149, + "strategy_rank": 74.245697, + "rr": 1.073118, + "primary_prob": 37.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.609678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017972, + "hold30_r": 1.573881 + }, + { + "symbol": "FIX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.468085, + "strategy_rank": 89.818742, + "rr": 1.100126, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.650189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041844, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.085106, + "strategy_rank": 74.809256, + "rr": 1.755238, + "primary_prob": 37.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.632857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687452, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.93617, + "strategy_rank": 63.787166, + "rr": 1.862938, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.794407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054329, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.723404, + "strategy_rank": 69.109568, + "rr": 1.904884, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.857325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.058315, + "hold30_r": 1.114008 + }, + { + "symbol": "GWW", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 82.200637, + "rr": 0.729746, + "primary_prob": 48.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.094619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669024, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.574468, + "strategy_rank": 79.386841, + "rr": 1.241031, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.861547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051817, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.787234, + "strategy_rank": 73.392465, + "rr": 0.724747, + "primary_prob": 48.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.08712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672249, + "hold30_r": 1.264238 + }, + { + "symbol": "IBKR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.93617, + "strategy_rank": 84.831752, + "rr": 1.932402, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.898602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038562, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.914894, + "strategy_rank": 64.123865, + "rr": 1.485728, + "primary_prob": 42.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.228592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067343, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.212766, + "strategy_rank": 74.932376, + "rr": 1.570414, + "primary_prob": 25.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.35562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050602, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.148936, + "strategy_rank": 83.29916, + "rr": 1.735007, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.602511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107435, + "hold30_r": -1.068439 + }, + { + "symbol": "LEN", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.744681, + "strategy_rank": 81.48306, + "rr": 2.146825, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.220238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.092566, + "hold30_r": 2.825397 + }, + { + "symbol": "LVS", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.042553, + "strategy_rank": 93.533609, + "rr": 1.341982, + "primary_prob": 30.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.012972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.292969, + "hold30_r": 2.020871 + }, + { + "symbol": "MCHP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.765957, + "strategy_rank": 86.372476, + "rr": 1.596821, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.395231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041776, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.234043, + "strategy_rank": 84.025613, + "rr": 1.82642, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.73963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045132, + "hold30_r": -0.708278 + }, + { + "symbol": "MPWR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446809, + "strategy_rank": 92.993021, + "rr": 1.52846, + "primary_prob": 26.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.292689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032089, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.361702, + "strategy_rank": 63.699688, + "rr": 1.823535, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.735302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.761479, + "hold30_r": 3.286756 + }, + { + "symbol": "MSCI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.106383, + "strategy_rank": 77.380201, + "rr": 1.524624, + "primary_prob": 41.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.286936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051464, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.553191, + "strategy_rank": 87.659846, + "rr": 1.891398, + "primary_prob": 35.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.837097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.874382, + "hold30_r": -0.24987 + }, + { + "symbol": "NUE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.297872, + "strategy_rank": 90.053734, + "rr": 1.765296, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.647945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038178, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.723404, + "strategy_rank": 73.924854, + "rr": 1.500324, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.250485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.438876, + "hold30_r": 2.298718 + }, + { + "symbol": "ODFL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.978723, + "strategy_rank": 83.973641, + "rr": 1.613, + "primary_prob": 25.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.4195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563772, + "hold30_r": -1.053564 + }, + { + "symbol": "ON", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.87234, + "strategy_rank": 96.854587, + "rr": 0.819125, + "primary_prob": 60.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.228688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030596, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.510638, + "strategy_rank": 80.527511, + "rr": 1.717111, + "primary_prob": 38.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.575667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.93617, + "strategy_rank": 69.420924, + "rr": 1.082777, + "primary_prob": 36.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.624165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060119, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.787234, + "strategy_rank": 77.019854, + "rr": 1.233034, + "primary_prob": 47.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.849551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.178639, + "hold30_r": 2.67009 + }, + { + "symbol": "PFG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12766, + "strategy_rank": 81.750508, + "rr": 1.540425, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.310638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037517, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.382979, + "strategy_rank": 76.006302, + "rr": 1.306676, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.960014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049028, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.638298, + "strategy_rank": 88.188847, + "rr": 1.636475, + "primary_prob": 39.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.454713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582821, + "hold30_r": 5.50437 + }, + { + "symbol": "PSX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.425532, + "strategy_rank": 85.619528, + "rr": 0.951361, + "primary_prob": 40.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.427042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911143, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.297872, + "strategy_rank": 71.585581, + "rr": 1.671346, + "primary_prob": 39.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.507019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063581, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.510638, + "strategy_rank": 90.651714, + "rr": 1.2554, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.8831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03251, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.659574, + "strategy_rank": 78.460428, + "rr": 0.699914, + "primary_prob": 49.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.049871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643796, + "hold30_r": 0.375464 + }, + { + "symbol": "SBUX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.170213, + "strategy_rank": 69.172652, + "rr": 1.210918, + "primary_prob": 33.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.816377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13602, + "hold30_r": 1.774131 + }, + { + "symbol": "SLB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.489362, + "strategy_rank": 93.179496, + "rr": 0.702143, + "primary_prob": 49.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.053215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668795, + "hold30_r": -1.118695 + }, + { + "symbol": "SMCI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893617, + "strategy_rank": 99.033812, + "rr": 0.988168, + "primary_prob": 39.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.482253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964664, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.382979, + "strategy_rank": 63.557257, + "rr": 1.916314, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.874471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.104061, + "hold30_r": -1.030725 + }, + { + "symbol": "SNPS", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.531915, + "strategy_rank": 79.267245, + "rr": 0.874099, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.311149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818527, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.255319, + "strategy_rank": 96.166621, + "rr": 0.803086, + "primary_prob": 45.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.204628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030953, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.744681, + "strategy_rank": 82.667773, + "rr": 1.634123, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.451185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.603333, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.744681, + "strategy_rank": 74.065863, + "rr": 1.184366, + "primary_prob": 34.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.77655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126975, + "hold30_r": 2.371037 + }, + { + "symbol": "TJX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.148936, + "strategy_rank": 64.34693, + "rr": 1.983977, + "primary_prob": 19.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.975966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.076068, + "hold30_r": 1.028608 + }, + { + "symbol": "TPL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.06383, + "strategy_rank": 93.009012, + "rr": 1.151546, + "primary_prob": 34.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.727319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.113618, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.574468, + "strategy_rank": 83.020599, + "rr": 1.612206, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.418309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.176484, + "hold30_r": -1.127579 + }, + { + "symbol": "TT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 75.356688, + "rr": 0.691746, + "primary_prob": 50.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.037619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053778, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.595745, + "strategy_rank": 93.862244, + "rr": 1.801333, + "primary_prob": 37.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.701999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770707, + "hold30_r": 0.563179 + }, + { + "symbol": "UAL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.361702, + "strategy_rank": 89.938542, + "rr": 1.892495, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.838742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034138, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.340426, + "strategy_rank": 91.291164, + "rr": 1.697413, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.546119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033434, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361702, + "strategy_rank": 62.779306, + "rr": 1.224739, + "primary_prob": 33.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.837108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165077, + "hold30_r": 0.0844 + }, + { + "symbol": "VLO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.085106, + "strategy_rank": 92.736008, + "rr": 0.72444, + "primary_prob": 48.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.086661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036691, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.723404, + "strategy_rank": 98.087275, + "rr": 1.910664, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.865995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028505, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.276596, + "strategy_rank": 68.358585, + "rr": 0.961342, + "primary_prob": 55.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.442012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896869, + "hold30_r": 3.640194 + }, + { + "symbol": "WYNN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.404255, + "strategy_rank": 95.953042, + "rr": 1.806228, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.709342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043925, + "hold30_r": -0.727375 + }, + { + "symbol": "XOM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.851064, + "strategy_rank": 79.070267, + "rr": 1.88257, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.823856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833794, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.723404, + "strategy_rank": 76.69237, + "rr": 2.261402, + "primary_prob": 31.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.392103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.203744, + "hold30_r": 0.661599 + }, + { + "symbol": "CEG", + "date": "2023-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.70913, + "strategy_rank": 86.199575, + "rr": 1.058257, + "primary_prob": 37.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.587385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008958, + "hold30_r": 1.578863 + }, + { + "symbol": "ACGL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 82.940552, + "rr": 0.954203, + "primary_prob": 40.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.431305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.900417, + "hold30_r": 2.761849 + }, + { + "symbol": "ADI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.154989, + "strategy_rank": 78.524416, + "rr": 1.366084, + "primary_prob": 29.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.049127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054081, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 92.388535, + "rr": 1.717613, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.576419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027772, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.076433, + "strategy_rank": 75.605096, + "rr": 1.70382, + "primary_prob": 23.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.55573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04536, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.467091, + "strategy_rank": 80.084926, + "rr": 0.7401, + "primary_prob": 63.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.11015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.693998, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042463, + "strategy_rank": 66.762208, + "rr": 1.15251, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.728765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.088223, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.70276, + "strategy_rank": 87.537155, + "rr": 1.513428, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.270142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477539, + "hold30_r": 0.878512 + }, + { + "symbol": "APTV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138004, + "strategy_rank": 83.036093, + "rr": 1.715457, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.573186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.192557, + "hold30_r": -1.150309 + }, + { + "symbol": "AZO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.121019, + "strategy_rank": 61.273885, + "rr": 0.80479, + "primary_prob": 60.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.207186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723591, + "hold30_r": 1.965267 + }, + { + "symbol": "BA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.791932, + "strategy_rank": 80.339703, + "rr": 1.892644, + "primary_prob": 35.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.838966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052036, + "hold30_r": -1.00371 + }, + { + "symbol": "BIIB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.798301, + "strategy_rank": 72.537155, + "rr": 1.947911, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.921867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072243, + "hold30_r": -1.002222 + }, + { + "symbol": "BKNG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.501062, + "strategy_rank": 70.52017, + "rr": 1.210463, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.815695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15062, + "hold30_r": 2.10188 + }, + { + "symbol": "BLDR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 94.288747, + "rr": 0.872183, + "primary_prob": 43.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.308274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828375, + "hold30_r": 8.88906 + }, + { + "symbol": "CAT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 72.282378, + "rr": 1.815962, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.723943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.772126, + "hold30_r": 0.587856 + }, + { + "symbol": "CDW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.165605, + "strategy_rank": 67.388535, + "rr": 1.810842, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.716263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.634859, + "hold30_r": -3.574062 + }, + { + "symbol": "CMI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915074, + "strategy_rank": 70.52017, + "rr": 1.722383, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.583574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.675958, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.740977, + "strategy_rank": 65.530786, + "rr": 1.254093, + "primary_prob": 47.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.881139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179391, + "hold30_r": 6.959928 + }, + { + "symbol": "CRH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.435244, + "strategy_rank": 85.81741, + "rr": 0.804479, + "primary_prob": 45.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.206719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754013, + "hold30_r": 1.299422 + }, + { + "symbol": "DHI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.055202, + "strategy_rank": 84.532909, + "rr": 1.658798, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.488197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.60456, + "hold30_r": 4.125728 + }, + { + "symbol": "EG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004246, + "strategy_rank": 78.673036, + "rr": 0.886242, + "primary_prob": 42.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.329363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836409, + "hold30_r": 0.988811 + }, + { + "symbol": "EME", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.346072, + "strategy_rank": 80.467091, + "rr": 1.90127, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.851905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.850724, + "hold30_r": 2.00602 + }, + { + "symbol": "EPAM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 91.061571, + "rr": 0.884386, + "primary_prob": 42.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.326579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843024, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.552017, + "strategy_rank": 77.462845, + "rr": 1.70097, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.551455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062548, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.881104, + "strategy_rank": 70.180467, + "rr": 1.125956, + "primary_prob": 35.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.688934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.075913, + "hold30_r": 2.866454 + }, + { + "symbol": "EXPD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.377919, + "strategy_rank": 72.632696, + "rr": 0.715719, + "primary_prob": 49.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 76, + "primary_distance_atr": 1.073578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660093, + "hold30_r": 2.434131 + }, + { + "symbol": "FICO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.150743, + "strategy_rank": 97.813163, + "rr": 1.136998, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.705497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.086267, + "hold30_r": 3.144946 + }, + { + "symbol": "FISV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.89172, + "strategy_rank": 71.082803, + "rr": 1.242915, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.864372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.178891, + "hold30_r": 1.849727 + }, + { + "symbol": "FIX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.938429, + "strategy_rank": 90.021231, + "rr": 1.66521, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.497816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630176, + "hold30_r": 2.981597 + }, + { + "symbol": "FSLR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.681529, + "strategy_rank": 97.929936, + "rr": 0.997989, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.496983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961019, + "hold30_r": -1.792372 + }, + { + "symbol": "GILD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.295117, + "strategy_rank": 73.715499, + "rr": 0.953667, + "primary_prob": 55.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.430501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.884473, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082803, + "strategy_rank": 67.802548, + "rr": 1.747738, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.621607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686239, + "hold30_r": 0.471819 + }, + { + "symbol": "GWW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.267516, + "strategy_rank": 82.420382, + "rr": 1.776847, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.66527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.724662, + "hold30_r": 1.631422 + }, + { + "symbol": "HUBB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.22293, + "strategy_rank": 81.433121, + "rr": 0.719261, + "primary_prob": 49.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.078892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674499, + "hold30_r": 5.940153 + }, + { + "symbol": "HWM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.825902, + "strategy_rank": 74.214437, + "rr": 1.033757, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.550636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978263, + "hold30_r": 2.277205 + }, + { + "symbol": "IBKR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781316, + "strategy_rank": 84.023355, + "rr": 1.632928, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.449393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.590067, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.316348, + "strategy_rank": 64.883227, + "rr": 1.854494, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.78174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062813, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.339703, + "strategy_rank": 75.81741, + "rr": 1.800224, + "primary_prob": 22.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.700336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752317, + "hold30_r": 2.331156 + }, + { + "symbol": "IT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.545648, + "strategy_rank": 69.150743, + "rr": 1.309035, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.963553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056056, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.104034, + "strategy_rank": 62.409766, + "rr": 1.058483, + "primary_prob": 37.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.587725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995912, + "hold30_r": 0.046715 + }, + { + "symbol": "JBL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 79.426752, + "rr": 1.845542, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.768313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050389, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.490446, + "strategy_rank": 87.133758, + "rr": 1.851267, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.7769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.812565, + "hold30_r": 2.52537 + }, + { + "symbol": "LEN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.993631, + "strategy_rank": 82.738854, + "rr": 1.594304, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.391455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.538722, + "hold30_r": 3.139593 + }, + { + "symbol": "LRCX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.953291, + "strategy_rank": 85.456476, + "rr": 1.16664, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.74996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.131411, + "hold30_r": 3.39237 + }, + { + "symbol": "LVS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.5138, + "strategy_rank": 92.335456, + "rr": 1.290874, + "primary_prob": 31.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.936312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244547, + "hold30_r": 1.413944 + }, + { + "symbol": "MCHP", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.205945, + "strategy_rank": 90.053079, + "rr": 1.751258, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.626886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040292, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.730361, + "strategy_rank": 83.418259, + "rr": 0.741457, + "primary_prob": 48.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.112185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695305, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.579618, + "strategy_rank": 65.0, + "rr": 0.949123, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.423685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882355, + "hold30_r": 4.522358 + }, + { + "symbol": "MPC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770701, + "strategy_rank": 89.140127, + "rr": 1.029674, + "primary_prob": 38.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.544511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0334, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.496815, + "strategy_rank": 95.89172, + "rr": 1.510586, + "primary_prob": 27.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.265878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03269, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.254777, + "strategy_rank": 68.216561, + "rr": 1.588195, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.382292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541751, + "hold30_r": -0.537857 + }, + { + "symbol": "MTD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.908705, + "strategy_rank": 74.660297, + "rr": 1.94973, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.924594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89133, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.127389, + "strategy_rank": 88.152866, + "rr": 1.823819, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.735729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035825, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.305732, + "strategy_rank": 89.267516, + "rr": 1.719492, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.579237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.678089, + "hold30_r": 3.230746 + }, + { + "symbol": "NVR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.278132, + "strategy_rank": 77.526539, + "rr": 1.920225, + "primary_prob": 20.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.880338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.857329, + "hold30_r": 2.176485 + }, + { + "symbol": "NXPI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.528662, + "strategy_rank": 81.433121, + "rr": 1.561752, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.342627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.235293, + "hold30_r": -1.19504 + }, + { + "symbol": "ODFL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.859873, + "strategy_rank": 89.299363, + "rr": 1.619308, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.428963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571734, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469214, + "strategy_rank": 97.908705, + "rr": 1.673303, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.509955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030769, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.350318, + "strategy_rank": 82.070064, + "rr": 2.405503, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.608255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04241, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.630573, + "strategy_rank": 73.917197, + "rr": 1.456134, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.184201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.403403, + "hold30_r": 1.254956 + }, + { + "symbol": "PH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418259, + "strategy_rank": 78.577495, + "rr": 1.530056, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.295083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486435, + "hold30_r": 1.421811 + }, + { + "symbol": "PHM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 88.142251, + "rr": 1.196446, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.794669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.138864, + "hold30_r": 5.64474 + }, + { + "symbol": "PSX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.713376, + "strategy_rank": 78.66242, + "rr": 1.753882, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.630823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038248, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367304, + "strategy_rank": 71.157113, + "rr": 1.947158, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.920736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069728, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.507431, + "strategy_rank": 79.278132, + "rr": 1.26389, + "primary_prob": 32.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.895835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.210338, + "hold30_r": 2.116776 + }, + { + "symbol": "ROK", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679406, + "strategy_rank": 73.418259, + "rr": 1.892628, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.838942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.049058, + "hold30_r": 0.825593 + }, + { + "symbol": "ROST", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.428875, + "strategy_rank": 75.276008, + "rr": 1.472205, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.208307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058827, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.853503, + "strategy_rank": 71.33758, + "rr": 1.055618, + "primary_prob": 52.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.583427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977047, + "hold30_r": 0.311491 + }, + { + "symbol": "SLB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647558, + "strategy_rank": 92.494692, + "rr": 1.622653, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.433979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033128, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893843, + "strategy_rank": 99.288747, + "rr": 1.668758, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.503137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647161, + "hold30_r": 6.809286 + }, + { + "symbol": "SNA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.288747, + "strategy_rank": 62.855626, + "rr": 1.625691, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.438537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563215, + "hold30_r": 4.391177 + }, + { + "symbol": "SNPS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.562633, + "strategy_rank": 79.575372, + "rr": 1.041729, + "primary_prob": 37.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.562593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058336, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.726115, + "strategy_rank": 96.146497, + "rr": 1.9115, + "primary_prob": 20.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.86725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028866, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.518047, + "strategy_rank": 74.065817, + "rr": 1.793712, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.690569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.73015, + "hold30_r": 4.30828 + }, + { + "symbol": "TJX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.216561, + "strategy_rank": 63.503185, + "rr": 1.559121, + "primary_prob": 41.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.338681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474376, + "hold30_r": 0.705755 + }, + { + "symbol": "TPL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.569002, + "strategy_rank": 90.81741, + "rr": 1.701538, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.552307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.116416, + "hold30_r": -1.078362 + }, + { + "symbol": "TPR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47983, + "strategy_rank": 86.26327, + "rr": 0.871665, + "primary_prob": 43.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.307498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826538, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.065817, + "strategy_rank": 75.785563, + "rr": 1.787579, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.681369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739206, + "hold30_r": 0.368442 + }, + { + "symbol": "TTD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.641189, + "strategy_rank": 91.794055, + "rr": 1.629776, + "primary_prob": 39.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.444664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.598336, + "hold30_r": 1.542277 + }, + { + "symbol": "UAL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.842887, + "strategy_rank": 89.2569, + "rr": 0.923067, + "primary_prob": 41.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.384601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886752, + "hold30_r": 2.077082 + }, + { + "symbol": "UBER", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 85.647558, + "rr": 1.53058, + "primary_prob": 26.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.29587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037987, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.356688, + "strategy_rank": 67.388535, + "rr": 1.647466, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.471199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5821, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.558386, + "strategy_rank": 92.845011, + "rr": 1.859827, + "primary_prob": 21.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.789741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029367, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.864119, + "strategy_rank": 61.571125, + "rr": 1.732693, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.59904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064666, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.010616, + "strategy_rank": 91.857749, + "rr": 1.776114, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.66417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031597, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921444, + "strategy_rank": 96.443737, + "rr": 1.17033, + "primary_prob": 34.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.755495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145478, + "hold30_r": 3.19181 + }, + { + "symbol": "WAB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.92569, + "strategy_rank": 65.021231, + "rr": 1.866162, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.799242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05795, + "hold30_r": 0.315728 + }, + { + "symbol": "WYNN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 95.456476, + "rr": 1.768898, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.653347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043648, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.093418, + "strategy_rank": 75.106157, + "rr": 0.995821, + "primary_prob": 39.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.493731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938809, + "hold30_r": 1.34482 + }, + { + "symbol": "CEG", + "date": "2023-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.108108, + "strategy_rank": 85.535135, + "rr": 0.987988, + "primary_prob": 39.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.481982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057644, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.216216, + "strategy_rank": 70.324324, + "rr": 1.179647, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.76947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063538, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.459459, + "strategy_rank": 80.983784, + "rr": 1.206861, + "primary_prob": 33.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.810292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056064, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.648649, + "strategy_rank": 85.978378, + "rr": 1.054273, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.581409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010175, + "hold30_r": 0.48026 + }, + { + "symbol": "ALB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.540541, + "strategy_rank": 89.837838, + "rr": 1.841027, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.76154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254935, + "hold30_r": -1.222749 + }, + { + "symbol": "AMAT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 88.962162, + "rr": 1.476677, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.215015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.437854, + "hold30_r": 3.98205 + }, + { + "symbol": "AMD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.783784, + "strategy_rank": 89.859459, + "rr": 1.825207, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.73781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035169, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.810811, + "strategy_rank": 89.005405, + "rr": 0.850847, + "primary_prob": 44.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.276271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048979, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 67.167568, + "rr": 0.733214, + "primary_prob": 48.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.099821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662092, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.864865, + "strategy_rank": 84.151351, + "rr": 2.566897, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.850345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041286, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.486486, + "strategy_rank": 81.027027, + "rr": 0.944237, + "primary_prob": 40.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.416355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046846, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.027027, + "strategy_rank": 72.421622, + "rr": 0.670857, + "primary_prob": 51.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.006286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.603429, + "hold30_r": 10.514286 + }, + { + "symbol": "BA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.243243, + "strategy_rank": 83.556757, + "rr": 1.371023, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.056535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045011, + "hold30_r": 0.214222 + }, + { + "symbol": "BEN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.837838, + "strategy_rank": 78.108108, + "rr": 1.904709, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.857063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04964, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.783784, + "strategy_rank": 73.989189, + "rr": 1.876868, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.815302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.29808, + "hold30_r": -1.224136 + }, + { + "symbol": "CDW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054054, + "strategy_rank": 66.356757, + "rr": 1.598343, + "primary_prob": 25.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.397515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.940555, + "hold30_r": -3.878236 + }, + { + "symbol": "CMI", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.324324, + "strategy_rank": 70.259459, + "rr": 2.043832, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.065748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051352, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.432432, + "strategy_rank": 58.67027, + "rr": 1.396271, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.094407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093056, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.513514, + "strategy_rank": 67.578378, + "rr": 1.460035, + "primary_prob": 43.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.190052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376734, + "hold30_r": 5.81119 + }, + { + "symbol": "CRH", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.378378, + "strategy_rank": 84.454054, + "rr": 0.719684, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.079525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058141, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.810811, + "strategy_rank": 70.908108, + "rr": 0.958582, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.437873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888785, + "hold30_r": 4.673675 + }, + { + "symbol": "DHI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.405405, + "strategy_rank": 87.286486, + "rr": 1.672868, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.509302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.616192, + "hold30_r": 2.44008 + }, + { + "symbol": "DRI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.675676, + "strategy_rank": 59.124324, + "rr": 1.898873, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.848309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073662, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.081081, + "strategy_rank": 76.259459, + "rr": 1.912383, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.868574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.854597, + "hold30_r": -0.735977 + }, + { + "symbol": "EME", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.567568, + "strategy_rank": 79.902703, + "rr": 1.505143, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.257715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.449314, + "hold30_r": 2.676693 + }, + { + "symbol": "ERIE", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.621622, + "strategy_rank": 76.745946, + "rr": 1.795759, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.693638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059855, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.243243, + "strategy_rank": 67.87027, + "rr": 1.176973, + "primary_prob": 34.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.765459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123218, + "hold30_r": 3.428173 + }, + { + "symbol": "EXPD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.864865, + "strategy_rank": 71.751351, + "rr": 1.805824, + "primary_prob": 37.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.708736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059883, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.594595, + "strategy_rank": 89.610811, + "rr": 1.578615, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.367922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.539685, + "hold30_r": 2.826572 + }, + { + "symbol": "FTV", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.297297, + "strategy_rank": 65.210811, + "rr": 2.338744, + "primary_prob": 30.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.508117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.224542, + "hold30_r": -1.163712 + }, + { + "symbol": "GILD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 74.248649, + "rr": 1.186534, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.779801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.112712, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.945946, + "strategy_rank": 67.535135, + "rr": 1.280051, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.920076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.214365, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.513514, + "strategy_rank": 81.902703, + "rr": 0.741991, + "primary_prob": 48.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.112987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689317, + "hold30_r": 0.530693 + }, + { + "symbol": "HUBB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.72973, + "strategy_rank": 80.237838, + "rr": 1.634156, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.451234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583264, + "hold30_r": 7.059652 + }, + { + "symbol": "IBKR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.351351, + "strategy_rank": 80.118919, + "rr": 1.804785, + "primary_prob": 37.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.707177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.123561, + "hold30_r": -1.073922 + }, + { + "symbol": "IR", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.756757, + "strategy_rank": 74.648649, + "rr": 2.305034, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.45755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049491, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297297, + "strategy_rank": 65.513514, + "rr": 1.745837, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.618756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.678913, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.837838, + "strategy_rank": 79.610811, + "rr": 0.764965, + "primary_prob": 62.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.147448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055295, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.216216, + "strategy_rank": 87.708108, + "rr": 1.932007, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.898011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040763, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.972973, + "strategy_rank": 85.848649, + "rr": 1.607434, + "primary_prob": 25.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.411151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547847, + "hold30_r": 0.695183 + }, + { + "symbol": "LRCX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.810811, + "strategy_rank": 91.362162, + "rr": 1.813044, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.719565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.774664, + "hold30_r": 4.885619 + }, + { + "symbol": "LVS", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.810811, + "strategy_rank": 89.567568, + "rr": 0.833, + "primary_prob": 59.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.2495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782902, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.324324, + "strategy_rank": 91.589189, + "rr": 1.598065, + "primary_prob": 25.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.397097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042286, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.945946, + "strategy_rank": 89.513514, + "rr": 2.541291, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.811936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050879, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378378, + "strategy_rank": 82.681081, + "rr": 1.832831, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.749247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048567, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.378378, + "strategy_rank": 67.221622, + "rr": 1.051398, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.577098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977435, + "hold30_r": 3.55321 + }, + { + "symbol": "MPC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.054054, + "strategy_rank": 89.394595, + "rr": 0.888544, + "primary_prob": 57.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.332815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039837, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.27027, + "strategy_rank": 97.005405, + "rr": 1.894362, + "primary_prob": 20.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.841544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03347, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.891892, + "strategy_rank": 87.556757, + "rr": 2.717707, + "primary_prob": 12.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.076561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034348, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.162162, + "strategy_rank": 84.12973, + "rr": 1.306638, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.959958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054216, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.72973, + "strategy_rank": 76.259459, + "rr": 2.322773, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.48416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06026, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.27027, + "strategy_rank": 85.643243, + "rr": 1.576895, + "primary_prob": 40.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.365343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041132, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.621622, + "strategy_rank": 97.102703, + "rr": 1.06316, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.59474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020506, + "hold30_r": 9.715083 + }, + { + "symbol": "NVR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.432432, + "strategy_rank": 79.07027, + "rr": 1.807323, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.710985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.737053, + "hold30_r": -0.093506 + }, + { + "symbol": "NXPI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.162162, + "strategy_rank": 84.118919, + "rr": 0.720507, + "primary_prob": 49.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.08076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044687, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.540541, + "strategy_rank": 88.918919, + "rr": 1.701312, + "primary_prob": 38.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.551968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.399894, + "hold30_r": -1.352523 + }, + { + "symbol": "ON", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.351351, + "strategy_rank": 97.827027, + "rr": 1.819089, + "primary_prob": 21.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.728634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052169, + "hold30_r": -1.017979 + }, + { + "symbol": "PCAR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.756757, + "strategy_rank": 73.556757, + "rr": 0.824648, + "primary_prob": 60.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.236971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.767292, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.108108, + "strategy_rank": 68.216216, + "rr": 1.778866, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.668299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050978, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.972973, + "strategy_rank": 75.643243, + "rr": 1.559748, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.339622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.514474, + "hold30_r": 0.976824 + }, + { + "symbol": "PSX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.567568, + "strategy_rank": 80.659459, + "rr": 0.758084, + "primary_prob": 62.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.137125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046103, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027027, + "strategy_rank": 73.513514, + "rr": 1.252146, + "primary_prob": 47.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.87822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070186, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.432432, + "strategy_rank": 79.989189, + "rr": 1.859226, + "primary_prob": 36.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.788839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048529, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.621622, + "strategy_rank": 74.291892, + "rr": 1.544808, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.317212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054058, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.972973, + "strategy_rank": 74.064865, + "rr": 1.150236, + "primary_prob": 50.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.725355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.065548, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.702703, + "strategy_rank": 86.475676, + "rr": 2.168754, + "primary_prob": 32.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.253131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04001, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891892, + "strategy_rank": 99.210811, + "rr": 0.817645, + "primary_prob": 60.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792358, + "hold30_r": -1.353479 + }, + { + "symbol": "SNA", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.648649, + "strategy_rank": 61.254054, + "rr": 2.016366, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.024548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.950147, + "hold30_r": 2.40239 + }, + { + "symbol": "STLD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 93.32973, + "rr": 1.335311, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.002967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301989, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.135135, + "strategy_rank": 63.556757, + "rr": 1.980523, + "primary_prob": 19.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.970785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.898594, + "hold30_r": -0.100833 + }, + { + "symbol": "TPL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.594595, + "strategy_rank": 89.686486, + "rr": 0.961514, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.442271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039582, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.945946, + "strategy_rank": 85.740541, + "rr": 1.601771, + "primary_prob": 40.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.402656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049733, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.675676, + "strategy_rank": 77.340541, + "rr": 1.866823, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.800235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815119, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.297297, + "strategy_rank": 95.048649, + "rr": 1.794095, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.691143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.76043, + "hold30_r": 1.935904 + }, + { + "symbol": "UAL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.459459, + "strategy_rank": 82.972973, + "rr": 1.867566, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.801349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.832202, + "hold30_r": 2.372011 + }, + { + "symbol": "UBER", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.405405, + "strategy_rank": 89.437838, + "rr": 1.403756, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.105634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039944, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.027027, + "strategy_rank": 69.632432, + "rr": 0.831946, + "primary_prob": 59.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.247919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761059, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351351, + "strategy_rank": 91.427027, + "rr": 1.637916, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.456874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073673, + "hold30_r": -1.038077 + }, + { + "symbol": "VLO", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.162162, + "strategy_rank": 90.983784, + "rr": 0.745824, + "primary_prob": 48.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.118736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035727, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.756757, + "strategy_rank": 96.237838, + "rr": 1.273319, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.909978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244954, + "hold30_r": 8.340464 + }, + { + "symbol": "WAB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 62.291892, + "rr": 1.904442, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.856662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064808, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.135135, + "strategy_rank": 93.816216, + "rr": 2.213501, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.320252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0453, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.0, + "strategy_rank": 76.12973, + "rr": 1.790837, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.686256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062423, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.230516, + "strategy_rank": 81.536773, + "rr": 1.264252, + "primary_prob": 32.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.896378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205913, + "hold30_r": 4.222693 + }, + { + "symbol": "ADI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.54775, + "strategy_rank": 80.911087, + "rr": 1.654387, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.48158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059942, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.400659, + "strategy_rank": 86.520307, + "rr": 1.253857, + "primary_prob": 32.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.880786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204582, + "hold30_r": 1.820294 + }, + { + "symbol": "ALB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.839737, + "strategy_rank": 88.177827, + "rr": 0.792822, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.189233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.76708, + "hold30_r": 2.401615 + }, + { + "symbol": "AMAT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596048, + "strategy_rank": 87.727772, + "rr": 1.429309, + "primary_prob": 28.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.143963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.388911, + "hold30_r": 3.608656 + }, + { + "symbol": "AMD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.279912, + "strategy_rank": 95.049396, + "rr": 1.519064, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.278596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04738, + "hold30_r": -1.010821 + }, + { + "symbol": "ANET", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 90.702525, + "rr": 0.749874, + "primary_prob": 47.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.124812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700966, + "hold30_r": -1.656627 + }, + { + "symbol": "APD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.107574, + "strategy_rank": 67.650933, + "rr": 1.734383, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.601574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079013, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.009879, + "strategy_rank": 63.293085, + "rr": 0.771012, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.156518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075712, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.656422, + "strategy_rank": 82.755214, + "rr": 1.525734, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.288601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04577, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851811, + "strategy_rank": 82.08562, + "rr": 1.43543, + "primary_prob": 28.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.153145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049584, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 76.278814, + "rr": 0.781968, + "primary_prob": 61.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.172952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052971, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.193194, + "strategy_rank": 73.5236, + "rr": 1.392001, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.088001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069926, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 81.723381, + "rr": 1.917059, + "primary_prob": 35.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.875589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049745, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 70.548847, + "rr": 1.212698, + "primary_prob": 48.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.819048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081333, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.229418, + "strategy_rank": 73.754116, + "rr": 1.652581, + "primary_prob": 24.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.478872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04056, + "hold30_r": 0.772014 + }, + { + "symbol": "CMI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.534577, + "strategy_rank": 67.135016, + "rr": 1.47036, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.20554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059231, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.206367, + "strategy_rank": 94.478595, + "rr": 1.832456, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.748685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.014741, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.35236, + "strategy_rank": 70.087816, + "rr": 0.856747, + "primary_prob": 58.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.285121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094378, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.986828, + "strategy_rank": 82.107574, + "rr": 1.556738, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.335106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070113, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290889, + "strategy_rank": 85.356751, + "rr": 1.040696, + "primary_prob": 53.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.561044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067808, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.87596, + "strategy_rank": 58.605928, + "rr": 0.823264, + "primary_prob": 45.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.234895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080744, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.278814, + "strategy_rank": 77.618002, + "rr": 1.776444, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.664665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064637, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158068, + "strategy_rank": 80.087816, + "rr": 1.255505, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.883258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194895, + "hold30_r": 2.408597 + }, + { + "symbol": "EPAM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.095499, + "strategy_rank": 85.795829, + "rr": 1.393254, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.089881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043966, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.767289, + "strategy_rank": 79.023052, + "rr": 1.892832, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.839248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052087, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.754116, + "strategy_rank": 68.210757, + "rr": 1.128756, + "primary_prob": 35.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.693133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067738, + "hold30_r": 3.879149 + }, + { + "symbol": "FDX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315038, + "strategy_rank": 73.501647, + "rr": 1.985518, + "primary_prob": 34.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.978278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069596, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 90.329308, + "rr": 1.595342, + "primary_prob": 40.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.393013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045154, + "hold30_r": -1.0 + }, + { + "symbol": "FTV", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.436883, + "strategy_rank": 65.57629, + "rr": 0.748917, + "primary_prob": 47.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.123376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.212661, + "hold30_r": -1.142947 + }, + { + "symbol": "GILD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 72.59056, + "rr": 1.105838, + "primary_prob": 51.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.658756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177448, + "hold30_r": -1.096167 + }, + { + "symbol": "GPC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.498353, + "strategy_rank": 65.521405, + "rr": 1.7854, + "primary_prob": 37.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.6781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110738, + "hold30_r": -1.041504 + }, + { + "symbol": "GWW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.71899, + "strategy_rank": 82.974753, + "rr": 0.709736, + "primary_prob": 49.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.064604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.647347, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.645445, + "strategy_rank": 77.925357, + "rr": 1.454861, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.182292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397626, + "hold30_r": 7.89299 + }, + { + "symbol": "IBKR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.889133, + "strategy_rank": 81.04281, + "rr": 1.709754, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.56463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044525, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 64.53348, + "rr": 1.938989, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.908484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071505, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 72.84303, + "rr": 1.630334, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.445502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056163, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.412733, + "strategy_rank": 64.851811, + "rr": 1.133892, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.700839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059487, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 80.823271, + "rr": 1.691953, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.53793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050773, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.864984, + "strategy_rank": 88.254665, + "rr": 1.564171, + "primary_prob": 26.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.346256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522906, + "hold30_r": 4.775374 + }, + { + "symbol": "LEN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 84.335895, + "rr": 1.363824, + "primary_prob": 44.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.045735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.302733, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.425906, + "strategy_rank": 92.458836, + "rr": 1.913061, + "primary_prob": 20.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.869591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.875386, + "hold30_r": 3.219697 + }, + { + "symbol": "MCHP", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.499451, + "strategy_rank": 91.218441, + "rr": 0.962748, + "primary_prob": 40.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.444123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211982, + "hold30_r": -1.16837 + }, + { + "symbol": "META", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.194292, + "strategy_rank": 94.577387, + "rr": 1.992887, + "primary_prob": 19.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.989331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.939567, + "hold30_r": 7.32587 + }, + { + "symbol": "MGM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 78.375412, + "rr": 1.922209, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.883314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054002, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 64.555434, + "rr": 0.737055, + "primary_prob": 63.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.105582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657576, + "hold30_r": 4.635142 + }, + { + "symbol": "MPC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 89.165752, + "rr": 0.70956, + "primary_prob": 49.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.06434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041541, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 96.388584, + "rr": 1.535755, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.303633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035144, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.132821, + "strategy_rank": 91.240395, + "rr": 2.478247, + "primary_prob": 14.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.71737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031751, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 84.105379, + "rr": 1.19659, + "primary_prob": 33.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.794885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060733, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.693743, + "strategy_rank": 91.953897, + "rr": 1.639676, + "primary_prob": 24.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.459514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.018983, + "hold30_r": -0.476214 + }, + { + "symbol": "MTD", + "date": "2023-04-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.07135, + "strategy_rank": 75.686059, + "rr": 2.592309, + "primary_prob": 28.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.888463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05811, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.243688, + "strategy_rank": 95.708013, + "rr": 2.1898, + "primary_prob": 17.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.2847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.150511, + "hold30_r": 4.521906 + }, + { + "symbol": "NVDA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 98.024149, + "rr": 1.760332, + "primary_prob": 22.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.640497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71625, + "hold30_r": 9.793165 + }, + { + "symbol": "NXPI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.448957, + "strategy_rank": 80.987925, + "rr": 1.76463, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.646944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.33004, + "hold30_r": -1.285576 + }, + { + "symbol": "ODFL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.060373, + "strategy_rank": 87.650933, + "rr": 1.625022, + "primary_prob": 40.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.437534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.26574, + "hold30_r": -2.213425 + }, + { + "symbol": "ON", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.341383, + "strategy_rank": 97.826564, + "rr": 1.651699, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.477548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.208456, + "hold30_r": -1.174232 + }, + { + "symbol": "ORCL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.888035, + "strategy_rank": 62.228321, + "rr": 1.381428, + "primary_prob": 44.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.072142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.29971, + "hold30_r": 5.058508 + }, + { + "symbol": "PCAR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913282, + "strategy_rank": 71.427003, + "rr": 0.715791, + "primary_prob": 64.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.073686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652748, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474204, + "strategy_rank": 70.131723, + "rr": 1.754042, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.631062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057836, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717892, + "strategy_rank": 74.500549, + "rr": 1.656449, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.484674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604089, + "hold30_r": 1.353083 + }, + { + "symbol": "PSX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.668496, + "strategy_rank": 76.630077, + "rr": 1.613344, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.420016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045595, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.108672, + "strategy_rank": 73.293085, + "rr": 1.653246, + "primary_prob": 39.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.479869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073465, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 72.897914, + "rr": 1.056937, + "primary_prob": 37.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.585406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995343, + "hold30_r": 1.817968 + }, + { + "symbol": "SBUX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 73.754116, + "rr": 0.910287, + "primary_prob": 57.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.365431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820728, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.791438, + "strategy_rank": 88.375412, + "rr": 1.83349, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.750235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039013, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 99.330406, + "rr": 1.114008, + "primary_prob": 35.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.671012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.144037, + "hold30_r": -1.119497 + }, + { + "symbol": "SNPS", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 83.402854, + "rr": 1.08287, + "primary_prob": 36.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.624304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067604, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.291987, + "strategy_rank": 93.435785, + "rr": 1.696991, + "primary_prob": 38.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.545487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032839, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.973655, + "strategy_rank": 60.625686, + "rr": 1.425368, + "primary_prob": 43.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.138052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.228005, + "hold30_r": -1.138281 + }, + { + "symbol": "TPL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.254665, + "strategy_rank": 88.122942, + "rr": 1.862681, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.794021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038372, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 85.916575, + "rr": 1.865257, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.797885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052714, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010977, + "strategy_rank": 75.356751, + "rr": 1.827425, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.741137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.766908, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.938529, + "strategy_rank": 96.893524, + "rr": 1.512887, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.269331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475016, + "hold30_r": 4.013093 + }, + { + "symbol": "UBER", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.949506, + "strategy_rank": 86.838639, + "rr": 1.761329, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.641994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.72339, + "hold30_r": 5.900631 + }, + { + "symbol": "URI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.328211, + "strategy_rank": 88.627881, + "rr": 0.808742, + "primary_prob": 45.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.213114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040088, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.511526, + "strategy_rank": 90.658617, + "rr": 1.815039, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.722559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034276, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 95.883644, + "rr": 1.684548, + "primary_prob": 24.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.526822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654507, + "hold30_r": 9.72993 + }, + { + "symbol": "WYNN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 93.304061, + "rr": 1.613439, + "primary_prob": 40.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.420159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047656, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 74.643249, + "rr": 1.987567, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.98135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067725, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.653509, + "strategy_rank": 82.752193, + "rr": 1.228064, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.842096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165938, + "hold30_r": 6.694188 + }, + { + "symbol": "A", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.482456, + "strategy_rank": 71.140351, + "rr": 1.790464, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.685695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.44235, + "hold30_r": -1.388096 + }, + { + "symbol": "ADI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.035088, + "strategy_rank": 78.70614, + "rr": 1.56859, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.352885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513639, + "hold30_r": -1.27969 + }, + { + "symbol": "ADSK", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.442982, + "strategy_rank": 85.120614, + "rr": 1.203735, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.805603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152639, + "hold30_r": 1.745723 + }, + { + "symbol": "ALB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.802632, + "strategy_rank": 90.888158, + "rr": 1.2785, + "primary_prob": 31.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.91775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02937, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.991228, + "strategy_rank": 85.010965, + "rr": 1.707649, + "primary_prob": 23.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.561474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.662011, + "hold30_r": 5.446874 + }, + { + "symbol": "AMD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.241228, + "strategy_rank": 91.458333, + "rr": 1.313756, + "primary_prob": 31.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.970634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.231766, + "hold30_r": -1.195125 + }, + { + "symbol": "AMP", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04386, + "strategy_rank": 71.688596, + "rr": 1.769721, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.654582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050443, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.149123, + "strategy_rank": 89.879386, + "rr": 0.733358, + "primary_prob": 48.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.100037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.310461, + "hold30_r": -2.261644 + }, + { + "symbol": "APD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.263158, + "strategy_rank": 66.348684, + "rr": 1.205585, + "primary_prob": 48.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.808378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079158, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.048246, + "strategy_rank": 86.239035, + "rr": 1.703743, + "primary_prob": 23.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.555614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049245, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451754, + "strategy_rank": 92.675439, + "rr": 1.849824, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.774736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79653, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.052632, + "strategy_rank": 85.723684, + "rr": 1.715443, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.573165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050024, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.614035, + "strategy_rank": 73.410088, + "rr": 1.728259, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.592388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061776, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.175439, + "strategy_rank": 82.741228, + "rr": 0.824759, + "primary_prob": 45.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.237138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056767, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.811404, + "strategy_rank": 73.245614, + "rr": 1.012911, + "primary_prob": 38.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 1.519367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050278, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.662281, + "strategy_rank": 65.964912, + "rr": 1.232876, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.849315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061641, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.815789, + "strategy_rank": 79.934211, + "rr": 1.405208, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.107811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.069579, + "hold30_r": 0.832078 + }, + { + "symbol": "CRM", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649123, + "strategy_rank": 84.780702, + "rr": 1.105147, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.65772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121055, + "hold30_r": -1.056283 + }, + { + "symbol": "DRI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.45614, + "strategy_rank": 58.442982, + "rr": 0.763304, + "primary_prob": 47.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.144956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07689, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.526316, + "strategy_rank": 87.5, + "rr": 2.336174, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.50426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048541, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.486842, + "strategy_rank": 77.664474, + "rr": 1.200553, + "primary_prob": 48.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.548385, + "hold30_r": -1.478524 + }, + { + "symbol": "EPAM", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.785088, + "strategy_rank": 85.449561, + "rr": 1.316066, + "primary_prob": 31.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.9741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046226, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.969298, + "strategy_rank": 80.515351, + "rr": 1.564584, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.346875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518471, + "hold30_r": 0.022278 + }, + { + "symbol": "FDX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.004386, + "strategy_rank": 73.300439, + "rr": 1.131931, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.697896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067187, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.232456, + "strategy_rank": 97.883772, + "rr": 0.757184, + "primary_prob": 62.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.135775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700974, + "hold30_r": 2.788669 + }, + { + "symbol": "FSLR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890351, + "strategy_rank": 98.278509, + "rr": 1.931749, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.897623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905747, + "hold30_r": 0.972675 + }, + { + "symbol": "FTNT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.688596, + "strategy_rank": 83.10307, + "rr": 1.827751, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.741627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055424, + "hold30_r": -1.0 + }, + { + "symbol": "FTV", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.030702, + "strategy_rank": 64.583333, + "rr": 1.796579, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.694868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736368, + "hold30_r": 2.557679 + }, + { + "symbol": "GE", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.732456, + "strategy_rank": 81.864035, + "rr": 1.524706, + "primary_prob": 41.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.287059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.458261, + "hold30_r": 2.437059 + }, + { + "symbol": "GILD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.22807, + "strategy_rank": 74.813596, + "rr": 1.416877, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.125315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067367, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 62.894737, + "rr": 1.542322, + "primary_prob": 26.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.313483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076367, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.311404, + "strategy_rank": 82.719298, + "rr": 1.755519, + "primary_prob": 22.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.633278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047863, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.469298, + "strategy_rank": 63.311404, + "rr": 1.192597, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.788895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058301, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.899123, + "strategy_rank": 76.787281, + "rr": 1.879552, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.819328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824143, + "hold30_r": 2.822923 + }, + { + "symbol": "ITW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.429825, + "strategy_rank": 64.725877, + "rr": 1.476927, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.215391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075755, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.47807, + "strategy_rank": 80.734649, + "rr": 1.877342, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.816013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.827713, + "hold30_r": 6.452023 + }, + { + "symbol": "KLAC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.679825, + "strategy_rank": 87.752193, + "rr": 1.874121, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.811182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.831998, + "hold30_r": 4.844423 + }, + { + "symbol": "LEN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.394737, + "strategy_rank": 82.072368, + "rr": 0.977692, + "primary_prob": 54.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.466538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911944, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951754, + "strategy_rank": 88.234649, + "rr": 1.728809, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.593214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.689091, + "hold30_r": 3.918002 + }, + { + "symbol": "MCHP", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.434211, + "strategy_rank": 88.717105, + "rr": 1.570642, + "primary_prob": 25.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.355962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528318, + "hold30_r": 2.879012 + }, + { + "symbol": "META", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.95614, + "strategy_rank": 95.942982, + "rr": 1.712583, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.568875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.667126, + "hold30_r": 2.906322 + }, + { + "symbol": "MPC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807018, + "strategy_rank": 89.320175, + "rr": 1.798384, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.697576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043096, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.27193, + "strategy_rank": 95.548246, + "rr": 1.59193, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.387896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.219164, + "hold30_r": -2.183717 + }, + { + "symbol": "MRNA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.868421, + "strategy_rank": 88.092105, + "rr": 1.314474, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.971712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032275, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.407895, + "strategy_rank": 89.473684, + "rr": 1.563658, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.345487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039607, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.995614, + "strategy_rank": 94.265351, + "rr": 1.630878, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.446317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021082, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.745614, + "strategy_rank": 77.850877, + "rr": 1.927394, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.891091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052439, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.013158, + "strategy_rank": 95.723684, + "rr": 2.300906, + "primary_prob": 16.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.451359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.257108, + "hold30_r": 6.246473 + }, + { + "symbol": "NVDA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.135965, + "strategy_rank": 97.510965, + "rr": 1.225907, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.83886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181611, + "hold30_r": 9.361906 + }, + { + "symbol": "ODFL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.254386, + "strategy_rank": 85.997807, + "rr": 1.575771, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.363657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036642, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.684211, + "strategy_rank": 97.302632, + "rr": 0.78992, + "primary_prob": 46.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.184879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757837, + "hold30_r": 4.257786 + }, + { + "symbol": "ORCL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.307018, + "strategy_rank": 62.774123, + "rr": 1.600298, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.400448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517172, + "hold30_r": 9.526317 + }, + { + "symbol": "OXY", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.223684, + "strategy_rank": 79.276316, + "rr": 1.364751, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.047127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053999, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.092105, + "strategy_rank": 73.190789, + "rr": 1.354855, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.032282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062592, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.171053, + "strategy_rank": 74.736842, + "rr": 0.802132, + "primary_prob": 45.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.203198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747332, + "hold30_r": 2.84307 + }, + { + "symbol": "PSX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.828947, + "strategy_rank": 80.986842, + "rr": 0.776042, + "primary_prob": 46.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.164063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047965, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 73.08114, + "rr": 0.797366, + "primary_prob": 46.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.196049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.742233, + "hold30_r": 3.249948 + }, + { + "symbol": "REGN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.403509, + "strategy_rank": 68.70614, + "rr": 1.243658, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.865487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.232555, + "hold30_r": -1.161594 + }, + { + "symbol": "RL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.236842, + "strategy_rank": 78.223684, + "rr": 1.526164, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.289246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054607, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.627193, + "strategy_rank": 73.114035, + "rr": 1.803348, + "primary_prob": 37.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.705022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.049965, + "hold30_r": -1.963886 + }, + { + "symbol": "SLB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.447368, + "strategy_rank": 87.960526, + "rr": 1.257355, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.886032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03776, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671053, + "strategy_rank": 99.111842, + "rr": 0.819738, + "primary_prob": 45.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.229607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796151, + "hold30_r": 17.153407 + }, + { + "symbol": "SNPS", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.530702, + "strategy_rank": 82.445175, + "rr": 1.538143, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.307214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474773, + "hold30_r": 6.375862 + }, + { + "symbol": "STLD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.872807, + "strategy_rank": 91.91886, + "rr": 0.758004, + "primary_prob": 47.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.137006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034363, + "hold30_r": -1.0 + }, + { + "symbol": "STT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.907895, + "strategy_rank": 80.263158, + "rr": 1.594516, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.391775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154647, + "hold30_r": -1.116326 + }, + { + "symbol": "TJX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.390351, + "strategy_rank": 62.653509, + "rr": 1.154351, + "primary_prob": 34.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.731526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086575, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.188596, + "strategy_rank": 91.655702, + "rr": 1.779752, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.669628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037327, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 85.756579, + "rr": 1.891556, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.837333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051822, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.02193, + "strategy_rank": 73.903509, + "rr": 1.72666, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.58999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061418, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.710526, + "strategy_rank": 97.434211, + "rr": 1.804191, + "primary_prob": 37.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.706287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035319, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.460526, + "strategy_rank": 88.026316, + "rr": 0.72185, + "primary_prob": 48.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.082774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037202, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.214912, + "strategy_rank": 89.024123, + "rr": 1.176421, + "primary_prob": 34.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.764631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035979, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.609649, + "strategy_rank": 89.813596, + "rr": 1.613911, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.420867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586886, + "hold30_r": 5.606122 + }, + { + "symbol": "WYNN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.464912, + "strategy_rank": 92.510965, + "rr": 1.502008, + "primary_prob": 42.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.253011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04543, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.267544, + "strategy_rank": 75.274123, + "rr": 1.060954, + "primary_prob": 37.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.591431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.993313, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.84141, + "strategy_rank": 82.929515, + "rr": 2.470494, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.705741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.413095, + "hold30_r": 5.222027 + }, + { + "symbol": "HOOD", + "date": "2023-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15859, + "strategy_rank": 86.88326, + "rr": 8.643586, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 12.965379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034951, + "hold30_r": 3.19423 + }, + { + "symbol": "ADI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.343612, + "strategy_rank": 76.993392, + "rr": 1.08897, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.633455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.02988, + "hold30_r": -1.915211 + }, + { + "symbol": "AES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.176211, + "strategy_rank": 68.777533, + "rr": 0.809055, + "primary_prob": 45.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.213583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049584, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.894273, + "strategy_rank": 90.132159, + "rr": 0.783025, + "primary_prob": 46.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.174537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035348, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577093, + "strategy_rank": 93.645374, + "rr": 1.692274, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.538412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659102, + "hold30_r": 1.990911 + }, + { + "symbol": "APD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.268722, + "strategy_rank": 67.797357, + "rr": 0.855531, + "primary_prob": 58.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.283296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076615, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215859, + "strategy_rank": 86.696035, + "rr": 1.84813, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.772195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807256, + "hold30_r": 5.358319 + }, + { + "symbol": "ARES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.801762, + "strategy_rank": 80.27533, + "rr": 1.728443, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.592665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.69017, + "hold30_r": 2.669095 + }, + { + "symbol": "AXON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.559471, + "strategy_rank": 93.11674, + "rr": 0.726828, + "primary_prob": 63.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.090241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676514, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.026432, + "strategy_rank": 86.123348, + "rr": 1.086675, + "primary_prob": 36.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.630013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037094, + "hold30_r": 1.753629 + }, + { + "symbol": "BIIB", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.356828, + "strategy_rank": 74.955947, + "rr": 2.138846, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.208269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062734, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85022, + "strategy_rank": 74.900881, + "rr": 1.515535, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.273303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.457689, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.814978, + "strategy_rank": 83.42511, + "rr": 1.501623, + "primary_prob": 27.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.252434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.441757, + "hold30_r": 3.980078 + }, + { + "symbol": "CRH", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361233, + "strategy_rank": 76.200441, + "rr": 1.501183, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.251775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069937, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.726872, + "strategy_rank": 81.9163, + "rr": 1.228967, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.843451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164635, + "hold30_r": 3.154913 + }, + { + "symbol": "DRI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.581498, + "strategy_rank": 59.867841, + "rr": 1.915551, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.873326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081593, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.537445, + "strategy_rank": 85.837004, + "rr": 2.432521, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.648781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048181, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299559, + "strategy_rank": 76.729075, + "rr": 1.194329, + "primary_prob": 33.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.791493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057511, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.365639, + "strategy_rank": 82.290749, + "rr": 0.714349, + "primary_prob": 64.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.071523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056974, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.38326, + "strategy_rank": 81.431718, + "rr": 1.722078, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.583117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046604, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.480176, + "strategy_rank": 74.328194, + "rr": 0.931835, + "primary_prob": 41.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.397752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06943, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 98.237885, + "rr": 1.789696, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.684544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.761895, + "hold30_r": 0.583723 + }, + { + "symbol": "FTNT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.757709, + "strategy_rank": 89.196035, + "rr": 1.594623, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.391935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.545641, + "hold30_r": 2.680772 + }, + { + "symbol": "GE", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.77533, + "strategy_rank": 82.786344, + "rr": 1.842266, + "primary_prob": 36.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.763399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.781559, + "hold30_r": 1.144622 + }, + { + "symbol": "GILD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.823789, + "strategy_rank": 68.491189, + "rr": 1.097811, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.646717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065813, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.563877, + "strategy_rank": 64.262115, + "rr": 1.911608, + "primary_prob": 35.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.867412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077342, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.070485, + "strategy_rank": 80.407489, + "rr": 1.176134, + "primary_prob": 34.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.764202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061711, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 67.80837, + "rr": 0.695704, + "primary_prob": 50.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.043556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633738, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.488987, + "strategy_rank": 68.0837, + "rr": 1.148199, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.722298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062138, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.022026, + "strategy_rank": 68.997797, + "rr": 0.821143, + "primary_prob": 60.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.231715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.035242, + "strategy_rank": 87.312775, + "rr": 1.855096, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.782643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040637, + "hold30_r": 0.997877 + }, + { + "symbol": "IDXX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.986784, + "strategy_rank": 84.129956, + "rr": 1.597601, + "primary_prob": 25.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.396402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046925, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.114537, + "strategy_rank": 74.460352, + "rr": 0.759229, + "primary_prob": 62.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.138843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706943, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.497797, + "strategy_rank": 65.242291, + "rr": 0.848643, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.272965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797493, + "hold30_r": 4.194732 + }, + { + "symbol": "JBL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.585903, + "strategy_rank": 79.537445, + "rr": 0.858746, + "primary_prob": 43.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.288119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.810706, + "hold30_r": 8.896764 + }, + { + "symbol": "KLAC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.242291, + "strategy_rank": 83.656388, + "rr": 0.834599, + "primary_prob": 44.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.251899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790205, + "hold30_r": 4.534991 + }, + { + "symbol": "LEN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.281938, + "strategy_rank": 81.123348, + "rr": 0.797273, + "primary_prob": 61.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.19591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.730893, + "hold30_r": -1.094239 + }, + { + "symbol": "LVS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.678414, + "strategy_rank": 87.147577, + "rr": 1.14392, + "primary_prob": 50.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.715881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046822, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444934, + "strategy_rank": 85.132159, + "rr": 1.776401, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.664601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039313, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.718062, + "strategy_rank": 60.671806, + "rr": 1.880595, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.820893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.810997, + "hold30_r": 4.228728 + }, + { + "symbol": "MGM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 79.72467, + "rr": 1.900722, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.851084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044359, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.806167, + "strategy_rank": 90.0, + "rr": 1.880422, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.820634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033542, + "hold30_r": 0.633815 + }, + { + "symbol": "MPWR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 85.154185, + "rr": 1.595349, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.393024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569338, + "hold30_r": 3.129457 + }, + { + "symbol": "MRNA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.14978, + "strategy_rank": 86.949339, + "rr": 0.814987, + "primary_prob": 45.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.222481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033466, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.061674, + "strategy_rank": 88.700441, + "rr": 0.748992, + "primary_prob": 47.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.123489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042871, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.722467, + "strategy_rank": 72.742291, + "rr": 1.454811, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.182217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.380585, + "hold30_r": -0.32294 + }, + { + "symbol": "MSTR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.797357, + "strategy_rank": 98.325991, + "rr": 1.655396, + "primary_prob": 39.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.483095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020599, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.938326, + "strategy_rank": 76.090308, + "rr": 1.879312, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 89, + "primary_distance_atr": 2.818968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048152, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 96.222467, + "rr": 1.044093, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.566139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.998692, + "hold30_r": 7.869198 + }, + { + "symbol": "NVDA", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.348018, + "strategy_rank": 97.753304, + "rr": 2.275495, + "primary_prob": 31.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.413242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231842, + "hold30_r": 11.51446 + }, + { + "symbol": "ODFL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.572687, + "strategy_rank": 83.127753, + "rr": 1.929948, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.894922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039497, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.792952, + "strategy_rank": 67.125551, + "rr": 1.781722, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.672583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729662, + "hold30_r": 1.131123 + }, + { + "symbol": "ON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.017621, + "strategy_rank": 96.861233, + "rr": 1.038241, + "primary_prob": 53.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.557362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004453, + "hold30_r": 1.697295 + }, + { + "symbol": "ORCL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.638767, + "strategy_rank": 66.090308, + "rr": 1.67636, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.51454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587894, + "hold30_r": 11.43574 + }, + { + "symbol": "PCAR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.700441, + "strategy_rank": 67.973568, + "rr": 0.761995, + "primary_prob": 47.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.142992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054061, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.198238, + "strategy_rank": 73.14978, + "rr": 1.745312, + "primary_prob": 23.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.617968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.046327, + "hold30_r": -0.007154 + }, + { + "symbol": "REGN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.859031, + "strategy_rank": 73.314978, + "rr": 1.349661, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.024492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055341, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.418502, + "strategy_rank": 77.235683, + "rr": 2.909614, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 4.364422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062903, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 76.85022, + "rr": 1.714193, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.57129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060496, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.629956, + "strategy_rank": 88.557269, + "rr": 1.238062, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.857093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035422, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.162996, + "strategy_rank": 82.863436, + "rr": 1.626346, + "primary_prob": 24.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.439519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558394, + "hold30_r": 5.846718 + }, + { + "symbol": "STLD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977974, + "strategy_rank": 90.242291, + "rr": 1.676847, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.51527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031863, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.013216, + "strategy_rank": 72.797357, + "rr": 1.581841, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.372761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069175, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.436123, + "strategy_rank": 63.623348, + "rr": 1.288587, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.932881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205055, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.044053, + "strategy_rank": 92.599119, + "rr": 1.544853, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.317279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037388, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 84.988987, + "rr": 1.685824, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.528737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048479, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.76652, + "strategy_rank": 75.154185, + "rr": 1.612713, + "primary_prob": 25.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.41907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052778, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 95.495595, + "rr": 1.324098, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.986146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286858, + "hold30_r": 3.854663 + }, + { + "symbol": "UBER", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.079295, + "strategy_rank": 91.145374, + "rr": 2.791912, + "primary_prob": 26.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.187869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.754815, + "hold30_r": 2.171777 + }, + { + "symbol": "ULTA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.603524, + "strategy_rank": 69.030837, + "rr": 1.809525, + "primary_prob": 22.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.714288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061484, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.140969, + "strategy_rank": 84.372247, + "rr": 1.606003, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.409004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.572784, + "hold30_r": 3.154347 + }, + { + "symbol": "VRSN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 62.422907, + "rr": 1.637561, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.456341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562292, + "hold30_r": 0.377219 + }, + { + "symbol": "VRT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.920705, + "strategy_rank": 87.290749, + "rr": 1.62124, + "primary_prob": 40.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.43186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593033, + "hold30_r": 7.870828 + }, + { + "symbol": "WST", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929515, + "strategy_rank": 82.863436, + "rr": 1.525424, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.288136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057905, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.898678, + "strategy_rank": 90.27533, + "rr": 0.673273, + "primary_prob": 51.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.00991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045038, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400881, + "strategy_rank": 78.854626, + "rr": 1.439769, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.159653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050857, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.506608, + "strategy_rank": 70.231278, + "rr": 2.443954, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.66593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065495, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.762014, + "strategy_rank": 80.881007, + "rr": 1.320965, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.981447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.260371, + "hold30_r": 4.407429 + }, + { + "symbol": "HOOD", + "date": "2023-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.981693, + "strategy_rank": 87.757437, + "rr": 5.342342, + "primary_prob": 17.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 8.013514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034093, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.837529, + "strategy_rank": 73.12357, + "rr": 1.826228, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 98, + "primary_distance_atr": 2.739341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04334, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.075515, + "strategy_rank": 93.066362, + "rr": 2.068692, + "primary_prob": 18.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.103038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035925, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.910755, + "strategy_rank": 92.173913, + "rr": 1.868653, + "primary_prob": 21.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.80298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.829974, + "hold30_r": 2.438344 + }, + { + "symbol": "APO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.922197, + "strategy_rank": 82.814645, + "rr": 1.711917, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.567876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671276, + "hold30_r": 3.982186 + }, + { + "symbol": "ARES", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.871854, + "strategy_rank": 83.375286, + "rr": 1.951634, + "primary_prob": 20.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.927451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.907968, + "hold30_r": 2.928063 + }, + { + "symbol": "AXON", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.771167, + "strategy_rank": 95.377574, + "rr": 0.79728, + "primary_prob": 46.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.19592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032072, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.71167, + "strategy_rank": 84.908467, + "rr": 1.710101, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.565151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658481, + "hold30_r": 1.122664 + }, + { + "symbol": "BIIB", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.453089, + "strategy_rank": 74.313501, + "rr": 2.224681, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.337022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06591, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.464531, + "strategy_rank": 67.494279, + "rr": 0.834796, + "primary_prob": 44.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.252194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.774731, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.224256, + "strategy_rank": 84.347826, + "rr": 1.595769, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.393654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532257, + "hold30_r": 4.363407 + }, + { + "symbol": "COIN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.283753, + "strategy_rank": 98.729977, + "rr": 2.386502, + "primary_prob": 15.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.579753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.508747, + "hold30_r": -1.492037 + }, + { + "symbol": "CRH", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.354691, + "strategy_rank": 76.601831, + "rr": 1.115637, + "primary_prob": 35.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.673456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073893, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 73.947368, + "rr": 1.580846, + "primary_prob": 40.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.371269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513886, + "hold30_r": 6.46322 + }, + { + "symbol": "DRI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.892449, + "strategy_rank": 57.242563, + "rr": 1.643732, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.465598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567385, + "hold30_r": 3.813489 + }, + { + "symbol": "DXCM", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.652174, + "strategy_rank": 90.743707, + "rr": 2.430502, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.645753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052261, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.423341, + "strategy_rank": 82.551487, + "rr": 1.350255, + "primary_prob": 45.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.025383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286469, + "hold30_r": 2.855128 + }, + { + "symbol": "ERIE", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.363844, + "strategy_rank": 81.659039, + "rr": 1.280099, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.920148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04787, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.329519, + "strategy_rank": 84.382151, + "rr": 1.756048, + "primary_prob": 37.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.634071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056677, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 82.871854, + "rr": 1.517585, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.276377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453945, + "hold30_r": 1.971014 + }, + { + "symbol": "GILD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.702517, + "strategy_rank": 64.919908, + "rr": 1.846428, + "primary_prob": 21.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.769643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068073, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.693364, + "strategy_rank": 60.995423, + "rr": 1.851033, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.77655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078352, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.503432, + "strategy_rank": 80.06865, + "rr": 0.803936, + "primary_prob": 60.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.205904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066158, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.384439, + "strategy_rank": 66.167048, + "rr": 1.774921, + "primary_prob": 22.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.662381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065675, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15103, + "strategy_rank": 68.249428, + "rr": 1.796551, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.694827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069047, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.524027, + "strategy_rank": 68.489703, + "rr": 0.860882, + "primary_prob": 43.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.291323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801879, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.881007, + "strategy_rank": 87.505721, + "rr": 1.699267, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.548901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655554, + "hold30_r": 1.477122 + }, + { + "symbol": "IDXX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.21968, + "strategy_rank": 87.173913, + "rr": 1.875363, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.813045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053333, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.668192, + "strategy_rank": 71.933638, + "rr": 1.236161, + "primary_prob": 32.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.854241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181578, + "hold30_r": 2.661232 + }, + { + "symbol": "ISRG", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.434783, + "strategy_rank": 76.144165, + "rr": 1.491017, + "primary_prob": 42.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.236526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.416853, + "hold30_r": 3.00645 + }, + { + "symbol": "IT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.697941, + "strategy_rank": 68.19222, + "rr": 1.68435, + "primary_prob": 24.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.526525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.625475, + "hold30_r": 2.697068 + }, + { + "symbol": "JBL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.16476, + "strategy_rank": 78.169336, + "rr": 1.546267, + "primary_prob": 26.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.319401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491234, + "hold30_r": 8.262891 + }, + { + "symbol": "LEN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.135011, + "strategy_rank": 81.636156, + "rr": 0.895336, + "primary_prob": 57.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.343004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.145926, + "hold30_r": -1.076843 + }, + { + "symbol": "LULU", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.379863, + "strategy_rank": 83.272311, + "rr": 0.99469, + "primary_prob": 39.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.492035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074534, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.741419, + "strategy_rank": 86.453089, + "rr": 1.736591, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.604886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045969, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.663616, + "strategy_rank": 75.858124, + "rr": 1.305594, + "primary_prob": 31.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.958391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045835, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707094, + "strategy_rank": 88.489703, + "rr": 1.529136, + "primary_prob": 26.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.293704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037313, + "hold30_r": 0.696142 + }, + { + "symbol": "MPWR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.121281, + "strategy_rank": 85.2746, + "rr": 1.637034, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.455552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.610149, + "hold30_r": 4.499649 + }, + { + "symbol": "MRNA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.533181, + "strategy_rank": 92.837529, + "rr": 1.885653, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.82848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033829, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.130435, + "strategy_rank": 86.315789, + "rr": 1.81356, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.72034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047658, + "hold30_r": -0.230868 + }, + { + "symbol": "MSTR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.542334, + "strategy_rank": 99.542334, + "rr": 0.963148, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.444722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947002, + "hold30_r": 1.605744 + }, + { + "symbol": "MTD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528604, + "strategy_rank": 79.633867, + "rr": 1.526905, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.290357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053035, + "hold30_r": -1.004886 + }, + { + "symbol": "NFLX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.199085, + "strategy_rank": 96.487414, + "rr": 1.706772, + "primary_prob": 38.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.560158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659725, + "hold30_r": 5.342745 + }, + { + "symbol": "NVDA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.254005, + "strategy_rank": 96.979405, + "rr": 1.718097, + "primary_prob": 38.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.577146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672549, + "hold30_r": 10.880746 + }, + { + "symbol": "OMC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.20595, + "strategy_rank": 63.558352, + "rr": 0.950176, + "primary_prob": 40.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.425264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057785, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.194508, + "strategy_rank": 94.885584, + "rr": 1.087959, + "primary_prob": 51.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.631939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051628, + "hold30_r": 2.35168 + }, + { + "symbol": "ORCL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.558352, + "strategy_rank": 64.805492, + "rr": 1.380349, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.070524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2837, + "hold30_r": 9.872336 + }, + { + "symbol": "PANW", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.155606, + "strategy_rank": 83.135011, + "rr": 1.664639, + "primary_prob": 39.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.496958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055361, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.897025, + "strategy_rank": 69.038902, + "rr": 0.796304, + "primary_prob": 46.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.194456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055658, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.125858, + "strategy_rank": 70.846682, + "rr": 1.634709, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.452064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049154, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.2746, + "strategy_rank": 92.814645, + "rr": 2.241453, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.36218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.215103, + "hold30_r": 7.086887 + }, + { + "symbol": "REGN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.93135, + "strategy_rank": 73.215103, + "rr": 1.026279, + "primary_prob": 38.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.539419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062872, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.926773, + "strategy_rank": 80.846682, + "rr": 1.923903, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.885855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048872, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 76.94508, + "rr": 1.458199, + "primary_prob": 28.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.187299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397413, + "hold30_r": 5.679277 + }, + { + "symbol": "SBUX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 73.867277, + "rr": 1.348846, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.023269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067055, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.990847, + "strategy_rank": 89.79405, + "rr": 1.212445, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.818667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177221, + "hold30_r": 1.626504 + }, + { + "symbol": "STLD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.791762, + "strategy_rank": 92.276888, + "rr": 1.206264, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.809397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033309, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 69.874142, + "rr": 1.571349, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.357023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073171, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.732265, + "strategy_rank": 65.160183, + "rr": 1.04574, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.56861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960225, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.05492, + "strategy_rank": 90.709382, + "rr": 0.942582, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.413873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8856, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.448513, + "strategy_rank": 89.393593, + "rr": 1.091491, + "primary_prob": 36.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.637236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040613, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.681922, + "strategy_rank": 88.306636, + "rr": 1.820748, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.731122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040929, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.727689, + "strategy_rank": 74.02746, + "rr": 1.555057, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.332586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055916, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.482838, + "strategy_rank": 97.963387, + "rr": 1.195384, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.793077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164729, + "hold30_r": 3.56005 + }, + { + "symbol": "UBER", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.393593, + "strategy_rank": 93.741419, + "rr": 1.800198, + "primary_prob": 37.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.700297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.758984, + "hold30_r": 2.883404 + }, + { + "symbol": "ULTA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.304348, + "strategy_rank": 66.933638, + "rr": 1.526221, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.289331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062986, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.299771, + "strategy_rank": 86.887872, + "rr": 1.581184, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.371776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547232, + "hold30_r": 4.689112 + }, + { + "symbol": "VRSN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295195, + "strategy_rank": 62.459954, + "rr": 1.134758, + "primary_prob": 50.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.702136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054655, + "hold30_r": -0.231968 + }, + { + "symbol": "VRT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.439359, + "strategy_rank": 87.665904, + "rr": 1.663292, + "primary_prob": 39.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.494938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631937, + "hold30_r": 9.032861 + }, + { + "symbol": "WST", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.75286, + "strategy_rank": 83.135011, + "rr": 1.26257, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.893855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063154, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.512586, + "strategy_rank": 90.102975, + "rr": 1.613158, + "primary_prob": 25.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.419737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039073, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.901602, + "strategy_rank": 76.029748, + "rr": 1.371132, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.056698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051228, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.066362, + "strategy_rank": 72.01373, + "rr": 1.670488, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.505732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061587, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.804878, + "strategy_rank": 76.596452, + "rr": 2.530863, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.796294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.469738, + "hold30_r": 3.829691 + }, + { + "symbol": "ALGN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685144, + "strategy_rank": 93.447894, + "rr": 2.438739, + "primary_prob": 14.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.658108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038836, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011086, + "strategy_rank": 92.682927, + "rr": 1.819033, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.72855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.776903, + "hold30_r": 2.306724 + }, + { + "symbol": "APD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.59867, + "strategy_rank": 65.0, + "rr": 1.57678, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.365171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092636, + "hold30_r": -1.026009 + }, + { + "symbol": "ARES", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.478936, + "strategy_rank": 80.654102, + "rr": 1.655954, + "primary_prob": 24.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.483931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607457, + "hold30_r": 3.490614 + }, + { + "symbol": "AXON", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667406, + "strategy_rank": 96.274945, + "rr": 1.951087, + "primary_prob": 20.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.926631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034869, + "hold30_r": -0.287826 + }, + { + "symbol": "AZO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.345898, + "strategy_rank": 68.935698, + "rr": 1.173401, + "primary_prob": 34.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.760101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.046724, + "hold30_r": -2.949611 + }, + { + "symbol": "BA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.67184, + "strategy_rank": 86.16408, + "rr": 1.132905, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.699357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054725, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.452328, + "strategy_rank": 75.0, + "rr": 1.454798, + "primary_prob": 43.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.182197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070273, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.128603, + "strategy_rank": 94.423503, + "rr": 2.57544, + "primary_prob": 13.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.863161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.489051, + "hold30_r": -1.471784 + }, + { + "symbol": "CRH", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.259424, + "strategy_rank": 74.013304, + "rr": 1.158301, + "primary_prob": 49.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.737452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083414, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.037694, + "strategy_rank": 82.67184, + "rr": 2.042599, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.063899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.978084, + "hold30_r": 0.530573 + }, + { + "symbol": "CSGP", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.37694, + "strategy_rank": 72.195122, + "rr": 1.35515, + "primary_prob": 45.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.032725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284961, + "hold30_r": 4.52432 + }, + { + "symbol": "DECK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.334812, + "strategy_rank": 84.268293, + "rr": 1.394976, + "primary_prob": 29.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.092464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075114, + "hold30_r": -1.027893 + }, + { + "symbol": "DXCM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.339246, + "strategy_rank": 92.250554, + "rr": 1.34361, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.015415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05166, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 78.636364, + "rr": 1.163334, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.745001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060317, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.119734, + "strategy_rank": 84.445676, + "rr": 1.506192, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.259287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.436597, + "hold30_r": 3.733941 + }, + { + "symbol": "ERIE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.237251, + "strategy_rank": 81.13082, + "rr": 1.854697, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.782046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051303, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889135, + "strategy_rank": 99.356984, + "rr": 1.667063, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.500595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028088, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.48337, + "strategy_rank": 79.556541, + "rr": 1.775773, + "primary_prob": 37.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.663659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062981, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.802661, + "strategy_rank": 85.576497, + "rr": 1.511533, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.267299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064645, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.24612, + "strategy_rank": 65.59867, + "rr": 1.570265, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.355397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069446, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.696231, + "strategy_rank": 63.08204, + "rr": 1.294308, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.941461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09434, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.257206, + "strategy_rank": 63.736142, + "rr": 1.596851, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.395276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078149, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45898, + "strategy_rank": 83.614191, + "rr": 1.010906, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.51636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070766, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.141907, + "strategy_rank": 64.456763, + "rr": 1.008996, + "primary_prob": 38.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.513494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.813747, + "strategy_rank": 59.667406, + "rr": 1.61102, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.41653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.10565, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.898004, + "strategy_rank": 87.949002, + "rr": 0.78039, + "primary_prob": 46.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.170585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731533, + "hold30_r": 2.862509 + }, + { + "symbol": "IDXX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.800443, + "strategy_rank": 83.481153, + "rr": 1.868327, + "primary_prob": 21.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.80249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054197, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.929047, + "strategy_rank": 81.16408, + "rr": 2.998126, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.49719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.445438, + "hold30_r": -1.395696 + }, + { + "symbol": "ISRG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.798226, + "strategy_rank": 82.48337, + "rr": 1.774995, + "primary_prob": 37.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.662492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082987, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.261641, + "strategy_rank": 66.563193, + "rr": 1.751699, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.627548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.693097, + "hold30_r": 1.436835 + }, + { + "symbol": "JBL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.019956, + "strategy_rank": 78.015521, + "rr": 0.748325, + "primary_prob": 62.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.122488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687811, + "hold30_r": 8.947482 + }, + { + "symbol": "LEN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.676275, + "strategy_rank": 76.152993, + "rr": 0.768221, + "primary_prob": 47.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.152332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.228312, + "hold30_r": -1.160536 + }, + { + "symbol": "LII", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.922395, + "strategy_rank": 78.968958, + "rr": 1.81193, + "primary_prob": 37.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.717895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053993, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.350333, + "strategy_rank": 89.889135, + "rr": 1.635782, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.453673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068074, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.669623, + "strategy_rank": 87.527716, + "rr": 1.716084, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.574125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049758, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.578714, + "strategy_rank": 83.126386, + "rr": 1.700052, + "primary_prob": 23.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.550078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046309, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.02439, + "strategy_rank": 86.929047, + "rr": 1.543473, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.31521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039706, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.7051, + "strategy_rank": 60.720621, + "rr": 0.973374, + "primary_prob": 40.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.460061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076447, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.359202, + "strategy_rank": 85.332594, + "rr": 1.132952, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.699428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052289, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.113082, + "strategy_rank": 99.24612, + "rr": 1.760824, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.641237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.741657, + "hold30_r": 2.985124 + }, + { + "symbol": "MTD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.035477, + "strategy_rank": 76.186253, + "rr": 1.581182, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.371772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182539, + "hold30_r": -1.130853 + }, + { + "symbol": "NFLX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.337029, + "strategy_rank": 96.341463, + "rr": 1.600565, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.400847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.555711, + "hold30_r": 4.940772 + }, + { + "symbol": "NUE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.361419, + "strategy_rank": 87.461197, + "rr": 1.796951, + "primary_prob": 22.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.695427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042746, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.006652, + "strategy_rank": 96.740576, + "rr": 2.06871, + "primary_prob": 33.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.103065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046291, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.902439, + "strategy_rank": 88.747228, + "rr": 1.743798, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.615697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699928, + "hold30_r": 4.826256 + }, + { + "symbol": "ORCL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 68.04878, + "rr": 1.059077, + "primary_prob": 52.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.588615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092262, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.580931, + "strategy_rank": 84.689579, + "rr": 1.834389, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.751583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.781983, + "hold30_r": 9.613889 + }, + { + "symbol": "PCAR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.13969, + "strategy_rank": 73.669623, + "rr": 1.200997, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.801495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056301, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 68.536585, + "rr": 1.675708, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.513562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066747, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.152993, + "strategy_rank": 71.474501, + "rr": 1.865199, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.797799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049053, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.89357, + "strategy_rank": 84.789357, + "rr": 1.890097, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.835145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048919, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 69.556541, + "rr": 1.778631, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.667947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06713, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.241685, + "strategy_rank": 79.201774, + "rr": 2.240128, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.360191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062753, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124169, + "strategy_rank": 73.83592, + "rr": 1.661406, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.492109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.227853, + "hold30_r": -1.156 + }, + { + "symbol": "SLB", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.026608, + "strategy_rank": 88.259424, + "rr": 1.592665, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.388997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121737, + "hold30_r": -1.082532 + }, + { + "symbol": "STLD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.343681, + "strategy_rank": 94.379157, + "rr": 1.379522, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.069284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067135, + "hold30_r": -1.029838 + }, + { + "symbol": "SYK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.700665, + "strategy_rank": 71.197339, + "rr": 1.633206, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.449809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075409, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.920177, + "strategy_rank": 60.576497, + "rr": 0.742899, + "primary_prob": 48.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.114349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075004, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.115299, + "strategy_rank": 93.658537, + "rr": 0.772285, + "primary_prob": 46.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.158427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040903, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91796, + "strategy_rank": 81.596452, + "rr": 1.8539, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.78085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040336, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.465632, + "strategy_rank": 73.203991, + "rr": 1.925316, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.887975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052916, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.583149, + "strategy_rank": 74.844789, + "rr": 1.597285, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.395928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055275, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.015521, + "strategy_rank": 94.745011, + "rr": 2.100365, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.150548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.064598, + "hold30_r": 2.770083 + }, + { + "symbol": "UBER", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.567627, + "strategy_rank": 93.569845, + "rr": 1.567901, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.351852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197805, + "hold30_r": -1.151071 + }, + { + "symbol": "ULTA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.674058, + "strategy_rank": 72.89357, + "rr": 1.955108, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.932663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.049229, + "hold30_r": -2.995679 + }, + { + "symbol": "URI", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022173, + "strategy_rank": 89.390244, + "rr": 0.707553, + "primary_prob": 49.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.061329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.671052, + "hold30_r": 4.842619 + }, + { + "symbol": "VRSN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698448, + "strategy_rank": 62.317073, + "rr": 1.274733, + "primary_prob": 46.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.912099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.165712, + "hold30_r": -1.07943 + }, + { + "symbol": "VRTX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.474501, + "strategy_rank": 68.747228, + "rr": 0.820567, + "primary_prob": 45.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.23085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067502, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.155211, + "strategy_rank": 56.208426, + "rr": 1.022336, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.533503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094385, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.707317, + "strategy_rank": 80.94235, + "rr": 0.855361, + "primary_prob": 43.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.283042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197414, + "hold30_r": -1.134581 + }, + { + "symbol": "WYNN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.891353, + "strategy_rank": 90.643016, + "rr": 0.71862, + "primary_prob": 49.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.07793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041578, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.476718, + "strategy_rank": 76.16408, + "rr": 1.369402, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.054102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105171, + "hold30_r": -1.049016 + }, + { + "symbol": "XYL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.592018, + "strategy_rank": 72.383592, + "rr": 1.801914, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.70287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069521, + "hold30_r": -1.0 + }, + { + "symbol": "YUM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.485588, + "strategy_rank": 57.339246, + "rr": 0.74123, + "primary_prob": 48.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.111845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.101533, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.139738, + "strategy_rank": 78.187773, + "rr": 2.082759, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.124138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.018816, + "hold30_r": 4.485656 + }, + { + "symbol": "ACGL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.943231, + "strategy_rank": 81.615721, + "rr": 1.543639, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.315459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491035, + "hold30_r": 1.993035 + }, + { + "symbol": "AJG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.100437, + "strategy_rank": 64.617904, + "rr": 1.943504, + "primary_prob": 20.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.915255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086673, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.641921, + "strategy_rank": 87.063319, + "rr": 0.90285, + "primary_prob": 42.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.354275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865711, + "hold30_r": 4.698556 + }, + { + "symbol": "AON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20524, + "strategy_rank": 59.901747, + "rr": 1.237175, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.855762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164116, + "hold30_r": 2.958364 + }, + { + "symbol": "APD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.222707, + "strategy_rank": 64.19214, + "rr": 0.952075, + "primary_prob": 40.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.428112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878286, + "hold30_r": 2.75128 + }, + { + "symbol": "ARES", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.441048, + "strategy_rank": 78.853712, + "rr": 0.678672, + "primary_prob": 50.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.018008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628286, + "hold30_r": 3.388628 + }, + { + "symbol": "AXON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672489, + "strategy_rank": 96.200873, + "rr": 1.577486, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.366229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037123, + "hold30_r": 0.088547 + }, + { + "symbol": "AZO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.283843, + "strategy_rank": 68.864629, + "rr": 1.651375, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.477063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.698046, + "hold30_r": -1.633383 + }, + { + "symbol": "BA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.816594, + "strategy_rank": 86.582969, + "rr": 1.426684, + "primary_prob": 28.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.140026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370643, + "hold30_r": 1.85491 + }, + { + "symbol": "BIIB", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.524017, + "strategy_rank": 74.465066, + "rr": 1.536166, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.304249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467406, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.567686, + "strategy_rank": 67.991266, + "rr": 1.822617, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.733925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056816, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.087336, + "strategy_rank": 90.436681, + "rr": 0.991829, + "primary_prob": 54.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.487743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.948702, + "hold30_r": 4.421559 + }, + { + "symbol": "BSX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.80786, + "strategy_rank": 61.703057, + "rr": 1.146071, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.719107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076023, + "hold30_r": 0.960318 + }, + { + "symbol": "CAH", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.449782, + "strategy_rank": 71.244541, + "rr": 1.42038, + "primary_prob": 28.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.130569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.346049, + "hold30_r": 4.818953 + }, + { + "symbol": "CBOE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.353712, + "strategy_rank": 62.216157, + "rr": 1.281821, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.922731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201601, + "hold30_r": 0.806573 + }, + { + "symbol": "CMG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.724891, + "strategy_rank": 86.997817, + "rr": 0.901932, + "primary_prob": 42.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.352897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082268, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.078603, + "strategy_rank": 82.161572, + "rr": 2.642566, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.963849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154606, + "hold30_r": -1.089581 + }, + { + "symbol": "CSGP", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.882096, + "strategy_rank": 77.5, + "rr": 1.396327, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.09449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.324252, + "hold30_r": 4.614325 + }, + { + "symbol": "DECK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.689956, + "strategy_rank": 81.659389, + "rr": 0.716988, + "primary_prob": 49.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.075481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676538, + "hold30_r": 3.832107 + }, + { + "symbol": "DHI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.50655, + "strategy_rank": 79.901747, + "rr": 1.431042, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.146563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.367736, + "hold30_r": 5.04264 + }, + { + "symbol": "DXCM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.362445, + "strategy_rank": 93.187773, + "rr": 1.688892, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.533337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641342, + "hold30_r": 3.847783 + }, + { + "symbol": "EG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358079, + "strategy_rank": 81.189956, + "rr": 1.745588, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.618382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049043, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.720524, + "strategy_rank": 79.978166, + "rr": 0.740408, + "primary_prob": 48.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.110612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048577, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021834, + "strategy_rank": 69.508734, + "rr": 1.366054, + "primary_prob": 29.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.04908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074008, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.89083, + "strategy_rank": 99.399563, + "rr": 2.007925, + "primary_prob": 34.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.011887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031261, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.19214, + "strategy_rank": 86.179039, + "rr": 1.108246, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.662368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044705, + "hold30_r": 2.616077 + }, + { + "symbol": "GILD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.572052, + "strategy_rank": 64.399563, + "rr": 1.563106, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.344659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065278, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.445415, + "strategy_rank": 63.89738, + "rr": 1.226213, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.839319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.551788, + "hold30_r": -1.466919 + }, + { + "symbol": "GPC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296943, + "strategy_rank": 63.744541, + "rr": 1.719984, + "primary_prob": 23.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.579977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.358613, + "hold30_r": -2.282274 + }, + { + "symbol": "GWW", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.650655, + "strategy_rank": 84.727074, + "rr": 1.173038, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.759557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073763, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.593886, + "strategy_rank": 69.617904, + "rr": 1.579929, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.369893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517653, + "hold30_r": 3.630625 + }, + { + "symbol": "HSY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.008734, + "strategy_rank": 61.757642, + "rr": 1.949156, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.923734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091504, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.371179, + "strategy_rank": 69.290393, + "rr": 1.365135, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.047703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068147, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.921397, + "strategy_rank": 85.371179, + "rr": 1.763507, + "primary_prob": 37.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.64526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.710255, + "hold30_r": 2.310567 + }, + { + "symbol": "IDXX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.537118, + "strategy_rank": 83.755459, + "rr": 1.764227, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.646341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049662, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.786026, + "strategy_rank": 71.189956, + "rr": 0.951823, + "primary_prob": 40.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.427735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056098, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.973799, + "strategy_rank": 81.670306, + "rr": 1.219469, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.829203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.14915, + "hold30_r": 4.66158 + }, + { + "symbol": "LEN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.213974, + "strategy_rank": 76.266376, + "rr": 1.695301, + "primary_prob": 23.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.542951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634224, + "hold30_r": 5.920052 + }, + { + "symbol": "LII", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.065502, + "strategy_rank": 82.925764, + "rr": 1.786953, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.68043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732029, + "hold30_r": 5.26254 + }, + { + "symbol": "LLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.026201, + "strategy_rank": 68.406114, + "rr": 1.546552, + "primary_prob": 26.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.319827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490006, + "hold30_r": 0.98339 + }, + { + "symbol": "LULU", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432314, + "strategy_rank": 91.615721, + "rr": 0.95108, + "primary_prob": 40.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.426621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059741, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.126638, + "strategy_rank": 89.104803, + "rr": 1.820032, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.730048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044188, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.576419, + "strategy_rank": 93.591703, + "rr": 2.719058, + "primary_prob": 27.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 4.078586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.664275, + "hold30_r": 4.944311 + }, + { + "symbol": "MGM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938865, + "strategy_rank": 84.912664, + "rr": 1.523666, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.285499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478631, + "hold30_r": 3.718571 + }, + { + "symbol": "MNST", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.842795, + "strategy_rank": 60.917031, + "rr": 1.560687, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.34103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48043, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.716157, + "strategy_rank": 83.438865, + "rr": 1.145583, + "primary_prob": 35.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.718374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.101412, + "hold30_r": 2.263155 + }, + { + "symbol": "MRK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.860262, + "strategy_rank": 60.753275, + "rr": 1.568009, + "primary_prob": 26.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.352014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070753, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.502183, + "strategy_rank": 68.624454, + "rr": 1.736437, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.604655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080652, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.344978, + "strategy_rank": 99.443231, + "rr": 0.670344, + "primary_prob": 51.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.005516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649377, + "hold30_r": 4.721456 + }, + { + "symbol": "NFLX", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.144105, + "strategy_rank": 96.277293, + "rr": 2.210951, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.316426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168525, + "hold30_r": 3.650207 + }, + { + "symbol": "NVR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375546, + "strategy_rank": 70.18559, + "rr": 1.801088, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.701633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.735628, + "hold30_r": 4.259845 + }, + { + "symbol": "ODFL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061135, + "strategy_rank": 82.128821, + "rr": 1.865577, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.798366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047919, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.423581, + "strategy_rank": 66.50655, + "rr": 0.866446, + "primary_prob": 43.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.299669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801396, + "hold30_r": 1.894741 + }, + { + "symbol": "ORLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.868996, + "strategy_rank": 69.454148, + "rr": 1.274177, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.911266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.572439, + "hold30_r": -1.497235 + }, + { + "symbol": "PCAR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.318777, + "strategy_rank": 74.530568, + "rr": 1.499188, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.248782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061811, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.79476, + "strategy_rank": 68.689956, + "rr": 1.904173, + "primary_prob": 20.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.85626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068089, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.960699, + "strategy_rank": 81.189956, + "rr": 1.78503, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.677545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722856, + "hold30_r": 6.668554 + }, + { + "symbol": "PODD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.995633, + "strategy_rank": 83.973799, + "rr": 0.910353, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.36553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871976, + "hold30_r": 0.905124 + }, + { + "symbol": "RCL", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.755459, + "strategy_rank": 89.312227, + "rr": 2.115823, + "primary_prob": 33.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.173735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.07133, + "hold30_r": 5.719355 + }, + { + "symbol": "RL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.659389, + "strategy_rank": 76.615721, + "rr": 1.659212, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.488818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044302, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.0131, + "strategy_rank": 81.451965, + "rr": 1.545105, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.317657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058329, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790393, + "strategy_rank": 63.635371, + "rr": 1.400539, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.100808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345382, + "hold30_r": 2.174377 + }, + { + "symbol": "SBUX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742358, + "strategy_rank": 76.091703, + "rr": 1.06225, + "primary_prob": 37.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.593375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99621, + "hold30_r": 0.87468 + }, + { + "symbol": "SJM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.349345, + "strategy_rank": 56.572052, + "rr": 1.285958, + "primary_prob": 31.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.928936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197619, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.519651, + "strategy_rank": 90.305677, + "rr": 1.743012, + "primary_prob": 23.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.614518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038817, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.279476, + "strategy_rank": 71.997817, + "rr": 1.573102, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.359654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509003, + "hold30_r": 2.99241 + }, + { + "symbol": "TDG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.497817, + "strategy_rank": 70.120087, + "rr": 1.283199, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.924799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066053, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.58952, + "strategy_rank": 60.371179, + "rr": 1.850258, + "primary_prob": 21.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.775387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.777605, + "hold30_r": 3.892152 + }, + { + "symbol": "TKO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.598253, + "strategy_rank": 93.504367, + "rr": 1.891607, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.83741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044295, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.227074, + "strategy_rank": 81.69214, + "rr": 1.569523, + "primary_prob": 25.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.354285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041495, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737991, + "strategy_rank": 72.740175, + "rr": 1.480817, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.221226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.429216, + "hold30_r": 1.134492 + }, + { + "symbol": "TT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.157205, + "strategy_rank": 77.696507, + "rr": 1.368806, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.05321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.310655, + "hold30_r": 4.825032 + }, + { + "symbol": "TTD", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.161572, + "strategy_rank": 97.68559, + "rr": 2.977445, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.466168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.939968, + "hold30_r": 4.663205 + }, + { + "symbol": "UBER", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.668122, + "strategy_rank": 92.554585, + "rr": 3.031858, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.547786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.98506, + "hold30_r": 3.693899 + }, + { + "symbol": "ULTA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179039, + "strategy_rank": 84.388646, + "rr": 1.532917, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.299376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49649, + "hold30_r": 2.763657 + }, + { + "symbol": "URI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.663755, + "strategy_rank": 87.925764, + "rr": 1.320805, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.981208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038384, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.515284, + "strategy_rank": 61.277293, + "rr": 1.497415, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.246123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08315, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.305677, + "strategy_rank": 96.026201, + "rr": 1.732148, + "primary_prob": 38.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.598223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.701372, + "hold30_r": 4.692859 + }, + { + "symbol": "VRTX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.152838, + "strategy_rank": 67.368996, + "rr": 1.956888, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.935333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.892369, + "hold30_r": 1.570985 + }, + { + "symbol": "WMT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.004367, + "strategy_rank": 56.866812, + "rr": 0.769044, + "primary_prob": 47.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.153566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674313, + "hold30_r": 2.785056 + }, + { + "symbol": "WYNN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.908297, + "strategy_rank": 91.572052, + "rr": 1.778306, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.667459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039569, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.877729, + "strategy_rank": 73.427948, + "rr": 1.715979, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.573968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055659, + "hold30_r": 0.40298 + }, + { + "symbol": "XYL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.934498, + "strategy_rank": 73.60262, + "rr": 1.55807, + "primary_prob": 26.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.337104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501447, + "hold30_r": 3.819969 + }, + { + "symbol": "CEG", + "date": "2023-06-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.0, + "strategy_rank": 56.0, + "rr": 2.072675, + "primary_prob": 33.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.109012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.013877, + "hold30_r": 2.62959 + }, + { + "symbol": "ACGL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.555436, + "strategy_rank": 80.925727, + "rr": 1.580875, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.371313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522577, + "hold30_r": 3.65896 + }, + { + "symbol": "AJG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.128095, + "strategy_rank": 65.296017, + "rr": 1.406077, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.109115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.319244, + "hold30_r": 1.357623 + }, + { + "symbol": "ALGN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.329386, + "strategy_rank": 89.655544, + "rr": 1.516809, + "primary_prob": 41.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.275214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475456, + "hold30_r": 2.536191 + }, + { + "symbol": "ANET", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110872, + "strategy_rank": 92.85253, + "rr": 0.971996, + "primary_prob": 55.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.457994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.935791, + "hold30_r": -1.006189 + }, + { + "symbol": "AOS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.301399, + "strategy_rank": 77.750269, + "rr": 1.390853, + "primary_prob": 29.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.086279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.331868, + "hold30_r": 3.528727 + }, + { + "symbol": "AXON", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461787, + "strategy_rank": 95.586652, + "rr": 1.33578, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.00367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294058, + "hold30_r": -0.253341 + }, + { + "symbol": "AZO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.34338, + "strategy_rank": 68.579117, + "rr": 1.340335, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.010503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286127, + "hold30_r": 1.92213 + }, + { + "symbol": "BA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.47901, + "strategy_rank": 84.176534, + "rr": 1.604182, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.406273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054986, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.847147, + "strategy_rank": 74.273412, + "rr": 1.112455, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.668683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044381, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.589882, + "strategy_rank": 63.853606, + "rr": 0.910135, + "primary_prob": 42.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.365203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83983, + "hold30_r": 0.642867 + }, + { + "symbol": "CBOE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808396, + "strategy_rank": 58.719053, + "rr": 0.899394, + "primary_prob": 42.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.349092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081388, + "hold30_r": -1.0 + }, + { + "symbol": "CLX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.82239, + "strategy_rank": 68.320775, + "rr": 1.517163, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.275745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078247, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.017223, + "strategy_rank": 85.425188, + "rr": 0.890518, + "primary_prob": 42.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.335777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088159, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.624327, + "strategy_rank": 59.730893, + "rr": 0.987779, + "primary_prob": 39.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.481669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080783, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.023681, + "strategy_rank": 73.013994, + "rr": 1.638313, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.457469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563194, + "hold30_r": 7.628369 + }, + { + "symbol": "CSGP", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.992465, + "strategy_rank": 73.013994, + "rr": 0.978784, + "primary_prob": 54.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.468176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075231, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52422, + "strategy_rank": 92.518837, + "rr": 1.620427, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.43064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048328, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.249731, + "strategy_rank": 80.688913, + "rr": 1.744895, + "primary_prob": 23.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.617343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048904, + "hold30_r": 1.049374 + }, + { + "symbol": "ERIE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 79.300323, + "rr": 1.908382, + "primary_prob": 20.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.862573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049647, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.238967, + "strategy_rank": 70.710441, + "rr": 1.836389, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.754583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764578, + "hold30_r": 4.926896 + }, + { + "symbol": "FSLR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677072, + "strategy_rank": 99.19268, + "rr": 1.886874, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.830311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031998, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.38859, + "strategy_rank": 87.868676, + "rr": 2.282349, + "primary_prob": 31.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.423523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.221796, + "hold30_r": 1.683972 + }, + { + "symbol": "GILD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 64.553283, + "rr": 1.364666, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.046998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069278, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.77395, + "strategy_rank": 65.618945, + "rr": 0.683346, + "primary_prob": 50.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.025019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084879, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513455, + "strategy_rank": 68.557589, + "rr": 1.698608, + "primary_prob": 23.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.547912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639182, + "hold30_r": 3.141371 + }, + { + "symbol": "GWW", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.756728, + "strategy_rank": 84.16577, + "rr": 1.396912, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.095369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.323171, + "hold30_r": 4.932552 + }, + { + "symbol": "HCA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.680301, + "strategy_rank": 69.978471, + "rr": 0.66865, + "primary_prob": 51.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.002975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.603596, + "hold30_r": 1.730112 + }, + { + "symbol": "HSY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.204521, + "strategy_rank": 63.918192, + "rr": 1.65051, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.475765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.25298, + "hold30_r": -1.160074 + }, + { + "symbol": "HUM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.054898, + "strategy_rank": 67.072121, + "rr": 1.325446, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.98817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069979, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 79.224973, + "rr": 1.771319, + "primary_prob": 37.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.656979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05688, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.805167, + "strategy_rank": 82.152853, + "rr": 0.956328, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.434492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050901, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.079656, + "strategy_rank": 84.133477, + "rr": 1.045886, + "primary_prob": 52.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.568829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069647, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.940797, + "strategy_rank": 77.502691, + "rr": 1.166032, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.749048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.104245, + "hold30_r": 5.191257 + }, + { + "symbol": "LII", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.895587, + "strategy_rank": 85.274489, + "rr": 2.762153, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.14323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.707652, + "hold30_r": 3.658187 + }, + { + "symbol": "LULU", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 91.754575, + "rr": 1.785914, + "primary_prob": 22.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.678871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.743193, + "hold30_r": 2.04174 + }, + { + "symbol": "LVS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 89.041981, + "rr": 1.789255, + "primary_prob": 22.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.683882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256542, + "hold30_r": -1.215838 + }, + { + "symbol": "MCD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.086114, + "strategy_rank": 56.189451, + "rr": 0.901438, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.352157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.119786, + "hold30_r": -1.0 + }, + { + "symbol": "MDLZ", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.499462, + "strategy_rank": 59.827772, + "rr": 1.496735, + "primary_prob": 27.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.245102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.284301, + "hold30_r": -1.195694 + }, + { + "symbol": "META", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 93.885899, + "rr": 1.722224, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.583336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.169316, + "hold30_r": -1.113213 + }, + { + "symbol": "MGM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.419806, + "strategy_rank": 84.639397, + "rr": 1.338659, + "primary_prob": 30.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.007988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.292477, + "hold30_r": 5.194879 + }, + { + "symbol": "MRK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.989236, + "strategy_rank": 66.092573, + "rr": 1.698589, + "primary_prob": 23.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.547884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072215, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.246502, + "strategy_rank": 99.34338, + "rr": 0.95532, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.43298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93571, + "hold30_r": 6.268291 + }, + { + "symbol": "NFLX", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.277718, + "strategy_rank": 95.500538, + "rr": 2.210081, + "primary_prob": 31.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.315122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.16742, + "hold30_r": 3.917215 + }, + { + "symbol": "NVDA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.308934, + "strategy_rank": 97.470398, + "rr": 0.826312, + "primary_prob": 59.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.239467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79381, + "hold30_r": 3.281681 + }, + { + "symbol": "NVR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.81916, + "strategy_rank": 70.118407, + "rr": 1.518128, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.277192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453291, + "hold30_r": 4.491463 + }, + { + "symbol": "ODFL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.25296, + "strategy_rank": 83.250807, + "rr": 0.905176, + "primary_prob": 42.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.357763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048184, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.423036, + "strategy_rank": 67.95479, + "rr": 1.711983, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.567975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647614, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 69.77395, + "rr": 1.182174, + "primary_prob": 34.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.773261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068198, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.294941, + "strategy_rank": 69.235737, + "rr": 1.042091, + "primary_prob": 37.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.563136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984963, + "hold30_r": 1.544467 + }, + { + "symbol": "PH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 74.004306, + "rr": 1.334346, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.001519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.281786, + "hold30_r": 5.164396 + }, + { + "symbol": "PODD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.878364, + "strategy_rank": 85.414424, + "rr": 0.727145, + "primary_prob": 48.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.090718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682434, + "hold30_r": 0.295114 + }, + { + "symbol": "RCL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.694295, + "strategy_rank": 94.144241, + "rr": 1.53451, + "primary_prob": 41.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.301766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486771, + "hold30_r": 3.218071 + }, + { + "symbol": "REGN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.468245, + "strategy_rank": 72.583423, + "rr": 0.888687, + "primary_prob": 42.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.333031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816137, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.958019, + "strategy_rank": 80.88267, + "rr": 1.68532, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.52798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630481, + "hold30_r": 4.915051 + }, + { + "symbol": "ROL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 61.16254, + "rr": 1.564749, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.347124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480324, + "hold30_r": 3.270788 + }, + { + "symbol": "ROST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374596, + "strategy_rank": 65.446717, + "rr": 1.518453, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.277679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.461726, + "hold30_r": 2.619018 + }, + { + "symbol": "SBUX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 72.691066, + "rr": 1.664241, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.496362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071282, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.159311, + "strategy_rank": 62.163617, + "rr": 1.721423, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.582135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.081159, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892357, + "strategy_rank": 99.730893, + "rr": 0.730644, + "primary_prob": 63.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.095966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.707373, + "hold30_r": 4.16114 + }, + { + "symbol": "STLD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.037675, + "strategy_rank": 87.136706, + "rr": 1.287486, + "primary_prob": 31.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.931229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.249144, + "hold30_r": 1.495525 + }, + { + "symbol": "SYK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.114101, + "strategy_rank": 72.034446, + "rr": 1.72522, + "primary_prob": 23.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.58783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.656146, + "hold30_r": 2.05262 + }, + { + "symbol": "TAP", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.607104, + "strategy_rank": 71.076426, + "rr": 1.269166, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.903749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197332, + "hold30_r": 3.022627 + }, + { + "symbol": "TDG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.944026, + "strategy_rank": 70.312164, + "rr": 0.78446, + "primary_prob": 46.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.176689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717741, + "hold30_r": 4.156403 + }, + { + "symbol": "TJX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 59.440258, + "rr": 1.026587, + "primary_prob": 38.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.539881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.948061, + "hold30_r": 3.350759 + }, + { + "symbol": "TKO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.093649, + "strategy_rank": 93.218515, + "rr": 1.227166, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.840749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04678, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 70.764263, + "rr": 1.933658, + "primary_prob": 20.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.900487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.883769, + "hold30_r": 0.432666 + }, + { + "symbol": "TT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.558665, + "strategy_rank": 76.835307, + "rr": 1.876282, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.814423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.816842, + "hold30_r": 4.040613 + }, + { + "symbol": "TTD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.725511, + "strategy_rank": 95.920344, + "rr": 1.667328, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.500992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630404, + "hold30_r": 3.169704 + }, + { + "symbol": "UBER", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.062433, + "strategy_rank": 95.156082, + "rr": 1.736181, + "primary_prob": 38.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.604271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046596, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.561895, + "strategy_rank": 73.100108, + "rr": 1.428464, + "primary_prob": 28.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.142696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377842, + "hold30_r": 3.321966 + }, + { + "symbol": "ULTA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.759957, + "strategy_rank": 77.782562, + "rr": 1.601977, + "primary_prob": 25.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.402966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563027, + "hold30_r": 2.322155 + }, + { + "symbol": "VRSK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.377826, + "strategy_rank": 64.617869, + "rr": 1.202445, + "primary_prob": 48.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.803667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081899, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.544672, + "strategy_rank": 63.035522, + "rr": 1.75671, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.635065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086197, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.340151, + "strategy_rank": 96.598493, + "rr": 1.500159, + "primary_prob": 42.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.250238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468332, + "hold30_r": 5.248969 + }, + { + "symbol": "VRTX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.635091, + "strategy_rank": 72.260495, + "rr": 1.510022, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.265032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064793, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839612, + "strategy_rank": 56.781485, + "rr": 1.087062, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.630593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990354, + "hold30_r": 1.559171 + }, + { + "symbol": "WST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.898816, + "strategy_rank": 82.088267, + "rr": 1.692159, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.538239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.625965, + "hold30_r": 4.069201 + }, + { + "symbol": "WYNN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.600646, + "strategy_rank": 91.044133, + "rr": 1.838496, + "primary_prob": 21.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.757745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.800175, + "hold30_r": 1.282198 + }, + { + "symbol": "XYL", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.728741, + "strategy_rank": 75.134553, + "rr": 3.019579, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.529368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05859, + "hold30_r": 1.462533 + }, + { + "symbol": "CEG", + "date": "2023-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 75.47901, + "rr": 1.095355, + "primary_prob": 51.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.643033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063723, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20775, + "strategy_rank": 85.98493, + "rr": 5.944278, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 8.916416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 5.910006, + "hold30_r": 5.699718 + }, + { + "symbol": "ACGL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.739505, + "strategy_rank": 81.399354, + "rr": 1.221463, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.832195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.155977, + "hold30_r": 5.40528 + }, + { + "symbol": "AJG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 67.104413, + "rr": 1.004843, + "primary_prob": 39.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.507264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915994, + "hold30_r": 2.455467 + }, + { + "symbol": "ALGN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 87.168999, + "rr": 1.14223, + "primary_prob": 50.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.713346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.098457, + "hold30_r": 2.008058 + }, + { + "symbol": "AON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.221744, + "strategy_rank": 62.325081, + "rr": 1.941474, + "primary_prob": 20.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.912211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859199, + "hold30_r": 2.999379 + }, + { + "symbol": "AXON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.569429, + "strategy_rank": 94.790097, + "rr": 1.752932, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.629399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04705, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836383, + "strategy_rank": 67.556512, + "rr": 1.330104, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.995157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.269537, + "hold30_r": 0.974714 + }, + { + "symbol": "BA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90958, + "strategy_rank": 83.638321, + "rr": 1.579515, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.369272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052507, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.663079, + "strategy_rank": 73.541442, + "rr": 1.740859, + "primary_prob": 38.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.611289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06385, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.680301, + "strategy_rank": 66.006459, + "rr": 1.145123, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.717684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068522, + "hold30_r": 0.897666 + }, + { + "symbol": "CASY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.409042, + "strategy_rank": 60.968784, + "rr": 1.574727, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.36209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516231, + "hold30_r": 4.590695 + }, + { + "symbol": "CLX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.051668, + "strategy_rank": 70.80732, + "rr": 1.378275, + "primary_prob": 29.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.067412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074938, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.371367, + "strategy_rank": 84.391819, + "rr": 1.11501, + "primary_prob": 35.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.672515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028039, + "hold30_r": 0.516306 + }, + { + "symbol": "COIN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.86437, + "strategy_rank": 95.608181, + "rr": 0.896771, + "primary_prob": 42.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.345157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882358, + "hold30_r": 7.011617 + }, + { + "symbol": "CPRT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 72.604952, + "rr": 0.839723, + "primary_prob": 59.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.259585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.762567, + "hold30_r": 1.171459 + }, + { + "symbol": "CRH", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 74.757804, + "rr": 1.45831, + "primary_prob": 43.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.187465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.384601, + "hold30_r": 7.23589 + }, + { + "symbol": "CSGP", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.145318, + "strategy_rank": 74.424112, + "rr": 1.430547, + "primary_prob": 43.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.14582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.362687, + "hold30_r": 1.534065 + }, + { + "symbol": "CVNA", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.95479, + "strategy_rank": 98.53606, + "rr": 2.488059, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.732088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.477775, + "hold30_r": 5.439265 + }, + { + "symbol": "DXCM", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.52422, + "strategy_rank": 93.100108, + "rr": 2.856979, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.285468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045588, + "hold30_r": 0.678916 + }, + { + "symbol": "EG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.649085, + "strategy_rank": 82.12056, + "rr": 1.582361, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.373542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529528, + "hold30_r": 2.033438 + }, + { + "symbol": "ERIE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.666308, + "strategy_rank": 76.910657, + "rr": 1.803565, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.705348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053975, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20775, + "strategy_rank": 70.871905, + "rr": 1.238794, + "primary_prob": 32.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.858191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163603, + "hold30_r": 3.090592 + }, + { + "symbol": "FSLR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.784715, + "strategy_rank": 99.26803, + "rr": 1.905811, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.858717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032764, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38859, + "strategy_rank": 87.965554, + "rr": 1.832324, + "primary_prob": 36.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.748486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074403, + "hold30_r": -1.006313 + }, + { + "symbol": "GILD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 64.951561, + "rr": 1.930593, + "primary_prob": 20.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.895889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066064, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.850377, + "strategy_rank": 66.533907, + "rr": 0.706267, + "primary_prob": 49.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.0594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.259992, + "hold30_r": -1.18844 + }, + { + "symbol": "GPC", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.454252, + "strategy_rank": 64.983854, + "rr": 1.321988, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.982982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.254161, + "hold30_r": -0.034315 + }, + { + "symbol": "HCA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 69.989236, + "rr": 1.79166, + "primary_prob": 22.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.68749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723587, + "hold30_r": 0.731883 + }, + { + "symbol": "HSY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.697524, + "strategy_rank": 62.637244, + "rr": 1.387989, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.081983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300047, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.193757, + "strategy_rank": 67.179763, + "rr": 1.267429, + "primary_prob": 32.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.901143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.744528, + "hold30_r": -3.677991 + }, + { + "symbol": "IBKR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.312164, + "strategy_rank": 84.757804, + "rr": 1.734169, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.601253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.676736, + "hold30_r": 3.177445 + }, + { + "symbol": "IDXX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 84.111948, + "rr": 1.313858, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.970787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259557, + "hold30_r": 5.641443 + }, + { + "symbol": "ISRG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.402583, + "strategy_rank": 84.585576, + "rr": 1.475523, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.213284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406376, + "hold30_r": 1.733964 + }, + { + "symbol": "LII", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.218515, + "strategy_rank": 85.694295, + "rr": 1.792973, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.68946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736875, + "hold30_r": 2.843903 + }, + { + "symbol": "LULU", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.006459, + "strategy_rank": 87.265877, + "rr": 1.215156, + "primary_prob": 33.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.822733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165613, + "hold30_r": 0.726627 + }, + { + "symbol": "LVS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.708288, + "strategy_rank": 88.955867, + "rr": 0.782742, + "primary_prob": 46.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.174113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045196, + "hold30_r": -1.0 + }, + { + "symbol": "MCD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808396, + "strategy_rank": 57.362756, + "rr": 0.788317, + "primary_prob": 46.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.182476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68002, + "hold30_r": 0.596712 + }, + { + "symbol": "MDLZ", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 60.721206, + "rr": 0.941439, + "primary_prob": 41.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.412159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085533, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.895587, + "strategy_rank": 93.444564, + "rr": 1.639569, + "primary_prob": 39.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.459353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587292, + "hold30_r": 2.65386 + }, + { + "symbol": "MGM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.930032, + "strategy_rank": 81.087191, + "rr": 1.656605, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.484908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050663, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.73197, + "strategy_rank": 72.691066, + "rr": 1.600425, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.400638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530111, + "hold30_r": 2.926979 + }, + { + "symbol": "MNST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.020452, + "strategy_rank": 64.219591, + "rr": 1.338991, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.008487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259077, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.065662, + "strategy_rank": 67.588805, + "rr": 1.716485, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.574727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061495, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.527449, + "strategy_rank": 68.374596, + "rr": 0.784094, + "primary_prob": 46.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.176141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697565, + "hold30_r": 2.168597 + }, + { + "symbol": "MSTR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 99.085038, + "rr": 0.939654, + "primary_prob": 41.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.409481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919292, + "hold30_r": 6.078604 + }, + { + "symbol": "NFLX", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.246502, + "strategy_rank": 96.21098, + "rr": 2.519488, + "primary_prob": 28.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 3.779232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.475183, + "hold30_r": -0.067921 + }, + { + "symbol": "NVDA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.201292, + "strategy_rank": 97.395048, + "rr": 0.739778, + "primary_prob": 63.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.109667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.705043, + "hold30_r": 2.626196 + }, + { + "symbol": "ODFL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.745963, + "strategy_rank": 82.357374, + "rr": 0.853014, + "primary_prob": 44.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.279521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.808442, + "hold30_r": 8.344071 + }, + { + "symbol": "ORLY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.694295, + "strategy_rank": 70.635091, + "rr": 1.543842, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.315764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.4774, + "hold30_r": 1.956445 + }, + { + "symbol": "PCG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.833154, + "strategy_rank": 69.644779, + "rr": 0.955088, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.432632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.890885, + "hold30_r": 1.819215 + }, + { + "symbol": "PLTR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 90.710441, + "rr": 1.656863, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.485294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020734, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 84.144241, + "rr": 0.798998, + "primary_prob": 45.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.198497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749759, + "hold30_r": -0.279049 + }, + { + "symbol": "RCL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.385361, + "strategy_rank": 96.06028, + "rr": 0.830047, + "primary_prob": 59.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.24507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.778795, + "hold30_r": 2.00493 + }, + { + "symbol": "REGN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.451023, + "strategy_rank": 75.048439, + "rr": 0.76702, + "primary_prob": 47.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.15053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688015, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.499462, + "strategy_rank": 76.264801, + "rr": 1.543351, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.315026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484871, + "hold30_r": 2.282349 + }, + { + "symbol": "ROL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 61.087191, + "rr": 1.885938, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.828907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.796947, + "hold30_r": 4.171419 + }, + { + "symbol": "ROST", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.652314, + "strategy_rank": 64.951561, + "rr": 2.30437, + "primary_prob": 30.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.456555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.060646, + "hold30_r": 2.026854 + }, + { + "symbol": "SBUX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.096878, + "strategy_rank": 71.367061, + "rr": 1.185531, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.778296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11347, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.530678, + "strategy_rank": 59.34338, + "rr": 1.743239, + "primary_prob": 23.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.614859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060887, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.235737, + "strategy_rank": 90.043057, + "rr": 2.335544, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.503315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040062, + "hold30_r": 0.537203 + }, + { + "symbol": "SYK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513455, + "strategy_rank": 71.722282, + "rr": 1.527965, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.291947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.456232, + "hold30_r": 1.306938 + }, + { + "symbol": "TDG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.266954, + "strategy_rank": 70.215285, + "rr": 0.773634, + "primary_prob": 46.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.160451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699723, + "hold30_r": 3.921973 + }, + { + "symbol": "TKO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.447793, + "strategy_rank": 92.927879, + "rr": 1.865755, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.798633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.817902, + "hold30_r": 1.177462 + }, + { + "symbol": "TSCO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947255, + "strategy_rank": 68.449946, + "rr": 1.593615, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.390422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055508, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482239, + "strategy_rank": 75.888052, + "rr": 1.390413, + "primary_prob": 29.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.08562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.325454, + "hold30_r": 3.420367 + }, + { + "symbol": "TTD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.187298, + "strategy_rank": 95.47901, + "rr": 1.740058, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.610087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.700833, + "hold30_r": 2.367125 + }, + { + "symbol": "UBER", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.986006, + "strategy_rank": 94.434876, + "rr": 1.914148, + "primary_prob": 35.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.871222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.865951, + "hold30_r": 3.215842 + }, + { + "symbol": "UHS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 72.389666, + "rr": 1.268773, + "primary_prob": 32.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.90316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.21194, + "hold30_r": 1.084689 + }, + { + "symbol": "ULTA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.238967, + "strategy_rank": 74.230355, + "rr": 1.636215, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.454322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.590968, + "hold30_r": 1.588227 + }, + { + "symbol": "VRSK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.437029, + "strategy_rank": 68.417653, + "rr": 1.987561, + "primary_prob": 19.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.981342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905093, + "hold30_r": 3.366547 + }, + { + "symbol": "VRSN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.284177, + "strategy_rank": 61.356297, + "rr": 0.988936, + "primary_prob": 39.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.483404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08632, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.232508, + "strategy_rank": 96.523143, + "rr": 1.631534, + "primary_prob": 39.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.447301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595356, + "hold30_r": 3.624679 + }, + { + "symbol": "VRTX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.81916, + "strategy_rank": 73.638321, + "rr": 0.841439, + "primary_prob": 44.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.262159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.78051, + "hold30_r": 1.011605 + }, + { + "symbol": "WMT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.360603, + "strategy_rank": 59.913886, + "rr": 1.143939, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.715909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.040162, + "hold30_r": 1.89899 + }, + { + "symbol": "WST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.023681, + "strategy_rank": 79.763186, + "rr": 1.651534, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.477301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582195, + "hold30_r": 2.137051 + }, + { + "symbol": "WYNN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.170075, + "strategy_rank": 91.130248, + "rr": 1.385564, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.078346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043229, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.714747, + "strategy_rank": 73.186222, + "rr": 2.459759, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.689638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064635, + "hold30_r": 1.487883 + }, + { + "symbol": "CEG", + "date": "2023-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.881593, + "strategy_rank": 77.44887, + "rr": 1.31806, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.97709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067883, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.377826, + "strategy_rank": 84.67169, + "rr": 5.065709, + "primary_prob": 17.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 7.598563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038429, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38277, + "strategy_rank": 80.801236, + "rr": 1.087707, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.63156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020403, + "hold30_r": 3.123217 + }, + { + "symbol": "AMAT", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.115594, + "strategy_rank": 82.780154, + "rr": 2.218666, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.327999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.166357, + "hold30_r": 1.663457 + }, + { + "symbol": "ANET", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.02072, + "strategy_rank": 93.025276, + "rr": 1.711744, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.567615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680354, + "hold30_r": 2.311739 + }, + { + "symbol": "AXON", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454744, + "strategy_rank": 95.048136, + "rr": 1.714137, + "primary_prob": 38.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.571205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049714, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841876, + "strategy_rank": 66.016081, + "rr": 1.608637, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.412955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059158, + "hold30_r": -0.23127 + }, + { + "symbol": "BA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.784079, + "strategy_rank": 82.068877, + "rr": 1.841284, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.761927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050274, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.310796, + "strategy_rank": 72.724086, + "rr": 1.685811, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.528717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054382, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.40349, + "strategy_rank": 73.173629, + "rr": 1.26334, + "primary_prob": 32.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.895009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208166, + "hold30_r": 2.597301 + }, + { + "symbol": "CCL", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.479826, + "strategy_rank": 85.160687, + "rr": 2.185234, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.277851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048815, + "hold30_r": -1.013774 + }, + { + "symbol": "CDNS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.057797, + "strategy_rank": 82.804658, + "rr": 0.776798, + "primary_prob": 61.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.165197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049073, + "hold30_r": -1.0 + }, + { + "symbol": "CLX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.549618, + "strategy_rank": 71.157747, + "rr": 1.481021, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.221531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076767, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292257, + "strategy_rank": 84.28162, + "rr": 1.485932, + "primary_prob": 27.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.228897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.394194, + "hold30_r": -2.79689 + }, + { + "symbol": "COIN", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.767721, + "strategy_rank": 92.039472, + "rr": 2.628415, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.942623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.610367, + "hold30_r": 5.269855 + }, + { + "symbol": "CRH", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.969466, + "strategy_rank": 74.872206, + "rr": 0.693414, + "primary_prob": 65.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.04012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.627204, + "hold30_r": 3.658116 + }, + { + "symbol": "CSGP", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.059978, + "strategy_rank": 73.64427, + "rr": 1.600064, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.400095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532301, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.261723, + "strategy_rank": 61.112477, + "rr": 0.852352, + "primary_prob": 44.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.278528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764815, + "hold30_r": 1.366076 + }, + { + "symbol": "CVNA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.804798, + "strategy_rank": 90.730715, + "rr": 1.752634, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.62895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.742363, + "hold30_r": 6.185252 + }, + { + "symbol": "DXCM", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.946565, + "strategy_rank": 91.823422, + "rr": 2.324729, + "primary_prob": 30.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.487093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047038, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.494002, + "strategy_rank": 81.053419, + "rr": 1.800572, + "primary_prob": 22.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.700857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057118, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.605234, + "strategy_rank": 73.960661, + "rr": 1.10767, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.661505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057359, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672846, + "strategy_rank": 99.150753, + "rr": 1.403462, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.105193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370253, + "hold30_r": 0.729836 + }, + { + "symbol": "GE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.76554, + "strategy_rank": 89.937619, + "rr": 1.544216, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.316323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481416, + "hold30_r": 2.399819 + }, + { + "symbol": "GILD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.823337, + "strategy_rank": 64.254791, + "rr": 1.380288, + "primary_prob": 29.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.070432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069834, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.53108, + "strategy_rank": 65.348578, + "rr": 1.238588, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.857882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078322, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.092694, + "strategy_rank": 71.75531, + "rr": 0.910701, + "primary_prob": 57.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.366051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847938, + "hold30_r": -1.24294 + }, + { + "symbol": "HSY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.041439, + "strategy_rank": 60.71867, + "rr": 1.782007, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.67301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089961, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.895311, + "strategy_rank": 82.647501, + "rr": 1.837129, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.755694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.779602, + "hold30_r": 3.108437 + }, + { + "symbol": "IDXX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.094875, + "strategy_rank": 82.214073, + "rr": 1.137946, + "primary_prob": 35.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.70692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.083176, + "hold30_r": 2.098968 + }, + { + "symbol": "ISRG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.220284, + "strategy_rank": 83.451478, + "rr": 1.876657, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.814985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808892, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.076336, + "strategy_rank": 72.095873, + "rr": 1.109708, + "primary_prob": 51.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065656, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.930207, + "strategy_rank": 84.068229, + "rr": 2.077572, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.116358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.015742, + "hold30_r": 5.999386 + }, + { + "symbol": "LRCX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.679389, + "strategy_rank": 83.943799, + "rr": 1.694288, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.541431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.644566, + "hold30_r": 2.897671 + }, + { + "symbol": "LULU", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.751363, + "strategy_rank": 83.304953, + "rr": 2.824708, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.237062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057166, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.582334, + "strategy_rank": 88.920582, + "rr": 1.718957, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.578436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048771, + "hold30_r": -1.0 + }, + { + "symbol": "MDLZ", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.897492, + "strategy_rank": 57.948484, + "rr": 0.739401, + "primary_prob": 48.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.109101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093977, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.802617, + "strategy_rank": 93.329623, + "rr": 1.668512, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.502768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617319, + "hold30_r": 2.698931 + }, + { + "symbol": "MGM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.366412, + "strategy_rank": 86.364867, + "rr": 1.525612, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.288418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051747, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.187568, + "strategy_rank": 60.498218, + "rr": 1.116178, + "primary_prob": 35.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.674267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028777, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.312977, + "strategy_rank": 65.84879, + "rr": 1.749943, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.624915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066943, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.712105, + "strategy_rank": 67.952554, + "rr": 1.128075, + "primary_prob": 35.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.692113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.041672, + "hold30_r": 1.321848 + }, + { + "symbol": "MSTR", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.928026, + "strategy_rank": 98.386397, + "rr": 2.461613, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.69242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.438168, + "hold30_r": 3.512316 + }, + { + "symbol": "NCLH", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.331516, + "strategy_rank": 90.395717, + "rr": 2.071483, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.107224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036722, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.800436, + "strategy_rank": 95.438869, + "rr": 1.972818, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.959227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04571, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.14831, + "strategy_rank": 72.207843, + "rr": 0.807313, + "primary_prob": 45.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.21097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739905, + "hold30_r": -1.774275 + }, + { + "symbol": "ORCL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.730643, + "strategy_rank": 73.467925, + "rr": 0.777142, + "primary_prob": 61.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.165713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049513, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.528899, + "strategy_rank": 70.428444, + "rr": 1.364017, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.046025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.295766, + "hold30_r": 0.033473 + }, + { + "symbol": "PCG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.747001, + "strategy_rank": 70.091454, + "rr": 1.113698, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.670547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048234, + "hold30_r": 1.358168 + }, + { + "symbol": "PLTR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438386, + "strategy_rank": 95.747784, + "rr": 1.528582, + "primary_prob": 41.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.292872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020444, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.238822, + "strategy_rank": 81.491332, + "rr": 1.748241, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.622362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050246, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022901, + "strategy_rank": 72.8638, + "rr": 0.928117, + "primary_prob": 56.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.392175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080283, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551799, + "strategy_rank": 73.814551, + "rr": 1.774155, + "primary_prob": 37.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.661233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.715213, + "hold30_r": -1.251215 + }, + { + "symbol": "ROL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.461287, + "strategy_rank": 59.04684, + "rr": 1.917754, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.876631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.829903, + "hold30_r": 0.418747 + }, + { + "symbol": "ROST", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.459106, + "strategy_rank": 64.420504, + "rr": 1.347292, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.020938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279378, + "hold30_r": 1.421201 + }, + { + "symbol": "SBUX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.2759, + "strategy_rank": 72.054174, + "rr": 1.299881, + "primary_prob": 31.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.949821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079153, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.043621, + "strategy_rank": 56.879283, + "rr": 1.863176, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.794764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067208, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890949, + "strategy_rank": 99.695155, + "rr": 1.78313, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.674695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764186, + "hold30_r": 4.139782 + }, + { + "symbol": "SNPS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315158, + "strategy_rank": 76.82986, + "rr": 1.65804, + "primary_prob": 39.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.487059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053085, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.113413, + "strategy_rank": 89.394297, + "rr": 1.378656, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.067984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.341807, + "hold30_r": 0.799168 + }, + { + "symbol": "TKO", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.619411, + "strategy_rank": 93.19398, + "rr": 1.921209, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.881814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.870404, + "hold30_r": 1.197078 + }, + { + "symbol": "TPR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.241003, + "strategy_rank": 82.711793, + "rr": 0.790426, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.185639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050022, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.278081, + "strategy_rank": 73.927518, + "rr": 1.191412, + "primary_prob": 48.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.787119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120343, + "hold30_r": 3.702534 + }, + { + "symbol": "TTD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.565976, + "strategy_rank": 94.941232, + "rr": 1.809918, + "primary_prob": 37.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.714877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.76775, + "hold30_r": 3.05335 + }, + { + "symbol": "UAL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368593, + "strategy_rank": 86.965088, + "rr": 1.00674, + "primary_prob": 54.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.51011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955447, + "hold30_r": -0.0146 + }, + { + "symbol": "UBER", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.146129, + "strategy_rank": 95.666381, + "rr": 1.525577, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.288365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480984, + "hold30_r": 2.532583 + }, + { + "symbol": "UHS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333697, + "strategy_rank": 74.184186, + "rr": 1.568252, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.352377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048255, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.769902, + "strategy_rank": 75.142413, + "rr": 1.744212, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.616318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695936, + "hold30_r": -0.47781 + }, + { + "symbol": "URI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.243184, + "strategy_rank": 84.128118, + "rr": 1.545134, + "primary_prob": 41.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.317701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.504529, + "hold30_r": 3.050233 + }, + { + "symbol": "VRSK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.405671, + "strategy_rank": 66.363621, + "rr": 0.67219, + "primary_prob": 66.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.008285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.59035, + "hold30_r": 1.168002 + }, + { + "symbol": "VRSN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.586696, + "strategy_rank": 63.026356, + "rr": 1.376073, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.064109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083004, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.074155, + "strategy_rank": 96.40316, + "rr": 2.350108, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.525162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.311344, + "hold30_r": 9.093174 + }, + { + "symbol": "VRTX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.677208, + "strategy_rank": 70.220618, + "rr": 0.68323, + "primary_prob": 50.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.024846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.619237, + "hold30_r": 1.466833 + }, + { + "symbol": "WDAY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.533261, + "strategy_rank": 79.985796, + "rr": 1.815637, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.723456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048043, + "hold30_r": 0.588346 + }, + { + "symbol": "WYNN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.018539, + "strategy_rank": 91.804816, + "rr": 1.763523, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.645285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047269, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.623773, + "strategy_rank": 72.424889, + "rr": 1.183346, + "primary_prob": 49.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.775018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069572, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-06-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.580288, + "strategy_rank": 79.391837, + "rr": 2.075709, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.113564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.011583, + "hold30_r": 5.016628 + }, + { + "symbol": "ACGL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 80.503662, + "rr": 1.950025, + "primary_prob": 20.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.925038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881126, + "hold30_r": 2.861916 + }, + { + "symbol": "AMAT", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.261351, + "strategy_rank": 86.545377, + "rr": 2.254593, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.38189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049632, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.13732, + "strategy_rank": 93.236456, + "rr": 1.623213, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.434819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.027865, + "hold30_r": 0.010097 + }, + { + "symbol": "ANET", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 95.441689, + "rr": 1.682641, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.523961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.648195, + "hold30_r": 2.356367 + }, + { + "symbol": "APO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.173865, + "strategy_rank": 82.081374, + "rr": 1.558544, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.337815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49472, + "hold30_r": 2.962394 + }, + { + "symbol": "AVGO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 85.666709, + "rr": 1.630175, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.445263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58463, + "hold30_r": 0.061736 + }, + { + "symbol": "AXON", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.224806, + "strategy_rank": 95.21427, + "rr": 1.90663, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.859945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046166, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.133998, + "strategy_rank": 80.376119, + "rr": 1.477666, + "primary_prob": 27.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.216499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.423995, + "hold30_r": 3.64291 + }, + { + "symbol": "BIIB", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.019934, + "strategy_rank": 72.278042, + "rr": 1.920865, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.881297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054881, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 62.592231, + "rr": 1.806667, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.71, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739694, + "hold30_r": 2.782067 + }, + { + "symbol": "CDNS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358804, + "strategy_rank": 83.811384, + "rr": 1.185551, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.778326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136639, + "hold30_r": -0.374105 + }, + { + "symbol": "CMG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 82.954131, + "rr": 1.080128, + "primary_prob": 36.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.620192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990683, + "hold30_r": -3.062273 + }, + { + "symbol": "COIN", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.603544, + "strategy_rank": 89.823033, + "rr": 2.998146, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 4.497219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.977897, + "hold30_r": 2.093293 + }, + { + "symbol": "CSGP", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.502769, + "strategy_rank": 72.47017, + "rr": 1.654163, + "primary_prob": 39.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.481245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064338, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.704319, + "strategy_rank": 82.844404, + "rr": 0.924589, + "primary_prob": 41.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.386884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.86863, + "hold30_r": 4.092109 + }, + { + "symbol": "DXCM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.795127, + "strategy_rank": 90.456037, + "rr": 1.79639, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.694585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.749781, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.153931, + "strategy_rank": 78.046426, + "rr": 1.786754, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.680131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729437, + "hold30_r": 1.789561 + }, + { + "symbol": "FICO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.449612, + "strategy_rank": 80.88158, + "rr": 1.082428, + "primary_prob": 36.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.623641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022935, + "hold30_r": 3.038898 + }, + { + "symbol": "FSLR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.137608, + "rr": 1.741525, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.612287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.708202, + "hold30_r": 1.902912 + }, + { + "symbol": "GE", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127353, + "strategy_rank": 89.727269, + "rr": 1.395501, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.093252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.326037, + "hold30_r": 2.399987 + }, + { + "symbol": "GILD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.942414, + "strategy_rank": 62.969635, + "rr": 0.689617, + "primary_prob": 50.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.034426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.620392, + "hold30_r": 1.894353 + }, + { + "symbol": "GIS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277962, + "strategy_rank": 59.952032, + "rr": 1.146052, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.719078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096668, + "hold30_r": -1.015711 + }, + { + "symbol": "HSY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 56.588119, + "rr": 1.616817, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.425225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09562, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.586932, + "strategy_rank": 84.493726, + "rr": 1.797231, + "primary_prob": 22.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.695847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.733616, + "hold30_r": 3.555136 + }, + { + "symbol": "IDXX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.163898, + "strategy_rank": 78.141248, + "rr": 1.071353, + "primary_prob": 37.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.607029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013898, + "hold30_r": 2.049831 + }, + { + "symbol": "ISRG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.466224, + "strategy_rank": 83.094865, + "rr": 1.726739, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.590108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655362, + "hold30_r": -1.019768 + }, + { + "symbol": "IT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479513, + "strategy_rank": 71.718532, + "rr": 1.84672, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.770079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.780224, + "hold30_r": -0.067654 + }, + { + "symbol": "JCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.059801, + "strategy_rank": 73.088269, + "rr": 1.573315, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.359972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503987, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.700997, + "strategy_rank": 82.415007, + "rr": 1.981071, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.971607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.913909, + "hold30_r": 5.116758 + }, + { + "symbol": "LRCX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.258029, + "strategy_rank": 88.602167, + "rr": 1.809544, + "primary_prob": 37.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.714317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.193445, + "hold30_r": -1.146628 + }, + { + "symbol": "LVS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.895903, + "strategy_rank": 88.21774, + "rr": 1.90525, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.857874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051902, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 70.290976, + "rr": 1.653644, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.480466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595039, + "hold30_r": 4.761196 + }, + { + "symbol": "MDLZ", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066445, + "strategy_rank": 56.676346, + "rr": 1.883256, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.824884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.238875, + "hold30_r": -1.141845 + }, + { + "symbol": "META", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.681063, + "strategy_rank": 95.319286, + "rr": 2.519974, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.779961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.472736, + "hold30_r": 1.494244 + }, + { + "symbol": "MGM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596899, + "strategy_rank": 82.665896, + "rr": 1.191761, + "primary_prob": 33.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.787642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.139103, + "hold30_r": 2.053477 + }, + { + "symbol": "MNST", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.730897, + "strategy_rank": 58.600026, + "rr": 1.185599, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.778398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08011, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.929125, + "strategy_rank": 85.782432, + "rr": 2.100598, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.150898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.049318, + "hold30_r": 6.764296 + }, + { + "symbol": "MRK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.499446, + "strategy_rank": 62.52696, + "rr": 1.54178, + "primary_prob": 41.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.31267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068368, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 64.465459, + "rr": 1.907566, + "primary_prob": 20.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.861349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.823892, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.342193, + "strategy_rank": 97.973789, + "rr": 1.841267, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.7619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819237, + "hold30_r": 1.793464 + }, + { + "symbol": "NFLX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.89258, + "strategy_rank": 95.545248, + "rr": 1.569279, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.353918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522869, + "hold30_r": 0.656486 + }, + { + "symbol": "NUE", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.281285, + "strategy_rank": 83.420104, + "rr": 2.182178, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.273267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048038, + "hold30_r": 1.286332 + }, + { + "symbol": "ORCL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79845, + "strategy_rank": 75.902009, + "rr": 1.749445, + "primary_prob": 37.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.624167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05134, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 69.880594, + "rr": 0.735855, + "primary_prob": 48.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.103782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662726, + "hold30_r": -0.222809 + }, + { + "symbol": "PCG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.677741, + "strategy_rank": 71.188231, + "rr": 1.012658, + "primary_prob": 38.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.518987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.944585, + "hold30_r": 1.004621 + }, + { + "symbol": "PLTR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.915836, + "strategy_rank": 93.976444, + "rr": 1.637426, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.456139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617227, + "hold30_r": 0.442417 + }, + { + "symbol": "PODD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72093, + "strategy_rank": 75.245535, + "rr": 1.91484, + "primary_prob": 35.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.872259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04963, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.616833, + "strategy_rank": 73.275429, + "rr": 1.957856, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.936784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053348, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.925803, + "strategy_rank": 78.192813, + "rr": 1.860694, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.79104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.800542, + "hold30_r": -1.925775 + }, + { + "symbol": "ROST", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.375415, + "strategy_rank": 64.544006, + "rr": 1.85769, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.786534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.784557, + "hold30_r": 1.379797 + }, + { + "symbol": "SBUX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 67.854812, + "rr": 1.10194, + "primary_prob": 36.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.65291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073016, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.808416, + "strategy_rank": 89.455394, + "rr": 3.023147, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.534721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.977244, + "hold30_r": 5.420868 + }, + { + "symbol": "SMCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889258, + "strategy_rank": 99.690436, + "rr": 1.657393, + "primary_prob": 39.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.486089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.637696, + "hold30_r": 1.7372 + }, + { + "symbol": "SNPS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.143965, + "strategy_rank": 81.631162, + "rr": 1.564409, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.346613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.511576, + "hold30_r": 0.134936 + }, + { + "symbol": "STLD", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.801772, + "strategy_rank": 92.640798, + "rr": 2.73509, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.102636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039733, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.395349, + "strategy_rank": 78.192214, + "rr": 0.864266, + "primary_prob": 43.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.296399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051959, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.509413, + "strategy_rank": 73.196368, + "rr": 2.192487, + "primary_prob": 32.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.28873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.135655, + "hold30_r": 4.530706 + }, + { + "symbol": "TT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.049834, + "strategy_rank": 73.656431, + "rr": 1.566085, + "primary_prob": 41.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.349128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491578, + "hold30_r": 2.711844 + }, + { + "symbol": "TTD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.462901, + "strategy_rank": 95.626793, + "rr": 1.574897, + "primary_prob": 40.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.362345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530173, + "hold30_r": 1.21175 + }, + { + "symbol": "UBER", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.674419, + "strategy_rank": 95.156623, + "rr": 2.258706, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.38806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044276, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.0299, + "strategy_rank": 90.803803, + "rr": 1.984393, + "primary_prob": 34.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.97659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.94225, + "hold30_r": 2.760935 + }, + { + "symbol": "VRSK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 66.440105, + "rr": 0.972708, + "primary_prob": 40.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.459061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886207, + "hold30_r": 2.001444 + }, + { + "symbol": "VRSN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 63.393978, + "rr": 1.47134, + "primary_prob": 27.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.20701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085735, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.671096, + "strategy_rank": 98.075292, + "rr": 1.916778, + "primary_prob": 35.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.875167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878281, + "hold30_r": 8.912613 + }, + { + "symbol": "WDAY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 81.614288, + "rr": 1.855449, + "primary_prob": 21.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.783174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050639, + "hold30_r": 0.151315 + }, + { + "symbol": "WYNN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.228128, + "strategy_rank": 90.472397, + "rr": 1.943982, + "primary_prob": 35.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.915973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04935, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.056478, + "strategy_rank": 73.255557, + "rr": 1.016519, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.524778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955815, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838317, + "strategy_rank": 69.982954, + "rr": 1.860414, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.790621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075609, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.215795, + "strategy_rank": 79.933259, + "rr": 1.928297, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.892446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856161, + "hold30_r": 5.764574 + }, + { + "symbol": "ABNB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 85.906563, + "rr": 1.810816, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.716224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77201, + "hold30_r": -0.421391 + }, + { + "symbol": "ACGL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438265, + "strategy_rank": 78.887653, + "rr": 1.623072, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.434608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.557338, + "hold30_r": 1.48664 + }, + { + "symbol": "AMAT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.101224, + "strategy_rank": 88.598443, + "rr": 1.487475, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.231213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052833, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.437152, + "strategy_rank": 94.171301, + "rr": 1.317805, + "primary_prob": 30.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.976708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032289, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 95.684093, + "rr": 0.865658, + "primary_prob": 43.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.298487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826362, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.206897, + "strategy_rank": 85.406007, + "rr": 1.830106, + "primary_prob": 36.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.745159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.763109, + "hold30_r": 1.863723 + }, + { + "symbol": "AVGO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994438, + "strategy_rank": 88.053393, + "rr": 0.669019, + "primary_prob": 66.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.616354, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 95.183537, + "rr": 1.404033, + "primary_prob": 29.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.106049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051605, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.214683, + "strategy_rank": 80.533927, + "rr": 2.059389, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.089084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.999279, + "hold30_r": 2.34457 + }, + { + "symbol": "BIIB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102336, + "strategy_rank": 70.57842, + "rr": 1.847375, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.771062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062625, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 73.359288, + "rr": 0.912157, + "primary_prob": 41.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.368236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.853735, + "hold30_r": 5.694154 + }, + { + "symbol": "BSX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.208009, + "strategy_rank": 63.014461, + "rr": 0.757741, + "primary_prob": 47.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.136611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080627, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.098999, + "strategy_rank": 91.401557, + "rr": 1.597381, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.396071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03013, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.769744, + "strategy_rank": 84.3604, + "rr": 0.850846, + "primary_prob": 44.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.276269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79717, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.328142, + "strategy_rank": 96.629588, + "rr": 1.644319, + "primary_prob": 39.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.466479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.623261, + "hold30_r": 0.087348 + }, + { + "symbol": "CSGP", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 73.915462, + "rr": 1.926345, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.889518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057636, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 98.565072, + "rr": 1.263374, + "primary_prob": 47.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.895061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25191, + "hold30_r": 2.707467 + }, + { + "symbol": "DD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 72.035595, + "rr": 1.774934, + "primary_prob": 22.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.662402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.709514, + "hold30_r": 2.329396 + }, + { + "symbol": "DHI", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.993326, + "strategy_rank": 77.875417, + "rr": 0.816847, + "primary_prob": 60.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.22527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.870968, + "strategy_rank": 79.432703, + "rr": 1.508942, + "primary_prob": 42.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.263413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.446001, + "hold30_r": 0.909712 + }, + { + "symbol": "DXCM", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 90.589544, + "rr": 1.859977, + "primary_prob": 36.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.789966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.811602, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 73.737486, + "rr": 1.677764, + "primary_prob": 24.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.516646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618828, + "hold30_r": 1.325767 + }, + { + "symbol": "FCX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.422692, + "strategy_rank": 81.85762, + "rr": 0.691646, + "primary_prob": 50.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.037469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043209, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.777531, + "strategy_rank": 99.310345, + "rr": 1.396731, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.095096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.361634, + "hold30_r": 0.4637 + }, + { + "symbol": "GE", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.106785, + "strategy_rank": 90.667408, + "rr": 1.080601, + "primary_prob": 51.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.620902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009389, + "hold30_r": 1.612348 + }, + { + "symbol": "GILD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 61.134594, + "rr": 1.706611, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.559916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074434, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.324805, + "strategy_rank": 86.117909, + "rr": 1.906406, + "primary_prob": 35.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.859609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.215405, + "hold30_r": -1.150748 + }, + { + "symbol": "ISRG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.546162, + "strategy_rank": 81.935484, + "rr": 1.309678, + "primary_prob": 46.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.964518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237384, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.097887, + "strategy_rank": 70.778643, + "rr": 1.771301, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.656952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.704184, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.323693, + "strategy_rank": 89.42158, + "rr": 0.779726, + "primary_prob": 46.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.169588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729559, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540601, + "strategy_rank": 80.367075, + "rr": 1.272699, + "primary_prob": 47.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.909049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201561, + "hold30_r": 5.01175 + }, + { + "symbol": "LRCX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.879867, + "strategy_rank": 90.678532, + "rr": 1.906229, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.859344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.857495, + "hold30_r": 0.686126 + }, + { + "symbol": "LULU", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 85.406007, + "rr": 1.949468, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.924202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066735, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885428, + "strategy_rank": 87.30812, + "rr": 1.688936, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.533403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6405, + "hold30_r": -0.731349 + }, + { + "symbol": "META", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.329255, + "strategy_rank": 95.862069, + "rr": 1.979329, + "primary_prob": 34.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.968993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.929328, + "hold30_r": -0.006794 + }, + { + "symbol": "MGM", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.093437, + "strategy_rank": 79.955506, + "rr": 2.82649, + "primary_prob": 26.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.239735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.771234, + "hold30_r": 0.806268 + }, + { + "symbol": "MNST", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.867631, + "strategy_rank": 58.442714, + "rr": 1.164499, + "primary_prob": 34.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.746748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080321, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.428254, + "strategy_rank": 83.859844, + "rr": 1.755777, + "primary_prob": 37.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.633666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698366, + "hold30_r": 6.222288 + }, + { + "symbol": "MPWR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 88.220245, + "rr": 1.782765, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.674148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745288, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 61.935484, + "rr": 1.510898, + "primary_prob": 27.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.266347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072623, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.553949, + "strategy_rank": 98.820912, + "rr": 2.424386, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.636578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.400573, + "hold30_r": -0.264513 + }, + { + "symbol": "MU", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.200222, + "strategy_rank": 83.070078, + "rr": 1.541109, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.311663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503804, + "hold30_r": 0.649204 + }, + { + "symbol": "NCLH", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.321468, + "strategy_rank": 91.0901, + "rr": 2.906186, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.359279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036218, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.110122, + "strategy_rank": 95.272525, + "rr": 2.846137, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 4.269206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047677, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.205784, + "strategy_rank": 85.873192, + "rr": 1.558253, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.337379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.507829, + "hold30_r": 1.261775 + }, + { + "symbol": "ORCL", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.547275, + "strategy_rank": 75.261402, + "rr": 2.255063, + "primary_prob": 31.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.382594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052769, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 72.625139, + "rr": 0.83007, + "primary_prob": 59.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.245105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763561, + "hold30_r": 0.921491 + }, + { + "symbol": "PLTR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 96.707453, + "rr": 1.92659, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.889884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90191, + "hold30_r": -0.196495 + }, + { + "symbol": "PTC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 63.20356, + "rr": 1.329423, + "primary_prob": 30.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.994134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262266, + "hold30_r": 1.474303 + }, + { + "symbol": "REGN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20356, + "strategy_rank": 74.727475, + "rr": 1.944999, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.917499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.120054, + "hold30_r": -1.065108 + }, + { + "symbol": "ROK", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.320356, + "strategy_rank": 77.675195, + "rr": 2.293866, + "primary_prob": 31.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.440799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.483617, + "hold30_r": -2.420506 + }, + { + "symbol": "ROST", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.543938, + "strategy_rank": 66.484983, + "rr": 1.332742, + "primary_prob": 45.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.999113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076916, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.430478, + "strategy_rank": 87.296997, + "rr": 1.703216, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.554824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652884, + "hold30_r": 4.323635 + }, + { + "symbol": "SNPS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 81.590656, + "rr": 1.335338, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.003007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.275501, + "hold30_r": -0.313194 + }, + { + "symbol": "STLD", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.992214, + "strategy_rank": 92.992214, + "rr": 3.012675, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.519013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.039209, + "hold30_r": 0.113623 + }, + { + "symbol": "TPR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.873192, + "strategy_rank": 81.001112, + "rr": 1.300228, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.950343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243447, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 70.989989, + "rr": 1.358056, + "primary_prob": 45.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.037084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.278605, + "hold30_r": 2.796705 + }, + { + "symbol": "TTD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 97.897664, + "rr": 1.537307, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.30596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04739, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 95.617353, + "rr": 1.530691, + "primary_prob": 41.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.296037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486413, + "hold30_r": -0.005071 + }, + { + "symbol": "UHS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 73.181313, + "rr": 1.724987, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.58748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057075, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876529, + "strategy_rank": 89.276974, + "rr": 1.837719, + "primary_prob": 36.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.756579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047637, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 60.456062, + "rr": 1.342726, + "primary_prob": 30.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.014088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090642, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.332592, + "strategy_rank": 98.431591, + "rr": 1.564592, + "primary_prob": 41.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.346888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.523929, + "hold30_r": 7.89826 + }, + { + "symbol": "WDAY", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 84.516129, + "rr": 1.069337, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.604006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017004, + "hold30_r": 0.918073 + }, + { + "symbol": "WYNN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 88.954394, + "rr": 1.066778, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.600167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047218, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 70.789766, + "rr": 1.228508, + "primary_prob": 33.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.842761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152169, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.345898, + "strategy_rank": 78.984606, + "rr": 0.824585, + "primary_prob": 60.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.236877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751772, + "hold30_r": 4.591315 + }, + { + "symbol": "AMAT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.354767, + "strategy_rank": 87.2417, + "rr": 1.236652, + "primary_prob": 32.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.854977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.184473, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.237251, + "strategy_rank": 94.071385, + "rr": 1.324505, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.986757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035004, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.926829, + "strategy_rank": 77.329754, + "rr": 0.985724, + "primary_prob": 54.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.478586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91232, + "hold30_r": -1.203969 + }, + { + "symbol": "ANET", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.567627, + "strategy_rank": 94.139817, + "rr": 1.644342, + "primary_prob": 24.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.466513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.599353, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.361419, + "strategy_rank": 86.506976, + "rr": 0.87915, + "primary_prob": 58.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.318726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81664, + "hold30_r": 2.031861 + }, + { + "symbol": "AXON", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.558758, + "strategy_rank": 95.042016, + "rr": 1.105201, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.657801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052384, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.902439, + "strategy_rank": 79.43746, + "rr": 1.539787, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.30968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061816, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.906874, + "strategy_rank": 71.668882, + "rr": 1.688973, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.53346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059021, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.13969, + "strategy_rank": 63.022119, + "rr": 1.441948, + "primary_prob": 28.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.162923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084477, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.478936, + "strategy_rank": 77.652954, + "rr": 1.173829, + "primary_prob": 49.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.760744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.113103, + "hold30_r": 2.326347 + }, + { + "symbol": "CCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124169, + "strategy_rank": 94.924529, + "rr": 1.544372, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.316557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029532, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.135255, + "strategy_rank": 82.17344, + "rr": 0.818959, + "primary_prob": 45.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.228438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765655, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45898, + "strategy_rank": 81.947835, + "rr": 1.030166, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.545249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.940543, + "hold30_r": -3.259403 + }, + { + "symbol": "COP", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.266075, + "strategy_rank": 78.719439, + "rr": 2.508176, + "primary_prob": 29.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.762264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.45098, + "hold30_r": 1.700547 + }, + { + "symbol": "CSGP", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.929047, + "strategy_rank": 71.65343, + "rr": 2.106818, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.160227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06214, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.334812, + "strategy_rank": 99.501182, + "rr": 1.945447, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.91817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.932082, + "hold30_r": 0.238832 + }, + { + "symbol": "DE", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.596452, + "strategy_rank": 75.701587, + "rr": 2.182475, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.273712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.119786, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.148559, + "strategy_rank": 78.48054, + "rr": 1.728071, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.592106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065154, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.56541, + "strategy_rank": 90.690035, + "rr": 1.841644, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.762466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053827, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.261641, + "strategy_rank": 75.337573, + "rr": 1.960396, + "primary_prob": 34.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.940594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.898504, + "hold30_r": -0.002633 + }, + { + "symbol": "FCX", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.359202, + "strategy_rank": 87.271795, + "rr": 2.818005, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 4.227008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044543, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.778271, + "strategy_rank": 99.313816, + "rr": 1.412387, + "primary_prob": 28.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.11858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376834, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.895787, + "strategy_rank": 78.313777, + "rr": 1.229396, + "primary_prob": 48.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.844093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152573, + "hold30_r": 0.784111 + }, + { + "symbol": "GILD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.374723, + "strategy_rank": 60.944607, + "rr": 1.365487, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.048231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290268, + "hold30_r": 0.324987 + }, + { + "symbol": "GWW", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.13082, + "strategy_rank": 83.205291, + "rr": 1.016806, + "primary_prob": 53.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.52521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066448, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.343681, + "strategy_rank": 72.149869, + "rr": 0.737772, + "primary_prob": 63.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.106658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071296, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.252772, + "strategy_rank": 70.465436, + "rr": 0.80617, + "primary_prob": 60.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.209256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732156, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.461197, + "strategy_rank": 86.49275, + "rr": 1.61609, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.424135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110447, + "hold30_r": -1.043148 + }, + { + "symbol": "ISRG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 82.674833, + "rr": 1.763612, + "primary_prob": 37.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.645418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.257238, + "hold30_r": -1.186612 + }, + { + "symbol": "IT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.804878, + "strategy_rank": 71.020937, + "rr": 0.706674, + "primary_prob": 64.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.06001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634591, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.702882, + "strategy_rank": 74.089805, + "rr": 1.69804, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.547059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077852, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913525, + "strategy_rank": 87.327963, + "rr": 0.869369, + "primary_prob": 43.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.304053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.819786, + "hold30_r": 1.49992 + }, + { + "symbol": "LII", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.033259, + "strategy_rank": 79.169299, + "rr": 1.636787, + "primary_prob": 39.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.455181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.568499, + "hold30_r": 3.116143 + }, + { + "symbol": "LLY", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.356984, + "strategy_rank": 71.941482, + "rr": 1.61118, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.416771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549527, + "hold30_r": 7.889315 + }, + { + "symbol": "LRCX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.911308, + "strategy_rank": 88.789686, + "rr": 1.355094, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.032641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.304822, + "hold30_r": 2.240659 + }, + { + "symbol": "LVS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.782705, + "strategy_rank": 87.927982, + "rr": 1.592842, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.389263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05324, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 70.755867, + "rr": 0.71686, + "primary_prob": 64.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.07529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651581, + "hold30_r": 2.274328 + }, + { + "symbol": "MCK", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.709534, + "strategy_rank": 60.545347, + "rr": 1.409945, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.114918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077354, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.78714, + "strategy_rank": 95.458077, + "rr": 1.872634, + "primary_prob": 36.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.808951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05005, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.691796, + "strategy_rank": 81.995762, + "rr": 2.033849, + "primary_prob": 34.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.050773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.979015, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.026608, + "strategy_rank": 85.545616, + "rr": 1.811038, + "primary_prob": 37.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.716557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.755261, + "hold30_r": 5.414516 + }, + { + "symbol": "MSTR", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.68071, + "strategy_rank": 95.410567, + "rr": 2.459412, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.689118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025574, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.121951, + "strategy_rank": 95.257932, + "rr": 1.503651, + "primary_prob": 42.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.255477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036599, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.780488, + "strategy_rank": 95.064483, + "rr": 1.628054, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.442081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576635, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.81153, + "strategy_rank": 85.020726, + "rr": 1.661171, + "primary_prob": 39.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.491757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052605, + "hold30_r": -0.412355 + }, + { + "symbol": "ORCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 75.995305, + "rr": 1.672638, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.508956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059591, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.7051, + "strategy_rank": 83.678968, + "rr": 0.812933, + "primary_prob": 45.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.219399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770012, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.341463, + "strategy_rank": 97.107166, + "rr": 3.021387, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 4.53208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025664, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.48337, + "strategy_rank": 64.27597, + "rr": 1.573216, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.359825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501027, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.556541, + "strategy_rank": 96.072322, + "rr": 1.008523, + "primary_prob": 38.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.512784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.959026, + "hold30_r": 0.772528 + }, + { + "symbol": "REGN", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.487805, + "strategy_rank": 70.179959, + "rr": 0.798559, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.197839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740044, + "hold30_r": 4.984351 + }, + { + "symbol": "ROK", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.687361, + "strategy_rank": 80.206817, + "rr": 1.118918, + "primary_prob": 50.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.678378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.779633, + "hold30_r": -3.712492 + }, + { + "symbol": "ROST", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91796, + "strategy_rank": 64.69213, + "rr": 1.994443, + "primary_prob": 34.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.991665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.918409, + "hold30_r": 3.531738 + }, + { + "symbol": "SLB", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.128603, + "strategy_rank": 91.337367, + "rr": 2.209803, + "primary_prob": 31.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.314705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048379, + "hold30_r": 0.516399 + }, + { + "symbol": "SNPS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.254989, + "strategy_rank": 78.893094, + "rr": 0.727627, + "primary_prob": 48.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.091441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667625, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.015521, + "strategy_rank": 92.854228, + "rr": 2.871893, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.307839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042475, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.476718, + "strategy_rank": 81.072641, + "rr": 1.781711, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.672567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057663, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.924612, + "strategy_rank": 72.253866, + "rr": 1.260906, + "primary_prob": 47.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.89136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.180486, + "hold30_r": 1.44523 + }, + { + "symbol": "TTD", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.117517, + "strategy_rank": 97.51766, + "rr": 2.422992, + "primary_prob": 29.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.634488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045859, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004435, + "strategy_rank": 95.649564, + "rr": 1.800648, + "primary_prob": 37.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.700971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.758254, + "hold30_r": 0.295196 + }, + { + "symbol": "UHS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698448, + "strategy_rank": 75.619444, + "rr": 1.77242, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.65863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060721, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.002217, + "strategy_rank": 98.239605, + "rr": 2.164815, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.247223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.120451, + "hold30_r": 8.542151 + }, + { + "symbol": "WDAY", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.920177, + "strategy_rank": 80.188372, + "rr": 1.502617, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.253926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450434, + "hold30_r": 1.326735 + }, + { + "symbol": "WYNN", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.226164, + "strategy_rank": 89.764952, + "rr": 2.053422, + "primary_prob": 33.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.080133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092312, + "hold30_r": -1.043148 + }, + { + "symbol": "XOM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.152993, + "strategy_rank": 71.906653, + "rr": 1.517868, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.276802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065275, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.696231, + "strategy_rank": 72.66745, + "rr": 1.821671, + "primary_prob": 21.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.732506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.747495, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.481153, + "strategy_rank": 60.527515, + "rr": 1.860572, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.790858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08217, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 63.682397, + "rr": 1.264028, + "primary_prob": 47.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.896041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179244, + "hold30_r": 1.997147 + }, + { + "symbol": "AMAT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.089686, + "strategy_rank": 83.824525, + "rr": 1.551116, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.326674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051803, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.874439, + "strategy_rank": 88.803383, + "rr": 1.796051, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.694076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033959, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 95.098564, + "rr": 0.985978, + "primary_prob": 39.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.478967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051604, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.134529, + "strategy_rank": 76.684774, + "rr": 0.84575, + "primary_prob": 44.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 89, + "primary_distance_atr": 1.268625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780384, + "hold30_r": 3.172738 + }, + { + "symbol": "BIIB", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.565022, + "strategy_rank": 69.344509, + "rr": 0.872996, + "primary_prob": 43.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.309493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065584, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919283, + "strategy_rank": 65.623364, + "rr": 1.535785, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.303677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084131, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.412556, + "strategy_rank": 73.126373, + "rr": 0.852911, + "primary_prob": 44.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.279366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761451, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.170404, + "strategy_rank": 94.912571, + "rr": 1.63855, + "primary_prob": 39.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.457825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030107, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883408, + "strategy_rank": 74.106976, + "rr": 1.128537, + "primary_prob": 50.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.692805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.909188, + "hold30_r": -1.838709 + }, + { + "symbol": "CVNA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.731017, + "rr": 1.707301, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.560952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01457, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.403587, + "strategy_rank": 90.339558, + "rr": 1.80128, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.701921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052402, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 78.750263, + "rr": 1.686829, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.530243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618929, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 86.344991, + "rr": 1.389864, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.084796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.344337, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.439462, + "strategy_rank": 98.970039, + "rr": 1.747094, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.62064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.713229, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 76.122205, + "rr": 1.777109, + "primary_prob": 37.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.665663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.696894, + "hold30_r": 1.613198 + }, + { + "symbol": "GILD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 61.930809, + "rr": 1.717999, + "primary_prob": 38.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.576998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078626, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.946188, + "strategy_rank": 84.621392, + "rr": 1.588616, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.382925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.448661, + "hold30_r": -1.379198 + }, + { + "symbol": "HCA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.843049, + "strategy_rank": 72.229061, + "rr": 1.689581, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.534371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.532988, + "hold30_r": -1.466812 + }, + { + "symbol": "HSY", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.493274, + "strategy_rank": 57.553345, + "rr": 1.747028, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.620542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.28992, + "hold30_r": -1.202307 + }, + { + "symbol": "HWM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.080717, + "strategy_rank": 69.426972, + "rr": 0.786373, + "primary_prob": 61.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.17956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708285, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 86.486592, + "rr": 1.81812, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.727181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.762828, + "hold30_r": 2.792957 + }, + { + "symbol": "ISRG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.497758, + "strategy_rank": 82.898095, + "rr": 1.457079, + "primary_prob": 43.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.185619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.384452, + "hold30_r": -1.317625 + }, + { + "symbol": "JCI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.856502, + "strategy_rank": 73.867337, + "rr": 1.465334, + "primary_prob": 42.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.198001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087334, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390135, + "strategy_rank": 82.375779, + "rr": 0.864323, + "primary_prob": 43.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.296485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048371, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.32287, + "strategy_rank": 80.090438, + "rr": 1.694757, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.542135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624281, + "hold30_r": 4.127331 + }, + { + "symbol": "LIN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 63.798116, + "rr": 0.703653, + "primary_prob": 49.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.05548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625967, + "hold30_r": 1.283327 + }, + { + "symbol": "LLY", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.591928, + "strategy_rank": 74.550591, + "rr": 0.717032, + "primary_prob": 49.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.075547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652429, + "hold30_r": 6.725065 + }, + { + "symbol": "LRCX", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.735426, + "strategy_rank": 84.089295, + "rr": 2.333688, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.500531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050394, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941704, + "strategy_rank": 78.571945, + "rr": 1.695228, + "primary_prob": 23.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.542842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069093, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.748879, + "strategy_rank": 87.053074, + "rr": 1.411836, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.117753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.145356, + "hold30_r": -1.092165 + }, + { + "symbol": "MCK", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.520179, + "strategy_rank": 62.860099, + "rr": 1.284248, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.926372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083241, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.506726, + "strategy_rank": 94.510413, + "rr": 2.628528, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.942792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053093, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.426009, + "strategy_rank": 83.590153, + "rr": 2.372841, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.559262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.315306, + "hold30_r": 4.954414 + }, + { + "symbol": "MSI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.61435, + "strategy_rank": 61.089776, + "rr": 0.785579, + "primary_prob": 46.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.178369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.691263, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.659193, + "strategy_rank": 90.49365, + "rr": 2.24364, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.365459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02611, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.049327, + "strategy_rank": 93.691576, + "rr": 2.99595, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.493925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.297932, + "hold30_r": -1.261883 + }, + { + "symbol": "NFLX", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.430493, + "strategy_rank": 95.142956, + "rr": 2.410367, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.615551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.569793, + "hold30_r": -1.522274 + }, + { + "symbol": "NUE", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.717489, + "strategy_rank": 81.233786, + "rr": 2.083214, + "primary_prob": 33.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.12482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052488, + "hold30_r": 0.493094 + }, + { + "symbol": "OMC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 79.065218, + "rr": 1.655135, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.482702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043305, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.973094, + "strategy_rank": 79.189891, + "rr": 1.828413, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.742619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060441, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 89.471589, + "rr": 0.878367, + "primary_prob": 58.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.317551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046002, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.533632, + "strategy_rank": 97.971529, + "rr": 1.809788, + "primary_prob": 37.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.714682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026708, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.865471, + "strategy_rank": 65.714554, + "rr": 0.752849, + "primary_prob": 62.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078813, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.215247, + "strategy_rank": 95.054699, + "rr": 1.035102, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.552653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.982962, + "hold30_r": -0.123258 + }, + { + "symbol": "REGN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.107623, + "strategy_rank": 74.498826, + "rr": 1.561461, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.342191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.496053, + "hold30_r": 5.273476 + }, + { + "symbol": "RL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 75.416529, + "rr": 0.742754, + "primary_prob": 48.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.11413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685865, + "hold30_r": -1.167844 + }, + { + "symbol": "ROK", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.349776, + "strategy_rank": 78.786454, + "rr": 0.701898, + "primary_prob": 64.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.052847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07032, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 62.770262, + "rr": 1.648363, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.472545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.570208, + "hold30_r": 3.133295 + }, + { + "symbol": "SLB", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.376682, + "strategy_rank": 91.307972, + "rr": 2.061602, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.092403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052582, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 99.686625, + "rr": 0.680508, + "primary_prob": 65.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.020762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657537, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.273543, + "strategy_rank": 92.774701, + "rr": 1.593973, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.390959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044569, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.188341, + "strategy_rank": 83.506335, + "rr": 1.302088, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.953132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058929, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.06278, + "strategy_rank": 78.618443, + "rr": 1.533721, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.300581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.678155, + "hold30_r": -2.625164 + }, + { + "symbol": "TT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 75.13799, + "rr": 1.892943, + "primary_prob": 35.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.839415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.811009, + "hold30_r": 2.1085 + }, + { + "symbol": "TTD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.964126, + "strategy_rank": 96.671532, + "rr": 1.918983, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.878475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038148, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.529148, + "strategy_rank": 84.103289, + "rr": 0.855308, + "primary_prob": 43.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.282961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.807899, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.206278, + "strategy_rank": 95.757817, + "rr": 2.002759, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.004138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04262, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.013453, + "strategy_rank": 77.342974, + "rr": 1.262731, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.894096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059923, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367713, + "strategy_rank": 91.172164, + "rr": 0.742782, + "primary_prob": 63.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.114172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.125415, + "hold30_r": -1.08045 + }, + { + "symbol": "VRT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.878924, + "strategy_rank": 98.107864, + "rr": 1.370717, + "primary_prob": 44.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046192, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.600897, + "strategy_rank": 84.719957, + "rr": 2.154375, + "primary_prob": 32.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.231562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055688, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.869955, + "strategy_rank": 88.743868, + "rr": 1.638111, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.457167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051757, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.573991, + "strategy_rank": 74.782331, + "rr": 0.851649, + "primary_prob": 44.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.277473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769374, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.098655, + "strategy_rank": 62.383152, + "rr": 1.486276, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.229414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.994001, + "hold30_r": -2.909625 + }, + { + "symbol": "ALGN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.280899, + "strategy_rank": 88.956719, + "rr": 0.949363, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.424044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908921, + "hold30_r": 0.06426 + }, + { + "symbol": "AMAT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.94382, + "strategy_rank": 83.877715, + "rr": 1.144177, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.716265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094881, + "hold30_r": 1.632892 + }, + { + "symbol": "ANET", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.134831, + "strategy_rank": 92.341916, + "rr": 0.886638, + "primary_prob": 42.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.329957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042061, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.314607, + "strategy_rank": 95.288835, + "rr": 1.263808, + "primary_prob": 32.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.895712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.215188, + "hold30_r": 4.863657 + }, + { + "symbol": "BA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.258427, + "strategy_rank": 76.106011, + "rr": 1.950192, + "primary_prob": 35.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.925288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056687, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.550562, + "strategy_rank": 69.041896, + "rr": 1.051308, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.576962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.994185, + "hold30_r": -0.421014 + }, + { + "symbol": "BKR", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.11236, + "strategy_rank": 75.988966, + "rr": 2.119811, + "primary_prob": 33.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.179716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055609, + "hold30_r": 1.306883 + }, + { + "symbol": "BLDR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.539326, + "strategy_rank": 94.538066, + "rr": 0.799778, + "primary_prob": 60.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.199668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751434, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.325843, + "strategy_rank": 64.512395, + "rr": 1.337017, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.005526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075703, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179775, + "strategy_rank": 72.43795, + "rr": 0.761309, + "primary_prob": 47.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.141964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672868, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.404494, + "strategy_rank": 96.474177, + "rr": 2.309544, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.464316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032932, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.921348, + "strategy_rank": 77.618935, + "rr": 1.207005, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.810507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049963, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.483146, + "strategy_rank": 80.606364, + "rr": 1.077347, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.616021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.879862, + "hold30_r": -2.807924 + }, + { + "symbol": "COR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.505618, + "strategy_rank": 61.569179, + "rr": 1.282804, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.924206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.186365, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.786517, + "strategy_rank": 68.830831, + "rr": 1.891344, + "primary_prob": 20.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.837017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082486, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.88764, + "strategy_rank": 79.098478, + "rr": 0.689098, + "primary_prob": 50.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.033648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049356, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.438202, + "strategy_rank": 99.573109, + "rr": 0.81443, + "primary_prob": 45.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.221645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803403, + "hold30_r": 0.488973 + }, + { + "symbol": "DAL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.404494, + "strategy_rank": 80.258931, + "rr": 1.560341, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.340512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051477, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.932584, + "strategy_rank": 89.665365, + "rr": 1.415524, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.123285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.364337, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.134831, + "strategy_rank": 74.781378, + "rr": 1.606802, + "primary_prob": 40.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.410204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.064279, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.101124, + "strategy_rank": 77.135361, + "rr": 1.185153, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.77773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.111753, + "hold30_r": 5.742483 + }, + { + "symbol": "FCX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.314607, + "strategy_rank": 88.22157, + "rr": 1.866569, + "primary_prob": 36.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.799853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.146188, + "hold30_r": -1.103785 + }, + { + "symbol": "FSLR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662921, + "strategy_rank": 99.158664, + "rr": 1.980008, + "primary_prob": 34.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.970012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.943916, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.235955, + "strategy_rank": 61.102837, + "rr": 1.596719, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.395079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528092, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.157303, + "strategy_rank": 84.071547, + "rr": 0.920713, + "primary_prob": 41.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.38107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.43718, + "hold30_r": -1.358984 + }, + { + "symbol": "HCA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.359551, + "strategy_rank": 68.586663, + "rr": 1.489671, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.234507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072046, + "hold30_r": -1.002857 + }, + { + "symbol": "HUBB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842697, + "strategy_rank": 86.731143, + "rr": 0.741975, + "primary_prob": 48.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.112963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68987, + "hold30_r": 1.262286 + }, + { + "symbol": "IBKR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.561798, + "strategy_rank": 85.254245, + "rr": 1.261499, + "primary_prob": 47.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.892248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.203653, + "hold30_r": 2.516234 + }, + { + "symbol": "IR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.752809, + "strategy_rank": 75.249836, + "rr": 1.117813, + "primary_prob": 35.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.676719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044317, + "hold30_r": 2.864873 + }, + { + "symbol": "ISRG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460674, + "strategy_rank": 82.553862, + "rr": 1.373921, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.060881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054464, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606742, + "strategy_rank": 69.247141, + "rr": 1.589097, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.383646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.585932, + "hold30_r": -1.518396 + }, + { + "symbol": "JBL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.865169, + "strategy_rank": 79.940596, + "rr": 0.800573, + "primary_prob": 45.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.200859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064805, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.898876, + "strategy_rank": 70.586613, + "rr": 0.815363, + "primary_prob": 45.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.223045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724855, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.337079, + "strategy_rank": 81.998287, + "rr": 1.544394, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.316591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.496479, + "hold30_r": 2.056192 + }, + { + "symbol": "LEN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.910112, + "strategy_rank": 77.5882, + "rr": 1.062912, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.594369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063597, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.853933, + "strategy_rank": 78.5556, + "rr": 1.553904, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.330857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481066, + "hold30_r": 5.323231 + }, + { + "symbol": "LLY", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.224719, + "strategy_rank": 72.742505, + "rr": 0.749122, + "primary_prob": 47.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.123683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681422, + "hold30_r": 8.928392 + }, + { + "symbol": "LRCX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.044944, + "strategy_rank": 85.031012, + "rr": 1.358409, + "primary_prob": 30.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.037613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.309072, + "hold30_r": 1.317128 + }, + { + "symbol": "LVS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.831461, + "strategy_rank": 87.200408, + "rr": 1.744785, + "primary_prob": 23.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.617177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04801, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.685393, + "strategy_rank": 61.686502, + "rr": 0.785993, + "primary_prob": 46.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.178989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703819, + "hold30_r": 1.509 + }, + { + "symbol": "META", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.191011, + "strategy_rank": 96.419358, + "rr": 1.456844, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.185266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411312, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.483146, + "strategy_rank": 82.485287, + "rr": 1.445433, + "primary_prob": 43.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.168149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.385276, + "hold30_r": 4.739654 + }, + { + "symbol": "MRK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.696629, + "strategy_rank": 62.73069, + "rr": 1.337369, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.006053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.265311, + "hold30_r": 0.269021 + }, + { + "symbol": "MSTR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.067416, + "strategy_rank": 90.07903, + "rr": 1.531043, + "primary_prob": 41.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.296564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027418, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.505618, + "strategy_rank": 95.306847, + "rr": 1.632146, + "primary_prob": 39.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.448218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068615, + "hold30_r": -1.030067 + }, + { + "symbol": "NFLX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.089888, + "strategy_rank": 94.727944, + "rr": 1.054456, + "primary_prob": 37.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.581683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.130875, + "hold30_r": -1.091443 + }, + { + "symbol": "NUE", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.561798, + "strategy_rank": 81.617474, + "rr": 1.628674, + "primary_prob": 39.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.443011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047944, + "hold30_r": -0.001419 + }, + { + "symbol": "NVDA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.213483, + "strategy_rank": 98.574999, + "rr": 0.74868, + "primary_prob": 62.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.123019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708835, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730337, + "strategy_rank": 77.230967, + "rr": 1.529238, + "primary_prob": 26.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.293857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043038, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.011236, + "strategy_rank": 91.084547, + "rr": 0.928699, + "primary_prob": 56.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.393048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.885992, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.494382, + "strategy_rank": 77.379251, + "rr": 1.776347, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.66452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058344, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.58427, + "strategy_rank": 90.504056, + "rr": 1.008055, + "primary_prob": 38.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.512083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047616, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52809, + "strategy_rank": 71.392981, + "rr": 0.79662, + "primary_prob": 46.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.19493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743464, + "hold30_r": -0.490034 + }, + { + "symbol": "PH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.078652, + "strategy_rank": 77.569406, + "rr": 1.00836, + "primary_prob": 38.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.51254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938582, + "hold30_r": 1.360074 + }, + { + "symbol": "PLTR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.05618, + "strategy_rank": 96.270268, + "rr": 1.31139, + "primary_prob": 31.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.967086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286354, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.977528, + "strategy_rank": 75.104449, + "rr": 1.823387, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.73508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752662, + "hold30_r": 4.562035 + }, + { + "symbol": "ROK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.764045, + "strategy_rank": 76.52945, + "rr": 1.818341, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.727512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.509058, + "hold30_r": -3.437224 + }, + { + "symbol": "ROST", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359551, + "strategy_rank": 61.115811, + "rr": 1.434233, + "primary_prob": 43.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.151349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350564, + "hold30_r": 2.189781 + }, + { + "symbol": "SLB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.303371, + "strategy_rank": 87.850028, + "rr": 1.907971, + "primary_prob": 35.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.861956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052548, + "hold30_r": 1.439668 + }, + { + "symbol": "SNA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.460674, + "strategy_rank": 69.062831, + "rr": 1.866056, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.799084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067568, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.258427, + "strategy_rank": 92.859374, + "rr": 1.834562, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.751843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041965, + "hold30_r": 0.262889 + }, + { + "symbol": "SYK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685393, + "strategy_rank": 73.563183, + "rr": 1.104188, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.656282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080557, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707865, + "strategy_rank": 81.301784, + "rr": 1.385871, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.078807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060687, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.707865, + "strategy_rank": 69.761425, + "rr": 1.371774, + "primary_prob": 29.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.057661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287148, + "hold30_r": 2.663618 + }, + { + "symbol": "TTD", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.966292, + "strategy_rank": 97.405552, + "rr": 2.83239, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.248584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.267175, + "hold30_r": -1.229158 + }, + { + "symbol": "UAL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.808989, + "strategy_rank": 90.325037, + "rr": 1.152953, + "primary_prob": 34.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.729429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042401, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.764045, + "strategy_rank": 96.040661, + "rr": 2.12627, + "primary_prob": 32.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.189405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047468, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.539326, + "strategy_rank": 77.952864, + "rr": 1.542991, + "primary_prob": 26.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.314486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047791, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.235955, + "strategy_rank": 90.972792, + "rr": 1.647686, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.471529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047761, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.988764, + "strategy_rank": 98.148637, + "rr": 1.584775, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.377163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542099, + "hold30_r": 12.007915 + }, + { + "symbol": "WDAY", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.033708, + "strategy_rank": 85.168439, + "rr": 1.235432, + "primary_prob": 32.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.853147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.198, + "hold30_r": -1.144382 + }, + { + "symbol": "WYNN", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.52809, + "strategy_rank": 88.785358, + "rr": 2.088524, + "primary_prob": 33.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.132786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054244, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.910112, + "strategy_rank": 63.0882, + "rr": 1.256503, + "primary_prob": 47.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.884755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169091, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 60.905804, + "rr": 1.157806, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.73671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083562, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.608315, + "strategy_rank": 83.313593, + "rr": 1.503273, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.254909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060458, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.087527, + "strategy_rank": 85.373496, + "rr": 2.04171, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.062565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.100889, + "hold30_r": -1.06751 + }, + { + "symbol": "AMAT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.448578, + "strategy_rank": 84.999594, + "rr": 1.93219, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.898284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045422, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.183807, + "strategy_rank": 90.647879, + "rr": 0.912696, + "primary_prob": 56.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.369045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882521, + "hold30_r": 0.874909 + }, + { + "symbol": "AXON", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.702407, + "strategy_rank": 94.854567, + "rr": 1.602617, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.403925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552475, + "hold30_r": 4.857268 + }, + { + "symbol": "BIIB", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.262582, + "strategy_rank": 70.225292, + "rr": 1.292823, + "primary_prob": 31.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.939234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055282, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.824945, + "strategy_rank": 74.471348, + "rr": 1.132349, + "primary_prob": 50.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.698523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067024, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.245077, + "strategy_rank": 78.818715, + "rr": 2.180279, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.270419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057885, + "hold30_r": 0.91157 + }, + { + "symbol": "BLDR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.140044, + "strategy_rank": 94.080127, + "rr": 0.83568, + "primary_prob": 59.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.25352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047142, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.682713, + "strategy_rank": 61.865236, + "rr": 1.076138, + "primary_prob": 37.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.614206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010284, + "hold30_r": 1.496081 + }, + { + "symbol": "CCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.124726, + "strategy_rank": 98.437527, + "rr": 1.17619, + "primary_prob": 34.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.764286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058095, + "hold30_r": -1.025641 + }, + { + "symbol": "CDNS", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.525164, + "strategy_rank": 75.952768, + "rr": 1.7852, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.6778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.234596, + "hold30_r": -1.185171 + }, + { + "symbol": "CMG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.308534, + "strategy_rank": 81.126891, + "rr": 1.59964, + "primary_prob": 25.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.399461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053566, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842451, + "strategy_rank": 96.991462, + "rr": 1.62381, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.435715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017251, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.402626, + "strategy_rank": 68.039043, + "rr": 1.465328, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.197991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084591, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137856, + "strategy_rank": 79.222263, + "rr": 0.980615, + "primary_prob": 54.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.470923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.89156, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.562363, + "strategy_rank": 99.660903, + "rr": 2.189539, + "primary_prob": 32.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.284309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013335, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.450766, + "strategy_rank": 85.119466, + "rr": 1.923952, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.885928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052014, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.061269, + "strategy_rank": 81.620618, + "rr": 0.68692, + "primary_prob": 50.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.03038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.631169, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.326039, + "strategy_rank": 79.902463, + "rr": 1.04663, + "primary_prob": 37.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.569946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055603, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.870897, + "strategy_rank": 62.578187, + "rr": 1.035833, + "primary_prob": 38.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.553749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079584, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.041575, + "strategy_rank": 78.467531, + "rr": 1.414827, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.122241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.346936, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091904, + "strategy_rank": 90.918918, + "rr": 0.684806, + "primary_prob": 50.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.027209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039332, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.496718, + "strategy_rank": 79.743772, + "rr": 1.833234, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.74985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056251, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.746171, + "strategy_rank": 87.426686, + "rr": 1.676848, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.515272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043233, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.389497, + "strategy_rank": 78.411512, + "rr": 0.858686, + "primary_prob": 43.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.288029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801801, + "hold30_r": 2.917292 + }, + { + "symbol": "FSLR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.796499, + "strategy_rank": 98.404274, + "rr": 1.759504, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.639256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027579, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.356674, + "strategy_rank": 74.331768, + "rr": 1.403652, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.105478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334403, + "hold30_r": 1.137962 + }, + { + "symbol": "GILD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.901532, + "strategy_rank": 64.179981, + "rr": 1.642827, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.46424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571231, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.043764, + "strategy_rank": 82.190023, + "rr": 1.69601, + "primary_prob": 23.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.544015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.137957, + "hold30_r": -1.072313 + }, + { + "symbol": "HCA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277899, + "strategy_rank": 67.636451, + "rr": 1.912278, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.868418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05749, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.873085, + "strategy_rank": 85.623823, + "rr": 1.320735, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.981102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058543, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.479212, + "strategy_rank": 68.948549, + "rr": 1.834901, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.752352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.065508, + "hold30_r": -0.654397 + }, + { + "symbol": "ISRG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.575492, + "strategy_rank": 81.264417, + "rr": 1.142685, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.714027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054525, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.713348, + "strategy_rank": 69.001964, + "rr": 0.815797, + "primary_prob": 45.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.223695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05742, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045952, + "strategy_rank": 79.657057, + "rr": 1.502084, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.253125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06032, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.056893, + "strategy_rank": 69.983493, + "rr": 1.266804, + "primary_prob": 47.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.900205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081858, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.794311, + "strategy_rank": 77.683965, + "rr": 1.612386, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.418579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064259, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.231947, + "strategy_rank": 74.682451, + "rr": 0.70998, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.06497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639437, + "hold30_r": 10.642484 + }, + { + "symbol": "LRCX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.619256, + "strategy_rank": 83.923872, + "rr": 1.114976, + "primary_prob": 50.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.672465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043582, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.185996, + "strategy_rank": 86.084345, + "rr": 2.024753, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.037129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049208, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.400438, + "strategy_rank": 81.412621, + "rr": 0.768501, + "primary_prob": 62.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.152752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.123462, + "hold30_r": -1.077682 + }, + { + "symbol": "MCK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.49453, + "strategy_rank": 62.691586, + "rr": 1.032153, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.548229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951721, + "hold30_r": 0.635755 + }, + { + "symbol": "META", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.921225, + "strategy_rank": 96.940054, + "rr": 2.140679, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.211018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04079, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.229759, + "strategy_rank": 79.802753, + "rr": 0.874556, + "primary_prob": 58.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.311835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058753, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.995624, + "strategy_rank": 65.69912, + "rr": 1.659773, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.489659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595, + "hold30_r": 0.778258 + }, + { + "symbol": "MSTR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.623632, + "strategy_rank": 96.772787, + "rr": 1.479727, + "primary_prob": 27.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.21959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025223, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.358862, + "strategy_rank": 97.704915, + "rr": 1.251188, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.876782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026445, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.577681, + "strategy_rank": 95.336254, + "rr": 0.737658, + "primary_prob": 48.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.106487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040619, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.343545, + "strategy_rank": 98.656202, + "rr": 1.252738, + "primary_prob": 32.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.879107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038406, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.089716, + "strategy_rank": 78.910399, + "rr": 1.766409, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.649613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047629, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.888403, + "strategy_rank": 92.598301, + "rr": 1.102905, + "primary_prob": 51.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.654358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039076, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.107221, + "strategy_rank": 76.965448, + "rr": 1.837697, + "primary_prob": 21.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.756545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06233, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.527352, + "strategy_rank": 66.902334, + "rr": 1.795872, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.693809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.070794, + "hold30_r": 0.85559 + }, + { + "symbol": "PANW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.654267, + "strategy_rank": 91.955367, + "rr": 1.718072, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.577108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086614, + "hold30_r": -1.044377 + }, + { + "symbol": "PCAR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.964989, + "strategy_rank": 72.219597, + "rr": 1.081198, + "primary_prob": 51.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.621796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088427, + "hold30_r": -1.026635 + }, + { + "symbol": "PCG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.857768, + "strategy_rank": 70.592577, + "rr": 0.721251, + "primary_prob": 49.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.081876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06826, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667396, + "strategy_rank": 76.801238, + "rr": 0.704857, + "primary_prob": 64.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.057285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638786, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.404814, + "strategy_rank": 96.521361, + "rr": 1.62906, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.443589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022902, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.275711, + "strategy_rank": 73.706535, + "rr": 1.996955, + "primary_prob": 34.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.995433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067781, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.781182, + "strategy_rank": 96.375211, + "rr": 1.153061, + "primary_prob": 49.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.729591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042536, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.026258, + "strategy_rank": 72.377333, + "rr": 1.635308, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.452963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569761, + "hold30_r": 4.488195 + }, + { + "symbol": "RL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.306346, + "strategy_rank": 74.522302, + "rr": 0.749101, + "primary_prob": 62.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.123651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686882, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962801, + "strategy_rank": 74.163044, + "rr": 1.760174, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.640261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049022, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.214442, + "strategy_rank": 64.018232, + "rr": 0.984048, + "primary_prob": 39.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.476073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902076, + "hold30_r": 2.211221 + }, + { + "symbol": "SLB", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.4814, + "strategy_rank": 90.061871, + "rr": 2.090073, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.13511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.035324, + "hold30_r": 1.967229 + }, + { + "symbol": "SNA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838074, + "strategy_rank": 69.633814, + "rr": 1.39593, + "primary_prob": 29.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.093895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074614, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.013129, + "strategy_rank": 91.592596, + "rr": 1.597093, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.39564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04504, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.730853, + "strategy_rank": 72.6902, + "rr": 1.560551, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.340826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487271, + "hold30_r": 2.72629 + }, + { + "symbol": "TKO", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.63895, + "strategy_rank": 82.2953, + "rr": 1.297221, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.945831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240169, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.181619, + "strategy_rank": 78.115343, + "rr": 1.823, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.7345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.542313, + "hold30_r": -2.487852 + }, + { + "symbol": "TTD", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.26477, + "strategy_rank": 97.528571, + "rr": 2.913457, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.370186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035281, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.669584, + "strategy_rank": 90.316307, + "rr": 0.875169, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.312754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.831242, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.483589, + "strategy_rank": 95.356416, + "rr": 1.947125, + "primary_prob": 35.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.920687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039856, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.700219, + "strategy_rank": 80.19321, + "rr": 1.749967, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.62495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048546, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919037, + "strategy_rank": 84.538523, + "rr": 1.202428, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.803642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048222, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.827133, + "strategy_rank": 87.003884, + "rr": 1.264343, + "primary_prob": 32.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.896514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052554, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.698031, + "strategy_rank": 62.617006, + "rr": 1.743748, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.615622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061416, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.161572, + "strategy_rank": 83.601336, + "rr": 1.657139, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.485709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061429, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.113537, + "strategy_rank": 80.831764, + "rr": 1.538838, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.308257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045093, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.716157, + "strategy_rank": 88.255558, + "rr": 0.975854, + "primary_prob": 54.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.463781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94294, + "hold30_r": 0.037091 + }, + { + "symbol": "APO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.462882, + "strategy_rank": 85.916174, + "rr": 1.743606, + "primary_prob": 38.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.615408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05625, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.978166, + "strategy_rank": 89.621971, + "rr": 1.889858, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.834787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053772, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.379913, + "strategy_rank": 95.714958, + "rr": 1.862504, + "primary_prob": 36.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.793756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040467, + "hold30_r": -0.43507 + }, + { + "symbol": "BA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.58952, + "strategy_rank": 77.82116, + "rr": 1.344548, + "primary_prob": 45.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.016822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058371, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.008734, + "strategy_rank": 68.487813, + "rr": 1.357956, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.036934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056802, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375546, + "strategy_rank": 83.799483, + "rr": 1.815995, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.723992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061608, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296943, + "strategy_rank": 60.105246, + "rr": 0.831297, + "primary_prob": 44.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.246945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761392, + "hold30_r": 1.991991 + }, + { + "symbol": "CAH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.759825, + "strategy_rank": 70.482205, + "rr": 0.894116, + "primary_prob": 42.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.341174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.807497, + "hold30_r": -1.544583 + }, + { + "symbol": "CARR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.895197, + "strategy_rank": 76.201801, + "rr": 1.5664, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.349601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054869, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.017467, + "strategy_rank": 98.397194, + "rr": 1.618741, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.428111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032237, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.676856, + "strategy_rank": 76.245041, + "rr": 1.628751, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.443127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576963, + "hold30_r": 0.376972 + }, + { + "symbol": "CMG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20524, + "strategy_rank": 78.131903, + "rr": 1.636513, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.45477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.578465, + "hold30_r": 0.243109 + }, + { + "symbol": "COR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.065502, + "strategy_rank": 64.091603, + "rr": 1.495435, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.243152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079419, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.537118, + "strategy_rank": 67.498858, + "rr": 0.924206, + "primary_prob": 41.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.386308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840951, + "hold30_r": -0.524034 + }, + { + "symbol": "CRH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.847162, + "strategy_rank": 78.415889, + "rr": 0.889907, + "primary_prob": 57.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.334861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083456, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454148, + "strategy_rank": 99.585224, + "rr": 1.148421, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.722631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137571, + "hold30_r": 0.191131 + }, + { + "symbol": "DAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.248908, + "strategy_rank": 85.554628, + "rr": 1.849706, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.774559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054012, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.323144, + "strategy_rank": 80.339926, + "rr": 1.007798, + "primary_prob": 38.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.511696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057568, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.244541, + "strategy_rank": 62.037846, + "rr": 1.195009, + "primary_prob": 33.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.792513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087601, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.9869, + "strategy_rank": 80.364686, + "rr": 1.669072, + "primary_prob": 39.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.503608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052891, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.90393, + "strategy_rank": 91.176542, + "rr": 1.745681, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.618522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031592, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938865, + "strategy_rank": 81.173545, + "rr": 1.758114, + "primary_prob": 22.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.637171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052628, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.445415, + "strategy_rank": 78.79349, + "rr": 0.804655, + "primary_prob": 60.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.206982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739112, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.152838, + "strategy_rank": 85.195222, + "rr": 1.812834, + "primary_prob": 22.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.719251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04469, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179039, + "strategy_rank": 79.351471, + "rr": 0.67042, + "primary_prob": 66.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.00563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621589, + "hold30_r": 1.001722 + }, + { + "symbol": "FSLR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.580786, + "strategy_rank": 98.287596, + "rr": 1.843477, + "primary_prob": 36.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.765215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031161, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.68559, + "strategy_rank": 93.376645, + "rr": 1.548959, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.323438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026556, + "hold30_r": -0.222111 + }, + { + "symbol": "GE", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.668122, + "strategy_rank": 75.796444, + "rr": 1.402026, + "primary_prob": 29.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.103039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.32954, + "hold30_r": 0.264948 + }, + { + "symbol": "GILD", + "date": "2023-08-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.550218, + "strategy_rank": 61.758355, + "rr": 2.156118, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.234176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062878, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.157205, + "strategy_rank": 75.117233, + "rr": 1.124293, + "primary_prob": 35.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.686439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068935, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.19214, + "strategy_rank": 89.852798, + "rr": 1.785705, + "primary_prob": 37.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.678558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081048, + "hold30_r": -1.0308 + }, + { + "symbol": "HCA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.755459, + "strategy_rank": 66.932743, + "rr": 1.526367, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.28955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.464556, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.541485, + "strategy_rank": 86.603876, + "rr": 1.933855, + "primary_prob": 20.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.900783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878898, + "hold30_r": -0.12041 + }, + { + "symbol": "IDXX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.240175, + "strategy_rank": 72.867469, + "rr": 1.125577, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.688366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051909, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.628821, + "strategy_rank": 78.949325, + "rr": 1.199561, + "primary_prob": 33.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.799342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054266, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.925764, + "strategy_rank": 80.44346, + "rr": 1.844025, + "primary_prob": 21.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.766037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062089, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.078603, + "strategy_rank": 70.83476, + "rr": 1.674112, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.511168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080209, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.812227, + "strategy_rank": 77.079016, + "rr": 1.504763, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.257144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064139, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.960699, + "strategy_rank": 86.813012, + "rr": 1.874969, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.812453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05147, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.707424, + "strategy_rank": 93.918072, + "rr": 1.899232, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.848848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042501, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790393, + "strategy_rank": 83.465693, + "rr": 1.855334, + "primary_prob": 21.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.783001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045519, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021834, + "strategy_rank": 62.028356, + "rr": 1.322261, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.983391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064978, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.751092, + "strategy_rank": 62.402888, + "rr": 1.719711, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.579567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646974, + "hold30_r": 0.215949 + }, + { + "symbol": "MSTR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.886463, + "strategy_rank": 95.491766, + "rr": 1.222828, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.834242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023481, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.943231, + "strategy_rank": 96.618432, + "rr": 1.144434, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.716651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.132126, + "hold30_r": -1.1037 + }, + { + "symbol": "NFLX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.362445, + "strategy_rank": 95.062862, + "rr": 0.819633, + "primary_prob": 45.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.229449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042853, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.458515, + "strategy_rank": 80.11181, + "rr": 1.653416, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.480124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050892, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.235808, + "strategy_rank": 98.615392, + "rr": 1.192603, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.788904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.155616, + "hold30_r": -0.664972 + }, + { + "symbol": "NVR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.41048, + "strategy_rank": 66.345506, + "rr": 0.84614, + "primary_prob": 44.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.26921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075442, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.991266, + "strategy_rank": 78.554671, + "rr": 1.532229, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.298344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052481, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.593886, + "strategy_rank": 91.141864, + "rr": 1.272482, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.908723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03904, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340611, + "strategy_rank": 77.62601, + "rr": 1.680105, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.520157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617752, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.318777, + "strategy_rank": 67.051902, + "rr": 1.503493, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.25524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.079089, + "hold30_r": -0.140364 + }, + { + "symbol": "PANW", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104803, + "strategy_rank": 92.47467, + "rr": 1.769957, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.654935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035983, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.720524, + "strategy_rank": 74.615478, + "rr": 1.35449, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.031735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06319, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.196507, + "strategy_rank": 71.539515, + "rr": 0.98352, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.47528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068432, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.144105, + "strategy_rank": 98.406756, + "rr": 1.604824, + "primary_prob": 25.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.407235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016871, + "hold30_r": -0.691448 + }, + { + "symbol": "PNR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.532751, + "strategy_rank": 72.936324, + "rr": 1.944764, + "primary_prob": 35.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.917146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067268, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672489, + "strategy_rank": 95.816494, + "rr": 1.560007, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.34001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064347, + "hold30_r": -1.022724 + }, + { + "symbol": "RL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061135, + "strategy_rank": 76.163056, + "rr": 0.781923, + "primary_prob": 46.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.172884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.223574, + "hold30_r": -1.165635 + }, + { + "symbol": "ROK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.371179, + "strategy_rank": 78.321917, + "rr": 1.881954, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.822932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051206, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.279476, + "strategy_rank": 62.034849, + "rr": 1.661213, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.491819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574694, + "hold30_r": 0.038272 + }, + { + "symbol": "SLB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.39738, + "strategy_rank": 93.752676, + "rr": 1.109646, + "primary_prob": 51.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.157437, + "hold30_r": -1.101186 + }, + { + "symbol": "SMCI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89083, + "strategy_rank": 99.760182, + "rr": 1.934716, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.902074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015462, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.842795, + "strategy_rank": 70.520022, + "rr": 1.718826, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.578239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082931, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.973799, + "strategy_rank": 89.144404, + "rr": 1.819984, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.729976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04607, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.227074, + "strategy_rank": 63.706011, + "rr": 1.862049, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.793073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065338, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.772926, + "strategy_rank": 70.983532, + "rr": 1.873602, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.810403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08882, + "hold30_r": -1.033656 + }, + { + "symbol": "TPR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.624454, + "strategy_rank": 80.497902, + "rr": 1.633788, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.450683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.007614, + "hold30_r": -1.954752 + }, + { + "symbol": "TTD", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742358, + "strategy_rank": 96.366056, + "rr": 1.866569, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.799853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034506, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.122271, + "strategy_rank": 90.414348, + "rr": 1.877135, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.815702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045254, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.030568, + "strategy_rank": 91.349502, + "rr": 1.820705, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.731057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.782388, + "hold30_r": 0.212826 + }, + { + "symbol": "UHS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.283843, + "strategy_rank": 80.028755, + "rr": 1.21213, + "primary_prob": 33.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.818194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048353, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.934498, + "strategy_rank": 77.231926, + "rr": 1.642508, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.463762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.572199, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.80786, + "strategy_rank": 80.098182, + "rr": 1.648215, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.472322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.598945, + "hold30_r": 0.503487 + }, + { + "symbol": "WYNN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.615721, + "strategy_rank": 87.532965, + "rr": 1.152244, + "primary_prob": 34.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.728367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103466, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.768559, + "strategy_rank": 60.930802, + "rr": 1.774579, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.661868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06259, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.036224, + "strategy_rank": 83.434667, + "rr": 1.883256, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.824884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068082, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.169045, + "strategy_rank": 87.952505, + "rr": 1.496183, + "primary_prob": 42.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.244274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042015, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.412733, + "strategy_rank": 82.977194, + "rr": 1.909562, + "primary_prob": 20.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.864343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.865637, + "hold30_r": -0.004766 + }, + { + "symbol": "ANET", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.023052, + "strategy_rank": 91.297516, + "rr": 0.713948, + "primary_prob": 64.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.070922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674971, + "hold30_r": 0.330969 + }, + { + "symbol": "APO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.498353, + "strategy_rank": 85.192878, + "rr": 1.658741, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.488111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.598158, + "hold30_r": 4.091184 + }, + { + "symbol": "ARES", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717892, + "strategy_rank": 80.91063, + "rr": 1.358122, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.037182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301466, + "hold30_r": 2.15335 + }, + { + "symbol": "AVGO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.609221, + "strategy_rank": 90.354713, + "rr": 1.620835, + "primary_prob": 25.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.431252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.568997, + "hold30_r": -1.179253 + }, + { + "symbol": "AXON", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 93.473765, + "rr": 1.839379, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.759068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070628, + "hold30_r": -1.029844 + }, + { + "symbol": "BA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.448957, + "strategy_rank": 75.152277, + "rr": 1.569279, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.353918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078339, + "hold30_r": -1.017711 + }, + { + "symbol": "BIIB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.07135, + "strategy_rank": 66.943154, + "rr": 1.046748, + "primary_prob": 37.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.570122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056935, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.779363, + "strategy_rank": 83.622225, + "rr": 1.089098, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.633647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026344, + "hold30_r": 1.453567 + }, + { + "symbol": "BLDR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 94.773951, + "rr": 0.996534, + "primary_prob": 39.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.494801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043998, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.364435, + "strategy_rank": 65.995301, + "rr": 1.649672, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.474508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078284, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.009879, + "strategy_rank": 60.978547, + "rr": 1.237067, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.8556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086449, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596048, + "strategy_rank": 83.201133, + "rr": 1.665888, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.498831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057027, + "hold30_r": 0.179697 + }, + { + "symbol": "CCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 97.587163, + "rr": 1.779624, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.669436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033814, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997805, + "strategy_rank": 74.747861, + "rr": 1.301079, + "primary_prob": 31.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.951618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245433, + "hold30_r": 1.342282 + }, + { + "symbol": "CMG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315038, + "strategy_rank": 77.608588, + "rr": 1.559728, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.339592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493426, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.182217, + "strategy_rank": 95.828976, + "rr": 1.336193, + "primary_prob": 30.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.00429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066538, + "hold30_r": -1.048316 + }, + { + "symbol": "COR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.083425, + "strategy_rank": 59.581289, + "rr": 1.94872, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.92308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082295, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.998902, + "strategy_rank": 68.956625, + "rr": 1.887426, + "primary_prob": 20.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.83114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.081639, + "hold30_r": -0.280034 + }, + { + "symbol": "CRH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.877058, + "strategy_rank": 79.691816, + "rr": 1.870255, + "primary_prob": 21.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.805382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.194685, + "hold30_r": -1.109126 + }, + { + "symbol": "CVNA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.670692, + "strategy_rank": 99.736625, + "rr": 1.776097, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.664146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764972, + "hold30_r": 0.464759 + }, + { + "symbol": "DAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.46213, + "strategy_rank": 84.080227, + "rr": 1.957207, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.935811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05247, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.048299, + "strategy_rank": 82.545967, + "rr": 1.633807, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.45071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051506, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 78.863291, + "rr": 1.307937, + "primary_prob": 31.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.961905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049692, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.401756, + "strategy_rank": 91.119565, + "rr": 1.809968, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.714951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033358, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 77.044929, + "rr": 1.609925, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.414887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552984, + "hold30_r": 2.132191 + }, + { + "symbol": "ETN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.583974, + "strategy_rank": 79.095309, + "rr": 1.168794, + "primary_prob": 34.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.753191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.097533, + "hold30_r": -1.042079 + }, + { + "symbol": "FCX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 87.418674, + "rr": 0.747841, + "primary_prob": 47.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.121761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706876, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 80.323706, + "rr": 0.931156, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.396734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877465, + "hold30_r": 1.203116 + }, + { + "symbol": "FSLR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.133919, + "strategy_rank": 97.937993, + "rr": 0.736149, + "primary_prob": 48.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.104224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028422, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304061, + "strategy_rank": 93.341321, + "rr": 1.738731, + "primary_prob": 23.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.608096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.708272, + "hold30_r": 0.109942 + }, + { + "symbol": "GE", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.218441, + "strategy_rank": 74.039108, + "rr": 0.95069, + "primary_prob": 55.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.426035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131157, + "hold30_r": -1.057688 + }, + { + "symbol": "GWW", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290889, + "strategy_rank": 70.251268, + "rr": 1.567192, + "primary_prob": 26.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.350788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07743, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.120746, + "strategy_rank": 90.521543, + "rr": 1.831694, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.747541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052586, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 65.883584, + "rr": 1.640215, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.460322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574057, + "hold30_r": -1.047918 + }, + { + "symbol": "HUBB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 86.947014, + "rr": 1.185322, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.777983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126287, + "hold30_r": 1.096843 + }, + { + "symbol": "HWM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.534577, + "strategy_rank": 68.528969, + "rr": 1.450322, + "primary_prob": 28.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.175483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0749, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.242591, + "strategy_rank": 79.227754, + "rr": 1.208338, + "primary_prob": 33.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.812507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054375, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.974753, + "strategy_rank": 81.248811, + "rr": 1.787741, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.681612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058724, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 80.478393, + "rr": 1.043986, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.565979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.98216, + "hold30_r": 6.424623 + }, + { + "symbol": "JPM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.229418, + "strategy_rank": 69.839782, + "rr": 1.710353, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.565529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079674, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 81.930777, + "rr": 1.718254, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.577381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.673775, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.755214, + "strategy_rank": 77.842122, + "rr": 1.261148, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.891722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058739, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.778266, + "strategy_rank": 73.871292, + "rr": 0.953484, + "primary_prob": 55.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.430227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066926, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.436883, + "strategy_rank": 84.189936, + "rr": 1.797633, + "primary_prob": 22.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.696449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.753861, + "hold30_r": -1.222465 + }, + { + "symbol": "LVS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.82876, + "strategy_rank": 87.551107, + "rr": 1.714219, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.571329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04981, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 93.183087, + "rr": 1.755034, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.632551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.189378, + "hold30_r": -1.145207 + }, + { + "symbol": "MGM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.340285, + "strategy_rank": 85.056382, + "rr": 1.686351, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.529526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076125, + "hold30_r": -1.030821 + }, + { + "symbol": "MPC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.754116, + "strategy_rank": 81.661835, + "rr": 1.077291, + "primary_prob": 51.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.615937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.025397, + "hold30_r": 2.391045 + }, + { + "symbol": "MSTR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.060373, + "strategy_rank": 96.31225, + "rr": 1.609593, + "primary_prob": 25.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.41439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.320898, + "hold30_r": -1.295816 + }, + { + "symbol": "NCLH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.389682, + "strategy_rank": 95.524146, + "rr": 1.089303, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.633954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032187, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.353458, + "strategy_rank": 94.707223, + "rr": 1.648526, + "primary_prob": 24.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.472789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602566, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451153, + "strategy_rank": 98.728622, + "rr": 0.724498, + "primary_prob": 48.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.086747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689566, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.096597, + "strategy_rank": 67.45776, + "rr": 1.411247, + "primary_prob": 28.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.116871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068283, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 80.717529, + "rr": 0.927427, + "primary_prob": 56.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.391141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043922, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 77.900265, + "rr": 1.329044, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.993566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058812, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.535675, + "strategy_rank": 91.949124, + "rr": 1.881944, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.822916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.036512, + "hold30_r": 0.370348 + }, + { + "symbol": "ORCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 77.975072, + "rr": 1.912778, + "primary_prob": 20.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.869166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.851435, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316136, + "strategy_rank": 91.236848, + "rr": 1.919518, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.879276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159856, + "hold30_r": -1.119787 + }, + { + "symbol": "PCAR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.43798, + "strategy_rank": 74.619949, + "rr": 1.831399, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.747099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068493, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657519, + "strategy_rank": 69.713385, + "rr": 1.004985, + "primary_prob": 39.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.507477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071991, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.729967, + "strategy_rank": 77.820396, + "rr": 1.281819, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.922729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061635, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 81.606205, + "rr": 0.71882, + "primary_prob": 49.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.07823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051229, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 98.639652, + "rr": 1.74226, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.61339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032572, + "hold30_r": -1.012642 + }, + { + "symbol": "PNR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.656422, + "strategy_rank": 72.350185, + "rr": 1.329653, + "primary_prob": 30.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.99448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.171923, + "hold30_r": -1.103983 + }, + { + "symbol": "RCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.231614, + "strategy_rank": 95.12478, + "rr": 1.251222, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.876833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044969, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851811, + "strategy_rank": 76.614231, + "rr": 1.901606, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.852409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050704, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.949506, + "strategy_rank": 78.368378, + "rr": 1.363262, + "primary_prob": 30.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.044893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.307723, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.597146, + "strategy_rank": 93.707816, + "rr": 1.088756, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.633134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070287, + "hold30_r": -1.014218 + }, + { + "symbol": "SMCI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 99.758868, + "rr": 1.945917, + "primary_prob": 20.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.918875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.015726, + "hold30_r": 0.486595 + }, + { + "symbol": "SNA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.87596, + "strategy_rank": 69.678014, + "rr": 0.862499, + "primary_prob": 43.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.293748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09947, + "hold30_r": -1.014593 + }, + { + "symbol": "STLD", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 88.27199, + "rr": 1.381442, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.072163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041951, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.510428, + "strategy_rank": 62.288844, + "rr": 1.373851, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.060776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073283, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632272, + "strategy_rank": 68.344453, + "rr": 1.817549, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.726323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.756957, + "hold30_r": -0.257413 + }, + { + "symbol": "TTD", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 85.555851, + "rr": 1.282961, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.924442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250115, + "hold30_r": 1.117621 + }, + { + "symbol": "UAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 88.660223, + "rr": 1.873617, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.810426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046943, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 91.884921, + "rr": 1.407407, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.111111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366839, + "hold30_r": 1.157117 + }, + { + "symbol": "UHS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.681668, + "strategy_rank": 79.797978, + "rr": 1.736936, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.605404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053353, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.803513, + "strategy_rank": 89.040882, + "rr": 1.008106, + "primary_prob": 38.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.512159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043417, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.79034, + "strategy_rank": 67.42947, + "rr": 0.847377, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.271066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07626, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 98.596177, + "rr": 1.007101, + "primary_prob": 54.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.510651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.976581, + "hold30_r": 1.474446 + }, + { + "symbol": "WDAY", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.095499, + "strategy_rank": 78.440672, + "rr": 1.185006, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.77751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.231234, + "hold30_r": -1.177914 + }, + { + "symbol": "WYNN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 88.42818, + "rr": 1.708605, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.562907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.666339, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 92.163947, + "rr": 3.660922, + "primary_prob": 6.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 5.491383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033126, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.939092, + "strategy_rank": 86.142447, + "rr": 1.572388, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.358582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529138, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 84.249518, + "rr": 1.407749, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.111623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345162, + "hold30_r": 2.589803 + }, + { + "symbol": "ALGN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.506091, + "strategy_rank": 84.833269, + "rr": 1.470337, + "primary_prob": 42.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.205506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042979, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 82.282839, + "rr": 1.799328, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.698992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04489, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.043189, + "strategy_rank": 85.758962, + "rr": 1.374743, + "primary_prob": 44.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.062114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.313104, + "hold30_r": 2.048199 + }, + { + "symbol": "ARES", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.392027, + "strategy_rank": 77.928562, + "rr": 0.785253, + "primary_prob": 46.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723499, + "hold30_r": 1.95887 + }, + { + "symbol": "AVGO", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.681063, + "strategy_rank": 90.612103, + "rr": 1.002929, + "primary_prob": 39.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.504394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051873, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.026578, + "strategy_rank": 92.330207, + "rr": 2.043304, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.064956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105755, + "hold30_r": -1.061725 + }, + { + "symbol": "BA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.38206, + "strategy_rank": 78.397276, + "rr": 1.837601, + "primary_prob": 21.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.756401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063287, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 65.93473, + "rr": 1.229207, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.84381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063737, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.472868, + "strategy_rank": 80.439848, + "rr": 1.066278, + "primary_prob": 37.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.599416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.007477, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.925803, + "strategy_rank": 81.242537, + "rr": 1.583096, + "primary_prob": 25.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.374644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518988, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.89258, + "strategy_rank": 96.241381, + "rr": 0.675212, + "primary_prob": 50.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.012818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033307, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.398671, + "strategy_rank": 58.069125, + "rr": 1.563409, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.345113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481599, + "hold30_r": 1.08051 + }, + { + "symbol": "CAH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.033223, + "strategy_rank": 69.387897, + "rr": 1.54391, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.315865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.47597, + "hold30_r": 1.770721 + }, + { + "symbol": "CAT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 82.332862, + "rr": 1.931539, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.897309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060209, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.117386, + "strategy_rank": 97.853441, + "rr": 1.795997, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.693995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035742, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 97.264894, + "rr": 1.659662, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.489493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040099, + "hold30_r": -1.019939 + }, + { + "symbol": "COR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.499446, + "strategy_rank": 59.410938, + "rr": 1.523628, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.285442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082218, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.368771, + "strategy_rank": 68.392394, + "rr": 1.488419, + "primary_prob": 27.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.232629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076075, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.576966, + "strategy_rank": 81.316031, + "rr": 1.469869, + "primary_prob": 27.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.204803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.493121, + "hold30_r": -1.412192 + }, + { + "symbol": "CSGP", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 72.400274, + "rr": 1.476805, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.215207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.414599, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.734293, + "rr": 1.596159, + "primary_prob": 25.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.394239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583213, + "hold30_r": -0.729581 + }, + { + "symbol": "DAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.147287, + "strategy_rank": 83.718018, + "rr": 1.642127, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.463191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054937, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.160576, + "strategy_rank": 84.606878, + "rr": 3.145371, + "primary_prob": 9.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.718057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038616, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.841639, + "strategy_rank": 68.986937, + "rr": 1.24667, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.870006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.17578, + "hold30_r": -1.008371 + }, + { + "symbol": "DHI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566999, + "strategy_rank": 82.944966, + "rr": 1.839667, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.7595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048392, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277962, + "strategy_rank": 60.548717, + "rr": 1.517551, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.276327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080507, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 91.029766, + "rr": 1.507278, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.260916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034786, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482835, + "strategy_rank": 78.413123, + "rr": 1.841103, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.761654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.78306, + "hold30_r": 2.837037 + }, + { + "symbol": "FCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.0299, + "strategy_rank": 89.444687, + "rr": 1.411666, + "primary_prob": 28.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.1175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.36792, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.33887, + "strategy_rank": 98.174226, + "rr": 1.67423, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.511345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028455, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.355482, + "strategy_rank": 93.591931, + "rr": 1.759791, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.639687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722804, + "hold30_r": -0.365562 + }, + { + "symbol": "GE", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.573643, + "strategy_rank": 76.875584, + "rr": 0.958617, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.437926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071581, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.27464, + "strategy_rank": 69.533685, + "rr": 1.728086, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.59213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079111, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.825028, + "strategy_rank": 87.458735, + "rr": 1.325309, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.987964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.273955, + "hold30_r": -0.43768 + }, + { + "symbol": "HCA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.942414, + "strategy_rank": 63.533171, + "rr": 1.340086, + "primary_prob": 30.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.010129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073251, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.808416, + "strategy_rank": 84.947107, + "rr": 1.734411, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.601616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060452, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.603544, + "strategy_rank": 69.999829, + "rr": 1.301959, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.952938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079883, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.69103, + "strategy_rank": 81.789798, + "rr": 1.059868, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.589802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056953, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.248062, + "strategy_rank": 81.280826, + "rr": 1.815851, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.723777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.75618, + "hold30_r": -0.030823 + }, + { + "symbol": "JBL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.788483, + "strategy_rank": 80.381772, + "rr": 1.711869, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.567804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647224, + "hold30_r": 7.494174 + }, + { + "symbol": "JPM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72093, + "strategy_rank": 71.996916, + "rr": 1.497404, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.246107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077472, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.133998, + "strategy_rank": 78.453467, + "rr": 1.665573, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.498359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053966, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.620155, + "strategy_rank": 73.605379, + "rr": 1.021709, + "primary_prob": 53.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.532563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059135, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.949059, + "strategy_rank": 61.441689, + "rr": 0.694667, + "primary_prob": 50.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.598664, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486157, + "strategy_rank": 87.726498, + "rr": 1.525807, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.28871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048241, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127353, + "strategy_rank": 87.174783, + "rr": 1.686554, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.52983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054492, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.231451, + "strategy_rank": 93.288535, + "rr": 1.734131, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.601196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043544, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 85.675875, + "rr": 0.750228, + "primary_prob": 47.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.125341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704095, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.063123, + "strategy_rank": 63.705512, + "rr": 1.271357, + "primary_prob": 32.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.907036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075878, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.170543, + "strategy_rank": 80.491756, + "rr": 0.753342, + "primary_prob": 62.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.130013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699662, + "hold30_r": -0.181745 + }, + { + "symbol": "MSTR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.674419, + "strategy_rank": 98.140049, + "rr": 1.105719, + "primary_prob": 36.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.658579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082371, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.459579, + "strategy_rank": 95.661484, + "rr": 1.820359, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.730538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053533, + "hold30_r": -1.017419 + }, + { + "symbol": "NFLX", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.895903, + "strategy_rank": 94.58238, + "rr": 2.397732, + "primary_prob": 30.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.596599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045953, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.469546, + "strategy_rank": 68.540837, + "rr": 1.438294, + "primary_prob": 28.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.157441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372483, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.704319, + "strategy_rank": 89.341642, + "rr": 1.830822, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.746233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.157616, + "hold30_r": -1.11898 + }, + { + "symbol": "ORCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79845, + "strategy_rank": 78.421346, + "rr": 1.851826, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.777739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054344, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.264673, + "strategy_rank": 64.101846, + "rr": 0.779352, + "primary_prob": 46.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.169028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082254, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.251384, + "strategy_rank": 91.058289, + "rr": 0.92096, + "primary_prob": 56.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.38144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886951, + "hold30_r": 0.080815 + }, + { + "symbol": "PCAR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.811739, + "strategy_rank": 73.343355, + "rr": 1.495034, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.242551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074621, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.019934, + "strategy_rank": 70.918926, + "rr": 1.6226, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.433901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072862, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 78.14536, + "rr": 0.721382, + "primary_prob": 48.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.082073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657893, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.560354, + "strategy_rank": 83.047497, + "rr": 1.515307, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.272961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046276, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.114064, + "strategy_rank": 98.948906, + "rr": 1.929354, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.894032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020706, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.056478, + "strategy_rank": 72.924065, + "rr": 1.685861, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.528791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.620334, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44629, + "strategy_rank": 95.402458, + "rr": 1.843748, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.765621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044462, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.613511, + "strategy_rank": 75.265921, + "rr": 1.651115, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.476673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05002, + "hold30_r": -0.332146 + }, + { + "symbol": "ROK", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 77.799563, + "rr": 1.242046, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.863069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.18096, + "hold30_r": -1.020351 + }, + { + "symbol": "SLB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.905869, + "strategy_rank": 92.35676, + "rr": 1.806383, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.709574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.753674, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889258, + "strategy_rank": 99.756735, + "rr": 1.864048, + "primary_prob": 21.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.796072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018786, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 86.462204, + "rr": 1.20556, + "primary_prob": 33.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.80834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043939, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.157254, + "strategy_rank": 63.061459, + "rr": 1.470425, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.205638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.391666, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.284607, + "strategy_rank": 66.413037, + "rr": 1.757119, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.635679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070906, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.818383, + "strategy_rank": 70.721487, + "rr": 1.527854, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.291781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463906, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.727575, + "strategy_rank": 83.828087, + "rr": 1.070768, + "primary_prob": 37.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.606151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.03386, + "hold30_r": 0.116421 + }, + { + "symbol": "UAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.912514, + "strategy_rank": 90.198981, + "rr": 0.777239, + "primary_prob": 46.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.165858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048661, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.013289, + "strategy_rank": 93.430297, + "rr": 0.721992, + "primary_prob": 48.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.082987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.679627, + "hold30_r": -0.248704 + }, + { + "symbol": "UHS", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.254707, + "strategy_rank": 80.94625, + "rr": 1.755798, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.633698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059611, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.590255, + "strategy_rank": 89.796051, + "rr": 1.719802, + "primary_prob": 23.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.579703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.677961, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.150609, + "strategy_rank": 82.722001, + "rr": 1.216194, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.824292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.162511, + "hold30_r": -3.17477 + }, + { + "symbol": "WYNN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.452935, + "strategy_rank": 89.465673, + "rr": 1.57876, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.36814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531324, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.64422, + "strategy_rank": 88.467303, + "rr": 2.806277, + "primary_prob": 11.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.209415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037388, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.520763, + "strategy_rank": 84.193874, + "rr": 1.718788, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.578183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654422, + "hold30_r": 2.488154 + }, + { + "symbol": "ADBE", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.419753, + "strategy_rank": 83.909281, + "rr": 1.837193, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.755789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053641, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.15376, + "strategy_rank": 93.15836, + "rr": 2.579849, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.869773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046125, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.245791, + "strategy_rank": 88.530509, + "rr": 1.99895, + "primary_prob": 34.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.998426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044013, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.837262, + "strategy_rank": 93.463351, + "rr": 1.633789, + "primary_prob": 39.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.450683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04549, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.327722, + "strategy_rank": 80.877557, + "rr": 1.610083, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.415125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05667, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.878788, + "strategy_rank": 67.360616, + "rr": 1.056589, + "primary_prob": 37.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.584883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072074, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.919192, + "strategy_rank": 80.771206, + "rr": 0.813193, + "primary_prob": 60.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.21979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749848, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72615, + "strategy_rank": 77.589268, + "rr": 1.121217, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.681825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051605, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.877666, + "strategy_rank": 96.426012, + "rr": 1.664805, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.497207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033171, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297419, + "strategy_rank": 66.998227, + "rr": 1.395665, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.093498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.329067, + "hold30_r": 1.4524 + }, + { + "symbol": "CARR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.786756, + "strategy_rank": 83.880965, + "rr": 1.111111, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.666667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.052997, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694725, + "strategy_rank": 85.754057, + "rr": 0.953956, + "primary_prob": 40.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.430935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065546, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.643098, + "strategy_rank": 97.543897, + "rr": 1.02872, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.54308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036609, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.071829, + "strategy_rank": 97.149497, + "rr": 0.860997, + "primary_prob": 43.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.291495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021366, + "hold30_r": -1.0 + }, + { + "symbol": "COO", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.144781, + "strategy_rank": 64.393732, + "rr": 1.23485, + "primary_prob": 32.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.852275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082404, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.05275, + "strategy_rank": 59.111169, + "rr": 1.431715, + "primary_prob": 28.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.147573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093844, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.113356, + "strategy_rank": 70.8116, + "rr": 1.319499, + "primary_prob": 30.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.979248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067046, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.378227, + "strategy_rank": 81.087043, + "rr": 1.802959, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.704438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078556, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.501684, + "strategy_rank": 79.347035, + "rr": 1.175359, + "primary_prob": 34.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.763039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116854, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.6633, + "strategy_rank": 99.730715, + "rr": 3.039565, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.559348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015766, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.98092, + "strategy_rank": 82.588772, + "rr": 1.718619, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.577928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056643, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.746352, + "strategy_rank": 85.151226, + "rr": 1.776209, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.664314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040767, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.808081, + "strategy_rank": 69.163641, + "rr": 1.903225, + "primary_prob": 35.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.854837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078885, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.735129, + "strategy_rank": 83.946281, + "rr": 1.149731, + "primary_prob": 35.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.724597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.097749, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.74523, + "strategy_rank": 83.141594, + "rr": 1.618894, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.428341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049263, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.950617, + "strategy_rank": 60.78111, + "rr": 1.480391, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.220586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092085, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 89.134684, + "rr": 1.611574, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.417361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033315, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.970819, + "strategy_rank": 76.909697, + "rr": 1.67545, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.513176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.615537, + "hold30_r": 2.575253 + }, + { + "symbol": "FCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.175084, + "strategy_rank": 84.35369, + "rr": 1.739733, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.609599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.403423, + "hold30_r": -1.356231 + }, + { + "symbol": "FSLR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.418631, + "strategy_rank": 97.45396, + "rr": 0.720197, + "primary_prob": 49.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.080295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687904, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.276094, + "strategy_rank": 94.27994, + "rr": 1.916766, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.875149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04241, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.704826, + "strategy_rank": 76.416335, + "rr": 0.672754, + "primary_prob": 51.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.009131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.602817, + "hold30_r": -1.098212 + }, + { + "symbol": "HCA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491582, + "strategy_rank": 62.615328, + "rr": 1.047395, + "primary_prob": 52.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.571093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077608, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.368126, + "strategy_rank": 86.158248, + "rr": 0.867484, + "primary_prob": 58.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.301226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062617, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.481481, + "strategy_rank": 67.552155, + "rr": 0.810277, + "primary_prob": 60.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.215416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078855, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.929293, + "strategy_rank": 87.861255, + "rr": 0.994806, + "primary_prob": 39.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.492209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934718, + "hold30_r": -1.038753 + }, + { + "symbol": "IDXX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.56229, + "strategy_rank": 80.565943, + "rr": 1.616571, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.424857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154218, + "hold30_r": -1.099958 + }, + { + "symbol": "ISRG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.143659, + "strategy_rank": 82.742442, + "rr": 1.620387, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.43058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057593, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.399551, + "strategy_rank": 72.315968, + "rr": 1.37163, + "primary_prob": 29.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.057445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082832, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.939394, + "strategy_rank": 79.497777, + "rr": 1.936114, + "primary_prob": 20.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.904172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053284, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.602694, + "strategy_rank": 92.061639, + "rr": 1.136873, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.705309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045251, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.061728, + "strategy_rank": 87.136715, + "rr": 1.288554, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.932831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058683, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277217, + "strategy_rank": 83.187669, + "rr": 0.926478, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.389718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045806, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.540965, + "strategy_rank": 94.342617, + "rr": 1.663314, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.494972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.619831, + "hold30_r": 2.141031 + }, + { + "symbol": "MGM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.552189, + "strategy_rank": 84.226174, + "rr": 1.735518, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.603277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05171, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.705948, + "strategy_rank": 63.644332, + "rr": 1.156989, + "primary_prob": 34.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.735483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079124, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.154882, + "strategy_rank": 79.412113, + "rr": 0.865403, + "primary_prob": 58.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.805426, + "hold30_r": 0.932298 + }, + { + "symbol": "MSTR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.092031, + "strategy_rank": 98.42926, + "rr": 1.484494, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.22674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024281, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.776655, + "strategy_rank": 90.900658, + "rr": 1.929749, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.894623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.3241, + "hold30_r": -1.287387 + }, + { + "symbol": "NFLX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.867565, + "strategy_rank": 94.643913, + "rr": 1.97204, + "primary_prob": 19.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.958061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045692, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.13468, + "strategy_rank": 78.837837, + "rr": 1.639486, + "primary_prob": 39.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.459229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.200109, + "hold30_r": -1.146478 + }, + { + "symbol": "ON", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.337823, + "strategy_rank": 90.084068, + "rr": 1.348653, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.022979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039798, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.612795, + "strategy_rank": 80.674645, + "rr": 1.019583, + "primary_prob": 53.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.529374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.967597, + "hold30_r": -1.940018 + }, + { + "symbol": "PANW", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.848485, + "strategy_rank": 86.672775, + "rr": 0.862736, + "primary_prob": 43.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.294105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823729, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011223, + "strategy_rank": 73.993299, + "rr": 1.818817, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.728225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750831, + "hold30_r": 1.060223 + }, + { + "symbol": "PCG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.103255, + "strategy_rank": 65.737228, + "rr": 0.995932, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.493898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.916822, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.316498, + "strategy_rank": 83.703968, + "rr": 1.059335, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.589002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045493, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.326599, + "strategy_rank": 99.159079, + "rr": 1.232122, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.848183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022096, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.347924, + "strategy_rank": 78.495506, + "rr": 1.719562, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.579343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068442, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.102132, + "strategy_rank": 95.373732, + "rr": 1.735463, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.603195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043633, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.521886, + "strategy_rank": 77.435309, + "rr": 1.800888, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.701332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05432, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.583614, + "strategy_rank": 63.866536, + "rr": 1.311713, + "primary_prob": 46.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.96757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071372, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.684624, + "strategy_rank": 89.212719, + "rr": 1.388071, + "primary_prob": 44.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.082107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330759, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887767, + "strategy_rank": 99.753463, + "rr": 1.569891, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.354837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.109467, + "hold30_r": -1.092155 + }, + { + "symbol": "SYK", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.716049, + "strategy_rank": 61.462265, + "rr": 0.674201, + "primary_prob": 65.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.011302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.597209, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.205387, + "strategy_rank": 70.819807, + "rr": 0.986275, + "primary_prob": 54.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.479413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067834, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.510662, + "strategy_rank": 85.603264, + "rr": 1.36272, + "primary_prob": 30.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.044079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048304, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.429854, + "strategy_rank": 87.942219, + "rr": 1.358894, + "primary_prob": 30.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.038341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.320286, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.470258, + "strategy_rank": 89.225149, + "rr": 1.68719, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.530785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051476, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.286195, + "strategy_rank": 92.971333, + "rr": 1.638645, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.457967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044633, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.195286, + "strategy_rank": 74.480037, + "rr": 1.782515, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.673772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065816, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.359147, + "strategy_rank": 64.952411, + "rr": 1.515963, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.273945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071886, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.654321, + "strategy_rank": 83.194531, + "rr": 1.659451, + "primary_prob": 39.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.489177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052331, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.194164, + "strategy_rank": 88.763798, + "rr": 1.868063, + "primary_prob": 21.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.802094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053371, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136364, + "strategy_rank": 84.098176, + "rr": 1.483452, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.225178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.414221, + "hold30_r": 2.627192 + }, + { + "symbol": "ADBE", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.568182, + "strategy_rank": 79.492965, + "rr": 2.225931, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.338896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057361, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.886364, + "strategy_rank": 90.879638, + "rr": 0.901418, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.352127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041318, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022727, + "strategy_rank": 88.171691, + "rr": 1.73901, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.608515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.147401, + "hold30_r": -1.10309 + }, + { + "symbol": "AMD", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.272727, + "strategy_rank": 86.230365, + "rr": 1.64069, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.461035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031322, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.772727, + "strategy_rank": 90.59261, + "rr": 0.720731, + "primary_prob": 49.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.081096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.605623, + "hold30_r": -1.562362 + }, + { + "symbol": "AXON", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.522727, + "strategy_rank": 92.540739, + "rr": 1.168918, + "primary_prob": 49.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.753377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049503, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272727, + "strategy_rank": 83.400433, + "rr": 1.475188, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.212782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053674, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.090909, + "strategy_rank": 68.213976, + "rr": 1.874354, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.811531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071648, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.909091, + "strategy_rank": 83.598949, + "rr": 1.135117, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.702676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.0695, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 79.832406, + "rr": 1.029789, + "primary_prob": 53.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.544684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073755, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 97.152752, + "rr": 1.65062, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.47593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031193, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 67.199675, + "rr": 1.326574, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.989861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177516, + "hold30_r": -1.102662 + }, + { + "symbol": "CARR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.431818, + "strategy_rank": 79.850572, + "rr": 1.056771, + "primary_prob": 37.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.585156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.999601, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.613636, + "strategy_rank": 85.917981, + "rr": 1.050546, + "primary_prob": 37.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.575818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064851, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.272727, + "strategy_rank": 97.240569, + "rr": 1.750045, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.625067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054169, + "hold30_r": -1.017538 + }, + { + "symbol": "COIN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.545455, + "strategy_rank": 96.079777, + "rr": 1.180619, + "primary_prob": 34.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.770928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021956, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363636, + "strategy_rank": 57.906926, + "rr": 1.476868, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.215302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085179, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.340909, + "strategy_rank": 71.674011, + "rr": 1.647759, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.471638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065499, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 76.985544, + "rr": 1.330359, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.995538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072742, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.590909, + "strategy_rank": 72.079623, + "rr": 2.609834, + "primary_prob": 28.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.914751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058987, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.659091, + "strategy_rank": 99.72735, + "rr": 3.685922, + "primary_prob": 21.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 5.528884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.118095, + "hold30_r": -1.10157 + }, + { + "symbol": "DAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522727, + "strategy_rank": 84.040739, + "rr": 1.57606, + "primary_prob": 25.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.36409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096022, + "hold30_r": -1.043367 + }, + { + "symbol": "DASH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 84.557591, + "rr": 2.13689, + "primary_prob": 17.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.205335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044265, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.022727, + "strategy_rank": 73.107066, + "rr": 1.661479, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.492219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107218, + "hold30_r": -1.032558 + }, + { + "symbol": "DECK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.681818, + "strategy_rank": 84.256184, + "rr": 1.883051, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.824577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054988, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 83.645022, + "rr": 1.285284, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.927926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049687, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 61.198516, + "rr": 1.638171, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.457256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080195, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 83.638683, + "rr": 1.818182, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.727273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77082, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.181818, + "strategy_rank": 81.968769, + "rr": 1.288588, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.932882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03175, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.795455, + "strategy_rank": 73.495594, + "rr": 0.681402, + "primary_prob": 50.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.022103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.616906, + "hold30_r": 3.04108 + }, + { + "symbol": "FCX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.431818, + "strategy_rank": 87.500232, + "rr": 1.177888, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.766832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.134868, + "hold30_r": -1.088814 + }, + { + "symbol": "FDX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 68.755102, + "rr": 1.884365, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.826547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081612, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 95.751701, + "rr": 1.778456, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.667684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0301, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.977273, + "strategy_rank": 77.348717, + "rr": 1.527249, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.290874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.454893, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.5, + "strategy_rank": 84.892857, + "rr": 1.708669, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.563004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062235, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.25, + "strategy_rank": 86.357993, + "rr": 0.925966, + "primary_prob": 56.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.388949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055765, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.613636, + "strategy_rank": 72.077845, + "rr": 1.105878, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.658816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079244, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 78.651824, + "rr": 1.37306, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.05959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052319, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.75, + "strategy_rank": 81.444728, + "rr": 1.766534, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.649801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051667, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045455, + "strategy_rank": 85.959029, + "rr": 1.612898, + "primary_prob": 25.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.419347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562307, + "hold30_r": 5.049764 + }, + { + "symbol": "JPM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.954545, + "strategy_rank": 71.333488, + "rr": 1.648526, + "primary_prob": 24.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.47279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566477, + "hold30_r": 0.448155 + }, + { + "symbol": "KLAC", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.045455, + "strategy_rank": 86.544063, + "rr": 0.750387, + "primary_prob": 47.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.12558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.20036, + "hold30_r": -1.154441 + }, + { + "symbol": "LEN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.204545, + "strategy_rank": 81.657468, + "rr": 1.404204, + "primary_prob": 29.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.106306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.811454, + "hold30_r": -1.759003 + }, + { + "symbol": "LRCX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.477273, + "strategy_rank": 90.292594, + "rr": 0.742395, + "primary_prob": 48.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.113593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044292, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227273, + "strategy_rank": 88.529839, + "rr": 1.87421, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.811315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.655681, + "hold30_r": -1.607476 + }, + { + "symbol": "META", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.727273, + "strategy_rank": 93.239023, + "rr": 1.422184, + "primary_prob": 28.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.133276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377486, + "hold30_r": 1.05807 + }, + { + "symbol": "MGM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 79.687693, + "rr": 0.685766, + "primary_prob": 50.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 82, + "primary_distance_atr": 1.02865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097477, + "hold30_r": -1.042943 + }, + { + "symbol": "MRK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.227273, + "strategy_rank": 60.886982, + "rr": 1.90481, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.857216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073234, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.181818, + "strategy_rank": 98.489177, + "rr": 0.921231, + "primary_prob": 41.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.381847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024917, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.977273, + "strategy_rank": 87.287492, + "rr": 0.870394, + "primary_prob": 43.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.305591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830871, + "hold30_r": -1.330218 + }, + { + "symbol": "NFLX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.954545, + "strategy_rank": 94.554576, + "rr": 1.607363, + "primary_prob": 40.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.411044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048911, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.318182, + "strategy_rank": 98.60436, + "rr": 1.084911, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.627366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.27704, + "hold30_r": -1.244074 + }, + { + "symbol": "ON", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.818182, + "strategy_rank": 87.643476, + "rr": 1.474349, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.211523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041264, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204545, + "strategy_rank": 62.242502, + "rr": 0.865718, + "primary_prob": 43.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.298577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084856, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.113636, + "strategy_rank": 74.304035, + "rr": 1.67979, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.519685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611672, + "hold30_r": -0.205052 + }, + { + "symbol": "PCG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659091, + "strategy_rank": 66.638915, + "rr": 1.240484, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.860726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166205, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.045455, + "strategy_rank": 82.969233, + "rr": 1.141687, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.712531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066203, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409091, + "strategy_rank": 85.757112, + "rr": 1.064858, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.597287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044257, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.636364, + "strategy_rank": 98.671305, + "rr": 1.254264, + "primary_prob": 32.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.881396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021572, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 80.089054, + "rr": 1.95637, + "primary_prob": 20.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.934555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067815, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.863636, + "strategy_rank": 94.918831, + "rr": 1.233186, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.84978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043283, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.590909, + "strategy_rank": 78.538806, + "rr": 1.841835, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.762753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056334, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.659091, + "strategy_rank": 87.356602, + "rr": 1.930819, + "primary_prob": 20.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.896229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028073, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886364, + "strategy_rank": 99.750387, + "rr": 1.703619, + "primary_prob": 23.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.555428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.180204, + "hold30_r": -1.161598 + }, + { + "symbol": "SYK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.886364, + "strategy_rank": 62.277597, + "rr": 1.229558, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.844338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.151053, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.840909, + "strategy_rank": 71.556664, + "rr": 1.67198, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.507969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071044, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 91.852195, + "rr": 0.947592, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.421388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917031, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.409091, + "strategy_rank": 84.950989, + "rr": 2.278275, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.417412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042076, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.795455, + "strategy_rank": 88.522805, + "rr": 0.773736, + "primary_prob": 46.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.160605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047578, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.181818, + "strategy_rank": 91.281694, + "rr": 1.872394, + "primary_prob": 36.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.808591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047405, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.068182, + "strategy_rank": 75.967455, + "rr": 1.392343, + "primary_prob": 29.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.088514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059827, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.954545, + "strategy_rank": 92.347093, + "rr": 0.835989, + "primary_prob": 44.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.253984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042291, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045455, + "strategy_rank": 66.989641, + "rr": 1.818066, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.7271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065951, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.022727, + "strategy_rank": 78.212508, + "rr": 2.049036, + "primary_prob": 33.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.073554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060221, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.727273, + "strategy_rank": 68.113173, + "rr": 1.059597, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.589395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078311, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.818182, + "strategy_rank": 88.92919, + "rr": 1.016288, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.524432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.969946, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.106785, + "strategy_rank": 81.126026, + "rr": 0.984051, + "primary_prob": 54.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.476076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911582, + "hold30_r": 1.553692 + }, + { + "symbol": "ADBE", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.538376, + "strategy_rank": 83.150226, + "rr": 1.500893, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.251339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054241, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989989, + "strategy_rank": 91.994879, + "rr": 1.42533, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.137995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041314, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 87.987528, + "rr": 1.688461, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.532692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046506, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.319244, + "strategy_rank": 89.824913, + "rr": 1.729172, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.593757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033142, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 94.061845, + "rr": 0.978967, + "primary_prob": 39.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.46845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044128, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.533927, + "strategy_rank": 66.595724, + "rr": 1.947337, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.921006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066993, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.32703, + "strategy_rank": 95.596069, + "rr": 3.093317, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.639975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039654, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994438, + "strategy_rank": 91.568249, + "rr": 1.098835, + "primary_prob": 51.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.648253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048635, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 95.800513, + "rr": 1.769851, + "primary_prob": 37.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.654776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072573, + "hold30_r": -1.01788 + }, + { + "symbol": "BA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882091, + "strategy_rank": 84.66308, + "rr": 1.589061, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.383592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.129645, + "hold30_r": -1.07387 + }, + { + "symbol": "BIIB", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 67.094268, + "rr": 1.403572, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.105358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076173, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.432703, + "strategy_rank": 79.251061, + "rr": 1.477816, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.216724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069549, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.110122, + "strategy_rank": 97.479194, + "rr": 1.611535, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.417303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.11521, + "hold30_r": -1.083782 + }, + { + "symbol": "CAH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 70.439322, + "rr": 1.828037, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.742056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.748475, + "hold30_r": 2.199995 + }, + { + "symbol": "CARR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.869855, + "strategy_rank": 79.45174, + "rr": 1.951948, + "primary_prob": 20.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.927922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046408, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.991101, + "strategy_rank": 85.104093, + "rr": 0.891448, + "primary_prob": 42.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.337172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063067, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 58.77264, + "rr": 0.860488, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.290731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773293, + "hold30_r": 3.834744 + }, + { + "symbol": "CCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.216908, + "strategy_rank": 95.786131, + "rr": 1.347741, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.021611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037221, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541713, + "strategy_rank": 73.965104, + "rr": 1.377513, + "primary_prob": 29.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.06627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077665, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 62.467114, + "rr": 1.664848, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.497272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.584871, + "hold30_r": 2.623106 + }, + { + "symbol": "CPRT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104561, + "strategy_rank": 74.297166, + "rr": 1.570202, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.355304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070635, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 76.037773, + "rr": 1.739252, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.608878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.4557, + "hold30_r": -1.386428 + }, + { + "symbol": "CVNA", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.443826, + "strategy_rank": 99.577382, + "rr": 2.151883, + "primary_prob": 32.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.227825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018451, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 79.431271, + "rr": 1.314676, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.972014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051675, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.201335, + "strategy_rank": 69.593432, + "rr": 1.920037, + "primary_prob": 20.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.880055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076914, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.884316, + "strategy_rank": 84.832673, + "rr": 1.243828, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.865742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058918, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.107898, + "strategy_rank": 85.822365, + "rr": 1.77094, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.65641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051203, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 81.914632, + "rr": 1.872548, + "primary_prob": 21.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.808822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032025, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 72.593732, + "rr": 0.976543, + "primary_prob": 54.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.464814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907931, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 84.813241, + "rr": 0.961538, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.442306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070072, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.43604, + "strategy_rank": 82.352287, + "rr": 1.331543, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.997314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06264, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 70.504741, + "rr": 1.715885, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.573827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080487, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.771969, + "strategy_rank": 95.607859, + "rr": 1.34691, + "primary_prob": 30.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.020366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029414, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095662, + "strategy_rank": 86.537774, + "rr": 0.840294, + "primary_prob": 59.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.260441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063016, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.65406, + "strategy_rank": 84.100017, + "rr": 1.318271, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.977406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05187, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761958, + "strategy_rank": 68.956789, + "rr": 1.026168, + "primary_prob": 38.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.539252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076775, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 81.058261, + "rr": 1.198032, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.797048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05353, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 72.01383, + "rr": 1.564627, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.34694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063003, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.210234, + "strategy_rank": 82.591448, + "rr": 1.361572, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.042358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059917, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 86.054403, + "rr": 1.812587, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.718881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057117, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.088988, + "strategy_rank": 65.651637, + "rr": 1.085922, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.628884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084927, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.983315, + "strategy_rank": 85.226389, + "rr": 1.66431, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.496466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047613, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.661846, + "strategy_rank": 84.044314, + "rr": 0.704288, + "primary_prob": 49.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.056432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.728846, + "hold30_r": -1.676506 + }, + { + "symbol": "LRCX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 90.519087, + "rr": 0.745605, + "primary_prob": 48.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.118407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045793, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.213571, + "strategy_rank": 86.292008, + "rr": 1.518217, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.277326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.351043, + "hold30_r": -1.299555 + }, + { + "symbol": "MCK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.759733, + "strategy_rank": 68.287751, + "rr": 1.440518, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.160776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.360141, + "hold30_r": 3.068701 + }, + { + "symbol": "META", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 93.892906, + "rr": 1.590339, + "primary_prob": 40.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.385509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08382, + "hold30_r": -1.036079 + }, + { + "symbol": "MLM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.978865, + "strategy_rank": 66.973774, + "rr": 1.0183, + "primary_prob": 38.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.52745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062378, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.647386, + "strategy_rank": 64.57903, + "rr": 1.32539, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.988084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.099818, + "hold30_r": -1.013769 + }, + { + "symbol": "MRK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.539488, + "strategy_rank": 64.872092, + "rr": 1.897774, + "primary_prob": 20.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.846661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077296, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885428, + "strategy_rank": 97.520133, + "rr": 1.183046, + "primary_prob": 34.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.774569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024981, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 95.069031, + "rr": 0.949002, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.423502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042485, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 98.83411, + "rr": 0.68079, + "primary_prob": 50.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.021185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.149203, + "hold30_r": -1.11334 + }, + { + "symbol": "NVR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657397, + "strategy_rank": 73.283374, + "rr": 1.094592, + "primary_prob": 36.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.641888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054297, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 89.345555, + "rr": 0.888098, + "primary_prob": 42.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.332147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841684, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.092325, + "strategy_rank": 85.034772, + "rr": 1.947367, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.92105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049435, + "hold30_r": -1.008054 + }, + { + "symbol": "ORCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 88.602282, + "rr": 0.915837, + "primary_prob": 41.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.373756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037613, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 67.631676, + "rr": 1.032502, + "primary_prob": 38.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.548753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079617, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.434928, + "strategy_rank": 75.891242, + "rr": 1.171921, + "primary_prob": 49.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.757881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062661, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.760845, + "strategy_rank": 63.028485, + "rr": 1.691063, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079593, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.767519, + "strategy_rank": 80.818063, + "rr": 1.370397, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.055596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059662, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.442714, + "strategy_rank": 88.754517, + "rr": 1.709395, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.564093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042664, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.665184, + "strategy_rank": 98.699369, + "rr": 1.829373, + "primary_prob": 36.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.74406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.199243, + "hold30_r": -1.174292 + }, + { + "symbol": "PNR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 79.108159, + "rr": 1.82395, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.735925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066835, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.987764, + "strategy_rank": 70.848594, + "rr": 1.121167, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.681751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06668, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 94.55987, + "rr": 1.577809, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.366714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.113697, + "hold30_r": -1.068979 + }, + { + "symbol": "SATS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.315907, + "strategy_rank": 87.389614, + "rr": 1.69171, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.537565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030476, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.755654, + "rr": 1.793045, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.689568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.190847, + "hold30_r": -1.169591 + }, + { + "symbol": "TAP", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.311457, + "strategy_rank": 65.940551, + "rr": 1.377907, + "primary_prob": 29.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.06686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082416, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.431591, + "strategy_rank": 68.328307, + "rr": 1.326353, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.989529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070582, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.662959, + "strategy_rank": 93.568622, + "rr": 1.897312, + "primary_prob": 20.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.845969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032028, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651835, + "strategy_rank": 84.762833, + "rr": 1.241722, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.862583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085439, + "hold30_r": -1.038948 + }, + { + "symbol": "UBER", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 88.563282, + "rr": 1.702877, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.554316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063713, + "hold30_r": -1.012738 + }, + { + "symbol": "UHS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 73.646387, + "rr": 1.482703, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.224054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057799, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.659622, + "strategy_rank": 92.165509, + "rr": 1.562254, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.343381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043628, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.205784, + "strategy_rank": 67.63517, + "rr": 1.265124, + "primary_prob": 32.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.897686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069165, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.756396, + "strategy_rank": 63.721486, + "rr": 1.620482, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.430722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.53214, + "hold30_r": 1.499896 + }, + { + "symbol": "WDAY", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 83.553412, + "rr": 1.707965, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.561948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.301247, + "hold30_r": -1.239143 + }, + { + "symbol": "WST", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.429366, + "strategy_rank": 71.588237, + "rr": 1.5817, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.37255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074529, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.549499, + "strategy_rank": 88.060343, + "rr": 2.345103, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.517654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053056, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 76.307255, + "rr": 1.602308, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.403462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077211, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.550612, + "strategy_rank": 91.058569, + "rr": 1.185134, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.777701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13892, + "hold30_r": 2.015828 + }, + { + "symbol": "ALGN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 92.050719, + "rr": 1.763894, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.645841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038866, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 90.288605, + "rr": 1.68593, + "primary_prob": 23.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.528895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641603, + "hold30_r": 0.544298 + }, + { + "symbol": "AMD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.867631, + "strategy_rank": 85.242192, + "rr": 1.711214, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.566822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680351, + "hold30_r": 1.881779 + }, + { + "symbol": "ANET", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.328142, + "strategy_rank": 95.930588, + "rr": 1.534917, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.302376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490616, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 68.074109, + "rr": 1.23255, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.848824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.168093, + "hold30_r": 3.056153 + }, + { + "symbol": "APP", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 97.965294, + "rr": 2.127775, + "primary_prob": 17.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.191662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029967, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438265, + "strategy_rank": 91.911447, + "rr": 0.744121, + "primary_prob": 48.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.116181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.698367, + "hold30_r": 1.780004 + }, + { + "symbol": "AXON", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.441602, + "strategy_rank": 95.878378, + "rr": 1.830217, + "primary_prob": 21.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.745326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.783563, + "hold30_r": 1.681772 + }, + { + "symbol": "BA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 84.07398, + "rr": 1.043407, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 88, + "primary_distance_atr": 1.56511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058902, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 64.623598, + "rr": 1.042877, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.564315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079004, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.770857, + "strategy_rank": 83.386547, + "rr": 1.828008, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.742011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063568, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.768632, + "strategy_rank": 80.453359, + "rr": 1.024057, + "primary_prob": 38.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.536085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.96016, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.998888, + "strategy_rank": 97.567812, + "rr": 1.822781, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.734171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028934, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.31257, + "strategy_rank": 63.311695, + "rr": 1.332624, + "primary_prob": 45.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.998936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090294, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 80.708322, + "rr": 1.816636, + "primary_prob": 21.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.724954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770201, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.546162, + "strategy_rank": 84.825932, + "rr": 1.306032, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.959047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059943, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 91.915459, + "rr": 1.478639, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.217958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.153626, + "hold30_r": -1.117735 + }, + { + "symbol": "CMCSA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.422692, + "strategy_rank": 69.51453, + "rr": 1.734136, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.601204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.643538, + "hold30_r": -1.560148 + }, + { + "symbol": "COR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 59.408382, + "rr": 1.691958, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.537937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080501, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 74.495388, + "rr": 1.793894, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.690842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.734638, + "hold30_r": 1.449126 + }, + { + "symbol": "CRH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.548387, + "strategy_rank": 78.03659, + "rr": 1.890472, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.835708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833723, + "hold30_r": 1.745867 + }, + { + "symbol": "CRM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 72.479978, + "rr": 0.876566, + "primary_prob": 43.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.314849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063058, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 99.733111, + "rr": 1.131747, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.69762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013279, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.536151, + "strategy_rank": 70.46121, + "rr": 1.276335, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.914502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.20191, + "hold30_r": -1.522 + }, + { + "symbol": "DECK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 83.85477, + "rr": 1.891946, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.837919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052183, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.987764, + "strategy_rank": 90.326951, + "rr": 1.180233, + "primary_prob": 49.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.77035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047769, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.993326, + "strategy_rank": 85.706538, + "rr": 0.674929, + "primary_prob": 50.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.012394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046565, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 85.355698, + "rr": 1.322369, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.983554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063537, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.213571, + "strategy_rank": 81.963484, + "rr": 1.199295, + "primary_prob": 33.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.798942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055217, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.215795, + "strategy_rank": 74.974364, + "rr": 1.74582, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.61873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064059, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 91.270137, + "rr": 1.825604, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.738406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049851, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.320356, + "strategy_rank": 91.224915, + "rr": 1.650789, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.476183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072561, + "hold30_r": -1.042651 + }, + { + "symbol": "GE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 77.197577, + "rr": 1.043468, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.565202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067005, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.429366, + "strategy_rank": 86.638181, + "rr": 1.784776, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.677165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056488, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314794, + "strategy_rank": 64.113919, + "rr": 1.761632, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.642448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069691, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.094549, + "strategy_rank": 81.575064, + "rr": 1.870358, + "primary_prob": 21.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.805537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049818, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.539488, + "strategy_rank": 67.935355, + "rr": 1.875093, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.812639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075817, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 78.982098, + "rr": 1.957217, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.935825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06416, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 78.699789, + "rr": 1.396669, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.095003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049771, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 73.138263, + "rr": 1.279113, + "primary_prob": 31.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.91867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.218197, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.984427, + "strategy_rank": 80.866125, + "rr": 1.298829, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.948243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.24693, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 86.66449, + "rr": 1.877055, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.815582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.818739, + "hold30_r": 5.415352 + }, + { + "symbol": "KLAC", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317019, + "strategy_rank": 86.059316, + "rr": 1.340538, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.010807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294543, + "hold30_r": 2.181912 + }, + { + "symbol": "LEN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 80.883618, + "rr": 1.528893, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.29334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044708, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.986652, + "strategy_rank": 80.835939, + "rr": 1.407809, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.111714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.354852, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.313682, + "strategy_rank": 58.418689, + "rr": 1.382235, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.073352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.291803, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.553949, + "strategy_rank": 91.695866, + "rr": 1.238679, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.858019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059032, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.43604, + "strategy_rank": 91.708558, + "rr": 1.610111, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.415167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567161, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 83.376177, + "rr": 1.211171, + "primary_prob": 33.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.816756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048172, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.10901, + "strategy_rank": 93.681856, + "rr": 1.719495, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.579242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.673153, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 64.076474, + "rr": 1.096179, + "primary_prob": 36.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.644269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084864, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 62.914732, + "rr": 1.721911, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.582867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083784, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.996663, + "strategy_rank": 97.564701, + "rr": 2.093582, + "primary_prob": 18.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.140374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.067873, + "hold30_r": 5.026017 + }, + { + "symbol": "NFLX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 92.866287, + "rr": 1.937992, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.906989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043553, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.542825, + "strategy_rank": 85.32071, + "rr": 1.325478, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.988217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04561, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 98.744974, + "rr": 1.740015, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.610023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706952, + "hold30_r": 1.003506 + }, + { + "symbol": "NVR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.432703, + "strategy_rank": 73.790461, + "rr": 1.732031, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.598047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04911, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 89.367061, + "rr": 0.753796, + "primary_prob": 47.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.130694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703848, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 90.914631, + "rr": 1.800332, + "primary_prob": 22.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.700498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04035, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761958, + "strategy_rank": 64.961228, + "rr": 1.525865, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.288798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073152, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.759733, + "strategy_rank": 86.534144, + "rr": 0.718457, + "primary_prob": 49.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.077686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672046, + "hold30_r": 2.338537 + }, + { + "symbol": "PCAR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 75.112599, + "rr": 1.263349, + "primary_prob": 32.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.895024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.199871, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989989, + "strategy_rank": 80.407754, + "rr": 1.645892, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.468837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588369, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.886541, + "strategy_rank": 89.730345, + "rr": 1.57121, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.356816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039597, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.776418, + "strategy_rank": 98.877122, + "rr": 1.483837, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.225755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460834, + "hold30_r": 3.26145 + }, + { + "symbol": "PNR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.767519, + "strategy_rank": 79.253135, + "rr": 0.879464, + "primary_prob": 43.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.319196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065817, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651835, + "strategy_rank": 79.202345, + "rr": 0.901922, + "primary_prob": 57.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.352883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058474, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 72.914004, + "rr": 1.589488, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.384232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057566, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331479, + "strategy_rank": 94.037363, + "rr": 1.955271, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.932907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043923, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 64.932463, + "rr": 1.60179, + "primary_prob": 25.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.402686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085467, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.991101, + "strategy_rank": 89.033061, + "rr": 1.491909, + "primary_prob": 27.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.237864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057773, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.822247, + "rr": 1.530984, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.296476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.511493, + "hold30_r": 0.606214 + }, + { + "symbol": "SNPS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 77.373503, + "rr": 0.668716, + "primary_prob": 51.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.003074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.61303, + "hold30_r": 2.154015 + }, + { + "symbol": "STLD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204672, + "strategy_rank": 84.514857, + "rr": 1.030329, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.545493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986687, + "hold30_r": 2.630627 + }, + { + "symbol": "TDG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.319244, + "strategy_rank": 66.817144, + "rr": 1.711536, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.567303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06849, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541713, + "strategy_rank": 62.144904, + "rr": 1.915373, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.873059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094683, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.219132, + "strategy_rank": 96.421872, + "rr": 1.641748, + "primary_prob": 24.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.462622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022616, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 87.082824, + "rr": 1.817196, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.725793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043787, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 74.493697, + "rr": 1.741991, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.612987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059189, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.210234, + "strategy_rank": 88.451603, + "rr": 1.862231, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.793347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043915, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.221357, + "strategy_rank": 98.988801, + "rr": 0.718454, + "primary_prob": 49.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.077681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686655, + "hold30_r": 1.602206 + }, + { + "symbol": "WDAY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.206897, + "strategy_rank": 83.119522, + "rr": 1.280472, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.920707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.376744, + "hold30_r": -3.320506 + }, + { + "symbol": "WST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 74.868771, + "rr": 1.189409, + "primary_prob": 34.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.784113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123809, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.765295, + "strategy_rank": 84.477549, + "rr": 1.158576, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.737863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110673, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.031746, + "strategy_rank": 77.267471, + "rr": 1.006857, + "primary_prob": 54.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.510285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08293, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104308, + "strategy_rank": 89.730482, + "rr": 1.810551, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.715827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.759169, + "hold30_r": 3.719739 + }, + { + "symbol": "ALGN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.136054, + "strategy_rank": 91.228722, + "rr": 1.439582, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.159374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044212, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.002268, + "strategy_rank": 86.973533, + "rr": 1.244798, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.867197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197357, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290249, + "strategy_rank": 93.822632, + "rr": 0.751839, + "primary_prob": 47.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.127758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70374, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.825397, + "strategy_rank": 97.404475, + "rr": 1.717548, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.576323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.143799, + "hold30_r": -1.110973 + }, + { + "symbol": "AVGO", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.331066, + "strategy_rank": 91.552108, + "rr": 1.569929, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.354894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.52115, + "hold30_r": 2.327558 + }, + { + "symbol": "AXON", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.845805, + "strategy_rank": 96.286181, + "rr": 1.03189, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.547834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981716, + "hold30_r": 2.510219 + }, + { + "symbol": "BA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.557823, + "strategy_rank": 84.923508, + "rr": 1.458683, + "primary_prob": 28.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.188025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05763, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.76644, + "strategy_rank": 71.545105, + "rr": 1.644009, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.466014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07217, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.578231, + "strategy_rank": 84.619694, + "rr": 1.119728, + "primary_prob": 35.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.679592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065517, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.197279, + "strategy_rank": 81.391941, + "rr": 1.577044, + "primary_prob": 40.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.365567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069995, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.979592, + "strategy_rank": 97.554945, + "rr": 1.349204, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.023807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033896, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.126984, + "strategy_rank": 64.216943, + "rr": 0.737294, + "primary_prob": 48.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.105942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089289, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.034014, + "strategy_rank": 81.480823, + "rr": 0.84332, + "primary_prob": 59.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.26498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045372, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 86.49447, + "rr": 1.669204, + "primary_prob": 24.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.503806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064454, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 90.546757, + "rr": 1.415385, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.123077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034047, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.600907, + "strategy_rank": 73.223802, + "rr": 0.995026, + "primary_prob": 39.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.492539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08341, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 59.125368, + "rr": 1.246472, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.869709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080382, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 72.810637, + "rr": 1.185733, + "primary_prob": 34.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.778599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072567, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 72.552611, + "rr": 1.760091, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.640136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694251, + "hold30_r": 2.471101 + }, + { + "symbol": "CRH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 78.372657, + "rr": 1.846995, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.770492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054577, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.727968, + "rr": 1.556712, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.335068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01431, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.580499, + "strategy_rank": 79.839833, + "rr": 0.694012, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.041018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051816, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.179138, + "strategy_rank": 81.361596, + "rr": 3.200227, + "primary_prob": 9.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.80034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041021, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.807256, + "strategy_rank": 72.091324, + "rr": 1.369885, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.054827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078517, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.743764, + "strategy_rank": 82.126517, + "rr": 1.89888, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.84832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056418, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.848073, + "strategy_rank": 88.791388, + "rr": 1.185483, + "primary_prob": 49.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.778224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048891, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.970522, + "strategy_rank": 84.932306, + "rr": 1.656931, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.485396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051982, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.868481, + "strategy_rank": 70.738706, + "rr": 0.918511, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.377766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073754, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 86.116139, + "rr": 1.876624, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.814936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069491, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.424036, + "strategy_rank": 83.756554, + "rr": 1.357785, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.036677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057564, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351474, + "strategy_rank": 76.587661, + "rr": 1.144353, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.71653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062979, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.258503, + "strategy_rank": 91.068735, + "rr": 1.926314, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.889471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053325, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.900227, + "strategy_rank": 88.085362, + "rr": 1.423127, + "primary_prob": 28.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.134691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031767, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.804989, + "strategy_rank": 76.837248, + "rr": 1.297846, + "primary_prob": 31.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.946769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069941, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.993197, + "strategy_rank": 68.751347, + "rr": 1.098752, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.648128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014144, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38322, + "strategy_rank": 89.794046, + "rr": 1.086074, + "primary_prob": 51.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.62911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058727, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.37415, + "strategy_rank": 66.243805, + "rr": 1.132625, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.698937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066151, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 81.88914, + "rr": 1.514954, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.272431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053801, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.548753, + "strategy_rank": 69.823493, + "rr": 1.535453, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.30318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.160924, + "hold30_r": -1.084545 + }, + { + "symbol": "IBKR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.188209, + "strategy_rank": 77.898262, + "rr": 1.600171, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.400256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062404, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.321995, + "strategy_rank": 76.68965, + "rr": 1.939657, + "primary_prob": 20.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.909485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061904, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68254, + "strategy_rank": 82.766466, + "rr": 1.092345, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.638518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054308, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 82.628205, + "rr": 0.760135, + "primary_prob": 47.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.140203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713237, + "hold30_r": 2.472359 + }, + { + "symbol": "LEN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.941043, + "strategy_rank": 78.654205, + "rr": 0.692809, + "primary_prob": 50.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.039213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050515, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.219955, + "strategy_rank": 59.339941, + "rr": 1.224262, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.836392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135779, + "hold30_r": -1.005668 + }, + { + "symbol": "LLY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 91.34346, + "rr": 1.737862, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.606793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065782, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.909297, + "strategy_rank": 89.305286, + "rr": 1.832313, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.748469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045739, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.312925, + "strategy_rank": 71.567011, + "rr": 0.803951, + "primary_prob": 45.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.205926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062318, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.752834, + "strategy_rank": 94.036486, + "rr": 2.173984, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.260976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046327, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.086168, + "strategy_rank": 62.041765, + "rr": 1.790123, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.685185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085275, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124717, + "strategy_rank": 96.146125, + "rr": 2.073827, + "primary_prob": 18.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.11074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.046712, + "hold30_r": 6.809703 + }, + { + "symbol": "NFLX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.78458, + "strategy_rank": 92.039252, + "rr": 0.956969, + "primary_prob": 40.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.435453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90919, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.414966, + "strategy_rank": 84.742512, + "rr": 1.949465, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.924197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048791, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.206349, + "strategy_rank": 98.596028, + "rr": 1.84249, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.763735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.804868, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 74.054622, + "rr": 1.777411, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.666116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055345, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.929705, + "strategy_rank": 88.051246, + "rr": 1.696858, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.545287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05136, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.278912, + "strategy_rank": 92.224197, + "rr": 1.957333, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.935999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042808, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 63.763736, + "rr": 1.09197, + "primary_prob": 36.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.637955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076347, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.725624, + "strategy_rank": 84.369927, + "rr": 0.690488, + "primary_prob": 50.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.035732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638711, + "hold30_r": 0.816794 + }, + { + "symbol": "PCAR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.1678, + "strategy_rank": 72.602528, + "rr": 1.310023, + "primary_prob": 46.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.965035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066597, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.517007, + "strategy_rank": 81.492674, + "rr": 1.579004, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.368506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059285, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.072562, + "strategy_rank": 89.996947, + "rr": 1.504654, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.256981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045049, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.052154, + "strategy_rank": 97.631078, + "rr": 3.058525, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.587787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027145, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.394558, + "strategy_rank": 76.49429, + "rr": 1.820355, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.730532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064678, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.609977, + "strategy_rank": 75.054586, + "rr": 1.241585, + "primary_prob": 32.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.862377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05978, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.526077, + "strategy_rank": 94.149249, + "rr": 1.047669, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.571503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043883, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.886621, + "strategy_rank": 99.818825, + "rr": 2.10756, + "primary_prob": 33.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.16134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.083443, + "hold30_r": -1.038449 + }, + { + "symbol": "STE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.498866, + "strategy_rank": 69.754184, + "rr": 1.801949, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.702924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066841, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.539683, + "strategy_rank": 83.39995, + "rr": 2.43617, + "primary_prob": 29.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.654255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046182, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.272109, + "strategy_rank": 65.353372, + "rr": 1.272372, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.908559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084255, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.702948, + "strategy_rank": 69.397041, + "rr": 1.589432, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.384148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073717, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.641723, + "strategy_rank": 62.503053, + "rr": 1.712977, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.569466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.095974, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.485261, + "strategy_rank": 95.978597, + "rr": 0.844178, + "primary_prob": 44.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.266267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026285, + "hold30_r": 0.387245 + }, + { + "symbol": "UAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.621315, + "strategy_rank": 84.696007, + "rr": 1.545706, + "primary_prob": 26.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.318559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047267, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.156463, + "strategy_rank": 89.974682, + "rr": 1.875158, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.812737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045716, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.229025, + "strategy_rank": 78.105114, + "rr": 1.630685, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.446027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179617, + "hold30_r": -1.122675 + }, + { + "symbol": "URI", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.063492, + "strategy_rank": 90.473856, + "rr": 1.300211, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.950317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047621, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433107, + "strategy_rank": 99.094125, + "rr": 1.188372, + "primary_prob": 34.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.782558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.154468, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 80.97734, + "rr": 1.132786, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.699179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.091255, + "hold30_r": 1.398986 + }, + { + "symbol": "WST", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.836735, + "strategy_rank": 75.824176, + "rr": 0.815515, + "primary_prob": 45.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.223272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070316, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.353741, + "strategy_rank": 81.276126, + "rr": 0.953731, + "primary_prob": 40.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.430596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051857, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.475761, + "strategy_rank": 77.809073, + "rr": 0.857013, + "primary_prob": 58.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.28552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786425, + "hold30_r": 0.894884 + }, + { + "symbol": "ADBE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.377678, + "strategy_rank": 91.19632, + "rr": 1.18299, + "primary_prob": 34.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.774485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.131642, + "hold30_r": 4.256461 + }, + { + "symbol": "ALGN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.319053, + "strategy_rank": 92.134811, + "rr": 1.312143, + "primary_prob": 31.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.968215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038514, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.544532, + "strategy_rank": 89.053051, + "rr": 1.955431, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.933147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049561, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.711387, + "strategy_rank": 90.048139, + "rr": 1.628268, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.442402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035834, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.250282, + "strategy_rank": 95.23279, + "rr": 1.014437, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.521655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965787, + "hold30_r": -1.04005 + }, + { + "symbol": "APO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.99549, + "strategy_rank": 84.070634, + "rr": 1.167111, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.750667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060617, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.421646, + "strategy_rank": 98.523949, + "rr": 1.856189, + "primary_prob": 21.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.784284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035102, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.926719, + "strategy_rank": 92.297972, + "rr": 1.927562, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.891343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.876046, + "hold30_r": 4.242481 + }, + { + "symbol": "AXON", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.196167, + "strategy_rank": 96.543841, + "rr": 1.06287, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.594306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010989, + "hold30_r": 3.525132 + }, + { + "symbol": "BA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.70124, + "strategy_rank": 85.188506, + "rr": 1.011689, + "primary_prob": 38.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.517533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.956387, + "hold30_r": -1.016735 + }, + { + "symbol": "BKNG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.279594, + "strategy_rank": 86.023387, + "rr": 1.166, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06378, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.348365, + "strategy_rank": 82.857916, + "rr": 1.486217, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.229326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431334, + "hold30_r": -0.090513 + }, + { + "symbol": "BLDR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.872604, + "strategy_rank": 97.658517, + "rr": 1.503438, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.255157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034627, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.525366, + "strategy_rank": 65.326812, + "rr": 1.461722, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.192584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392099, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947012, + "strategy_rank": 61.151098, + "rr": 0.968388, + "primary_prob": 40.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.452582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877309, + "hold30_r": 6.834487 + }, + { + "symbol": "CARR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.667418, + "strategy_rank": 80.830747, + "rr": 1.842681, + "primary_prob": 21.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.764021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043731, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.897407, + "strategy_rank": 85.140671, + "rr": 1.84539, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.768084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058621, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.068771, + "strategy_rank": 97.003258, + "rr": 1.207566, + "primary_prob": 33.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.811349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026342, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.299887, + "strategy_rank": 79.882137, + "rr": 1.234983, + "primary_prob": 32.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.852475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179725, + "hold30_r": 3.791837 + }, + { + "symbol": "CHD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.397971, + "strategy_rank": 58.699614, + "rr": 0.953468, + "primary_prob": 40.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.430202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091523, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.80947, + "strategy_rank": 74.737383, + "rr": 1.113686, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.67053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036392, + "hold30_r": -2.668104 + }, + { + "symbol": "CPAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.201804, + "strategy_rank": 74.034289, + "rr": 1.202583, + "primary_prob": 33.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.803875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134403, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.22097, + "strategy_rank": 74.712159, + "rr": 1.262118, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.893177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197184, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966178, + "strategy_rank": 73.639992, + "rr": 1.503894, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.255841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.451168, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.496054, + "strategy_rank": 71.735314, + "rr": 1.875263, + "primary_prob": 21.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.812894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061101, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.976325, + "strategy_rank": 62.909074, + "rr": 1.327804, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.991706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091262, + "hold30_r": -1.002346 + }, + { + "symbol": "CVNA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88726, + "strategy_rank": 99.887337, + "rr": 2.753127, + "primary_prob": 12.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.12969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013598, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.682074, + "strategy_rank": 85.084314, + "rr": 1.326199, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.989298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289502, + "hold30_r": 5.289979 + }, + { + "symbol": "DD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750846, + "strategy_rank": 70.58026, + "rr": 1.808761, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.713142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076319, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.573844, + "strategy_rank": 84.061871, + "rr": 1.496815, + "primary_prob": 27.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.245223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.44275, + "hold30_r": 6.473951 + }, + { + "symbol": "DELL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.617813, + "strategy_rank": 95.708959, + "rr": 1.281246, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.921869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.234593, + "hold30_r": 2.237846 + }, + { + "symbol": "DHI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.770011, + "strategy_rank": 84.958918, + "rr": 1.11776, + "primary_prob": 35.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.67664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.069104, + "hold30_r": 5.58798 + }, + { + "symbol": "EME", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.843292, + "strategy_rank": 85.540586, + "rr": 1.053436, + "primary_prob": 37.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.580153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06512, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.122886, + "strategy_rank": 83.003793, + "rr": 1.387832, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.081748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.335241, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.799324, + "strategy_rank": 75.479549, + "rr": 1.091873, + "primary_prob": 36.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.637809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064099, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.970688, + "strategy_rank": 81.166658, + "rr": 1.229693, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.844539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.175964, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.603157, + "strategy_rank": 89.80185, + "rr": 1.606034, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.409051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049621, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.990981, + "strategy_rank": 88.186263, + "rr": 1.319878, + "primary_prob": 30.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.979817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028676, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.152198, + "strategy_rank": 76.494053, + "rr": 1.447371, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.171057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382982, + "hold30_r": 3.0264 + }, + { + "symbol": "HAL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.387824, + "strategy_rank": 87.653254, + "rr": 1.687776, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.531664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63945, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.172492, + "strategy_rank": 63.907358, + "rr": 1.847484, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.771226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065699, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.721533, + "strategy_rank": 78.001136, + "rr": 1.624364, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.436545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049493, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.133033, + "strategy_rank": 68.459602, + "rr": 1.240668, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.861002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074377, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.613303, + "strategy_rank": 79.914577, + "rr": 1.505956, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.258934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059846, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.034949, + "strategy_rank": 74.220303, + "rr": 1.910333, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.865499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.848938, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.162345, + "strategy_rank": 82.298568, + "rr": 1.672623, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.508934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053992, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.260428, + "strategy_rank": 87.235281, + "rr": 1.35743, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.036145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.308048, + "hold30_r": 4.514056 + }, + { + "symbol": "LEN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.118377, + "strategy_rank": 78.547993, + "rr": 1.928196, + "primary_prob": 20.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.892294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048198, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.51522, + "strategy_rank": 83.043106, + "rr": 1.047405, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.571108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997912, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.519729, + "strategy_rank": 91.649637, + "rr": 1.747858, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.621788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688216, + "hold30_r": 2.60331 + }, + { + "symbol": "LRCX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.671928, + "strategy_rank": 91.259551, + "rr": 1.944335, + "primary_prob": 20.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.916503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046821, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.270575, + "strategy_rank": 70.801326, + "rr": 1.519683, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.279525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059623, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.647125, + "strategy_rank": 94.39607, + "rr": 1.008815, + "primary_prob": 38.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.513223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961093, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485908, + "strategy_rank": 81.420113, + "rr": 1.442438, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.163657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.396941, + "hold30_r": 0.450872 + }, + { + "symbol": "MSTR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.936866, + "strategy_rank": 91.117111, + "rr": 0.731328, + "primary_prob": 48.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.096992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704858, + "hold30_r": 6.781256 + }, + { + "symbol": "NFLX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828636, + "strategy_rank": 93.064297, + "rr": 1.17565, + "primary_prob": 34.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.763475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105104, + "hold30_r": -1.058695 + }, + { + "symbol": "NOW", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.045096, + "strategy_rank": 78.573749, + "rr": 1.046119, + "primary_prob": 37.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.569179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.992812, + "hold30_r": 5.12221 + }, + { + "symbol": "NUE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.62345, + "strategy_rank": 79.881072, + "rr": 1.492061, + "primary_prob": 27.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.238092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05229, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.323563, + "strategy_rank": 98.716595, + "rr": 1.204495, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.806743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163412, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.583991, + "strategy_rank": 72.487309, + "rr": 1.651606, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.47741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055828, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.064262, + "strategy_rank": 87.046895, + "rr": 1.942317, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.913476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052905, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.745209, + "strategy_rank": 92.7861, + "rr": 1.6613, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.49195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047956, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.765502, + "strategy_rank": 63.52899, + "rr": 1.761861, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.642791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687862, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358512, + "strategy_rank": 88.426211, + "rr": 1.358037, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.037055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.302803, + "hold30_r": 0.643829 + }, + { + "symbol": "PCAR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.892897, + "strategy_rank": 70.93234, + "rr": 1.080058, + "primary_prob": 51.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.620086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065311, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.642616, + "strategy_rank": 78.534195, + "rr": 0.748927, + "primary_prob": 47.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.12339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.69077, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.29425, + "strategy_rank": 90.209462, + "rr": 1.646618, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.469927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602282, + "hold30_r": 4.657475 + }, + { + "symbol": "PLTR", + "date": "2023-10-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.054115, + "strategy_rank": 96.934168, + "rr": 2.959154, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.438732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02663, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.289741, + "strategy_rank": 78.228353, + "rr": 1.925931, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.888897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060655, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.427283, + "strategy_rank": 75.575701, + "rr": 1.708961, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.563442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.661952, + "hold30_r": 0.869509 + }, + { + "symbol": "PWR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.191657, + "strategy_rank": 78.083541, + "rr": 1.197629, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.796444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.154182, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.098083, + "strategy_rank": 95.285419, + "rr": 1.271939, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.907908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039195, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.024803, + "strategy_rank": 89.506901, + "rr": 1.200277, + "primary_prob": 33.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.800416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152256, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.661781, + "strategy_rank": 99.66201, + "rr": 2.002576, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.003864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025546, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.417136, + "strategy_rank": 69.872423, + "rr": 1.749658, + "primary_prob": 22.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.624487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063786, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.343856, + "strategy_rank": 60.753072, + "rr": 1.525698, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.288547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.434642, + "hold30_r": 0.279916 + }, + { + "symbol": "TKO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.740699, + "strategy_rank": 91.1312, + "rr": 1.678312, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.517468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030115, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.21646, + "strategy_rank": 83.180993, + "rr": 1.331818, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.997727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046387, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446449, + "strategy_rank": 91.169207, + "rr": 1.870406, + "primary_prob": 21.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.805608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045201, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848929, + "strategy_rank": 73.492226, + "rr": 1.016267, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 91, + "primary_distance_atr": 1.524401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958379, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.868095, + "strategy_rank": 89.153223, + "rr": 1.337709, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.006564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.293696, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.838782, + "strategy_rank": 75.854189, + "rr": 1.55085, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.326276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501747, + "hold30_r": 2.244591 + }, + { + "symbol": "WDAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.907554, + "strategy_rank": 84.162284, + "rr": 1.827719, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.741578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.785117, + "hold30_r": 2.783792 + }, + { + "symbol": "WST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.093574, + "strategy_rank": 75.711508, + "rr": 1.36795, + "primary_prob": 29.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.051925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300608, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.441939, + "strategy_rank": 81.786523, + "rr": 1.397965, + "primary_prob": 29.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.096947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350223, + "hold30_r": -1.197669 + }, + { + "symbol": "ADBE", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.369369, + "strategy_rank": 90.564177, + "rr": 3.010996, + "primary_prob": 25.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.516494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051398, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.869369, + "strategy_rank": 85.488334, + "rr": 2.088544, + "primary_prob": 18.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.132816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035805, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.693694, + "strategy_rank": 90.158619, + "rr": 1.751616, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.627424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071761, + "hold30_r": -1.021305 + }, + { + "symbol": "AMD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.567568, + "strategy_rank": 93.516398, + "rr": 1.569594, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.354391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038087, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 85.227452, + "rr": 1.323703, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.985554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057619, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.648649, + "strategy_rank": 98.683268, + "rr": 1.871531, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.807297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035299, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.522523, + "strategy_rank": 96.14217, + "rr": 1.243595, + "primary_prob": 47.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.865393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049363, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.342342, + "strategy_rank": 84.459864, + "rr": 1.207914, + "primary_prob": 33.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.811871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052696, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.072072, + "strategy_rank": 86.388653, + "rr": 1.647205, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.470808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062052, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.243243, + "strategy_rank": 82.865776, + "rr": 1.154075, + "primary_prob": 34.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.731113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056765, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.297297, + "strategy_rank": 96.65867, + "rr": 1.851584, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.777375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03089, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.896396, + "strategy_rank": 70.390399, + "rr": 1.623019, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.434529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.573213, + "hold30_r": 3.578834 + }, + { + "symbol": "CAH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.405405, + "strategy_rank": 59.789402, + "rr": 1.152752, + "primary_prob": 49.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.729128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061838, + "hold30_r": 7.119357 + }, + { + "symbol": "CARR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.612613, + "strategy_rank": 82.733323, + "rr": 0.882329, + "primary_prob": 42.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.323494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043849, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.837838, + "strategy_rank": 77.632554, + "rr": 1.837557, + "primary_prob": 21.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.756336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77219, + "hold30_r": 1.933754 + }, + { + "symbol": "CAT", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.09009, + "strategy_rank": 82.748456, + "rr": 1.557855, + "primary_prob": 26.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.336782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05885, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.972973, + "strategy_rank": 97.670969, + "rr": 1.942319, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.913479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047561, + "hold30_r": -1.02206 + }, + { + "symbol": "CHD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.810811, + "strategy_rank": 63.067568, + "rr": 1.040966, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.561449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.969502, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.653153, + "strategy_rank": 76.974061, + "rr": 1.729976, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.594964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074813, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.31982, + "strategy_rank": 58.298031, + "rr": 1.130833, + "primary_prob": 50.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.69625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082635, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.711712, + "strategy_rank": 76.338648, + "rr": 0.681743, + "primary_prob": 50.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.022615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056134, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.216216, + "strategy_rank": 74.7727, + "rr": 0.829825, + "primary_prob": 59.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.244737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05179, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.671171, + "strategy_rank": 73.637236, + "rr": 1.27277, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.909155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059975, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.36036, + "strategy_rank": 63.662365, + "rr": 1.801639, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.702458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092885, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887387, + "strategy_rank": 99.887463, + "rr": 3.101338, + "primary_prob": 9.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.652007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012855, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.918919, + "strategy_rank": 91.327513, + "rr": 2.192826, + "primary_prob": 32.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.289239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035704, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 69.363498, + "rr": 1.485536, + "primary_prob": 27.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.228305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073834, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.018018, + "strategy_rank": 83.719354, + "rr": 1.383827, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.075741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.332181, + "hold30_r": 7.251659 + }, + { + "symbol": "DELL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.310811, + "strategy_rank": 96.795096, + "rr": 1.001861, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.502792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049914, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.63964, + "strategy_rank": 83.983703, + "rr": 1.323845, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.985767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280198, + "hold30_r": 5.358323 + }, + { + "symbol": "EME", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.608108, + "strategy_rank": 84.150395, + "rr": 1.779932, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.669897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067275, + "hold30_r": -1.0 + }, + { + "symbol": "EQIX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.545045, + "strategy_rank": 73.691644, + "rr": 1.440812, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.161219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061946, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.792793, + "strategy_rank": 82.820123, + "rr": 1.847578, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.771366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056807, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.144144, + "strategy_rank": 75.170564, + "rr": 1.017418, + "primary_prob": 38.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.526127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06562, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.396396, + "strategy_rank": 90.499949, + "rr": 1.782108, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.673162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050531, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.094595, + "strategy_rank": 86.859475, + "rr": 1.695243, + "primary_prob": 23.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.542865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028202, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.846847, + "strategy_rank": 78.039984, + "rr": 1.449112, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.173669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062299, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.18018, + "strategy_rank": 82.451969, + "rr": 0.941732, + "primary_prob": 56.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.412598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.892783, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.855856, + "strategy_rank": 64.149661, + "rr": 1.349586, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.024379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072066, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.162162, + "strategy_rank": 79.316884, + "rr": 1.621357, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.432035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059041, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.995495, + "strategy_rank": 85.096847, + "rr": 1.263718, + "primary_prob": 32.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.895577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049606, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.864865, + "strategy_rank": 85.624507, + "rr": 1.689996, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.534995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.650857, + "hold30_r": 3.815848 + }, + { + "symbol": "JPM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.135135, + "strategy_rank": 67.212572, + "rr": 1.062722, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.594083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978626, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.572072, + "strategy_rank": 79.324046, + "rr": 1.782969, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.674454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043591, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.932432, + "strategy_rank": 92.913377, + "rr": 1.67459, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.511885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049425, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.418919, + "strategy_rank": 79.240434, + "rr": 1.17883, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.768246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129477, + "hold30_r": 1.594973 + }, + { + "symbol": "MA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.630631, + "strategy_rank": 57.486385, + "rr": 1.30023, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.950345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079651, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77027, + "strategy_rank": 72.029077, + "rr": 1.635603, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.453405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083734, + "hold30_r": -1.025369 + }, + { + "symbol": "META", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.873874, + "strategy_rank": 94.593734, + "rr": 1.792111, + "primary_prob": 37.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.688166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05021, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 84.054307, + "rr": 1.539734, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.309601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490209, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 91.99423, + "rr": 0.762953, + "primary_prob": 47.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.14443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.735009, + "hold30_r": 8.488774 + }, + { + "symbol": "NFLX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.157658, + "strategy_rank": 92.498001, + "rr": 1.795848, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.693772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.753001, + "hold30_r": 7.022539 + }, + { + "symbol": "NOW", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.121622, + "strategy_rank": 81.469405, + "rr": 1.229148, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.843722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050991, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.324324, + "strategy_rank": 98.751746, + "rr": 1.104877, + "primary_prob": 51.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.657315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.441241, + "hold30_r": -1.39678 + }, + { + "symbol": "NVR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.220721, + "strategy_rank": 71.602819, + "rr": 1.650519, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.475778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047751, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.171171, + "strategy_rank": 91.454651, + "rr": 1.705015, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.557522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055146, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.585586, + "strategy_rank": 70.426764, + "rr": 0.689836, + "primary_prob": 50.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.034753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063752, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.486486, + "strategy_rank": 75.405709, + "rr": 1.158174, + "primary_prob": 49.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.73726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057641, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.621622, + "strategy_rank": 90.489068, + "rr": 0.76747, + "primary_prob": 47.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.151205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.727221, + "hold30_r": 4.530826 + }, + { + "symbol": "PLTR", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.382883, + "strategy_rank": 96.464647, + "rr": 2.936562, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.404843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028258, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.148649, + "strategy_rank": 76.281582, + "rr": 1.045891, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.568837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058431, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.387387, + "strategy_rank": 77.957688, + "rr": 1.504876, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.257313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.455051, + "hold30_r": 1.772559 + }, + { + "symbol": "PWR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.738739, + "strategy_rank": 77.319364, + "rr": 1.651791, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.477687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047259, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.099099, + "strategy_rank": 95.324426, + "rr": 1.21851, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.827764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038255, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.513514, + "strategy_rank": 85.892044, + "rr": 0.699032, + "primary_prob": 49.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.048549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649382, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662162, + "strategy_rank": 99.66239, + "rr": 1.62284, + "primary_prob": 40.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.43426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024097, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.797297, + "strategy_rank": 72.099681, + "rr": 1.621366, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.432049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052342, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.441441, + "strategy_rank": 70.31238, + "rr": 1.813957, + "primary_prob": 22.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.720936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063989, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.063063, + "strategy_rank": 62.385717, + "rr": 1.939517, + "primary_prob": 20.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.909276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089412, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.414414, + "strategy_rank": 90.938405, + "rr": 1.689692, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.534539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034465, + "hold30_r": -0.308303 + }, + { + "symbol": "UBER", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.747748, + "strategy_rank": 94.951513, + "rr": 1.955624, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.933437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045212, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.644144, + "strategy_rank": 74.308204, + "rr": 1.231943, + "primary_prob": 32.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 94, + "primary_distance_atr": 1.847915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182159, + "hold30_r": 2.997678 + }, + { + "symbol": "URI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.936937, + "strategy_rank": 86.541249, + "rr": 0.761378, + "primary_prob": 47.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.142066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044685, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.346847, + "strategy_rank": 81.559647, + "rr": 1.667535, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.501303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037806, + "hold30_r": -0.190185 + }, + { + "symbol": "VST", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 78.481628, + "rr": 1.58186, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.372791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532558, + "hold30_r": 2.372093 + }, + { + "symbol": "WDAY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.288288, + "strategy_rank": 86.745622, + "rr": 1.595582, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.393372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043174, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.445946, + "strategy_rank": 71.625645, + "rr": 1.531754, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.297631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054582, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117117, + "strategy_rank": 75.908948, + "rr": 1.329565, + "primary_prob": 30.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.994347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062529, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.468468, + "strategy_rank": 87.776243, + "rr": 1.289467, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.934201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047745, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.327394, + "strategy_rank": 79.529176, + "rr": 0.982907, + "primary_prob": 54.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.474361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067075, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.097996, + "strategy_rank": 90.235264, + "rr": 2.2315, + "primary_prob": 31.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.34725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051439, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.959911, + "strategy_rank": 58.338604, + "rr": 0.860748, + "primary_prob": 43.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.291122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769501, + "hold30_r": 3.351205 + }, + { + "symbol": "ALGN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 86.574536, + "rr": 2.076003, + "primary_prob": 18.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.114004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038731, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.875278, + "strategy_rank": 90.546028, + "rr": 1.640193, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.460289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600261, + "hold30_r": 2.548622 + }, + { + "symbol": "AMD", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.761693, + "strategy_rank": 93.666518, + "rr": 1.737894, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.606841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036089, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.657016, + "strategy_rank": 86.359911, + "rr": 1.80447, + "primary_prob": 22.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.706705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048277, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.775056, + "strategy_rank": 98.775872, + "rr": 2.423983, + "primary_prob": 14.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.635975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034867, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.309577, + "strategy_rank": 79.616704, + "rr": 0.687353, + "primary_prob": 50.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.03103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083412, + "hold30_r": -1.027719 + }, + { + "symbol": "AVGO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.104677, + "strategy_rank": 94.106607, + "rr": 1.18724, + "primary_prob": 34.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.78086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045457, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.659243, + "strategy_rank": 95.56147, + "rr": 1.632258, + "primary_prob": 39.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.448387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049671, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.08686, + "strategy_rank": 80.394135, + "rr": 1.385693, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.07854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.336587, + "hold30_r": 6.861303 + }, + { + "symbol": "BKNG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.879733, + "strategy_rank": 86.715813, + "rr": 1.671183, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.506775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.619572, + "hold30_r": 3.467445 + }, + { + "symbol": "BKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.532294, + "strategy_rank": 78.505939, + "rr": 1.39053, + "primary_prob": 29.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.085795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060657, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.552339, + "strategy_rank": 97.553304, + "rr": 1.840701, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.761051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.809438, + "hold30_r": 3.913727 + }, + { + "symbol": "BSX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.405345, + "strategy_rank": 68.550408, + "rr": 1.717408, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.576112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664793, + "hold30_r": 2.909186 + }, + { + "symbol": "CAH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.628062, + "strategy_rank": 61.572977, + "rr": 0.695209, + "primary_prob": 65.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.042814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090857, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.4098, + "strategy_rank": 81.720193, + "rr": 1.907252, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.860878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037544, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.191537, + "strategy_rank": 76.300742, + "rr": 0.705173, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.057759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642582, + "hold30_r": 1.451826 + }, + { + "symbol": "CAT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.314031, + "strategy_rank": 84.353155, + "rr": 1.702247, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.55337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048736, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.652561, + "strategy_rank": 94.72346, + "rr": 0.978594, + "primary_prob": 39.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.467891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953459, + "hold30_r": 4.821803 + }, + { + "symbol": "CDNS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300668, + "strategy_rank": 81.910468, + "rr": 0.854509, + "primary_prob": 58.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.281763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204953, + "hold30_r": -1.150573 + }, + { + "symbol": "CHD", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.514477, + "strategy_rank": 60.660134, + "rr": 1.03612, + "primary_prob": 38.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.55418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.962147, + "hold30_r": -1.775026 + }, + { + "symbol": "CMCSA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.195991, + "strategy_rank": 75.40386, + "rr": 1.020764, + "primary_prob": 38.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.531145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.665071, + "hold30_r": -2.591163 + }, + { + "symbol": "CPAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 78.140312, + "rr": 1.527892, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.291838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056984, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.2049, + "strategy_rank": 75.54343, + "rr": 1.661545, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.492317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058597, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.98441, + "strategy_rank": 77.955754, + "rr": 1.697052, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.545578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047039, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 99.888716, + "rr": 4.010661, + "primary_prob": 5.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 6.015991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013607, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.207127, + "strategy_rank": 90.778322, + "rr": 1.270773, + "primary_prob": 32.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.906159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.238483, + "hold30_r": 5.107385 + }, + { + "symbol": "DECK", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864143, + "strategy_rank": 81.138233, + "rr": 1.675892, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.513837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051727, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.218263, + "strategy_rank": 96.452784, + "rr": 1.721136, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.581704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048151, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.538976, + "strategy_rank": 84.310616, + "rr": 1.670364, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.505546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624152, + "hold30_r": 6.760242 + }, + { + "symbol": "EME", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.211581, + "strategy_rank": 85.18144, + "rr": 1.223767, + "primary_prob": 33.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.835651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169555, + "hold30_r": 2.595711 + }, + { + "symbol": "EQIX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.737194, + "strategy_rank": 72.416036, + "rr": 1.413735, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.120603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056758, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066815, + "strategy_rank": 80.746771, + "rr": 0.775996, + "primary_prob": 61.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.163993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079788, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.64588, + "strategy_rank": 83.218782, + "rr": 1.604465, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.406697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558622, + "hold30_r": 3.502798 + }, + { + "symbol": "FDX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.429844, + "strategy_rank": 75.800891, + "rr": 1.927959, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.891938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05663, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.320713, + "strategy_rank": 89.424499, + "rr": 1.381083, + "primary_prob": 29.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.071624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.339798, + "hold30_r": 5.706321 + }, + { + "symbol": "FSLR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.423163, + "strategy_rank": 92.696214, + "rr": 1.479045, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.218568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029229, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988864, + "strategy_rank": 76.492205, + "rr": 1.796586, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.69488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738865, + "hold30_r": 4.196182 + }, + { + "symbol": "HUBB", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.623608, + "strategy_rank": 79.236526, + "rr": 1.814388, + "primary_prob": 22.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.721582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.458741, + "hold30_r": -1.417922 + }, + { + "symbol": "HWM", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846325, + "strategy_rank": 64.192428, + "rr": 1.642747, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.464121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.578802, + "hold30_r": 6.722259 + }, + { + "symbol": "IBKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.069042, + "strategy_rank": 75.114996, + "rr": 0.780395, + "primary_prob": 46.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.170593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051418, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.082405, + "strategy_rank": 78.12435, + "rr": 1.931256, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.896884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071721, + "hold30_r": -1.029696 + }, + { + "symbol": "JBL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.10245, + "strategy_rank": 94.205048, + "rr": 0.703069, + "primary_prob": 49.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.054603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04474, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.868597, + "strategy_rank": 89.674684, + "rr": 1.584919, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.377379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542615, + "hold30_r": 3.815631 + }, + { + "symbol": "LEN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.973274, + "strategy_rank": 80.881292, + "rr": 1.219762, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.829643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.174614, + "hold30_r": 5.8199 + }, + { + "symbol": "LII", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.091314, + "strategy_rank": 84.830586, + "rr": 1.718579, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.577868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040368, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.995546, + "strategy_rank": 92.463549, + "rr": 1.19575, + "primary_prob": 48.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.793626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048846, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.436526, + "strategy_rank": 93.772235, + "rr": 1.781011, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.671517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.741422, + "hold30_r": 3.949034 + }, + { + "symbol": "LVS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.182628, + "strategy_rank": 79.52784, + "rr": 1.173961, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.760942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126404, + "hold30_r": 0.47682 + }, + { + "symbol": "META", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.997773, + "strategy_rank": 94.631774, + "rr": 1.47836, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.217539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047001, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.755011, + "strategy_rank": 81.928508, + "rr": 0.732591, + "primary_prob": 48.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.098886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057022, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.750557, + "strategy_rank": 90.92539, + "rr": 2.962038, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.443058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.934903, + "hold30_r": 7.342685 + }, + { + "symbol": "NFLX", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.982183, + "strategy_rank": 92.220861, + "rr": 2.004746, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.007119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.967717, + "hold30_r": 2.944429 + }, + { + "symbol": "NOW", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.641425, + "strategy_rank": 84.415664, + "rr": 1.160396, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.740594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04786, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 98.72101, + "rr": 1.340913, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.011369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034874, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.523385, + "strategy_rank": 73.46637, + "rr": 1.88865, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.832975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047185, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.636971, + "strategy_rank": 85.879213, + "rr": 0.875966, + "primary_prob": 43.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.313949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044079, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.434298, + "strategy_rank": 90.737342, + "rr": 1.143631, + "primary_prob": 35.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.715447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059297, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.400891, + "strategy_rank": 62.013957, + "rr": 1.79252, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.68878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071107, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.305122, + "strategy_rank": 88.880252, + "rr": 0.883124, + "primary_prob": 57.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.324686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049138, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.96882, + "strategy_rank": 70.778174, + "rr": 1.673128, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.509693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613025, + "hold30_r": 3.869746 + }, + { + "symbol": "PH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632517, + "strategy_rank": 77.209428, + "rr": 1.634942, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.452413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.591871, + "hold30_r": 3.743331 + }, + { + "symbol": "PHM", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.550111, + "strategy_rank": 90.851745, + "rr": 1.331978, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.997968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290668, + "hold30_r": 6.152713 + }, + { + "symbol": "PLTR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 97.517372, + "rr": 1.759512, + "primary_prob": 37.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.639268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026521, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.414254, + "strategy_rank": 77.723311, + "rr": 1.466152, + "primary_prob": 27.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.199228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04918, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52784, + "strategy_rank": 78.236154, + "rr": 1.122423, + "primary_prob": 35.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.683635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043219, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772829, + "strategy_rank": 94.307647, + "rr": 1.88299, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.824486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.846009, + "hold30_r": 6.454229 + }, + { + "symbol": "ROST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291759, + "strategy_rank": 64.437565, + "rr": 1.238526, + "primary_prob": 47.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.857789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071504, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.746102, + "strategy_rank": 83.688938, + "rr": 0.863297, + "primary_prob": 58.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.294945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054846, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.666147, + "rr": 1.929844, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.894766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019912, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.418708, + "strategy_rank": 83.026429, + "rr": 0.814437, + "primary_prob": 60.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055729, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.184855, + "strategy_rank": 70.429399, + "rr": 1.634634, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.451952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0575, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.536748, + "strategy_rank": 71.109057, + "rr": 1.166397, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.749595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106435, + "hold30_r": 5.040579 + }, + { + "symbol": "TJX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 59.218634, + "rr": 1.448679, + "primary_prob": 28.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.173019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088296, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.759465, + "strategy_rank": 92.598293, + "rr": 1.7487, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.62305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.713629, + "hold30_r": 0.382457 + }, + { + "symbol": "UBER", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.54343, + "strategy_rank": 92.680401, + "rr": 1.803257, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.704886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03892, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.962138, + "strategy_rank": 74.840163, + "rr": 1.33791, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.006865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.277899, + "hold30_r": -1.224545 + }, + { + "symbol": "URI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 85.754566, + "rr": 1.521263, + "primary_prob": 26.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.281895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035414, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 99.176912, + "rr": 1.591413, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.387119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566733, + "hold30_r": 2.545838 + }, + { + "symbol": "VST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977728, + "strategy_rank": 76.88441, + "rr": 0.694637, + "primary_prob": 50.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.041955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64165, + "hold30_r": 3.440594 + }, + { + "symbol": "WDAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 83.353007, + "rr": 1.025274, + "primary_prob": 38.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.537911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046117, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.855234, + "strategy_rank": 72.631997, + "rr": 1.269291, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.903937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057511, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.859688, + "strategy_rank": 72.135115, + "rr": 1.459763, + "primary_prob": 28.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.189644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05815, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.766147, + "strategy_rank": 89.20297, + "rr": 1.623808, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.435711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.579804, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.240618, + "strategy_rank": 79.59927, + "rr": 1.398426, + "primary_prob": 29.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.097639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.337508, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.059603, + "strategy_rank": 88.521458, + "rr": 1.104228, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.656342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.060471, + "hold30_r": 4.072543 + }, + { + "symbol": "AJG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.10596, + "strategy_rank": 59.634084, + "rr": 1.020574, + "primary_prob": 38.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.530861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.935238, + "hold30_r": 2.054623 + }, + { + "symbol": "ALGN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.07947, + "strategy_rank": 90.895717, + "rr": 1.229386, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.844078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.209777, + "hold30_r": 1.577943 + }, + { + "symbol": "AMAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.838852, + "strategy_rank": 88.730368, + "rr": 1.545016, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.317524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503914, + "hold30_r": 2.651337 + }, + { + "symbol": "AMD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.267108, + "strategy_rank": 93.998429, + "rr": 1.322204, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.983306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289625, + "hold30_r": 6.130008 + }, + { + "symbol": "ANET", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357616, + "strategy_rank": 96.789538, + "rr": 1.948415, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.922622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.915918, + "hold30_r": 5.185313 + }, + { + "symbol": "APO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.812362, + "strategy_rank": 86.555878, + "rr": 1.806397, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.709596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047097, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.006623, + "strategy_rank": 98.9412, + "rr": 0.933796, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.400694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902656, + "hold30_r": 0.42381 + }, + { + "symbol": "ARES", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.417219, + "strategy_rank": 78.703066, + "rr": 1.531548, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.297323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.318899, + "hold30_r": -1.268177 + }, + { + "symbol": "AVGO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.019868, + "strategy_rank": 94.213467, + "rr": 1.515469, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.273203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474245, + "hold30_r": 2.929225 + }, + { + "symbol": "AXON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.825607, + "strategy_rank": 92.962506, + "rr": 1.684433, + "primary_prob": 24.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.52665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63631, + "hold30_r": 3.741539 + }, + { + "symbol": "BA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988962, + "strategy_rank": 78.060556, + "rr": 1.765384, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.648076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720269, + "hold30_r": 8.263901 + }, + { + "symbol": "BKNG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.916115, + "strategy_rank": 87.592822, + "rr": 1.354009, + "primary_prob": 30.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.031014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301379, + "hold30_r": 5.106618 + }, + { + "symbol": "BKR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.196468, + "strategy_rank": 76.698321, + "rr": 1.746404, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.619605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.155641, + "hold30_r": -1.099821 + }, + { + "symbol": "BLDR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.565121, + "strategy_rank": 97.54184, + "rr": 1.763074, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.64461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730247, + "hold30_r": 6.217728 + }, + { + "symbol": "BRO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.346578, + "strategy_rank": 59.784015, + "rr": 1.586624, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.379936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.521223, + "hold30_r": 2.723038 + }, + { + "symbol": "BSX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.229581, + "strategy_rank": 68.034275, + "rr": 1.065785, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.598677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013514, + "hold30_r": 2.714338 + }, + { + "symbol": "CARR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.397351, + "strategy_rank": 84.291362, + "rr": 1.832695, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.749043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797876, + "hold30_r": 3.32808 + }, + { + "symbol": "CASY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.112583, + "strategy_rank": 73.575284, + "rr": 1.208086, + "primary_prob": 33.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.812128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.141879, + "hold30_r": -0.418305 + }, + { + "symbol": "CAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.852097, + "strategy_rank": 83.143605, + "rr": 1.519848, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.279772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.567797, + "hold30_r": -1.517999 + }, + { + "symbol": "CCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.92936, + "strategy_rank": 94.792402, + "rr": 1.0502, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.5753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023867, + "hold30_r": 7.804991 + }, + { + "symbol": "CDNS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.942605, + "strategy_rank": 86.727665, + "rr": 1.630427, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.445641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583884, + "hold30_r": 2.978111 + }, + { + "symbol": "CMCSA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.189845, + "strategy_rank": 72.338619, + "rr": 1.198739, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.798109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145674, + "hold30_r": 1.999255 + }, + { + "symbol": "COR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00883, + "strategy_rank": 57.934815, + "rr": 0.967671, + "primary_prob": 40.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.451507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088945, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.85872, + "strategy_rank": 77.690531, + "rr": 1.659315, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.488972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606428, + "hold30_r": 3.183803 + }, + { + "symbol": "CPRT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.163355, + "strategy_rank": 76.111265, + "rr": 1.790346, + "primary_prob": 22.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.68552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730966, + "hold30_r": 2.917398 + }, + { + "symbol": "CRH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.708609, + "strategy_rank": 78.811886, + "rr": 0.821137, + "primary_prob": 45.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.231705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773229, + "hold30_r": 5.799492 + }, + { + "symbol": "CVNA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889625, + "strategy_rank": 99.889698, + "rr": 5.039384, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.559076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.013892, + "hold30_r": 2.663802 + }, + { + "symbol": "DASH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.474614, + "strategy_rank": 92.504036, + "rr": 1.743453, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.615179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712932, + "hold30_r": 6.224084 + }, + { + "symbol": "DD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.125828, + "strategy_rank": 67.525965, + "rr": 1.577823, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 102, + "primary_distance_atr": 2.366735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248807, + "hold30_r": -1.176204 + }, + { + "symbol": "DECK", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.534216, + "strategy_rank": 80.100383, + "rr": 1.125466, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.6882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.075243, + "hold30_r": 10.926617 + }, + { + "symbol": "DELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.90287, + "strategy_rank": 96.351392, + "rr": 1.903084, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.854626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856893, + "hold30_r": 1.500098 + }, + { + "symbol": "DHI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.072848, + "strategy_rank": 82.207822, + "rr": 1.696802, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.545203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646871, + "hold30_r": 9.040672 + }, + { + "symbol": "EG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.95585, + "strategy_rank": 75.028566, + "rr": 1.726631, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.589946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6694, + "hold30_r": 0.116486 + }, + { + "symbol": "EME", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136865, + "strategy_rank": 85.137215, + "rr": 1.418589, + "primary_prob": 28.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.127884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368047, + "hold30_r": 1.065852 + }, + { + "symbol": "ERIE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.209713, + "strategy_rank": 84.360456, + "rr": 1.259473, + "primary_prob": 32.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.889209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070511, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.280353, + "strategy_rank": 84.479948, + "rr": 1.303245, + "primary_prob": 31.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.954867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.258527, + "hold30_r": 4.067912 + }, + { + "symbol": "FDX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.799117, + "strategy_rank": 79.422377, + "rr": 1.681919, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.522879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.632954, + "hold30_r": 4.756227 + }, + { + "symbol": "FICO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.344371, + "strategy_rank": 86.153835, + "rr": 1.534606, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.301909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.495672, + "hold30_r": 7.148128 + }, + { + "symbol": "FIX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591611, + "strategy_rank": 84.253776, + "rr": 1.639046, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.458569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.592237, + "hold30_r": 6.161184 + }, + { + "symbol": "FSLR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651214, + "strategy_rank": 89.361136, + "rr": 1.581352, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.372028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029509, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15011, + "strategy_rank": 80.178205, + "rr": 1.698773, + "primary_prob": 23.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.548159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.650823, + "hold30_r": 2.598004 + }, + { + "symbol": "GWW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.554084, + "strategy_rank": 67.441603, + "rr": 1.654598, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.481897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.594229, + "hold30_r": 4.503088 + }, + { + "symbol": "HUBB", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.430464, + "strategy_rank": 77.048021, + "rr": 1.634903, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.452354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.407573, + "hold30_r": -1.361479 + }, + { + "symbol": "HWM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.905077, + "strategy_rank": 63.704039, + "rr": 1.913626, + "primary_prob": 20.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.870439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.846697, + "hold30_r": 7.536567 + }, + { + "symbol": "JBL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.253863, + "strategy_rank": 93.605017, + "rr": 1.415395, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.123092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.371638, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.754967, + "strategy_rank": 86.169005, + "rr": 1.845957, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.768935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805438, + "hold30_r": 3.369147 + }, + { + "symbol": "LEN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.637969, + "strategy_rank": 81.071248, + "rr": 1.478485, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.217728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.429955, + "hold30_r": 8.323411 + }, + { + "symbol": "LII", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.046358, + "strategy_rank": 85.451834, + "rr": 1.553493, + "primary_prob": 26.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.33024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.515975, + "hold30_r": 3.274532 + }, + { + "symbol": "LIN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.788079, + "strategy_rank": 59.234034, + "rr": 1.344042, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.016062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.270334, + "hold30_r": 3.080108 + }, + { + "symbol": "LLY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.578366, + "strategy_rank": 91.756839, + "rr": 1.28525, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.927875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.238351, + "hold30_r": 1.236242 + }, + { + "symbol": "LRCX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.487859, + "strategy_rank": 91.509783, + "rr": 1.704316, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.556475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663989, + "hold30_r": 4.069958 + }, + { + "symbol": "LVS", + "date": "2023-10-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.768212, + "strategy_rank": 81.969907, + "rr": 2.164772, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.247159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048017, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.785872, + "strategy_rank": 91.319714, + "rr": 0.968074, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.452112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929609, + "hold30_r": 2.961451 + }, + { + "symbol": "MPC", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.514349, + "strategy_rank": 81.558723, + "rr": 1.656574, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.484861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600236, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.88521, + "strategy_rank": 88.290131, + "rr": 2.39206, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.588089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.367186, + "hold30_r": 5.591398 + }, + { + "symbol": "NOW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975717, + "strategy_rank": 83.779478, + "rr": 1.907375, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.861063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.868977, + "hold30_r": 5.16265 + }, + { + "symbol": "NVDA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448124, + "strategy_rank": 98.886814, + "rr": 1.19846, + "primary_prob": 33.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.79769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166603, + "hold30_r": 2.835703 + }, + { + "symbol": "NVR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.092715, + "strategy_rank": 72.886046, + "rr": 1.780549, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.670823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736087, + "hold30_r": 4.543242 + }, + { + "symbol": "ODFL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.293598, + "strategy_rank": 85.732391, + "rr": 1.519412, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.279117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484382, + "hold30_r": -0.016103 + }, + { + "symbol": "ON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.671082, + "strategy_rank": 84.929229, + "rr": 0.692364, + "primary_prob": 50.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.038546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.954182, + "hold30_r": -1.920705 + }, + { + "symbol": "ORCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.1766, + "strategy_rank": 88.200713, + "rr": 1.329572, + "primary_prob": 30.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.994357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280522, + "hold30_r": 3.226831 + }, + { + "symbol": "PANW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.735099, + "strategy_rank": 90.86523, + "rr": 1.510014, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.265022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.469582, + "hold30_r": 5.217762 + }, + { + "symbol": "PCAR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.410596, + "strategy_rank": 74.012968, + "rr": 1.799958, + "primary_prob": 22.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.699937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058405, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.871965, + "strategy_rank": 77.48923, + "rr": 1.502382, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.253573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.455283, + "hold30_r": 4.371199 + }, + { + "symbol": "PHM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.12362, + "strategy_rank": 91.682129, + "rr": 0.674336, + "primary_prob": 50.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.011504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632145, + "hold30_r": 6.99007 + }, + { + "symbol": "PKG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 71.615272, + "rr": 1.667552, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.501328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602471, + "hold30_r": 2.860044 + }, + { + "symbol": "PLTR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.682119, + "strategy_rank": 98.080127, + "rr": 1.251167, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.87675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.22851, + "hold30_r": 1.837445 + }, + { + "symbol": "PNR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.618102, + "strategy_rank": 76.813728, + "rr": 1.592878, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.389316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.54917, + "hold30_r": 3.388942 + }, + { + "symbol": "PWR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.547461, + "strategy_rank": 75.967364, + "rr": 1.332177, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.998266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043455, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.461369, + "strategy_rank": 93.960844, + "rr": 1.64217, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.463256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606157, + "hold30_r": 8.166857 + }, + { + "symbol": "ROP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.684327, + "strategy_rank": 56.677267, + "rr": 1.938349, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.907523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.862961, + "hold30_r": 4.411384 + }, + { + "symbol": "SMCI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.668874, + "strategy_rank": 99.669093, + "rr": 1.708563, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.562845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690202, + "hold30_r": 1.268783 + }, + { + "symbol": "SNPS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.501104, + "strategy_rank": 86.352535, + "rr": 1.704627, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.55694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654009, + "hold30_r": 4.597643 + }, + { + "symbol": "TAP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.463576, + "strategy_rank": 69.243006, + "rr": 1.196595, + "primary_prob": 33.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.794892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062105, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.384106, + "strategy_rank": 71.342883, + "rr": 1.689258, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.533887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.627756, + "hold30_r": 6.237465 + }, + { + "symbol": "TRGP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.450331, + "strategy_rank": 68.849593, + "rr": 0.668355, + "primary_prob": 51.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.002533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062919, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.567329, + "strategy_rank": 71.601536, + "rr": 1.620433, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.43065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.573332, + "hold30_r": 5.851568 + }, + { + "symbol": "TTD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022075, + "strategy_rank": 83.43836, + "rr": 1.679931, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.519896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.653593, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.033113, + "strategy_rank": 93.384412, + "rr": 1.91004, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.86506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.875055, + "hold30_r": 9.077794 + }, + { + "symbol": "UHS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.891832, + "strategy_rank": 75.072741, + "rr": 1.743537, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.615305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699479, + "hold30_r": 2.344221 + }, + { + "symbol": "URI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.721854, + "strategy_rank": 90.141421, + "rr": 1.839315, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.758973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.804568, + "hold30_r": 3.928048 + }, + { + "symbol": "VRSK", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.313466, + "strategy_rank": 66.036166, + "rr": 1.670446, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.505668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069362, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.227373, + "strategy_rank": 98.963566, + "rr": 1.562808, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.344212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.54341, + "hold30_r": 3.416521 + }, + { + "symbol": "VST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.370861, + "strategy_rank": 80.266651, + "rr": 0.804241, + "primary_prob": 45.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.206361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74798, + "hold30_r": 3.471421 + }, + { + "symbol": "WDAY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.631347, + "strategy_rank": 86.590401, + "rr": 1.906551, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.859826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859694, + "hold30_r": 7.669516 + }, + { + "symbol": "WELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.326711, + "strategy_rank": 72.541913, + "rr": 1.714366, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.571549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652258, + "hold30_r": 1.750154 + }, + { + "symbol": "WSM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.242826, + "strategy_rank": 83.824163, + "rr": 1.432985, + "primary_prob": 28.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.149478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.387562, + "hold30_r": 7.968378 + }, + { + "symbol": "WST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.604857, + "strategy_rank": 81.805778, + "rr": 1.925393, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.888089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037472, + "hold30_r": 0.854026 + }, + { + "symbol": "WYNN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.695364, + "strategy_rank": 90.477944, + "rr": 1.782993, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.67449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739582, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.171674, + "strategy_rank": 81.427452, + "rr": 0.955524, + "primary_prob": 55.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.433286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048925, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.708155, + "strategy_rank": 90.732325, + "rr": 2.889102, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.333653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.840547, + "hold30_r": 1.128471 + }, + { + "symbol": "ALGN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.064378, + "strategy_rank": 95.806306, + "rr": 1.219006, + "primary_prob": 33.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.828509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197824, + "hold30_r": 3.452397 + }, + { + "symbol": "AMAT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.669528, + "strategy_rank": 90.814922, + "rr": 1.958908, + "primary_prob": 35.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.938362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.912766, + "hold30_r": 3.904324 + }, + { + "symbol": "AMD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.781116, + "strategy_rank": 96.301385, + "rr": 1.591582, + "primary_prob": 40.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.387374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.557005, + "hold30_r": 5.021645 + }, + { + "symbol": "AMZN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.330472, + "strategy_rank": 81.695784, + "rr": 1.691743, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.537615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646705, + "hold30_r": 1.940877 + }, + { + "symbol": "APO", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.206009, + "strategy_rank": 86.88639, + "rr": 1.944681, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.917022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.903114, + "hold30_r": 2.559636 + }, + { + "symbol": "APP", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.819742, + "strategy_rank": 98.820501, + "rr": 2.977957, + "primary_prob": 10.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.466935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.943927, + "hold30_r": 1.179578 + }, + { + "symbol": "ARES", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.583691, + "strategy_rank": 73.444344, + "rr": 1.608854, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.413281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56223, + "hold30_r": 2.954256 + }, + { + "symbol": "AVGO", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.424893, + "strategy_rank": 94.567875, + "rr": 1.142147, + "primary_prob": 50.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.713221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094566, + "hold30_r": 7.055483 + }, + { + "symbol": "AXON", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309013, + "strategy_rank": 91.635795, + "rr": 1.919597, + "primary_prob": 35.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.879395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869122, + "hold30_r": 5.486242 + }, + { + "symbol": "BA", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.480687, + "strategy_rank": 79.005431, + "rr": 2.939965, + "primary_prob": 25.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 97, + "primary_distance_atr": 4.409948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.888619, + "hold30_r": 9.661719 + }, + { + "symbol": "BKNG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.922747, + "strategy_rank": 86.706951, + "rr": 1.270043, + "primary_prob": 32.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.905065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213327, + "hold30_r": 6.398921 + }, + { + "symbol": "BLDR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.390558, + "strategy_rank": 97.106795, + "rr": 2.088951, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.133427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.055221, + "hold30_r": 5.739045 + }, + { + "symbol": "BSX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.150215, + "strategy_rank": 66.993801, + "rr": 0.722806, + "primary_prob": 63.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.08421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.665721, + "hold30_r": 1.787995 + }, + { + "symbol": "CARR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.197425, + "strategy_rank": 82.616142, + "rr": 1.60597, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.408954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565929, + "hold30_r": 2.948718 + }, + { + "symbol": "CASY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.793991, + "strategy_rank": 71.812753, + "rr": 1.340825, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.011237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.272303, + "hold30_r": -0.385949 + }, + { + "symbol": "CBOE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.339056, + "strategy_rank": 62.903934, + "rr": 0.687071, + "primary_prob": 50.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.030606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.607887, + "hold30_r": 2.97669 + }, + { + "symbol": "CCL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.665236, + "strategy_rank": 92.598428, + "rr": 1.79952, + "primary_prob": 22.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.699279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770931, + "hold30_r": 8.06006 + }, + { + "symbol": "CDNS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.849785, + "strategy_rank": 88.493351, + "rr": 0.873669, + "primary_prob": 58.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.310504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.822086, + "hold30_r": 2.852591 + }, + { + "symbol": "CHD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.407725, + "strategy_rank": 61.166564, + "rr": 1.563354, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.345031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.921755, + "hold30_r": -2.843238 + }, + { + "symbol": "CMCSA", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.841202, + "strategy_rank": 72.884773, + "rr": 2.21424, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.321359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054867, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.939914, + "strategy_rank": 71.484064, + "rr": 1.67654, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.51481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617211, + "hold30_r": 3.439356 + }, + { + "symbol": "COIN", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.236052, + "strategy_rank": 93.068876, + "rr": 2.984135, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 4.476203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.962042, + "hold30_r": 8.265434 + }, + { + "symbol": "CPAY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.83691, + "strategy_rank": 72.580484, + "rr": 0.725279, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.087918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054903, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.420601, + "strategy_rank": 78.171508, + "rr": 1.063837, + "primary_prob": 52.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.595755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003437, + "hold30_r": 2.442687 + }, + { + "symbol": "CRH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.88412, + "strategy_rank": 80.911604, + "rr": 0.77916, + "primary_prob": 61.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.16874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728545, + "hold30_r": 4.521134 + }, + { + "symbol": "CVNA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892704, + "strategy_rank": 99.892773, + "rr": 5.136042, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.704062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 5.120896, + "hold30_r": 5.436598 + }, + { + "symbol": "DASH", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.2103, + "strategy_rank": 95.445497, + "rr": 2.262063, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.393095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231378, + "hold30_r": 2.408291 + }, + { + "symbol": "DD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.296137, + "strategy_rank": 70.615861, + "rr": 1.539981, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.309971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482726, + "hold30_r": 2.142947 + }, + { + "symbol": "DELL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.639485, + "strategy_rank": 95.810166, + "rr": 1.207791, + "primary_prob": 48.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.811686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15551, + "hold30_r": 1.130912 + }, + { + "symbol": "DHI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.982833, + "strategy_rank": 82.273208, + "rr": 1.94934, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.92401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.900693, + "hold30_r": 7.696082 + }, + { + "symbol": "DVA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.270386, + "strategy_rank": 90.529956, + "rr": 0.72071, + "primary_prob": 49.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.081064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688573, + "hold30_r": 5.757416 + }, + { + "symbol": "EG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.193133, + "strategy_rank": 73.414636, + "rr": 1.667648, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.501472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.615218, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.95279, + "strategy_rank": 81.358387, + "rr": 1.301372, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.952058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.248534, + "hold30_r": 1.178329 + }, + { + "symbol": "EQIX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.905579, + "strategy_rank": 75.91806, + "rr": 1.881246, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.821869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.827828, + "hold30_r": 1.41876 + }, + { + "symbol": "ERIE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.725322, + "strategy_rank": 83.089738, + "rr": 1.663928, + "primary_prob": 24.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.495891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607845, + "hold30_r": 4.669017 + }, + { + "symbol": "ETN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.021459, + "strategy_rank": 83.828726, + "rr": 1.685366, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.528049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638159, + "hold30_r": 2.320388 + }, + { + "symbol": "FDX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566524, + "strategy_rank": 80.283933, + "rr": 1.364553, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.046829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.311023, + "hold30_r": 3.68482 + }, + { + "symbol": "GE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.167382, + "strategy_rank": 78.45721, + "rr": 1.9554, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.9331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.907113, + "hold30_r": 3.460905 + }, + { + "symbol": "GOOG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.025751, + "strategy_rank": 86.445649, + "rr": 1.549243, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.323864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499897, + "hold30_r": 1.009316 + }, + { + "symbol": "GOOGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.381974, + "strategy_rank": 85.866525, + "rr": 1.67335, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.510025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.62438, + "hold30_r": 0.981409 + }, + { + "symbol": "HUBB", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.622318, + "strategy_rank": 77.569455, + "rr": 0.871461, + "primary_prob": 43.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.307192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832758, + "hold30_r": 3.082915 + }, + { + "symbol": "HWM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.008584, + "strategy_rank": 67.27346, + "rr": 0.766155, + "primary_prob": 62.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.149233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.709076, + "hold30_r": 2.691273 + }, + { + "symbol": "INTC", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.866953, + "strategy_rank": 84.512434, + "rr": 2.334059, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.501089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.293518, + "hold30_r": 4.548754 + }, + { + "symbol": "IR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.364807, + "strategy_rank": 70.934166, + "rr": 1.662933, + "primary_prob": 39.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.4944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611916, + "hold30_r": 3.597402 + }, + { + "symbol": "JBL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.60515, + "strategy_rank": 95.715254, + "rr": 1.77952, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.669281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732696, + "hold30_r": -1.381042 + }, + { + "symbol": "KLAC", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.055794, + "strategy_rank": 87.810148, + "rr": 1.088647, + "primary_prob": 51.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.63297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044533, + "hold30_r": 4.318525 + }, + { + "symbol": "LEN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.695279, + "strategy_rank": 81.211321, + "rr": 1.815718, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.723577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.766466, + "hold30_r": 7.103459 + }, + { + "symbol": "LLY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.351931, + "strategy_rank": 90.893889, + "rr": 0.719934, + "primary_prob": 64.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.079901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.675836, + "hold30_r": -0.313472 + }, + { + "symbol": "LRCX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.240343, + "strategy_rank": 91.445971, + "rr": 1.909193, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.863789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.865503, + "hold30_r": 5.26408 + }, + { + "symbol": "MCK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.154506, + "strategy_rank": 65.113936, + "rr": 0.864742, + "primary_prob": 43.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.297113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796343, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.248927, + "strategy_rank": 91.380031, + "rr": 2.395891, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.593836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04089, + "hold30_r": 1.581696 + }, + { + "symbol": "MPWR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.369099, + "strategy_rank": 87.651731, + "rr": 2.967064, + "primary_prob": 25.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.450596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.935063, + "hold30_r": 5.481046 + }, + { + "symbol": "MSFT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553648, + "strategy_rank": 73.428881, + "rr": 1.297175, + "primary_prob": 46.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.945763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.235392, + "hold30_r": 1.987495 + }, + { + "symbol": "MSTR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.094421, + "strategy_rank": 93.348536, + "rr": 2.313419, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.470129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.286294, + "hold30_r": 3.492405 + }, + { + "symbol": "NFLX", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.334764, + "strategy_rank": 86.882301, + "rr": 2.494449, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.741674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.449865, + "hold30_r": 2.487993 + }, + { + "symbol": "NOW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.579399, + "strategy_rank": 78.6968, + "rr": 1.559253, + "primary_prob": 41.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.33888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516075, + "hold30_r": 3.558245 + }, + { + "symbol": "NVDA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.463519, + "strategy_rank": 98.821466, + "rr": 1.546805, + "primary_prob": 41.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.320208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.511388, + "hold30_r": 2.189662 + }, + { + "symbol": "NVR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.806867, + "strategy_rank": 76.226691, + "rr": 0.717095, + "primary_prob": 49.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.075643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666819, + "hold30_r": 5.213091 + }, + { + "symbol": "ODFL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.811159, + "strategy_rank": 87.83719, + "rr": 1.60908, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.413619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037116, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.484979, + "strategy_rank": 91.386808, + "rr": 1.924845, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.887267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.9032, + "hold30_r": 3.089368 + }, + { + "symbol": "ORCL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.879828, + "strategy_rank": 89.022732, + "rr": 2.380158, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.570237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32355, + "hold30_r": -1.104402 + }, + { + "symbol": "PANW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.630901, + "strategy_rank": 91.925357, + "rr": 1.083979, + "primary_prob": 51.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.625968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045692, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.412017, + "strategy_rank": 72.648583, + "rr": 1.637611, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.456416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.578703, + "hold30_r": 4.139399 + }, + { + "symbol": "PH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.266094, + "strategy_rank": 81.649649, + "rr": 1.043263, + "primary_prob": 52.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.564895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997976, + "hold30_r": 2.743544 + }, + { + "symbol": "PHM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.961373, + "strategy_rank": 91.956259, + "rr": 1.27688, + "primary_prob": 46.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.91532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.233384, + "hold30_r": 6.054934 + }, + { + "symbol": "PKG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.120172, + "strategy_rank": 70.02973, + "rr": 0.677944, + "primary_prob": 65.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.016916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.606257, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.175966, + "strategy_rank": 98.562576, + "rr": 1.686663, + "primary_prob": 38.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.529995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.662667, + "hold30_r": 0.153564 + }, + { + "symbol": "PNR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596567, + "strategy_rank": 78.40432, + "rr": 1.786873, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.68031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738671, + "hold30_r": 4.276941 + }, + { + "symbol": "RCL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.995708, + "strategy_rank": 92.53297, + "rr": 2.25405, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.381074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.215411, + "hold30_r": 7.481051 + }, + { + "symbol": "SMCI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.678112, + "strategy_rank": 99.485599, + "rr": 0.817909, + "primary_prob": 45.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.226864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.799598, + "hold30_r": 2.018058 + }, + { + "symbol": "SNPS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.493562, + "strategy_rank": 88.622795, + "rr": 1.055689, + "primary_prob": 52.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.583533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.999006, + "hold30_r": 4.596619 + }, + { + "symbol": "STE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.978541, + "strategy_rank": 70.566349, + "rr": 1.787348, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 103, + "primary_distance_atr": 2.681022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065324, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.549356, + "strategy_rank": 85.426519, + "rr": 1.67712, + "primary_prob": 39.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.51568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633286, + "hold30_r": 3.805949 + }, + { + "symbol": "TAP", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.76824, + "strategy_rank": 69.242907, + "rr": 1.858353, + "primary_prob": 21.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.78753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.80219, + "hold30_r": 1.927793 + }, + { + "symbol": "TDG", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.450644, + "strategy_rank": 71.313309, + "rr": 2.164869, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.247304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.101325, + "hold30_r": 4.232514 + }, + { + "symbol": "TJX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.545064, + "strategy_rank": 57.723943, + "rr": 1.31461, + "primary_prob": 46.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.971916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.23188, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.454936, + "strategy_rank": 93.073701, + "rr": 2.880853, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.32128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.9139, + "hold30_r": -2.882766 + }, + { + "symbol": "UBER", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.635193, + "strategy_rank": 91.844207, + "rr": 2.083703, + "primary_prob": 33.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.125555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.045486, + "hold30_r": 6.322973 + }, + { + "symbol": "URI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.763948, + "strategy_rank": 85.319775, + "rr": 1.680181, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.520272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643577, + "hold30_r": 5.86711 + }, + { + "symbol": "VRSK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.909871, + "strategy_rank": 62.025347, + "rr": 1.009497, + "primary_prob": 38.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.514245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.949525, + "hold30_r": 0.669197 + }, + { + "symbol": "VRT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.034335, + "strategy_rank": 98.842236, + "rr": 0.672364, + "primary_prob": 66.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.008546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648636, + "hold30_r": 2.299772 + }, + { + "symbol": "WDAY", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.124464, + "strategy_rank": 85.366139, + "rr": 2.295677, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.443515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.243613, + "hold30_r": 7.308783 + }, + { + "symbol": "WDC", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.51073, + "strategy_rank": 84.673999, + "rr": 1.922001, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.883001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.893053, + "hold30_r": 2.92497 + }, + { + "symbol": "WELL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.626609, + "strategy_rank": 76.042909, + "rr": 2.030439, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.045658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056922, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.137339, + "strategy_rank": 83.709414, + "rr": 1.163647, + "primary_prob": 34.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.74547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.125003, + "hold30_r": 1.794489 + }, + { + "symbol": "WYNN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051502, + "strategy_rank": 83.16967, + "rr": 1.273334, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.910001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227446, + "hold30_r": -1.214306 + }, + { + "symbol": "ACGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 79.904649, + "rr": 1.443223, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.164834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052821, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.475771, + "strategy_rank": 91.184355, + "rr": 2.103448, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.155172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.052234, + "hold30_r": 0.931208 + }, + { + "symbol": "AKAM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.911894, + "strategy_rank": 65.194905, + "rr": 1.448979, + "primary_prob": 43.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.173469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.374204, + "hold30_r": 3.347466 + }, + { + "symbol": "ALGN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 94.365001, + "rr": 1.726731, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.590096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.702871, + "hold30_r": 5.382979 + }, + { + "symbol": "AMAT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885463, + "strategy_rank": 86.552719, + "rr": 1.291305, + "primary_prob": 31.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.936958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239231, + "hold30_r": 3.433539 + }, + { + "symbol": "AMD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493392, + "strategy_rank": 94.401953, + "rr": 1.66918, + "primary_prob": 39.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.503771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630366, + "hold30_r": 4.464851 + }, + { + "symbol": "AMZN", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.546256, + "strategy_rank": 86.258695, + "rr": 2.434139, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.651208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.382298, + "hold30_r": 2.363439 + }, + { + "symbol": "APO", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.132159, + "strategy_rank": 79.691195, + "rr": 0.790561, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.185841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.745935, + "hold30_r": 1.94131 + }, + { + "symbol": "APP", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.788546, + "strategy_rank": 98.494088, + "rr": 3.147223, + "primary_prob": 24.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.720835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026109, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.013216, + "strategy_rank": 75.538198, + "rr": 1.137621, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.706432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.089383, + "hold30_r": 2.307192 + }, + { + "symbol": "AXON", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.933921, + "strategy_rank": 93.032692, + "rr": 1.140421, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.710632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.100357, + "hold30_r": 4.024109 + }, + { + "symbol": "BKNG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.035242, + "strategy_rank": 86.829933, + "rr": 1.930502, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.895753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.87257, + "hold30_r": 5.056592 + }, + { + "symbol": "BLDR", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.127753, + "strategy_rank": 96.715743, + "rr": 2.199755, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.299632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.164341, + "hold30_r": 6.724224 + }, + { + "symbol": "BR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.004405, + "strategy_rank": 64.784663, + "rr": 1.308013, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.96202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.233913, + "hold30_r": 4.939907 + }, + { + "symbol": "BRO", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837004, + "strategy_rank": 58.559587, + "rr": 1.158325, + "primary_prob": 34.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.737488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.61674, + "strategy_rank": 66.629086, + "rr": 1.463075, + "primary_prob": 27.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.194613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400889, + "hold30_r": 2.702458 + }, + { + "symbol": "CARR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.69163, + "strategy_rank": 79.909141, + "rr": 1.590899, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.386348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.54568, + "hold30_r": 2.990361 + }, + { + "symbol": "CCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.378855, + "strategy_rank": 86.678356, + "rr": 1.257628, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.886442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.229172, + "hold30_r": 7.65141 + }, + { + "symbol": "CHD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.718062, + "strategy_rank": 60.952643, + "rr": 0.819058, + "primary_prob": 45.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.228587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.75936, + "hold30_r": 0.749138 + }, + { + "symbol": "CMCSA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 73.278605, + "rr": 1.169283, + "primary_prob": 34.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.753925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11335, + "hold30_r": 2.134428 + }, + { + "symbol": "CME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22467, + "strategy_rank": 62.702006, + "rr": 1.174286, + "primary_prob": 34.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.761429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076282, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.572687, + "strategy_rank": 73.223249, + "rr": 0.933132, + "primary_prob": 56.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.399698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.862735, + "hold30_r": 3.519825 + }, + { + "symbol": "COIN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.255507, + "strategy_rank": 97.214381, + "rr": 1.739862, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.609793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71772, + "hold30_r": 9.849962 + }, + { + "symbol": "CPAY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444934, + "strategy_rank": 73.316717, + "rr": 1.605748, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.408622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.553878, + "hold30_r": 5.518141 + }, + { + "symbol": "CRH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713656, + "strategy_rank": 81.398244, + "rr": 0.745291, + "primary_prob": 48.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.117936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690638, + "hold30_r": 4.623845 + }, + { + "symbol": "CRM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.325991, + "strategy_rank": 76.992668, + "rr": 2.004164, + "primary_prob": 19.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.006245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.942586, + "hold30_r": 8.25838 + }, + { + "symbol": "CRWD", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.85022, + "strategy_rank": 91.630681, + "rr": 2.214558, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.321837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.172465, + "hold30_r": 7.157082 + }, + { + "symbol": "CTSH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.396476, + "strategy_rank": 66.343323, + "rr": 1.351026, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.026539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280636, + "hold30_r": 5.716152 + }, + { + "symbol": "CVNA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 99.890013, + "rr": 4.444257, + "primary_prob": 4.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 6.666386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.430573, + "hold30_r": 5.464149 + }, + { + "symbol": "DASH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.757709, + "strategy_rank": 90.330396, + "rr": 0.927558, + "primary_prob": 41.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.391337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898567, + "hold30_r": 2.743696 + }, + { + "symbol": "DHI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.731278, + "strategy_rank": 86.556631, + "rr": 1.944062, + "primary_prob": 35.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.916093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.896152, + "hold30_r": 5.808148 + }, + { + "symbol": "EG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929515, + "strategy_rank": 71.438819, + "rr": 1.895503, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.843255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.840439, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.409692, + "strategy_rank": 80.828889, + "rr": 1.162755, + "primary_prob": 34.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.744132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105657, + "hold30_r": 0.944852 + }, + { + "symbol": "ETN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.76652, + "strategy_rank": 82.827353, + "rr": 1.576872, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.365308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524754, + "hold30_r": 2.417603 + }, + { + "symbol": "FDX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.264317, + "strategy_rank": 79.053443, + "rr": 1.258935, + "primary_prob": 32.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.888403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201274, + "hold30_r": 0.817615 + }, + { + "symbol": "GE", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977974, + "strategy_rank": 77.359581, + "rr": 0.831194, + "primary_prob": 59.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.246791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776211, + "hold30_r": 3.306107 + }, + { + "symbol": "GOOG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 85.221279, + "rr": 1.863174, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.794761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.804729, + "hold30_r": 2.447603 + }, + { + "symbol": "GOOGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.281938, + "strategy_rank": 84.803936, + "rr": 1.326216, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.989324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268281, + "hold30_r": 2.502169 + }, + { + "symbol": "HUBB", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.14978, + "strategy_rank": 75.968004, + "rr": 1.902445, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.853668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859627, + "hold30_r": 3.07831 + }, + { + "symbol": "INTU", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.370044, + "strategy_rank": 78.720873, + "rr": 1.212392, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.818588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158164, + "hold30_r": 5.771739 + }, + { + "symbol": "JBL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.348018, + "strategy_rank": 95.554139, + "rr": 1.768107, + "primary_prob": 22.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.652161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.717661, + "hold30_r": -1.61823 + }, + { + "symbol": "LEN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.969163, + "strategy_rank": 84.862625, + "rr": 1.713805, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.570708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664447, + "hold30_r": 5.73297 + }, + { + "symbol": "LLY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577093, + "strategy_rank": 93.139491, + "rr": 0.938661, + "primary_prob": 41.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.407991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03908, + "hold30_r": -0.691625 + }, + { + "symbol": "LRCX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.784141, + "strategy_rank": 86.735741, + "rr": 1.890539, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.835808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.840445, + "hold30_r": 4.995474 + }, + { + "symbol": "MAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.140969, + "strategy_rank": 70.411836, + "rr": 1.533519, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.300279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475684, + "hold30_r": 4.199487 + }, + { + "symbol": "META", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.449339, + "strategy_rank": 91.489537, + "rr": 0.920854, + "primary_prob": 41.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.381281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871402, + "hold30_r": 2.533159 + }, + { + "symbol": "MPC", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.920705, + "strategy_rank": 73.51423, + "rr": 1.539954, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.309932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494653, + "hold30_r": 1.448824 + }, + { + "symbol": "MPWR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361233, + "strategy_rank": 88.000232, + "rr": 1.664374, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.496562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630737, + "hold30_r": 4.730255 + }, + { + "symbol": "MSTR", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.704846, + "strategy_rank": 96.467076, + "rr": 2.991708, + "primary_prob": 25.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.487562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.965487, + "hold30_r": 3.319403 + }, + { + "symbol": "NFLX", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.23348, + "strategy_rank": 87.995015, + "rr": 2.298138, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.447207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.244109, + "hold30_r": 3.20298 + }, + { + "symbol": "NOW", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.537445, + "strategy_rank": 84.649896, + "rr": 1.621374, + "primary_prob": 40.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.43206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.572976, + "hold30_r": 3.037757 + }, + { + "symbol": "NVDA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 98.5393, + "rr": 1.016709, + "primary_prob": 53.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.525064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.975797, + "hold30_r": 0.819119 + }, + { + "symbol": "NVR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290749, + "strategy_rank": 78.87984, + "rr": 0.784556, + "primary_prob": 46.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.176834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731437, + "hold30_r": 5.204305 + }, + { + "symbol": "ODFL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.418502, + "strategy_rank": 85.92453, + "rr": 1.902473, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.85371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.039703, + "hold30_r": 1.409567 + }, + { + "symbol": "ON", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15859, + "strategy_rank": 86.195224, + "rr": 1.209809, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.814713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.185467, + "hold30_r": 3.718414 + }, + { + "symbol": "ORCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.629956, + "strategy_rank": 89.601495, + "rr": 1.91816, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.87724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.653531, + "hold30_r": -2.592182 + }, + { + "symbol": "PANW", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.696035, + "strategy_rank": 95.253014, + "rr": 1.741973, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.612959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698936, + "hold30_r": 4.931701 + }, + { + "symbol": "PCAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.352423, + "strategy_rank": 70.437486, + "rr": 1.121232, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.681848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059076, + "hold30_r": 4.153112 + }, + { + "symbol": "PHM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.907489, + "strategy_rank": 92.054979, + "rr": 1.131089, + "primary_prob": 50.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.696634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084949, + "hold30_r": 6.136036 + }, + { + "symbol": "PKG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 67.749536, + "rr": 0.676319, + "primary_prob": 50.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.014478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.597434, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568282, + "strategy_rank": 98.701745, + "rr": 1.534781, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.302172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.50959, + "hold30_r": -0.592899 + }, + { + "symbol": "PNR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.511013, + "strategy_rank": 78.705078, + "rr": 1.688456, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.532684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.637291, + "hold30_r": 4.716146 + }, + { + "symbol": "RCL", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.273128, + "strategy_rank": 90.497768, + "rr": 2.06794, + "primary_prob": 33.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.10191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.030087, + "hold30_r": 7.278413 + }, + { + "symbol": "SMCI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669604, + "strategy_rank": 99.538459, + "rr": 0.749546, + "primary_prob": 47.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.124318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728834, + "hold30_r": 0.969526 + }, + { + "symbol": "STE", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.096916, + "strategy_rank": 68.354684, + "rr": 1.778678, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.668017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.728018, + "hold30_r": 2.405154 + }, + { + "symbol": "STX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 84.179371, + "rr": 1.780351, + "primary_prob": 37.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.670526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732024, + "hold30_r": 4.416478 + }, + { + "symbol": "TJX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.938326, + "strategy_rank": 57.948933, + "rr": 0.850705, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.276057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760508, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.665198, + "strategy_rank": 90.247218, + "rr": 1.556725, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.335087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530281, + "hold30_r": 2.679839 + }, + { + "symbol": "TTD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.356828, + "strategy_rank": 95.880043, + "rr": 1.883204, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.824806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.158588, + "hold30_r": -3.126871 + }, + { + "symbol": "TTWO", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.722467, + "strategy_rank": 86.099148, + "rr": 3.045352, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.568029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043679, + "hold30_r": 2.332923 + }, + { + "symbol": "TYL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.176211, + "strategy_rank": 73.36019, + "rr": 1.698534, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.547802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052419, + "hold30_r": 0.10908 + }, + { + "symbol": "URI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.792952, + "strategy_rank": 85.976119, + "rr": 1.516043, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.274064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478375, + "hold30_r": 5.726967 + }, + { + "symbol": "VRSK", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.189427, + "strategy_rank": 64.753652, + "rr": 1.642588, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.463882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574899, + "hold30_r": 0.100599 + }, + { + "symbol": "VRT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.008811, + "strategy_rank": 98.845641, + "rr": 0.721205, + "primary_prob": 49.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.081808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695872, + "hold30_r": 2.791906 + }, + { + "symbol": "VRTX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 61.805878, + "rr": 1.120897, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.681345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060873, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.638767, + "strategy_rank": 74.894505, + "rr": 1.05447, + "primary_prob": 52.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.581704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003866, + "hold30_r": 2.533128 + }, + { + "symbol": "WDAY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.070485, + "strategy_rank": 88.890129, + "rr": 1.751201, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.626801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699257, + "hold30_r": 5.428259 + }, + { + "symbol": "WELL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590308, + "strategy_rank": 71.473742, + "rr": 1.692663, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.538994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636817, + "hold30_r": 1.75508 + }, + { + "symbol": "WSM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.453744, + "strategy_rank": 87.918937, + "rr": 1.002229, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.503344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951243, + "hold30_r": 9.687732 + }, + { + "symbol": "WST", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.026432, + "strategy_rank": 86.339555, + "rr": 1.535414, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.30312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493999, + "hold30_r": 1.164023 + }, + { + "symbol": "WYNN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.105727, + "strategy_rank": 84.66743, + "rr": 1.014544, + "primary_prob": 38.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.521815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.449707, + "hold30_r": -1.404634 + }, + { + "symbol": "ZTS", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.497797, + "strategy_rank": 75.666879, + "rr": 1.002884, + "primary_prob": 39.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.504325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951764, + "hold30_r": 3.64753 + }, + { + "symbol": "ACGL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.9129, + "strategy_rank": 81.571192, + "rr": 1.794642, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.691963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053779, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.692393, + "strategy_rank": 91.098506, + "rr": 1.890072, + "primary_prob": 35.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.835108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051283, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.872106, + "strategy_rank": 80.083471, + "rr": 1.931508, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.897261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.866687, + "hold30_r": 2.010193 + }, + { + "symbol": "ALGN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.620728, + "strategy_rank": 93.3771, + "rr": 0.751988, + "primary_prob": 47.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.127982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.725037, + "hold30_r": 4.365233 + }, + { + "symbol": "AMAT", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.100331, + "strategy_rank": 85.273195, + "rr": 1.60508, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.40762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.13103, + "hold30_r": -2.080584 + }, + { + "symbol": "AMD", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.841235, + "strategy_rank": 92.57646, + "rr": 2.36784, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.55176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32846, + "hold30_r": 3.080943 + }, + { + "symbol": "AMZN", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.092613, + "strategy_rank": 85.638484, + "rr": 2.918621, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 4.377931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051041, + "hold30_r": 1.268616 + }, + { + "symbol": "APO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 83.442284, + "rr": 1.579044, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.368566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530241, + "hold30_r": 1.39236 + }, + { + "symbol": "APP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 98.988426, + "rr": 1.442461, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.163691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.419857, + "hold30_r": -0.043546 + }, + { + "symbol": "ARES", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628445, + "strategy_rank": 80.102919, + "rr": 1.923694, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.885541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878569, + "hold30_r": 2.982334 + }, + { + "symbol": "BDX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808159, + "strategy_rank": 66.815656, + "rr": 1.398681, + "primary_prob": 29.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 140, + "primary_distance_atr": 2.098021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.339882, + "hold30_r": 1.294438 + }, + { + "symbol": "BKNG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.148842, + "strategy_rank": 85.868734, + "rr": 0.78613, + "primary_prob": 61.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.179194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.726231, + "hold30_r": 3.367076 + }, + { + "symbol": "BLDR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.905182, + "strategy_rank": 96.6895, + "rr": 1.551361, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.327042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517083, + "hold30_r": 4.605908 + }, + { + "symbol": "BR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.438809, + "strategy_rank": 63.470943, + "rr": 1.594696, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.392045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512414, + "hold30_r": 4.241021 + }, + { + "symbol": "CHD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.777288, + "strategy_rank": 63.073739, + "rr": 1.009387, + "primary_prob": 53.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.514081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941005, + "hold30_r": 0.622124 + }, + { + "symbol": "CMCSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.084895, + "strategy_rank": 72.502127, + "rr": 1.276403, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.914605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058531, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.52591, + "strategy_rank": 64.084163, + "rr": 1.869696, + "primary_prob": 21.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.804543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.796578, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.24366, + "strategy_rank": 97.840046, + "rr": 3.321176, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.981765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.297682, + "hold30_r": 7.267482 + }, + { + "symbol": "CPAY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.879824, + "strategy_rank": 72.177018, + "rr": 1.323915, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.985873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267678, + "hold30_r": 6.008266 + }, + { + "symbol": "CRH", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 81.080413, + "rr": 0.713593, + "primary_prob": 64.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.07039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658152, + "hold30_r": 4.257113 + }, + { + "symbol": "CRM", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.320838, + "strategy_rank": 75.943467, + "rr": 1.679584, + "primary_prob": 39.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.519376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.614902, + "hold30_r": 5.064733 + }, + { + "symbol": "CRWD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.179713, + "strategy_rank": 90.960816, + "rr": 1.754863, + "primary_prob": 37.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.632295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712375, + "hold30_r": 4.43245 + }, + { + "symbol": "CSCO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.800441, + "strategy_rank": 66.522328, + "rr": 1.544525, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.316787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490816, + "hold30_r": 1.380737 + }, + { + "symbol": "CVNA", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.889746, + "strategy_rank": 99.889892, + "rr": 3.859791, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 5.789687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.845799, + "hold30_r": 3.569537 + }, + { + "symbol": "DVA", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.044101, + "strategy_rank": 83.297611, + "rr": 2.816928, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.225392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.781466, + "hold30_r": 2.276003 + }, + { + "symbol": "EME", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.746417, + "strategy_rank": 80.078255, + "rr": 1.942731, + "primary_prob": 35.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.914097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.056239, + "hold30_r": 0.411647 + }, + { + "symbol": "ERIE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005513, + "strategy_rank": 84.86061, + "rr": 1.406088, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.109132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.347351, + "hold30_r": 5.645005 + }, + { + "symbol": "ETN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.997795, + "strategy_rank": 80.022825, + "rr": 1.403471, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.105206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.343927, + "hold30_r": 1.588364 + }, + { + "symbol": "FDX", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.597574, + "strategy_rank": 79.028401, + "rr": 2.35131, + "primary_prob": 30.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.526965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.294712, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.297685, + "strategy_rank": 88.762715, + "rr": 0.678851, + "primary_prob": 65.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.018277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633139, + "hold30_r": 0.980201 + }, + { + "symbol": "GOOG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.046307, + "strategy_rank": 85.195752, + "rr": 1.928008, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.892012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064818, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.605292, + "strategy_rank": 84.656526, + "rr": 2.221513, + "primary_prob": 31.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.33227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064011, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659316, + "strategy_rank": 80.815199, + "rr": 1.885653, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.828479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.829224, + "hold30_r": 2.371345 + }, + { + "symbol": "JBL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.346196, + "strategy_rank": 95.648045, + "rr": 1.687853, + "primary_prob": 38.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.531779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.744313, + "hold30_r": -2.691031 + }, + { + "symbol": "LEN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461963, + "strategy_rank": 80.026008, + "rr": 0.862568, + "primary_prob": 58.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.293853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.812658, + "hold30_r": 4.002082 + }, + { + "symbol": "LLY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.125689, + "strategy_rank": 93.814217, + "rr": 1.002511, + "primary_prob": 39.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038109, + "hold30_r": 0.111657 + }, + { + "symbol": "LRCX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.643881, + "strategy_rank": 87.868499, + "rr": 0.78502, + "primary_prob": 61.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.17753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731626, + "hold30_r": 1.863922 + }, + { + "symbol": "MAR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.249173, + "strategy_rank": 68.672116, + "rr": 0.823948, + "primary_prob": 60.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.235923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.759478, + "hold30_r": 2.874054 + }, + { + "symbol": "MCK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.054024, + "strategy_rank": 69.089518, + "rr": 1.0761, + "primary_prob": 37.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.61415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012423, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.117971, + "strategy_rank": 90.82056, + "rr": 2.177663, + "primary_prob": 32.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.266495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052128, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.171996, + "strategy_rank": 78.944107, + "rr": 1.87066, + "primary_prob": 21.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.80599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045953, + "hold30_r": 1.149616 + }, + { + "symbol": "MSTR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.566703, + "strategy_rank": 98.436868, + "rr": 3.004555, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.506832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.979595, + "hold30_r": 5.003764 + }, + { + "symbol": "NOW", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 82.335101, + "rr": 1.940317, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.910476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.88533, + "hold30_r": 1.483636 + }, + { + "symbol": "NVR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864388, + "strategy_rank": 77.946016, + "rr": 0.70365, + "primary_prob": 64.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.055475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055094, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.902977, + "strategy_rank": 70.685981, + "rr": 1.715649, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.573473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659746, + "hold30_r": 4.631043 + }, + { + "symbol": "NWSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.46968, + "strategy_rank": 70.176636, + "rr": 1.301648, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.952472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.247809, + "hold30_r": 4.280056 + }, + { + "symbol": "ODFL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541345, + "strategy_rank": 83.342608, + "rr": 1.931495, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.897242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043791, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.825799, + "strategy_rank": 90.870156, + "rr": 2.220058, + "primary_prob": 31.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.330086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.44439, + "hold30_r": -3.379637 + }, + { + "symbol": "PANW", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.684675, + "strategy_rank": 96.008251, + "rr": 1.539858, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.309786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.502433, + "hold30_r": 3.600389 + }, + { + "symbol": "PKG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705623, + "strategy_rank": 66.735429, + "rr": 0.667924, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.001885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072383, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.787211, + "strategy_rank": 98.85467, + "rr": 3.063822, + "primary_prob": 24.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.595733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028547, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.077178, + "strategy_rank": 78.268075, + "rr": 1.560546, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.340819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510329, + "hold30_r": 3.205973 + }, + { + "symbol": "PWR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.367144, + "strategy_rank": 78.954806, + "rr": 1.530337, + "primary_prob": 41.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.295505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.488679, + "hold30_r": 2.951019 + }, + { + "symbol": "RCL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.833517, + "strategy_rank": 89.714527, + "rr": 1.417163, + "primary_prob": 43.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.125744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376421, + "hold30_r": 3.231764 + }, + { + "symbol": "REGN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.374862, + "strategy_rank": 66.964928, + "rr": 1.878762, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.818143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.81813, + "hold30_r": 4.127917 + }, + { + "symbol": "ROST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.241455, + "strategy_rank": 64.756395, + "rr": 1.779616, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.669423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.708002, + "hold30_r": 5.224259 + }, + { + "symbol": "SMCI", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 99.669675, + "rr": 1.905301, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.857951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022067, + "hold30_r": -1.0 + }, + { + "symbol": "STE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.392503, + "strategy_rank": 70.04248, + "rr": 1.52075, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.281126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054246, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.556781, + "strategy_rank": 85.575806, + "rr": 1.911819, + "primary_prob": 35.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.867728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856502, + "hold30_r": 2.597878 + }, + { + "symbol": "TAP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.146637, + "strategy_rank": 64.113294, + "rr": 0.688511, + "primary_prob": 50.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.032766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623266, + "hold30_r": 1.703304 + }, + { + "symbol": "TJX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.343991, + "strategy_rank": 59.600618, + "rr": 1.776797, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.665195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705551, + "hold30_r": 1.97928 + }, + { + "symbol": "TRGP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.92613, + "strategy_rank": 68.964427, + "rr": 1.741269, + "primary_prob": 23.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.611903, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688122, + "hold30_r": 0.814477 + }, + { + "symbol": "TSLA", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.305402, + "strategy_rank": 91.558787, + "rr": 2.902352, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.353528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028238, + "hold30_r": 0.896392 + }, + { + "symbol": "TTD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.589857, + "strategy_rank": 95.562735, + "rr": 0.783176, + "primary_prob": 46.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.174764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760665, + "hold30_r": 0.728291 + }, + { + "symbol": "TTWO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.928335, + "strategy_rank": 78.304939, + "rr": 1.849998, + "primary_prob": 36.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.774996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048256, + "hold30_r": 0.687141 + }, + { + "symbol": "VRSK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.274531, + "strategy_rank": 65.786135, + "rr": 1.511806, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.267709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076576, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.218302, + "strategy_rank": 67.729321, + "rr": 1.294389, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.941583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245161, + "hold30_r": 4.873288 + }, + { + "symbol": "VST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.030871, + "strategy_rank": 78.253443, + "rr": 0.978342, + "primary_prob": 54.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.467513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924406, + "hold30_r": 2.585002 + }, + { + "symbol": "WDAY", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.959206, + "strategy_rank": 87.579238, + "rr": 2.051795, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.077693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.997885, + "hold30_r": 4.221939 + }, + { + "symbol": "WELL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.336273, + "strategy_rank": 71.821012, + "rr": 1.788841, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.683261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.72853, + "hold30_r": 1.205929 + }, + { + "symbol": "WSM", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.028666, + "strategy_rank": 84.85146, + "rr": 1.694662, + "primary_prob": 38.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.541992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647394, + "hold30_r": 4.391515 + }, + { + "symbol": "WST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.471885, + "strategy_rank": 85.510561, + "rr": 1.931203, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.896805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.044047, + "hold30_r": 0.285346 + }, + { + "symbol": "ABNB", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.337079, + "strategy_rank": 89.846693, + "rr": 2.391088, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.586632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.351762, + "hold30_r": 1.709441 + }, + { + "symbol": "ACGL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.067416, + "strategy_rank": 80.065983, + "rr": 0.933022, + "primary_prob": 56.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.399533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05992, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.853933, + "strategy_rank": 89.744062, + "rr": 2.34041, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.510616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060093, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.494382, + "strategy_rank": 77.199759, + "rr": 1.809831, + "primary_prob": 37.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.714747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.073608, + "hold30_r": -0.368484 + }, + { + "symbol": "ALGN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.606742, + "strategy_rank": 95.520021, + "rr": 1.799241, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.698862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.765265, + "hold30_r": 4.492434 + }, + { + "symbol": "AMAT", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.179775, + "strategy_rank": 84.184903, + "rr": 2.148827, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.22324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103712, + "hold30_r": 0.103529 + }, + { + "symbol": "AMD", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.022472, + "strategy_rank": 92.335193, + "rr": 2.113092, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.169638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043327, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.685393, + "strategy_rank": 88.508634, + "rr": 2.365558, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.548336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055877, + "hold30_r": 0.881527 + }, + { + "symbol": "APP", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.213483, + "strategy_rank": 98.845411, + "rr": 1.566953, + "primary_prob": 41.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.350429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028071, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.730337, + "strategy_rank": 85.769625, + "rr": 1.070742, + "primary_prob": 52.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.606113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000789, + "hold30_r": 4.195961 + }, + { + "symbol": "BKR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.808989, + "strategy_rank": 71.85891, + "rr": 1.107496, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.661244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059285, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.977528, + "strategy_rank": 96.973531, + "rr": 1.936507, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.904761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.897336, + "hold30_r": 4.454816 + }, + { + "symbol": "CCL", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.640449, + "strategy_rank": 90.576503, + "rr": 2.709874, + "primary_prob": 27.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 4.064812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.676668, + "hold30_r": 3.422053 + }, + { + "symbol": "CHD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.617978, + "strategy_rank": 63.791645, + "rr": 1.698232, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.547348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074834, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.191011, + "strategy_rank": 70.765251, + "rr": 2.604096, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.906144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066193, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.213483, + "strategy_rank": 63.758163, + "rr": 1.123896, + "primary_prob": 35.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.685844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.04047, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.202247, + "strategy_rank": 98.573788, + "rr": 2.930694, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 4.396041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.90429, + "hold30_r": 4.164881 + }, + { + "symbol": "CPAY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.94382, + "strategy_rank": 70.635171, + "rr": 1.297325, + "primary_prob": 31.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.945988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.229124, + "hold30_r": 7.239503 + }, + { + "symbol": "CRM", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.58427, + "strategy_rank": 79.842546, + "rr": 1.401747, + "primary_prob": 44.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.10262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.328352, + "hold30_r": 6.044846 + }, + { + "symbol": "CRWD", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.595506, + "strategy_rank": 92.530277, + "rr": 2.428152, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.642228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.378957, + "hold30_r": 7.369005 + }, + { + "symbol": "CVNA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88764, + "strategy_rank": 99.887791, + "rr": 4.749005, + "primary_prob": 18.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.123508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.733139, + "hold30_r": 3.978026 + }, + { + "symbol": "DASH", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.044944, + "strategy_rank": 93.415353, + "rr": 1.468559, + "primary_prob": 42.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.202838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.428761, + "hold30_r": 1.959973 + }, + { + "symbol": "DDOG", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.719101, + "strategy_rank": 88.900686, + "rr": 2.425519, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.638279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038616, + "hold30_r": 1.421533 + }, + { + "symbol": "DHI", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.865169, + "strategy_rank": 83.586155, + "rr": 0.703812, + "primary_prob": 64.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.055718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643872, + "hold30_r": 5.708173 + }, + { + "symbol": "DVA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.123596, + "strategy_rank": 84.169067, + "rr": 1.52181, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.282716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478404, + "hold30_r": 2.009402 + }, + { + "symbol": "EME", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.651685, + "strategy_rank": 78.86826, + "rr": 1.190315, + "primary_prob": 48.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.785472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066948, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.674157, + "strategy_rank": 81.337682, + "rr": 1.82894, + "primary_prob": 36.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.743411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062286, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.033708, + "strategy_rank": 76.579971, + "rr": 1.346489, + "primary_prob": 45.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.019733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.276269, + "hold30_r": 1.651738 + }, + { + "symbol": "FDX", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.258427, + "strategy_rank": 77.965463, + "rr": 2.392133, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.5882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.325558, + "hold30_r": -1.435595 + }, + { + "symbol": "GOOG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460674, + "strategy_rank": 82.982203, + "rr": 1.292642, + "primary_prob": 46.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.938964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067438, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.011236, + "strategy_rank": 82.39914, + "rr": 1.544848, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.317272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066679, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.966292, + "strategy_rank": 77.621371, + "rr": 1.801418, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.702127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.733907, + "hold30_r": 2.460137 + }, + { + "symbol": "JBL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.752809, + "strategy_rank": 95.20549, + "rr": 1.808882, + "primary_prob": 37.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.713323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.175903, + "hold30_r": -3.1158 + }, + { + "symbol": "LEN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.41573, + "strategy_rank": 82.298394, + "rr": 0.888665, + "primary_prob": 57.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.332998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829631, + "hold30_r": 4.748028 + }, + { + "symbol": "LLY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52809, + "strategy_rank": 93.403891, + "rr": 0.708122, + "primary_prob": 64.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045706, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.449438, + "strategy_rank": 80.106553, + "rr": 1.893638, + "primary_prob": 35.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.840457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.827638, + "hold30_r": 4.123483 + }, + { + "symbol": "LYV", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.910112, + "strategy_rank": 71.967951, + "rr": 2.346602, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.519902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060636, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.876404, + "strategy_rank": 90.790664, + "rr": 2.074468, + "primary_prob": 33.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.111702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05876, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.393258, + "strategy_rank": 74.67461, + "rr": 1.225564, + "primary_prob": 48.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.838347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049429, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.438202, + "strategy_rank": 99.136943, + "rr": 2.303112, + "primary_prob": 30.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.454669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.275459, + "hold30_r": 1.517689 + }, + { + "symbol": "MU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.685393, + "strategy_rank": 80.468366, + "rr": 1.927233, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.89085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055658, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.955056, + "strategy_rank": 94.081291, + "rr": 1.389298, + "primary_prob": 44.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.083947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06821, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.247191, + "strategy_rank": 83.465651, + "rr": 1.175749, + "primary_prob": 49.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.763623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110896, + "hold30_r": 1.190906 + }, + { + "symbol": "NVDA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.651685, + "strategy_rank": 96.136717, + "rr": 0.805231, + "primary_prob": 60.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.207846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043314, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.741573, + "strategy_rank": 76.289571, + "rr": 1.218871, + "primary_prob": 48.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.828307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.159929, + "hold30_r": 3.994634 + }, + { + "symbol": "NWS", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.483146, + "strategy_rank": 70.585853, + "rr": 1.989998, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.984997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063736, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.134831, + "strategy_rank": 70.615187, + "rr": 1.741039, + "primary_prob": 38.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.611558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.678916, + "hold30_r": 3.161163 + }, + { + "symbol": "ODFL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.775281, + "strategy_rank": 84.856119, + "rr": 1.886387, + "primary_prob": 35.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.82958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053389, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.314607, + "strategy_rank": 85.880627, + "rr": 1.956498, + "primary_prob": 35.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.934747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072399, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426966, + "strategy_rank": 98.563306, + "rr": 1.631282, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.446922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025374, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.988764, + "strategy_rank": 77.12435, + "rr": 1.694099, + "primary_prob": 38.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.541149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634245, + "hold30_r": 2.925513 + }, + { + "symbol": "PWR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.224719, + "strategy_rank": 77.600256, + "rr": 1.959545, + "primary_prob": 34.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.939318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90911, + "hold30_r": 2.972294 + }, + { + "symbol": "RCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.831461, + "strategy_rank": 91.314908, + "rr": 1.417993, + "primary_prob": 43.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.12699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372093, + "hold30_r": 4.201136 + }, + { + "symbol": "SMCI", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662921, + "strategy_rank": 99.529146, + "rr": 1.889921, + "primary_prob": 35.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.834882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022981, + "hold30_r": -1.0 + }, + { + "symbol": "STE", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.842697, + "strategy_rank": 65.324787, + "rr": 1.692656, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.538984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059118, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 88.771812, + "rr": 1.931037, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.896556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.868983, + "hold30_r": 1.643523 + }, + { + "symbol": "TDG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.235955, + "strategy_rank": 74.972551, + "rr": 0.989398, + "primary_prob": 54.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.484097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924314, + "hold30_r": 0.985248 + }, + { + "symbol": "TSLA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.033708, + "strategy_rank": 94.284669, + "rr": 2.940027, + "primary_prob": 25.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.41004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029995, + "hold30_r": -0.031211 + }, + { + "symbol": "TTD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.516854, + "strategy_rank": 96.353744, + "rr": 1.534379, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.301568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506473, + "hold30_r": 0.244747 + }, + { + "symbol": "TTWO", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.820225, + "strategy_rank": 77.284896, + "rr": 1.92977, + "primary_prob": 35.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.894655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057995, + "hold30_r": 0.537949 + }, + { + "symbol": "VRSK", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.674157, + "strategy_rank": 63.941709, + "rr": 1.300443, + "primary_prob": 46.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.950664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084309, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.460674, + "strategy_rank": 64.975492, + "rr": 1.422459, + "primary_prob": 28.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.133688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368316, + "hold30_r": 5.211964 + }, + { + "symbol": "VST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.505618, + "strategy_rank": 78.095543, + "rr": 1.041798, + "primary_prob": 52.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.562697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978101, + "hold30_r": 4.321411 + }, + { + "symbol": "WDAY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.05618, + "strategy_rank": 90.801071, + "rr": 1.664784, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.497175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604163, + "hold30_r": 5.022866 + }, + { + "symbol": "WDC", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.044944, + "strategy_rank": 85.039514, + "rr": 1.580406, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.370609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535492, + "hold30_r": 1.36379 + }, + { + "symbol": "WELL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.516854, + "strategy_rank": 72.23965, + "rr": 1.649205, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.473807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066522, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.438202, + "strategy_rank": 90.056406, + "rr": 1.691365, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.537047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641248, + "hold30_r": 2.072496 + }, + { + "symbol": "WST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.078652, + "strategy_rank": 86.142976, + "rr": 1.569548, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.354322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052419, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 80.297489, + "rr": 1.664308, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.496462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04578, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-11-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.421535, + "strategy_rank": 75.788347, + "rr": 0.990505, + "primary_prob": 39.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.485757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058864, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.452463, + "strategy_rank": 86.327556, + "rr": 2.271487, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.407231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03959, + "hold30_r": -0.005864 + }, + { + "symbol": "ACGL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.876289, + "strategy_rank": 81.10428, + "rr": 1.367374, + "primary_prob": 29.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.051062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057055, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.021764, + "strategy_rank": 88.952863, + "rr": 1.674396, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.511594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06038, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.210767, + "strategy_rank": 83.122224, + "rr": 1.239044, + "primary_prob": 47.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.858566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.241981, + "hold30_r": -1.168206 + }, + { + "symbol": "AMAT", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.972509, + "strategy_rank": 85.081326, + "rr": 2.058812, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.088218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047752, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.303551, + "strategy_rank": 94.352166, + "rr": 2.423629, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.635443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.377839, + "hold30_r": 7.314152 + }, + { + "symbol": "AMZN", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.501718, + "strategy_rank": 90.233301, + "rr": 2.585715, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.878572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.062661, + "hold30_r": 0.997251 + }, + { + "symbol": "AOS", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.73425, + "strategy_rank": 69.355138, + "rr": 1.442801, + "primary_prob": 43.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.164201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368229, + "hold30_r": 1.642252 + }, + { + "symbol": "APP", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.312715, + "strategy_rank": 98.937372, + "rr": 2.016169, + "primary_prob": 19.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.024253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.988864, + "hold30_r": 1.045794 + }, + { + "symbol": "AVGO", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.563574, + "strategy_rank": 90.855619, + "rr": 1.578301, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.367452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.525196, + "hold30_r": 4.959315 + }, + { + "symbol": "BKR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.827033, + "strategy_rank": 71.793747, + "rr": 1.1656, + "primary_prob": 34.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.7484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057657, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.938144, + "strategy_rank": 96.880532, + "rr": 2.146627, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.219941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.105754, + "hold30_r": 3.718132 + }, + { + "symbol": "CARR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.297824, + "strategy_rank": 76.288294, + "rr": 1.905827, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.85874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84707, + "hold30_r": 1.015705 + }, + { + "symbol": "CASY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.985109, + "strategy_rank": 70.612039, + "rr": 1.040723, + "primary_prob": 38.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.561084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077574, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.963345, + "strategy_rank": 87.884946, + "rr": 2.55027, + "primary_prob": 28.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.825405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.512408, + "hold30_r": 1.321321 + }, + { + "symbol": "CHD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.183276, + "strategy_rank": 59.993744, + "rr": 1.512558, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.268837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076649, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.557847, + "strategy_rank": 67.21592, + "rr": 1.762728, + "primary_prob": 22.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.644092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072601, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368843, + "strategy_rank": 61.689661, + "rr": 1.595291, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.392936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087322, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.167239, + "strategy_rank": 98.614445, + "rr": 2.419781, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.629672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.393138, + "hold30_r": 0.009959 + }, + { + "symbol": "CPAY", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.817869, + "strategy_rank": 71.108198, + "rr": 2.019951, + "primary_prob": 34.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.029927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.95372, + "hold30_r": 3.461187 + }, + { + "symbol": "CRM", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.919817, + "strategy_rank": 82.065879, + "rr": 2.1583, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.237451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058141, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.792669, + "strategy_rank": 95.052474, + "rr": 1.572205, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.358307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528855, + "hold30_r": 3.8032 + }, + { + "symbol": "CVNA", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.885452, + "strategy_rank": 99.885609, + "rr": 3.556622, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 5.334932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.539943, + "hold30_r": 1.660744 + }, + { + "symbol": "DASH", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.668958, + "strategy_rank": 92.234291, + "rr": 0.893904, + "primary_prob": 57.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.340856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.85233, + "hold30_r": 1.358084 + }, + { + "symbol": "DDOG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.526919, + "strategy_rank": 85.924145, + "rr": 1.511811, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.267716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04255, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.250859, + "strategy_rank": 95.167962, + "rr": 1.057581, + "primary_prob": 37.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.586372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049396, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.214204, + "strategy_rank": 73.816875, + "rr": 2.28931, + "primary_prob": 31.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.433964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066382, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.241695, + "strategy_rank": 81.038856, + "rr": 1.496247, + "primary_prob": 27.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.244371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064923, + "hold30_r": 0.707335 + }, + { + "symbol": "ETN", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.981672, + "strategy_rank": 81.217273, + "rr": 1.135798, + "primary_prob": 50.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.703697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061346, + "hold30_r": 1.098404 + }, + { + "symbol": "FAST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.016037, + "strategy_rank": 62.371317, + "rr": 1.818252, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.727378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723936, + "hold30_r": 1.984958 + }, + { + "symbol": "FDX", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.898053, + "strategy_rank": 77.582799, + "rr": 2.494931, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.742397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.428415, + "hold30_r": -2.253918 + }, + { + "symbol": "GOOG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.659794, + "strategy_rank": 81.76539, + "rr": 1.670073, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.505109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.60426, + "hold30_r": 2.362088 + }, + { + "symbol": "GOOGL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.430699, + "strategy_rank": 81.194534, + "rr": 1.880384, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.820576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.816424, + "hold30_r": 2.330714 + }, + { + "symbol": "INTC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232532, + "strategy_rank": 89.349887, + "rr": 1.908827, + "primary_prob": 35.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.86324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050801, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.994273, + "strategy_rank": 75.607735, + "rr": 3.033403, + "primary_prob": 25.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.550104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.060488, + "hold30_r": 1.343908 + }, + { + "symbol": "JBL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.709049, + "strategy_rank": 95.83077, + "rr": 1.392953, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.08943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.353563, + "hold30_r": 0.774939 + }, + { + "symbol": "LLY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.334479, + "strategy_rank": 92.542459, + "rr": 1.509734, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.2646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460316, + "hold30_r": 1.898283 + }, + { + "symbol": "META", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.08362, + "strategy_rank": 90.84086, + "rr": 1.947079, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.920618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.890811, + "hold30_r": 3.772032 + }, + { + "symbol": "MPC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.523482, + "strategy_rank": 78.536221, + "rr": 0.904414, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.356621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049858, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.201604, + "strategy_rank": 89.312388, + "rr": 1.171605, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.757408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126409, + "hold30_r": 0.999063 + }, + { + "symbol": "MSTR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.62543, + "strategy_rank": 98.524688, + "rr": 2.166564, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.249846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.137675, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.285223, + "strategy_rank": 82.445152, + "rr": 2.956535, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.434802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051227, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.854525, + "strategy_rank": 95.84583, + "rr": 1.371174, + "primary_prob": 44.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.325145, + "hold30_r": 4.56648 + }, + { + "symbol": "ODFL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.950745, + "strategy_rank": 86.174073, + "rr": 1.540033, + "primary_prob": 41.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.31005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046027, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.378007, + "strategy_rank": 87.551948, + "rr": 1.803353, + "primary_prob": 37.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.705029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078645, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.396334, + "strategy_rank": 98.501151, + "rr": 1.876241, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.814361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029583, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.148912, + "strategy_rank": 77.334569, + "rr": 2.205251, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.307876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.143104, + "hold30_r": 1.683075 + }, + { + "symbol": "SMCI", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.656357, + "strategy_rank": 99.519997, + "rr": 1.857972, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.786958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836605, + "hold30_r": 1.925935 + }, + { + "symbol": "STE", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.588774, + "strategy_rank": 63.661629, + "rr": 1.686437, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.529655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060662, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.47079, + "strategy_rank": 91.016782, + "rr": 2.123313, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.18497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.057959, + "hold30_r": 1.712682 + }, + { + "symbol": "TDG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.752577, + "strategy_rank": 76.062608, + "rr": 1.069998, + "primary_prob": 52.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.604997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000725, + "hold30_r": 2.194699 + }, + { + "symbol": "TSLA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.130584, + "strategy_rank": 86.533598, + "rr": 1.799088, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.698632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274478, + "hold30_r": -1.242817 + }, + { + "symbol": "TTD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.845361, + "strategy_rank": 94.989244, + "rr": 1.502147, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.25322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03153, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.461627, + "strategy_rank": 74.698395, + "rr": 1.786985, + "primary_prob": 37.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.680477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063504, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.597938, + "strategy_rank": 61.40533, + "rr": 0.753789, + "primary_prob": 62.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.130684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087134, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.19244, + "strategy_rank": 66.597194, + "rr": 1.723722, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.585583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664467, + "hold30_r": 6.968964 + }, + { + "symbol": "WDAY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.003436, + "strategy_rank": 86.829201, + "rr": 1.981037, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.971556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050392, + "hold30_r": 0.775494 + }, + { + "symbol": "WDC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.161512, + "strategy_rank": 83.731873, + "rr": 1.802996, + "primary_prob": 37.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.704494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754667, + "hold30_r": 1.962547 + }, + { + "symbol": "WELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.139748, + "strategy_rank": 72.441495, + "rr": 1.760733, + "primary_prob": 22.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.641099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06843, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.17984, + "strategy_rank": 91.055078, + "rr": 1.704025, + "primary_prob": 38.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.556038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.649502, + "hold30_r": 1.121875 + }, + { + "symbol": "WST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.699885, + "strategy_rank": 83.719908, + "rr": 1.888982, + "primary_prob": 35.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.833473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058743, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 79.406109, + "rr": 1.333443, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.000165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284941, + "hold30_r": 1.790357 + }, + { + "symbol": "ABNB", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.636364, + "strategy_rank": 85.151789, + "rr": 2.437584, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.656376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041903, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.5, + "strategy_rank": 79.64819, + "rr": 1.605688, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.408532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05555, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.477273, + "strategy_rank": 86.979792, + "rr": 1.81692, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.725381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06085, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 78.324249, + "rr": 1.432777, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.149166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.152343, + "hold30_r": -1.075748 + }, + { + "symbol": "AJG", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.772727, + "strategy_rank": 60.121452, + "rr": 1.856642, + "primary_prob": 21.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.784962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088778, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.159091, + "strategy_rank": 61.855255, + "rr": 1.047447, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.571171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94163, + "hold30_r": 4.323899 + }, + { + "symbol": "AMAT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 83.846411, + "rr": 1.187561, + "primary_prob": 34.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.781342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13981, + "hold30_r": 4.27021 + }, + { + "symbol": "AMD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.113636, + "strategy_rank": 94.30579, + "rr": 1.674517, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.511775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634594, + "hold30_r": 7.644308 + }, + { + "symbol": "AMZN", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.318182, + "strategy_rank": 89.6087, + "rr": 2.362033, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.543049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059298, + "hold30_r": 1.900567 + }, + { + "symbol": "APP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.014757, + "rr": 2.693816, + "primary_prob": 12.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.040724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.663033, + "hold30_r": 2.451283 + }, + { + "symbol": "AVGO", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.704545, + "strategy_rank": 91.143408, + "rr": 1.174094, + "primary_prob": 49.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.761141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119985, + "hold30_r": 8.870171 + }, + { + "symbol": "BKR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.568182, + "strategy_rank": 68.275555, + "rr": 1.566949, + "primary_prob": 26.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.350423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513456, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.954545, + "strategy_rank": 96.769539, + "rr": 0.868079, + "primary_prob": 58.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.302118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826784, + "hold30_r": 2.46313 + }, + { + "symbol": "CBOE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.159091, + "strategy_rank": 66.547563, + "rr": 0.694234, + "primary_prob": 50.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.041351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082113, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.545455, + "strategy_rank": 91.799465, + "rr": 2.284095, + "primary_prob": 31.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.426143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041045, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.886364, + "strategy_rank": 80.843531, + "rr": 1.806675, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.710013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746927, + "hold30_r": 4.020274 + }, + { + "symbol": "CME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.090909, + "strategy_rank": 60.153229, + "rr": 1.276571, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.914856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07828, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.181818, + "strategy_rank": 98.625463, + "rr": 2.454658, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.681987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.429226, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.136364, + "strategy_rank": 69.793192, + "rr": 1.447542, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.171313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379453, + "hold30_r": 4.162346 + }, + { + "symbol": "CPRT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 73.83443, + "rr": 1.509765, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.264648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.44447, + "hold30_r": 0.868038 + }, + { + "symbol": "CRM", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.795455, + "strategy_rank": 85.58623, + "rr": 2.251508, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.377262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.192754, + "hold30_r": 3.053516 + }, + { + "symbol": "CRWD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136364, + "strategy_rank": 94.682332, + "rr": 1.901129, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.851693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.854645, + "hold30_r": 5.531919 + }, + { + "symbol": "CVNA", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.886364, + "strategy_rank": 99.886518, + "rr": 2.127284, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.190927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.110074, + "hold30_r": 0.378326 + }, + { + "symbol": "DASH", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.340909, + "strategy_rank": 94.193387, + "rr": 2.414334, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.621501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041888, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.522727, + "strategy_rank": 95.024733, + "rr": 2.442418, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.663627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.400355, + "hold30_r": 1.616688 + }, + { + "symbol": "DELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045455, + "strategy_rank": 95.115076, + "rr": 0.709623, + "primary_prob": 49.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.064435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660642, + "hold30_r": 5.350873 + }, + { + "symbol": "EG", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 67.945701, + "rr": 0.75758, + "primary_prob": 47.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.136371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70075, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.681818, + "strategy_rank": 79.223879, + "rr": 1.450693, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.176039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.384895, + "hold30_r": 0.824275 + }, + { + "symbol": "ETN", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.318182, + "strategy_rank": 79.11775, + "rr": 0.808107, + "primary_prob": 60.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.21216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.735645, + "hold30_r": 1.44419 + }, + { + "symbol": "EXPE", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.318182, + "strategy_rank": 87.631325, + "rr": 2.617729, + "primary_prob": 28.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.926594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051804, + "hold30_r": 0.546521 + }, + { + "symbol": "FDX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 76.761415, + "rr": 1.570632, + "primary_prob": 40.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.355948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499649, + "hold30_r": -3.352174 + }, + { + "symbol": "FIX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.659091, + "strategy_rank": 92.256839, + "rr": 0.703451, + "primary_prob": 49.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.055177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65396, + "hold30_r": 0.82651 + }, + { + "symbol": "GOOG", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.75, + "strategy_rank": 82.860294, + "rr": 2.156253, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.234379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057148, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.181818, + "strategy_rank": 82.394694, + "rr": 1.660528, + "primary_prob": 39.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.490792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055803, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.045455, + "strategy_rank": 87.77571, + "rr": 2.410921, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.616381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.363338, + "hold30_r": 3.560384 + }, + { + "symbol": "INTU", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.863636, + "strategy_rank": 72.143459, + "rr": 2.194945, + "primary_prob": 32.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.292417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.130589, + "hold30_r": 3.491951 + }, + { + "symbol": "JBL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.5, + "strategy_rank": 95.772624, + "rr": 1.146491, + "primary_prob": 35.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.719737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102328, + "hold30_r": 0.914818 + }, + { + "symbol": "KKR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.590909, + "strategy_rank": 79.47789, + "rr": 2.308804, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.463205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.248546, + "hold30_r": 2.501909 + }, + { + "symbol": "KLAC", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.386364, + "strategy_rank": 81.188554, + "rr": 1.02835, + "primary_prob": 38.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.542525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.974957, + "hold30_r": 5.20045 + }, + { + "symbol": "LLY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.272727, + "strategy_rank": 93.034348, + "rr": 0.990393, + "primary_prob": 39.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.48559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054651, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.227273, + "strategy_rank": 88.40796, + "rr": 0.707498, + "primary_prob": 64.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.061248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651582, + "hold30_r": 5.764949 + }, + { + "symbol": "MCK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 63.911765, + "rr": 0.904026, + "primary_prob": 42.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.356039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073815, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.863636, + "strategy_rank": 90.924002, + "rr": 2.434509, + "primary_prob": 29.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.651763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055179, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 77.660633, + "rr": 1.388456, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.082684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.341291, + "hold30_r": 1.991871 + }, + { + "symbol": "MSTR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.636364, + "strategy_rank": 98.536405, + "rr": 2.135845, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.203768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030727, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 82.335253, + "rr": 1.623109, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.434664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571691, + "hold30_r": 4.499777 + }, + { + "symbol": "NFLX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 90.446318, + "rr": 1.383108, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.074662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31497, + "hold30_r": 6.839339 + }, + { + "symbol": "NVDA", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 96.275401, + "rr": 0.983871, + "primary_prob": 39.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.475806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938189, + "hold30_r": 6.658494 + }, + { + "symbol": "ODFL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.954545, + "strategy_rank": 84.746915, + "rr": 1.782977, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.674465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.742339, + "hold30_r": 1.222 + }, + { + "symbol": "ORCL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.590909, + "strategy_rank": 88.412279, + "rr": 1.826596, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.739894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.642471, + "hold30_r": -3.568158 + }, + { + "symbol": "ORLY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 63.177705, + "rr": 1.106019, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.659029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.024388, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409091, + "strategy_rank": 98.51306, + "rr": 1.109588, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.664381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203742, + "hold30_r": -1.178361 + }, + { + "symbol": "PNR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 74.131016, + "rr": 1.772454, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.658682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705589, + "hold30_r": 1.626742 + }, + { + "symbol": "SMCI", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431818, + "strategy_rank": 99.296843, + "rr": 1.868242, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.802363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.845032, + "hold30_r": 8.41209 + }, + { + "symbol": "SNPS", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 77.367081, + "rr": 1.170196, + "primary_prob": 49.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.755293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110768, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.090909, + "strategy_rank": 87.850062, + "rr": 2.829028, + "primary_prob": 26.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.243542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.766091, + "hold30_r": 3.350319 + }, + { + "symbol": "TRGP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.909091, + "strategy_rank": 69.871658, + "rr": 1.225407, + "primary_prob": 33.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.83811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059599, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.545455, + "strategy_rank": 88.231592, + "rr": 1.571221, + "primary_prob": 40.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.356832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034621, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.568182, + "strategy_rank": 95.642071, + "rr": 1.888218, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.832328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03423, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.363636, + "strategy_rank": 75.96812, + "rr": 2.228888, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.343331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168169, + "hold30_r": 2.068002 + }, + { + "symbol": "TYL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 76.424877, + "rr": 0.819678, + "primary_prob": 45.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.229517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748999, + "hold30_r": 3.175605 + }, + { + "symbol": "VRSK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.022727, + "strategy_rank": 61.098262, + "rr": 0.809143, + "primary_prob": 45.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.213714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728752, + "hold30_r": 2.024281 + }, + { + "symbol": "VRTX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363636, + "strategy_rank": 64.250926, + "rr": 1.00935, + "primary_prob": 38.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.514024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.944427, + "hold30_r": 7.176463 + }, + { + "symbol": "WDAY", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.590909, + "strategy_rank": 84.776532, + "rr": 2.048506, + "primary_prob": 33.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.072759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.995084, + "hold30_r": 2.158101 + }, + { + "symbol": "WDC", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.295455, + "strategy_rank": 83.996863, + "rr": 2.09513, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.142694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.046694, + "hold30_r": 5.14611 + }, + { + "symbol": "WELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522727, + "strategy_rank": 73.538307, + "rr": 1.671965, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.507947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602079, + "hold30_r": -0.235022 + }, + { + "symbol": "WSM", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.727273, + "strategy_rank": 88.660222, + "rr": 1.959923, + "primary_prob": 34.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.939885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.902429, + "hold30_r": 1.903497 + }, + { + "symbol": "WST", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.181818, + "strategy_rank": 83.553065, + "rr": 1.641561, + "primary_prob": 24.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.462342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.581529, + "hold30_r": 0.567447 + }, + { + "symbol": "CEG", + "date": "2023-12-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.58296, + "strategy_rank": 82.526375, + "rr": 1.142866, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.7143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.092637, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.32287, + "strategy_rank": 86.910384, + "rr": 1.566844, + "primary_prob": 41.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.350265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043973, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 80.912976, + "rr": 1.650543, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.475815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602568, + "hold30_r": 2.943723 + }, + { + "symbol": "ADBE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.412556, + "strategy_rank": 88.247718, + "rr": 1.713022, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.569533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663584, + "hold30_r": 1.399397 + }, + { + "symbol": "AIZ", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 78.830727, + "rr": 1.335472, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.003208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.264919, + "hold30_r": 1.00673 + }, + { + "symbol": "AJG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.96861, + "strategy_rank": 62.89633, + "rr": 1.338699, + "primary_prob": 30.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.008049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.281631, + "hold30_r": 1.197405 + }, + { + "symbol": "AKAM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.192825, + "strategy_rank": 62.919353, + "rr": 1.240733, + "primary_prob": 47.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.8611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105775, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.188341, + "strategy_rank": 94.988089, + "rr": 1.658634, + "primary_prob": 39.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.487951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618751, + "hold30_r": 4.090085 + }, + { + "symbol": "AMZN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.609865, + "strategy_rank": 88.763513, + "rr": 1.837705, + "primary_prob": 36.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.756558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059949, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.399103, + "strategy_rank": 68.594551, + "rr": 1.169442, + "primary_prob": 49.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.754163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095859, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.094931, + "rr": 1.674065, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.511097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.640191, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.278027, + "strategy_rank": 61.079887, + "rr": 1.769068, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.653603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.703893, + "hold30_r": 3.794915 + }, + { + "symbol": "CAH", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 69.418091, + "rr": 1.111162, + "primary_prob": 36.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.666743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.049726, + "hold30_r": 2.659453 + }, + { + "symbol": "CASY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.381166, + "strategy_rank": 70.463245, + "rr": 1.650613, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.475919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595461, + "hold30_r": 0.377014 + }, + { + "symbol": "CBOE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 69.170203, + "rr": 1.288091, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.932136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220807, + "hold30_r": 1.693238 + }, + { + "symbol": "CCL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.170404, + "strategy_rank": 94.579997, + "rr": 1.685123, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.527685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041383, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.502242, + "strategy_rank": 80.857373, + "rr": 1.950846, + "primary_prob": 20.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.926268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04059, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.641256, + "strategy_rank": 60.320307, + "rr": 1.209949, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.814924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.14116, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367713, + "strategy_rank": 78.019899, + "rr": 0.883983, + "primary_prob": 57.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.325975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797152, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.103139, + "strategy_rank": 99.271751, + "rr": 2.282917, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.424375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.257928, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.618834, + "strategy_rank": 75.943005, + "rr": 1.312354, + "primary_prob": 31.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.968531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065148, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.515695, + "strategy_rank": 84.974826, + "rr": 2.100447, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.15067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062076, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.852018, + "strategy_rank": 94.484805, + "rr": 2.120953, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.18143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048108, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.887892, + "strategy_rank": 99.888043, + "rr": 3.058983, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.588475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017992, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.394619, + "strategy_rank": 93.598555, + "rr": 2.202668, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.304002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044936, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.573991, + "strategy_rank": 92.266526, + "rr": 2.173877, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.260816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046898, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.533632, + "strategy_rank": 95.461043, + "rr": 1.257409, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.886113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.20428, + "hold30_r": 4.176403 + }, + { + "symbol": "DLR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.520179, + "strategy_rank": 75.707429, + "rr": 1.435585, + "primary_prob": 28.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.153378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379403, + "hold30_r": 1.761937 + }, + { + "symbol": "DVA", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.219731, + "strategy_rank": 88.509169, + "rr": 1.851717, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.777576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051165, + "hold30_r": 0.597875 + }, + { + "symbol": "EG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.071749, + "strategy_rank": 73.049778, + "rr": 1.865109, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.797663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.820546, + "hold30_r": 1.807772 + }, + { + "symbol": "EME", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.161435, + "strategy_rank": 80.748719, + "rr": 1.222511, + "primary_prob": 48.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.833766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070078, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.349776, + "strategy_rank": 91.071629, + "rr": 2.487262, + "primary_prob": 29.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.730892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05109, + "hold30_r": 0.409449 + }, + { + "symbol": "FDX", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.600897, + "strategy_rank": 76.10411, + "rr": 1.357911, + "primary_prob": 45.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.036866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.324951, + "hold30_r": -4.256126 + }, + { + "symbol": "FICO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.973094, + "strategy_rank": 84.722684, + "rr": 0.820017, + "primary_prob": 60.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.230026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766336, + "hold30_r": 1.640439 + }, + { + "symbol": "FISV", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 57.471122, + "rr": 0.7982, + "primary_prob": 60.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.1973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703554, + "hold30_r": 3.15224 + }, + { + "symbol": "GOOG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 82.23965, + "rr": 1.369577, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.054366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.310885, + "hold30_r": 1.745327 + }, + { + "symbol": "GOOGL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 81.266566, + "rr": 1.513831, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.270746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.456586, + "hold30_r": 1.618909 + }, + { + "symbol": "GRMN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 64.558877, + "rr": 1.641403, + "primary_prob": 39.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.462104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103041, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.426009, + "strategy_rank": 68.938831, + "rr": 0.772308, + "primary_prob": 46.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.158463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.694784, + "hold30_r": 2.540102 + }, + { + "symbol": "INTC", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.919283, + "strategy_rank": 90.328766, + "rr": 2.814078, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.221116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044387, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.941704, + "strategy_rank": 69.315443, + "rr": 2.186875, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.280313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062938, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 96.3546, + "rr": 0.924083, + "primary_prob": 56.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.386124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086264, + "hold30_r": -1.046358 + }, + { + "symbol": "LEN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.125561, + "strategy_rank": 84.720482, + "rr": 0.717263, + "primary_prob": 64.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.075894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668518, + "hold30_r": 0.093062 + }, + { + "symbol": "LLY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.197309, + "strategy_rank": 93.082759, + "rr": 1.127162, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.690744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.079747, + "hold30_r": 3.049028 + }, + { + "symbol": "MCK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650224, + "strategy_rank": 64.84355, + "rr": 1.093042, + "primary_prob": 36.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.639562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.029623, + "hold30_r": 4.359496 + }, + { + "symbol": "META", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.318386, + "strategy_rank": 90.586263, + "rr": 1.020947, + "primary_prob": 38.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.53142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965707, + "hold30_r": 4.553851 + }, + { + "symbol": "MPC", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 78.800448, + "rr": 1.400197, + "primary_prob": 44.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.100295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.351504, + "hold30_r": 2.825498 + }, + { + "symbol": "MSFT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.798206, + "strategy_rank": 73.037316, + "rr": 0.917019, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.375529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843895, + "hold30_r": 2.648007 + }, + { + "symbol": "MSTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 98.556064, + "rr": 1.900201, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.850301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.87106, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.246637, + "strategy_rank": 84.634699, + "rr": 1.888927, + "primary_prob": 35.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.83339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.835767, + "hold30_r": 1.416981 + }, + { + "symbol": "NFLX", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 90.978539, + "rr": 1.793321, + "primary_prob": 37.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.689981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730693, + "hold30_r": 6.102212 + }, + { + "symbol": "ODFL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 81.275925, + "rr": 1.669208, + "primary_prob": 39.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.503812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04449, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022422, + "strategy_rank": 88.830427, + "rr": 1.260593, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.890889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.216148, + "hold30_r": 1.802383 + }, + { + "symbol": "ORLY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.735426, + "strategy_rank": 64.443816, + "rr": 1.680226, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.520339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074637, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 85.196539, + "rr": 1.287323, + "primary_prob": 31.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.930984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.226024, + "hold30_r": 4.96269 + }, + { + "symbol": "PLTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.878924, + "strategy_rank": 98.846943, + "rr": 1.718841, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.578262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027248, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883408, + "strategy_rank": 76.220171, + "rr": 1.849631, + "primary_prob": 36.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.774447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061902, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.439462, + "strategy_rank": 99.373248, + "rr": 2.135723, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.203585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026269, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.668161, + "strategy_rank": 86.01057, + "rr": 2.537032, + "primary_prob": 28.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.805548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.127053, + "hold30_r": -1.066523 + }, + { + "symbol": "TSLA", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.834081, + "strategy_rank": 94.813321, + "rr": 2.017558, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.026337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036393, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.089686, + "strategy_rank": 88.357423, + "rr": 1.784119, + "primary_prob": 37.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.676179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036673, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.376682, + "strategy_rank": 78.659213, + "rr": 2.120582, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.180873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057509, + "hold30_r": 0.848994 + }, + { + "symbol": "VRSK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.098655, + "strategy_rank": 62.378433, + "rr": 1.669914, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.504871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604124, + "hold30_r": 0.914067 + }, + { + "symbol": "WDAY", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.838565, + "strategy_rank": 80.79146, + "rr": 2.242831, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.364247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.186404, + "hold30_r": 1.900564 + }, + { + "symbol": "WDC", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.744395, + "strategy_rank": 83.83313, + "rr": 1.728311, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.592467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.677409, + "hold30_r": 3.299435 + }, + { + "symbol": "WELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.865471, + "strategy_rank": 70.890205, + "rr": 1.993784, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.990675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066792, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 89.238469, + "rr": 1.962859, + "primary_prob": 34.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.944288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051805, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.928251, + "strategy_rank": 82.664508, + "rr": 2.388611, + "primary_prob": 30.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.582917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057669, + "hold30_r": -1.0 + }, + { + "symbol": "GEHC", + "date": "2023-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022573, + "strategy_rank": 72.400936, + "rr": 1.888668, + "primary_prob": 35.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.833001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062585, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.681716, + "strategy_rank": 80.305579, + "rr": 1.493519, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.240278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051943, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.537246, + "strategy_rank": 62.99364, + "rr": 0.9876, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.481401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.633505, + "hold30_r": -1.540998 + }, + { + "symbol": "ABNB", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.455982, + "strategy_rank": 87.005674, + "rr": 1.58008, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.37012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081983, + "hold30_r": -1.036177 + }, + { + "symbol": "ACGL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.164786, + "strategy_rank": 78.496431, + "rr": 1.731195, + "primary_prob": 23.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.596793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.675999, + "hold30_r": 3.954327 + }, + { + "symbol": "ADBE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37246, + "strategy_rank": 87.09856, + "rr": 1.182024, + "primary_prob": 34.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.773036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.133725, + "hold30_r": -1.080207 + }, + { + "symbol": "AIZ", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.471783, + "strategy_rank": 77.108627, + "rr": 1.832133, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.748199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.756252, + "hold30_r": 2.151496 + }, + { + "symbol": "AJG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.440181, + "strategy_rank": 64.537856, + "rr": 1.417902, + "primary_prob": 28.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.126854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.357031, + "hold30_r": 1.818927 + }, + { + "symbol": "AKAM", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.891648, + "strategy_rank": 63.164694, + "rr": 1.110951, + "primary_prob": 51.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.666427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.304943, + "hold30_r": -1.190133 + }, + { + "symbol": "AMD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.598194, + "strategy_rank": 94.486303, + "rr": 1.696785, + "primary_prob": 38.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.545178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654197, + "hold30_r": 4.780536 + }, + { + "symbol": "AMZN", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.453725, + "strategy_rank": 88.221661, + "rr": 2.318791, + "primary_prob": 30.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.478186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064067, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.715576, + "strategy_rank": 67.775227, + "rr": 1.981978, + "primary_prob": 34.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.972967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080931, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.812641, + "strategy_rank": 74.710741, + "rr": 1.093017, + "primary_prob": 36.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.639525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033871, + "hold30_r": 4.624203 + }, + { + "symbol": "APP", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.6614, + "strategy_rank": 99.154872, + "rr": 1.057877, + "primary_prob": 52.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.586815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032428, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.747178, + "strategy_rank": 63.116268, + "rr": 1.309294, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.96394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.242456, + "hold30_r": 4.006638 + }, + { + "symbol": "CAH", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.826185, + "strategy_rank": 69.9486, + "rr": 1.947106, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.920658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.88073, + "hold30_r": 1.421436 + }, + { + "symbol": "CASY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.844244, + "strategy_rank": 72.078808, + "rr": 1.152002, + "primary_prob": 34.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.728003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.088368, + "hold30_r": 0.161519 + }, + { + "symbol": "CBOE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.69526, + "strategy_rank": 68.482628, + "rr": 1.300507, + "primary_prob": 31.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.95076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227011, + "hold30_r": 1.869531 + }, + { + "symbol": "CCL", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.309255, + "strategy_rank": 92.429992, + "rr": 2.258848, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.388271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036911, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.699774, + "strategy_rank": 60.510112, + "rr": 1.479803, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.219704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406727, + "hold30_r": 3.518607 + }, + { + "symbol": "CME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.665914, + "strategy_rank": 60.979653, + "rr": 0.718433, + "primary_prob": 49.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.077649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073107, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.097065, + "strategy_rank": 99.266594, + "rr": 2.623921, + "primary_prob": 28.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.935882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027756, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.146727, + "strategy_rank": 76.332439, + "rr": 1.477873, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.216809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069679, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.049661, + "strategy_rank": 83.755033, + "rr": 1.599371, + "primary_prob": 40.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.399056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06572, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.291196, + "strategy_rank": 95.164648, + "rr": 1.733884, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.600826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051927, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.887133, + "strategy_rank": 99.887209, + "rr": 2.132775, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.199162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016531, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.823928, + "strategy_rank": 94.509182, + "rr": 2.517506, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.776259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046025, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.24605, + "strategy_rank": 90.633046, + "rr": 2.356351, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.534526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050302, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.501129, + "strategy_rank": 93.969709, + "rr": 0.749622, + "primary_prob": 62.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.124432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061404, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.182844, + "strategy_rank": 75.052315, + "rr": 1.932824, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.899236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061979, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.06772, + "strategy_rank": 90.412269, + "rr": 1.432759, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.149138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377904, + "hold30_r": 1.91385 + }, + { + "symbol": "EG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.167043, + "strategy_rank": 71.908822, + "rr": 1.553155, + "primary_prob": 26.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.329732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505587, + "hold30_r": 2.03781 + }, + { + "symbol": "EME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.632054, + "strategy_rank": 78.172168, + "rr": 1.326046, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.989069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06996, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.099323, + "strategy_rank": 92.847904, + "rr": 1.986542, + "primary_prob": 34.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.979813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052916, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325056, + "strategy_rank": 84.526188, + "rr": 1.917632, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.876448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04766, + "hold30_r": -0.566861 + }, + { + "symbol": "GOOG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390519, + "strategy_rank": 82.269309, + "rr": 1.702137, + "primary_prob": 38.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.553205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063397, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.616253, + "strategy_rank": 81.852999, + "rr": 1.822243, + "primary_prob": 36.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.733364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.474041, + "strategy_rank": 63.899396, + "rr": 0.880234, + "primary_prob": 58.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.320352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.165885, + "hold30_r": -1.057933 + }, + { + "symbol": "INTC", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.243792, + "strategy_rank": 92.322006, + "rr": 2.038815, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.058223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.209673, + "hold30_r": -1.1609 + }, + { + "symbol": "INTU", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.376975, + "strategy_rank": 69.970639, + "rr": 1.513748, + "primary_prob": 41.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.270623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07069, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.51693, + "strategy_rank": 96.167256, + "rr": 1.784185, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.676277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040796, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988713, + "strategy_rank": 81.958316, + "rr": 1.099251, + "primary_prob": 51.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.648877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.047421, + "hold30_r": 0.926414 + }, + { + "symbol": "LLY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.839729, + "strategy_rank": 92.754027, + "rr": 1.385577, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.078366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330784, + "hold30_r": 7.444392 + }, + { + "symbol": "MCK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.76298, + "strategy_rank": 64.198951, + "rr": 1.176891, + "primary_prob": 34.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.765337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105168, + "hold30_r": 4.956811 + }, + { + "symbol": "META", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.306998, + "strategy_rank": 90.200034, + "rr": 1.934161, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.901241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058087, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.117381, + "strategy_rank": 74.741627, + "rr": 1.037413, + "primary_prob": 38.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.556119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.985617, + "hold30_r": 3.21343 + }, + { + "symbol": "MPWR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.085779, + "strategy_rank": 86.49518, + "rr": 0.812642, + "primary_prob": 60.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.218964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764472, + "hold30_r": -1.045859 + }, + { + "symbol": "MSTR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.871332, + "strategy_rank": 98.703176, + "rr": 1.591034, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.386551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56002, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.293454, + "strategy_rank": 86.88785, + "rr": 1.601364, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.402045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048533, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.679458, + "strategy_rank": 92.366161, + "rr": 2.444237, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.666355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060626, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.311512, + "strategy_rank": 81.686978, + "rr": 1.13463, + "primary_prob": 50.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.701945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047066, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374718, + "strategy_rank": 87.470411, + "rr": 1.544742, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.317113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051923, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.065463, + "strategy_rank": 95.445824, + "rr": 1.169378, + "primary_prob": 49.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.754067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047007, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.148984, + "strategy_rank": 85.521857, + "rr": 1.283615, + "primary_prob": 31.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.925422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.215022, + "hold30_r": 5.306637 + }, + { + "symbol": "PLTR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.645598, + "strategy_rank": 98.747865, + "rr": 1.627919, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.441878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.126979, + "hold30_r": -1.097359 + }, + { + "symbol": "PNR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.61851, + "strategy_rank": 72.799173, + "rr": 1.556552, + "primary_prob": 41.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.334829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068257, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.435666, + "strategy_rank": 99.36848, + "rr": 1.726546, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.589819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.703277, + "hold30_r": 15.819277 + }, + { + "symbol": "SNPS", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.905192, + "strategy_rank": 80.902553, + "rr": 1.925363, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.888044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048851, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.647856, + "strategy_rank": 88.781877, + "rr": 2.260847, + "primary_prob": 31.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.391271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062258, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.776524, + "strategy_rank": 93.592215, + "rr": 2.165197, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.247796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037624, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.408578, + "strategy_rank": 87.169788, + "rr": 2.183536, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.275304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036662, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.002257, + "strategy_rank": 78.952931, + "rr": 1.912493, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.86874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061549, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.923251, + "strategy_rank": 63.438167, + "rr": 1.671215, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.506822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073579, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.941309, + "strategy_rank": 80.60216, + "rr": 1.50674, + "primary_prob": 42.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.26011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063903, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.841986, + "strategy_rank": 88.362363, + "rr": 1.783936, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.675904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.332198, + "hold30_r": -1.279753 + }, + { + "symbol": "WELL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.907449, + "strategy_rank": 70.125755, + "rr": 1.51308, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.26962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066339, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.857788, + "strategy_rank": 90.863965, + "rr": 2.193893, + "primary_prob": 32.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.290839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0535, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.55079, + "strategy_rank": 83.130148, + "rr": 1.584591, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.376886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057728, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 73.333333, + "rr": 0.966341, + "primary_prob": 40.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.449511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056897, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.353741, + "strategy_rank": 63.561194, + "rr": 1.008, + "primary_prob": 38.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082276, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.879819, + "strategy_rank": 84.248905, + "rr": 1.744114, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.616171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694736, + "hold30_r": 2.518841 + }, + { + "symbol": "ACGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.920635, + "strategy_rank": 74.851684, + "rr": 1.279431, + "primary_prob": 31.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.919146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213268, + "hold30_r": 4.081007 + }, + { + "symbol": "ADBE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 85.747863, + "rr": 1.20736, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.81104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.148723, + "hold30_r": 1.242851 + }, + { + "symbol": "AIZ", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.600907, + "strategy_rank": 75.633305, + "rr": 1.040217, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.560325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086334, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 61.136429, + "rr": 1.383755, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.075632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.308399, + "hold30_r": 2.290824 + }, + { + "symbol": "AKAM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 61.466997, + "rr": 1.22271, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.834064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117864, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.580499, + "strategy_rank": 83.233499, + "rr": 1.692528, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.538792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050775, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011338, + "strategy_rank": 94.132371, + "rr": 1.736812, + "primary_prob": 38.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.605217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.697172, + "hold30_r": 5.738027 + }, + { + "symbol": "AMZN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290249, + "strategy_rank": 87.171048, + "rr": 0.892398, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.338598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069083, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.918367, + "strategy_rank": 95.446025, + "rr": 0.717801, + "primary_prob": 64.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.076702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654278, + "hold30_r": 4.679999 + }, + { + "symbol": "APO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.612245, + "strategy_rank": 74.822237, + "rr": 1.241775, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.862663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179372, + "hold30_r": 7.256329 + }, + { + "symbol": "APP", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.049235, + "rr": 2.24741, + "primary_prob": 16.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.371114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.213356, + "hold30_r": 3.551985 + }, + { + "symbol": "ARES", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 81.07071, + "rr": 1.041522, + "primary_prob": 37.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.562284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978792, + "hold30_r": 5.772653 + }, + { + "symbol": "AVGO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.043084, + "strategy_rank": 87.621561, + "rr": 1.193251, + "primary_prob": 48.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.789876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.848073, + "strategy_rank": 63.372836, + "rr": 1.189604, + "primary_prob": 34.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.784405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103158, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.321995, + "strategy_rank": 69.834447, + "rr": 1.683301, + "primary_prob": 24.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.524951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609084, + "hold30_r": 0.336299 + }, + { + "symbol": "CASY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839002, + "strategy_rank": 69.551102, + "rr": 0.860617, + "primary_prob": 43.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.290925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782852, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.970522, + "strategy_rank": 66.979818, + "rr": 0.776601, + "primary_prob": 46.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.164902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078142, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 93.474467, + "rr": 1.738302, + "primary_prob": 23.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.607452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035062, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.743764, + "strategy_rank": 79.106155, + "rr": 1.454076, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.181114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059966, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.394558, + "strategy_rank": 61.18886, + "rr": 1.659229, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.488844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074722, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104308, + "strategy_rank": 79.549486, + "rr": 1.560395, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.340592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466604, + "hold30_r": 7.833307 + }, + { + "symbol": "COIN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.206349, + "strategy_rank": 99.274761, + "rr": 1.171249, + "primary_prob": 34.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.756874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020367, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.517007, + "strategy_rank": 75.14652, + "rr": 1.569497, + "primary_prob": 25.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.354245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.497504, + "hold30_r": 1.295602 + }, + { + "symbol": "CRM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.598639, + "strategy_rank": 84.757057, + "rr": 1.894811, + "primary_prob": 20.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.842216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824994, + "hold30_r": 4.500324 + }, + { + "symbol": "CRWD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.39229, + "strategy_rank": 95.289988, + "rr": 1.622599, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.433899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.570908, + "hold30_r": 9.176703 + }, + { + "symbol": "CVNA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886621, + "strategy_rank": 99.886698, + "rr": 3.170509, + "primary_prob": 9.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.755764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159613, + "hold30_r": -1.144125 + }, + { + "symbol": "DASH", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.238095, + "strategy_rank": 94.087481, + "rr": 1.065276, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.597913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017183, + "hold30_r": 5.870695 + }, + { + "symbol": "DDOG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68254, + "strategy_rank": 92.336601, + "rr": 1.048945, + "primary_prob": 37.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.573417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.001161, + "hold30_r": 4.37441 + }, + { + "symbol": "DECK", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.464853, + "strategy_rank": 93.194175, + "rr": 1.786565, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065658, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 88.464052, + "rr": 1.872578, + "primary_prob": 36.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.808866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.045351, + "strategy_rank": 70.420886, + "rr": 1.900461, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.850692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843745, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.07483, + "strategy_rank": 75.613014, + "rr": 0.85511, + "primary_prob": 43.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.282665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779704, + "hold30_r": 6.323978 + }, + { + "symbol": "EXPE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 90.751454, + "rr": 0.839945, + "primary_prob": 44.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.259918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786527, + "hold30_r": -3.258733 + }, + { + "symbol": "FDX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 79.992459, + "rr": 1.765139, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.647709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204228, + "hold30_r": -1.147686 + }, + { + "symbol": "FICO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.371882, + "strategy_rank": 83.74991, + "rr": 0.926321, + "primary_prob": 41.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.389482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.863079, + "hold30_r": 4.547672 + }, + { + "symbol": "FIX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.331066, + "strategy_rank": 90.635818, + "rr": 0.854078, + "primary_prob": 43.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.281118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058184, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 77.855168, + "rr": 1.439008, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.158511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079246, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.786848, + "strategy_rank": 78.028622, + "rr": 1.82695, + "primary_prob": 21.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.740425, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.757957, + "hold30_r": 1.873617 + }, + { + "symbol": "GOOGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.013605, + "strategy_rank": 77.881922, + "rr": 1.183392, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.775088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116018, + "hold30_r": 1.894383 + }, + { + "symbol": "GWW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.106576, + "strategy_rank": 64.249264, + "rr": 0.940005, + "primary_prob": 41.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.410007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847423, + "hold30_r": 7.465847 + }, + { + "symbol": "INTC", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.557823, + "strategy_rank": 92.830748, + "rr": 2.008486, + "primary_prob": 34.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.012729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045576, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.78458, + "strategy_rank": 94.448754, + "rr": 1.978128, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.967193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046401, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.621315, + "strategy_rank": 82.625871, + "rr": 1.211366, + "primary_prob": 48.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.817049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.150803, + "hold30_r": 5.452209 + }, + { + "symbol": "LEN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.179138, + "strategy_rank": 78.341234, + "rr": 1.255192, + "primary_prob": 47.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.882788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.195612, + "hold30_r": 1.294949 + }, + { + "symbol": "LLY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.145125, + "strategy_rank": 91.973533, + "rr": 1.474981, + "primary_prob": 42.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.212471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411514, + "hold30_r": 8.847485 + }, + { + "symbol": "LRCX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.723356, + "strategy_rank": 89.217661, + "rr": 1.387377, + "primary_prob": 29.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.081065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334684, + "hold30_r": 5.850914 + }, + { + "symbol": "META", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.072562, + "strategy_rank": 89.589708, + "rr": 2.611594, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.917391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.552551, + "hold30_r": 10.826087 + }, + { + "symbol": "MPC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.426304, + "strategy_rank": 72.969906, + "rr": 0.838559, + "primary_prob": 44.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.257838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782442, + "hold30_r": 3.22643 + }, + { + "symbol": "MPWR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.653061, + "strategy_rank": 85.413704, + "rr": 1.311074, + "primary_prob": 46.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.96661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045934, + "hold30_r": -1.0 + }, + { + "symbol": "MSFT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.342404, + "strategy_rank": 71.159592, + "rr": 1.123291, + "primary_prob": 35.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.684936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032314, + "hold30_r": 4.736849 + }, + { + "symbol": "MSTR", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.433107, + "strategy_rank": 99.094125, + "rr": 2.015622, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.023433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024807, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528345, + "strategy_rank": 84.448574, + "rr": 0.72142, + "primary_prob": 48.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.082131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.670962, + "hold30_r": -0.156264 + }, + { + "symbol": "NFLX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.063492, + "strategy_rank": 91.220463, + "rr": 1.920875, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.881313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.862127, + "hold30_r": 6.946926 + }, + { + "symbol": "NOW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.197279, + "strategy_rank": 83.156647, + "rr": 1.151768, + "primary_prob": 34.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.727652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084684, + "hold30_r": 5.098369 + }, + { + "symbol": "NTAP", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.136054, + "strategy_rank": 81.081663, + "rr": 1.682036, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.523054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.112027, + "hold30_r": -1.036315 + }, + { + "symbol": "NVDA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.526077, + "strategy_rank": 95.404906, + "rr": 0.737696, + "primary_prob": 48.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.106544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686438, + "hold30_r": 13.689811 + }, + { + "symbol": "ORCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.37415, + "strategy_rank": 85.214393, + "rr": 1.413782, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.120673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.356325, + "hold30_r": 2.815968 + }, + { + "symbol": "PANW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 95.822021, + "rr": 1.244309, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.866463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193637, + "hold30_r": 6.964467 + }, + { + "symbol": "PLTR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 98.504094, + "rr": 1.498736, + "primary_prob": 27.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.248104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467105, + "hold30_r": 8.212906 + }, + { + "symbol": "PNR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.385488, + "strategy_rank": 71.032285, + "rr": 1.100715, + "primary_prob": 51.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.651072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072404, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.165533, + "strategy_rank": 93.230805, + "rr": 1.715297, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.572946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.665837, + "hold30_r": -1.023044 + }, + { + "symbol": "SMCI", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.979592, + "strategy_rank": 99.048158, + "rr": 2.171049, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.256573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.14478, + "hold30_r": 27.377913 + }, + { + "symbol": "SNPS", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.424036, + "strategy_rank": 80.871939, + "rr": 1.747159, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.620739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049878, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.755102, + "strategy_rank": 86.236264, + "rr": 1.929242, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.893864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.13069, + "hold30_r": -1.068677 + }, + { + "symbol": "TSLA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.69161, + "strategy_rank": 95.456978, + "rr": 1.357486, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.03623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038425, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.054422, + "strategy_rank": 89.050312, + "rr": 1.167425, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.751138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040419, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.909297, + "strategy_rank": 76.680852, + "rr": 1.646502, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.469753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576231, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.845805, + "strategy_rank": 92.654959, + "rr": 1.713026, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.569539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663751, + "hold30_r": 8.765377 + }, + { + "symbol": "VRSK", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.147392, + "strategy_rank": 61.028514, + "rr": 1.64162, + "primary_prob": 24.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.462429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087304, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.752834, + "strategy_rank": 98.550061, + "rr": 1.368474, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.052711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.33307, + "hold30_r": 7.497479 + }, + { + "symbol": "WDAY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.269841, + "strategy_rank": 86.931875, + "rr": 0.986764, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.480145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.92211, + "hold30_r": 4.092035 + }, + { + "symbol": "WDC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.548753, + "strategy_rank": 87.504489, + "rr": 1.781802, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.672703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055571, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 66.305753, + "rr": 1.645345, + "primary_prob": 24.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.468018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077661, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.816327, + "strategy_rank": 90.754686, + "rr": 1.581562, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.372343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059167, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.002268, + "strategy_rank": 79.778963, + "rr": 1.070475, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.605712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060857, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.080717, + "strategy_rank": 78.554489, + "rr": 2.095257, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.142885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060669, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.125561, + "strategy_rank": 67.656349, + "rr": 1.101879, + "primary_prob": 36.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.652819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080814, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.695067, + "strategy_rank": 89.291916, + "rr": 0.826158, + "primary_prob": 44.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.239237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051807, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.829596, + "strategy_rank": 72.251858, + "rr": 0.961449, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.442174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898385, + "hold30_r": 4.004141 + }, + { + "symbol": "ADBE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.394619, + "strategy_rank": 86.143347, + "rr": 0.96482, + "primary_prob": 40.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.44723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901121, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 76.556114, + "rr": 1.249988, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.874982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.173025, + "hold30_r": 3.122802 + }, + { + "symbol": "AJG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.278027, + "strategy_rank": 61.122807, + "rr": 1.192523, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.788785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116806, + "hold30_r": 3.102138 + }, + { + "symbol": "AKAM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.41704, + "strategy_rank": 62.48119, + "rr": 1.800924, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.701386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.685325, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.053812, + "strategy_rank": 80.630286, + "rr": 1.533807, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.300711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481365, + "hold30_r": 8.455081 + }, + { + "symbol": "AMD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300448, + "strategy_rank": 95.161992, + "rr": 1.692725, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.539087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652146, + "hold30_r": 4.431395 + }, + { + "symbol": "AMZN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.049327, + "strategy_rank": 87.919764, + "rr": 1.705002, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.557502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638779, + "hold30_r": 5.077053 + }, + { + "symbol": "APP", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.439462, + "strategy_rank": 98.902925, + "rr": 2.309936, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.464905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.271938, + "hold30_r": 9.057813 + }, + { + "symbol": "ARES", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.479821, + "strategy_rank": 82.056009, + "rr": 0.87632, + "primary_prob": 58.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.31448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818574, + "hold30_r": 4.531229 + }, + { + "symbol": "AVGO", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.255605, + "strategy_rank": 87.469528, + "rr": 1.313025, + "primary_prob": 46.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.969537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.257158, + "hold30_r": 5.738985 + }, + { + "symbol": "AXON", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.798206, + "strategy_rank": 88.261429, + "rr": 0.958768, + "primary_prob": 55.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.438151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891823, + "hold30_r": 3.015339 + }, + { + "symbol": "BR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.2287, + "strategy_rank": 64.612439, + "rr": 1.207976, + "primary_prob": 48.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.811964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.118355, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470852, + "strategy_rank": 72.255771, + "rr": 1.2492, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.8738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.183065, + "hold30_r": 1.209213 + }, + { + "symbol": "CBOE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.609865, + "strategy_rank": 68.144355, + "rr": 1.318129, + "primary_prob": 30.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.977194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244008, + "hold30_r": 4.227642 + }, + { + "symbol": "CCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.067265, + "strategy_rank": 94.432991, + "rr": 1.617042, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.425564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034603, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.825112, + "strategy_rank": 79.27288, + "rr": 1.554646, + "primary_prob": 26.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.331969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.496094, + "hold30_r": 4.901155 + }, + { + "symbol": "CME", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 59.704156, + "rr": 1.320668, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.981002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.254545, + "hold30_r": 3.507624 + }, + { + "symbol": "CMG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.618834, + "strategy_rank": 79.756674, + "rr": 0.677242, + "primary_prob": 50.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.015862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.576803, + "hold30_r": 8.898639 + }, + { + "symbol": "COIN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.596789, + "rr": 1.456975, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.185462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019312, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.264574, + "strategy_rank": 74.71943, + "rr": 1.879389, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.819084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.802172, + "hold30_r": 1.739343 + }, + { + "symbol": "CRM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.515695, + "strategy_rank": 83.773738, + "rr": 1.145464, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.718197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076589, + "hold30_r": 4.25759 + }, + { + "symbol": "CRWD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.430493, + "strategy_rank": 96.149667, + "rr": 1.73918, + "primary_prob": 38.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.60877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690482, + "hold30_r": 3.303271 + }, + { + "symbol": "CVNA", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.887892, + "strategy_rank": 99.887968, + "rr": 3.814605, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 5.721908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016567, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.860987, + "strategy_rank": 95.285912, + "rr": 1.891477, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.837216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.845493, + "hold30_r": 4.096386 + }, + { + "symbol": "DDOG", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.852018, + "strategy_rank": 96.626614, + "rr": 2.542788, + "primary_prob": 28.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.814182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.494589, + "hold30_r": 1.976811 + }, + { + "symbol": "DVA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.219731, + "strategy_rank": 88.369248, + "rr": 1.471518, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.207276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06527, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.246637, + "strategy_rank": 77.736404, + "rr": 1.876294, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.814441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.795734, + "hold30_r": 8.457669 + }, + { + "symbol": "EXPE", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.349776, + "strategy_rank": 91.001219, + "rr": 2.531161, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.796742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054291, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.726457, + "strategy_rank": 61.168252, + "rr": 1.19708, + "primary_prob": 33.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.79562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095637, + "hold30_r": 7.721006 + }, + { + "symbol": "FDX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 80.239715, + "rr": 1.597091, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.395637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062652, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.058296, + "strategy_rank": 90.706579, + "rr": 1.317189, + "primary_prob": 31.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.975783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259423, + "hold30_r": 7.10091 + }, + { + "symbol": "GDDY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 82.575767, + "rr": 1.204675, + "primary_prob": 33.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.807013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126985, + "hold30_r": 3.553204 + }, + { + "symbol": "GOOG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.573991, + "strategy_rank": 81.460183, + "rr": 1.928492, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.892738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858212, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022422, + "strategy_rank": 81.841198, + "rr": 1.323176, + "primary_prob": 45.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.984764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.255163, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.201794, + "strategy_rank": 76.688235, + "rr": 0.891446, + "primary_prob": 57.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.337169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818981, + "hold30_r": 4.087002 + }, + { + "symbol": "INTC", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 87.754386, + "rr": 1.912968, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.869452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046388, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.632287, + "strategy_rank": 71.831192, + "rr": 1.550991, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.326487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480794, + "hold30_r": 3.058774 + }, + { + "symbol": "IT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 78.240061, + "rr": 1.199357, + "primary_prob": 33.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.799035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.12441, + "hold30_r": 1.413258 + }, + { + "symbol": "JBL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.29148, + "strategy_rank": 94.791284, + "rr": 1.99049, + "primary_prob": 34.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.985735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047781, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7713, + "strategy_rank": 82.551991, + "rr": 1.226067, + "primary_prob": 48.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.8391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.162955, + "hold30_r": 5.570739 + }, + { + "symbol": "LEN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.538117, + "strategy_rank": 81.420306, + "rr": 1.16893, + "primary_prob": 49.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.753395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106103, + "hold30_r": 1.144929 + }, + { + "symbol": "LRCX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919283, + "strategy_rank": 88.777726, + "rr": 1.305245, + "primary_prob": 46.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.251838, + "hold30_r": 6.832144 + }, + { + "symbol": "LULU", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.753363, + "strategy_rank": 80.40118, + "rr": 1.626046, + "primary_prob": 24.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.439069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065657, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.206278, + "strategy_rank": 89.48265, + "rr": 1.801697, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.702545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.735627, + "hold30_r": 11.894859 + }, + { + "symbol": "MPWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.986547, + "strategy_rank": 87.808033, + "rr": 1.62793, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.441894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58471, + "hold30_r": 5.370092 + }, + { + "symbol": "MSTR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.215247, + "strategy_rank": 99.047988, + "rr": 1.815724, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.723586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019885, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.950673, + "strategy_rank": 86.258088, + "rr": 1.769089, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.653633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.149831, + "hold30_r": -1.118477 + }, + { + "symbol": "NFLX", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.32287, + "strategy_rank": 87.405875, + "rr": 2.738954, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.108431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.678868, + "hold30_r": 6.630523 + }, + { + "symbol": "NTAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.995516, + "strategy_rank": 78.648539, + "rr": 1.767613, + "primary_prob": 22.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.651419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690978, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.156951, + "strategy_rank": 81.781006, + "rr": 1.677394, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.516091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.614764, + "hold30_r": 2.230079 + }, + { + "symbol": "PANW", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 95.980829, + "rr": 1.09894, + "primary_prob": 51.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.64841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.046605, + "hold30_r": -2.19673 + }, + { + "symbol": "PCAR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 68.024423, + "rr": 1.072211, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.608317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.989939, + "hold30_r": 6.811132 + }, + { + "symbol": "PLTR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 98.78984, + "rr": 1.744367, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.61655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.7119, + "hold30_r": 7.131184 + }, + { + "symbol": "PNR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.286996, + "strategy_rank": 72.668011, + "rr": 1.836405, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.754608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.767071, + "hold30_r": 2.942205 + }, + { + "symbol": "PTC", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.502242, + "strategy_rank": 63.964321, + "rr": 1.496753, + "primary_prob": 27.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.245129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.421156, + "hold30_r": 2.651874 + }, + { + "symbol": "PWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.977578, + "strategy_rank": 81.665513, + "rr": 1.76669, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.650035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061634, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.421525, + "strategy_rank": 93.73198, + "rr": 1.00232, + "primary_prob": 54.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.50348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951797, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.38565, + "strategy_rank": 80.839754, + "rr": 1.661675, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.492512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609645, + "hold30_r": 4.096623 + }, + { + "symbol": "STX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.762332, + "strategy_rank": 84.966518, + "rr": 1.58025, + "primary_prob": 25.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.370375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.520181, + "hold30_r": 2.965546 + }, + { + "symbol": "TAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 65.622084, + "rr": 1.242195, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.863293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091722, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.197309, + "strategy_rank": 96.729392, + "rr": 1.251059, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.876588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248799, + "hold30_r": -1.210568 + }, + { + "symbol": "TTD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 92.716315, + "rr": 1.902397, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.853596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041887, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 73.470972, + "rr": 1.775356, + "primary_prob": 22.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.663035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.700008, + "hold30_r": -1.024549 + }, + { + "symbol": "UBER", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.982063, + "strategy_rank": 92.245162, + "rr": 0.903145, + "primary_prob": 42.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.354718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.852227, + "hold30_r": 7.48575 + }, + { + "symbol": "WDAY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.834081, + "strategy_rank": 88.93889, + "rr": 1.139959, + "primary_prob": 35.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.709939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.07448, + "hold30_r": 3.65596 + }, + { + "symbol": "WSM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.600897, + "strategy_rank": 92.001836, + "rr": 1.347001, + "primary_prob": 30.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.020501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289942, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.040359, + "strategy_rank": 83.085969, + "rr": 0.970169, + "primary_prob": 40.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.455254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91182, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 80.261364, + "rr": 1.30167, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.952505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240997, + "hold30_r": 16.013458 + }, + { + "symbol": "AAPL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.954545, + "strategy_rank": 66.784091, + "rr": 1.614462, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.421693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535905, + "hold30_r": -0.414973 + }, + { + "symbol": "ABNB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.090909, + "strategy_rank": 84.5, + "rr": 1.688447, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.532671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.637802, + "hold30_r": 4.219196 + }, + { + "symbol": "ADBE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 84.647727, + "rr": 1.64754, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.471311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.580038, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.659091, + "strategy_rank": 75.318182, + "rr": 1.807725, + "primary_prob": 22.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.711587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730949, + "hold30_r": 3.540027 + }, + { + "symbol": "AKAM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.409091, + "strategy_rank": 61.454545, + "rr": 0.79998, + "primary_prob": 45.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.19997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681904, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 82.579545, + "rr": 1.156768, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.735152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102133, + "hold30_r": 8.594049 + }, + { + "symbol": "AMZN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.818182, + "strategy_rank": 83.511364, + "rr": 1.627798, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.441697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561542, + "hold30_r": 5.470029 + }, + { + "symbol": "APP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431818, + "strategy_rank": 98.988636, + "rr": 1.281167, + "primary_prob": 46.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.92175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.242355, + "hold30_r": 8.736835 + }, + { + "symbol": "ARES", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 77.409091, + "rr": 0.889613, + "primary_prob": 42.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.334419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832499, + "hold30_r": 4.181477 + }, + { + "symbol": "AVGO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.590909, + "strategy_rank": 91.579545, + "rr": 0.790882, + "primary_prob": 46.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.186323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732068, + "hold30_r": 5.243595 + }, + { + "symbol": "AXON", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.636364, + "strategy_rank": 87.409091, + "rr": 0.80476, + "primary_prob": 45.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.207139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734333, + "hold30_r": 7.992634 + }, + { + "symbol": "BR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 63.034091, + "rr": 0.790359, + "primary_prob": 61.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.185539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697601, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.704545, + "strategy_rank": 81.090909, + "rr": 1.61573, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.423595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564856, + "hold30_r": 2.357111 + }, + { + "symbol": "CCL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.204545, + "strategy_rank": 93.761364, + "rr": 1.047078, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.570617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03451, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.25, + "strategy_rank": 58.886364, + "rr": 1.158043, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.737064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08586, + "hold30_r": 3.090437 + }, + { + "symbol": "COIN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 99.125, + "rr": 1.516372, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.274559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016778, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.295455, + "strategy_rank": 74.886364, + "rr": 1.569005, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.353508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487193, + "hold30_r": 4.62606 + }, + { + "symbol": "CRM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227273, + "strategy_rank": 83.875, + "rr": 0.977803, + "primary_prob": 54.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.466705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.910296, + "hold30_r": 4.648213 + }, + { + "symbol": "CRWD", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.522727, + "strategy_rank": 96.238636, + "rr": 1.414579, + "primary_prob": 43.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.121868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368748, + "hold30_r": 3.971434 + }, + { + "symbol": "CVNA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886364, + "strategy_rank": 99.886364, + "rr": 1.545257, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.317886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528956, + "hold30_r": 6.515086 + }, + { + "symbol": "DASH", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.818182, + "strategy_rank": 95.318182, + "rr": 1.957907, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.93686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.911262, + "hold30_r": 4.914261 + }, + { + "symbol": "DDOG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 95.988636, + "rr": 1.51281, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.269215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46476, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.681818, + "strategy_rank": 90.886364, + "rr": 1.449275, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.173913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.390146, + "hold30_r": 6.305619 + }, + { + "symbol": "EME", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.227273, + "strategy_rank": 78.431818, + "rr": 0.980765, + "primary_prob": 39.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.471148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898295, + "hold30_r": 17.799746 + }, + { + "symbol": "ETN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.727273, + "strategy_rank": 76.511364, + "rr": 0.683293, + "primary_prob": 50.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.02494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.601535, + "hold30_r": 8.914618 + }, + { + "symbol": "EXPE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.568182, + "strategy_rank": 84.863636, + "rr": 1.159376, + "primary_prob": 34.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.739064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103732, + "hold30_r": -3.152387 + }, + { + "symbol": "FDX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.363636, + "strategy_rank": 81.784091, + "rr": 1.144199, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.716298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078171, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.772727, + "strategy_rank": 91.465909, + "rr": 0.805295, + "primary_prob": 45.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.207942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.746786, + "hold30_r": 14.926408 + }, + { + "symbol": "GE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.068182, + "strategy_rank": 78.920455, + "rr": 0.671165, + "primary_prob": 51.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.006748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.591887, + "hold30_r": 9.375635 + }, + { + "symbol": "GOOG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.159091, + "strategy_rank": 75.75, + "rr": 1.812897, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.719345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74376, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.954545, + "strategy_rank": 76.102273, + "rr": 1.983868, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.975802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.916844, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.181818, + "strategy_rank": 79.011364, + "rr": 1.517234, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.275851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.448475, + "hold30_r": 6.312099 + }, + { + "symbol": "INTC", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659091, + "strategy_rank": 89.215909, + "rr": 1.336995, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.005492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290147, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.590909, + "strategy_rank": 73.738636, + "rr": 1.881004, + "primary_prob": 21.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.821506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.810667, + "hold30_r": 3.696636 + }, + { + "symbol": "IT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.181818, + "strategy_rank": 78.306818, + "rr": 0.781953, + "primary_prob": 61.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.17293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.702955, + "hold30_r": -1.847264 + }, + { + "symbol": "JBL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.909091, + "strategy_rank": 95.261364, + "rr": 1.575884, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.363825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529729, + "hold30_r": 4.288455 + }, + { + "symbol": "KKR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.431818, + "strategy_rank": 79.590909, + "rr": 1.340148, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.010222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.275426, + "hold30_r": 6.79898 + }, + { + "symbol": "LEN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272727, + "strategy_rank": 86.306818, + "rr": 0.834604, + "primary_prob": 44.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.251906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773297, + "hold30_r": 1.82567 + }, + { + "symbol": "LII", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 86.045455, + "rr": 0.799507, + "primary_prob": 45.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.19926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739322, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 89.329545, + "rr": 1.305909, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.958864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.251068, + "hold30_r": 6.752253 + }, + { + "symbol": "LULU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.590909, + "strategy_rank": 85.556818, + "rr": 1.934596, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.901894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064441, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.068182, + "strategy_rank": 89.545455, + "rr": 0.704468, + "primary_prob": 64.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.056702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643793, + "hold30_r": 10.027589 + }, + { + "symbol": "MPC", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.227273, + "strategy_rank": 72.556818, + "rr": 1.171943, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.757915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124485, + "hold30_r": 2.689834 + }, + { + "symbol": "MPWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.977273, + "strategy_rank": 89.897727, + "rr": 1.942493, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.913739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.900552, + "hold30_r": 4.869384 + }, + { + "symbol": "MSTR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.863636, + "strategy_rank": 98.761364, + "rr": 1.807759, + "primary_prob": 22.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.711639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016728, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.045455, + "strategy_rank": 84.352273, + "rr": 1.236832, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.855248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.184219, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.886364, + "strategy_rank": 86.215909, + "rr": 1.04259, + "primary_prob": 37.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.563885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.989423, + "hold30_r": 6.785665 + }, + { + "symbol": "NTAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.136364, + "strategy_rank": 77.920455, + "rr": 1.211153, + "primary_prob": 33.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.81673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13375, + "hold30_r": 1.67165 + }, + { + "symbol": "PCAR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 66.443182, + "rr": 1.456859, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.185289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.371502, + "hold30_r": 7.625658 + }, + { + "symbol": "PLTR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.295455, + "strategy_rank": 98.5, + "rr": 1.849903, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.774854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815472, + "hold30_r": 9.127672 + }, + { + "symbol": "PNR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.5, + "strategy_rank": 73.295455, + "rr": 1.594103, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.391155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524628, + "hold30_r": 3.937654 + }, + { + "symbol": "PSX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 72.715909, + "rr": 1.874175, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.811262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813454, + "hold30_r": 3.370494 + }, + { + "symbol": "PWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.409091, + "strategy_rank": 84.011364, + "rr": 1.517597, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.276396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068244, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 93.022727, + "rr": 1.243439, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.865159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193143, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.590909, + "rr": 1.156081, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.734122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132852, + "hold30_r": 19.99927 + }, + { + "symbol": "SNPS", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.545455, + "strategy_rank": 82.306818, + "rr": 1.274622, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.911933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.224934, + "hold30_r": 3.221751 + }, + { + "symbol": "STX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454545, + "strategy_rank": 88.613636, + "rr": 1.493007, + "primary_prob": 27.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.239511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.437774, + "hold30_r": 3.221316 + }, + { + "symbol": "TAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.863636, + "strategy_rank": 65.590909, + "rr": 0.929275, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.393912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09474, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.159091, + "strategy_rank": 96.681818, + "rr": 1.537391, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.306086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.109534, + "hold30_r": -2.07493 + }, + { + "symbol": "TTD", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022727, + "strategy_rank": 92.25, + "rr": 1.83177, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.747654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.794925, + "hold30_r": 5.978036 + }, + { + "symbol": "TTWO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.045455, + "strategy_rank": 76.329545, + "rr": 1.5101, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.26515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.433737, + "hold30_r": -1.307003 + }, + { + "symbol": "URI", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.909091, + "strategy_rank": 81.829545, + "rr": 1.200488, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.800732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15026, + "hold30_r": 6.523599 + }, + { + "symbol": "VRSK", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.727273, + "strategy_rank": 59.613636, + "rr": 1.823363, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.735045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739241, + "hold30_r": 0.92948 + }, + { + "symbol": "WDAY", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 88.909091, + "rr": 1.601771, + "primary_prob": 40.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.402657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532756, + "hold30_r": 1.636338 + }, + { + "symbol": "WDC", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.477273, + "strategy_rank": 83.011364, + "rr": 2.12222, + "primary_prob": 32.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.183331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.065606, + "hold30_r": 3.86842 + }, + { + "symbol": "WSM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.977273, + "strategy_rank": 92.920455, + "rr": 1.444693, + "primary_prob": 28.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.167039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057374, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.886364, + "strategy_rank": 82.420455, + "rr": 1.786044, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.679067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729498, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.057043, + "strategy_rank": 82.688362, + "rr": 1.666472, + "primary_prob": 39.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.499708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604888, + "hold30_r": 15.900689 + }, + { + "symbol": "AAPL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.934808, + "strategy_rank": 65.095829, + "rr": 0.678202, + "primary_prob": 65.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.017303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081585, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.734575, + "strategy_rank": 84.771694, + "rr": 0.925466, + "primary_prob": 41.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.388199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865495, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.194412, + "strategy_rank": 76.820061, + "rr": 1.132534, + "primary_prob": 50.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.698801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088039, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919674, + "strategy_rank": 85.90858, + "rr": 1.751971, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.627956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680171, + "hold30_r": 4.565583 + }, + { + "symbol": "AOS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.098952, + "strategy_rank": 69.778326, + "rr": 1.693704, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.540557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080146, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.534342, + "strategy_rank": 99.046862, + "rr": 2.312184, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.468275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033738, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.522701, + "strategy_rank": 87.962058, + "rr": 0.950367, + "primary_prob": 40.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.42555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.884029, + "hold30_r": 8.434825 + }, + { + "symbol": "BKNG", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.104773, + "strategy_rank": 79.519334, + "rr": 1.219295, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.828943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149214, + "hold30_r": -0.190397 + }, + { + "symbol": "BLDR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.020955, + "strategy_rank": 97.11641, + "rr": 1.162835, + "primary_prob": 34.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.744252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123819, + "hold30_r": 4.579594 + }, + { + "symbol": "BSX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.908033, + "strategy_rank": 64.963149, + "rr": 0.683721, + "primary_prob": 65.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.025581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.590398, + "hold30_r": 6.151929 + }, + { + "symbol": "BX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.188591, + "strategy_rank": 81.329923, + "rr": 1.717751, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.576626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663814, + "hold30_r": 0.93226 + }, + { + "symbol": "CAH", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.75553, + "strategy_rank": 71.365456, + "rr": 1.008895, + "primary_prob": 38.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.513342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936656, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.955763, + "strategy_rank": 70.330706, + "rr": 0.947704, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.421557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084587, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.295693, + "strategy_rank": 93.811863, + "rr": 1.763078, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.644617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031446, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.56461, + "strategy_rank": 62.020663, + "rr": 1.863267, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.7949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.785052, + "hold30_r": 1.772826 + }, + { + "symbol": "COIN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.068685, + "strategy_rank": 99.069334, + "rr": 1.31665, + "primary_prob": 31.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.974975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300552, + "hold30_r": 8.045028 + }, + { + "symbol": "CPRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.152503, + "strategy_rank": 73.388634, + "rr": 1.861309, + "primary_prob": 21.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.791964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.780114, + "hold30_r": 5.474194 + }, + { + "symbol": "CRM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.80908, + "strategy_rank": 83.860781, + "rr": 1.442904, + "primary_prob": 43.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.164356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.374575, + "hold30_r": 3.151394 + }, + { + "symbol": "CVNA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883586, + "strategy_rank": 99.81398, + "rr": 1.503583, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.255375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.488137, + "hold30_r": 6.876148 + }, + { + "symbol": "DASH", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.597206, + "strategy_rank": 93.009333, + "rr": 1.034684, + "primary_prob": 53.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.552026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984391, + "hold30_r": 6.122281 + }, + { + "symbol": "DDOG", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.877765, + "strategy_rank": 95.926631, + "rr": 1.83463, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.751946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.795127, + "hold30_r": 0.049951 + }, + { + "symbol": "DHI", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.830035, + "strategy_rank": 89.687993, + "rr": 1.860386, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.790578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.814606, + "hold30_r": 2.64562 + }, + { + "symbol": "DVA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.009313, + "strategy_rank": 88.923592, + "rr": 1.490133, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.2352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431615, + "hold30_r": 8.29657 + }, + { + "symbol": "ECL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.093132, + "strategy_rank": 58.33, + "rr": 1.909728, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.864592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.806083, + "hold30_r": 7.366701 + }, + { + "symbol": "EME", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.782305, + "strategy_rank": 80.975488, + "rr": 0.672347, + "primary_prob": 51.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.008521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.605482, + "hold30_r": 16.059481 + }, + { + "symbol": "FDX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.32596, + "strategy_rank": 73.858834, + "rr": 1.455329, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.182994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071786, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158324, + "strategy_rank": 92.293405, + "rr": 0.995231, + "primary_prob": 39.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.492846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942181, + "hold30_r": 15.05163 + }, + { + "symbol": "HUBB", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.200233, + "strategy_rank": 81.195215, + "rr": 0.800724, + "primary_prob": 45.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.201086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732061, + "hold30_r": 6.779235 + }, + { + "symbol": "INTC", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.131548, + "strategy_rank": 91.429018, + "rr": 2.142023, + "primary_prob": 32.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.213034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.339724, + "hold30_r": -2.293857 + }, + { + "symbol": "INTU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.543655, + "strategy_rank": 74.590663, + "rr": 1.953639, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.930458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.879421, + "hold30_r": 0.767631 + }, + { + "symbol": "IRM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.257276, + "strategy_rank": 65.765111, + "rr": 0.744007, + "primary_prob": 48.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.11601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676438, + "hold30_r": 7.06345 + }, + { + "symbol": "JBL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.110594, + "strategy_rank": 94.521666, + "rr": 1.227971, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.841957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.176186, + "hold30_r": 6.393181 + }, + { + "symbol": "LEN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454016, + "strategy_rank": 85.443247, + "rr": 1.517372, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.276058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.465883, + "hold30_r": 3.423898 + }, + { + "symbol": "LII", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.507567, + "strategy_rank": 87.69467, + "rr": 1.135611, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.703416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082642, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.558789, + "strategy_rank": 57.680351, + "rr": 1.478994, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.218491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.375441, + "hold30_r": 8.259142 + }, + { + "symbol": "LULU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.062864, + "strategy_rank": 87.446792, + "rr": 1.561764, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.342646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0684, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.379511, + "strategy_rank": 74.716529, + "rr": 0.855246, + "primary_prob": 43.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.282869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.774541, + "hold30_r": 9.562731 + }, + { + "symbol": "MSTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.835856, + "strategy_rank": 98.76698, + "rr": 0.775597, + "primary_prob": 46.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.163396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758952, + "hold30_r": 15.666953 + }, + { + "symbol": "MU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.51688, + "strategy_rank": 83.029412, + "rr": 1.998068, + "primary_prob": 34.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.997102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053181, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.331781, + "strategy_rank": 86.666045, + "rr": 2.566689, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.850034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.521499, + "hold30_r": 2.637308 + }, + { + "symbol": "NTAP", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.167637, + "strategy_rank": 76.443478, + "rr": 1.549648, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.324471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083613, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.845169, + "strategy_rank": 78.143535, + "rr": 1.947179, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.920768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.890372, + "hold30_r": 3.416604 + }, + { + "symbol": "PHM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555297, + "strategy_rank": 92.22599, + "rr": 1.27256, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.90884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220914, + "hold30_r": 2.886047 + }, + { + "symbol": "PLTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.253783, + "strategy_rank": 98.568589, + "rr": 1.317351, + "primary_prob": 31.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.976026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.285855, + "hold30_r": 9.128943 + }, + { + "symbol": "PNR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.236321, + "strategy_rank": 74.223613, + "rr": 1.134308, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.701462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067104, + "hold30_r": 5.166964 + }, + { + "symbol": "PWR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.776484, + "strategy_rank": 84.056779, + "rr": 1.282904, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.924355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.228068, + "hold30_r": 7.240333 + }, + { + "symbol": "SNPS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.364377, + "strategy_rank": 84.100709, + "rr": 1.095109, + "primary_prob": 51.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.642663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048397, + "hold30_r": 1.853472 + }, + { + "symbol": "STX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.42142, + "strategy_rank": 83.060848, + "rr": 1.756581, + "primary_prob": 37.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.634872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055104, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.701979, + "strategy_rank": 65.107065, + "rr": 1.410711, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.116067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.323145, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644936, + "strategy_rank": 94.335079, + "rr": 0.916173, + "primary_prob": 41.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.37426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.511833, + "hold30_r": -1.477949 + }, + { + "symbol": "TTD", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.967404, + "strategy_rank": 92.809239, + "rr": 1.343859, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.015788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.306551, + "hold30_r": 3.262092 + }, + { + "symbol": "TTWO", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.591385, + "strategy_rank": 73.825816, + "rr": 1.457632, + "primary_prob": 43.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.186447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.703808, + "hold30_r": -2.624709 + }, + { + "symbol": "VRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.301513, + "strategy_rank": 98.953568, + "rr": 0.689272, + "primary_prob": 65.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.033908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651063, + "hold30_r": 6.969763 + }, + { + "symbol": "VRTX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.797439, + "strategy_rank": 79.3265, + "rr": 0.81096, + "primary_prob": 60.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.216439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.738523, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.549476, + "strategy_rank": 87.537247, + "rr": 0.98062, + "primary_prob": 54.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.47093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073991, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.576251, + "strategy_rank": 93.90686, + "rr": 1.72946, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.59419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057221, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.030268, + "strategy_rank": 79.942442, + "rr": 1.114569, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.671854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051099, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.133183, + "strategy_rank": 82.141877, + "rr": 0.812938, + "primary_prob": 60.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.219406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751654, + "hold30_r": 11.55988 + }, + { + "symbol": "ADBE", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.647856, + "strategy_rank": 84.52512, + "rr": 2.36141, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.542116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058471, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.697517, + "strategy_rank": 77.469343, + "rr": 1.625694, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.438541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090963, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.794582, + "strategy_rank": 84.337289, + "rr": 1.658218, + "primary_prob": 24.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.487327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.610475, + "hold30_r": 5.295848 + }, + { + "symbol": "AMD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.839729, + "strategy_rank": 96.199973, + "rr": 0.69662, + "primary_prob": 65.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.04493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.665276, + "hold30_r": 1.810289 + }, + { + "symbol": "AMZN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.826185, + "strategy_rank": 84.23914, + "rr": 0.865678, + "primary_prob": 43.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.298516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797899, + "hold30_r": 5.142314 + }, + { + "symbol": "ANET", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.17833, + "strategy_rank": 94.038344, + "rr": 0.996019, + "primary_prob": 54.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.494029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941823, + "hold30_r": 2.65661 + }, + { + "symbol": "AOS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.778781, + "strategy_rank": 70.957309, + "rr": 1.678785, + "primary_prob": 24.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.518178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.615343, + "hold30_r": 3.682586 + }, + { + "symbol": "APP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.548533, + "strategy_rank": 99.143432, + "rr": 0.9869, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.480351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.957579, + "hold30_r": 7.863266 + }, + { + "symbol": "AVGO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.275395, + "strategy_rank": 92.291425, + "rr": 1.783575, + "primary_prob": 22.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.675362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732717, + "hold30_r": 1.773554 + }, + { + "symbol": "AXON", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.06772, + "strategy_rank": 88.351458, + "rr": 1.305521, + "primary_prob": 31.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.958281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.236181, + "hold30_r": 7.986024 + }, + { + "symbol": "BKNG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.970655, + "strategy_rank": 80.064593, + "rr": 1.170836, + "primary_prob": 34.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.756254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.096791, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.616253, + "strategy_rank": 66.920566, + "rr": 0.968628, + "primary_prob": 40.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.452941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097249, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.146727, + "strategy_rank": 69.879736, + "rr": 0.894296, + "primary_prob": 42.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.341444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079208, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.889391, + "strategy_rank": 92.961763, + "rr": 1.242823, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.864235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031626, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.406321, + "strategy_rank": 80.074965, + "rr": 0.915569, + "primary_prob": 56.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.373354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.856337, + "hold30_r": 1.825471 + }, + { + "symbol": "CHD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828442, + "strategy_rank": 63.158288, + "rr": 1.305231, + "primary_prob": 46.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.957846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212007, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.151242, + "strategy_rank": 58.461274, + "rr": 1.595777, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.393666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.515292, + "hold30_r": 2.652981 + }, + { + "symbol": "COIN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.209932, + "strategy_rank": 99.24425, + "rr": 0.927857, + "primary_prob": 41.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.391786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909541, + "hold30_r": 7.534325 + }, + { + "symbol": "CPAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.731377, + "strategy_rank": 72.472775, + "rr": 0.696678, + "primary_prob": 50.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.045018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617934, + "hold30_r": -2.638583 + }, + { + "symbol": "CPRT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.196388, + "strategy_rank": 74.276661, + "rr": 1.22604, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.83906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149622, + "hold30_r": 6.665076 + }, + { + "symbol": "CRM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.679458, + "strategy_rank": 83.143188, + "rr": 0.934605, + "primary_prob": 56.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.401907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.864398, + "hold30_r": 2.776165 + }, + { + "symbol": "CRWD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.758465, + "strategy_rank": 96.293088, + "rr": 0.741888, + "primary_prob": 63.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.112831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.696994, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887133, + "strategy_rank": 99.819642, + "rr": 1.410541, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.115811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.393557, + "hold30_r": 6.634127 + }, + { + "symbol": "DASH", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.469526, + "strategy_rank": 93.73002, + "rr": 1.670165, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.505248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622665, + "hold30_r": 6.461759 + }, + { + "symbol": "DDOG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.69526, + "strategy_rank": 95.813709, + "rr": 1.505452, + "primary_prob": 42.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.258178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46612, + "hold30_r": -0.282888 + }, + { + "symbol": "DELL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.85553, + "strategy_rank": 96.235358, + "rr": 0.670786, + "primary_prob": 66.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.006178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.620949, + "hold30_r": 7.086377 + }, + { + "symbol": "DHI", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.130926, + "strategy_rank": 89.607864, + "rr": 1.401432, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.102148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.348827, + "hold30_r": 1.363812 + }, + { + "symbol": "DVA", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.148984, + "strategy_rank": 89.204289, + "rr": 2.499106, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.74866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.437252, + "hold30_r": 7.96054 + }, + { + "symbol": "ECL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.474041, + "strategy_rank": 58.392639, + "rr": 1.48222, + "primary_prob": 27.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.223329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.378138, + "hold30_r": 6.986177 + }, + { + "symbol": "FAST", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.376975, + "strategy_rank": 65.477396, + "rr": 0.709811, + "primary_prob": 64.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.064716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629149, + "hold30_r": 4.160757 + }, + { + "symbol": "FDX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.214447, + "strategy_rank": 77.150113, + "rr": 1.465158, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.197737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397381, + "hold30_r": 1.999986 + }, + { + "symbol": "FICO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.501129, + "strategy_rank": 88.057547, + "rr": 1.843839, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.765758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.791299, + "hold30_r": 0.069464 + }, + { + "symbol": "GDDY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.602709, + "strategy_rank": 77.898923, + "rr": 0.751527, + "primary_prob": 47.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.12729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669837, + "hold30_r": 4.01325 + }, + { + "symbol": "GOOG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.972912, + "strategy_rank": 77.970228, + "rr": 1.631658, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.447486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.57395, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.76298, + "strategy_rank": 78.354356, + "rr": 1.678259, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.517388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622257, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.823928, + "strategy_rank": 94.103776, + "rr": 1.596877, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.395315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034859, + "hold30_r": -0.133511 + }, + { + "symbol": "INTU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.117381, + "strategy_rank": 73.863248, + "rr": 1.106271, + "primary_prob": 36.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.659407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034519, + "hold30_r": 1.063225 + }, + { + "symbol": "IT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.392777, + "strategy_rank": 76.492511, + "rr": 0.694159, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.041239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.61215, + "hold30_r": -2.179136 + }, + { + "symbol": "JBL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37246, + "strategy_rank": 94.902614, + "rr": 0.986882, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.480322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932141, + "hold30_r": 4.843202 + }, + { + "symbol": "KLAC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.424379, + "strategy_rank": 81.765984, + "rr": 1.348694, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.023041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301783, + "hold30_r": 3.881617 + }, + { + "symbol": "LEN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.632054, + "strategy_rank": 85.705951, + "rr": 0.716337, + "primary_prob": 64.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.074506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660184, + "hold30_r": 0.563971 + }, + { + "symbol": "LII", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.049661, + "strategy_rank": 86.863141, + "rr": 1.184068, + "primary_prob": 34.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.776101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140142, + "hold30_r": 2.114928 + }, + { + "symbol": "LRCX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340858, + "strategy_rank": 88.784546, + "rr": 1.774144, + "primary_prob": 37.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.661216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.725252, + "hold30_r": 2.977248 + }, + { + "symbol": "LULU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.920993, + "strategy_rank": 88.370371, + "rr": 1.79166, + "primary_prob": 22.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.68749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.0552, + "hold30_r": 0.984622 + }, + { + "symbol": "MPWR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.923251, + "strategy_rank": 88.91114, + "rr": 1.217866, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.826799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177779, + "hold30_r": 3.002248 + }, + { + "symbol": "MSFT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325056, + "strategy_rank": 70.032945, + "rr": 1.27761, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.916415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197572, + "hold30_r": 2.78214 + }, + { + "symbol": "MSTR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.984199, + "strategy_rank": 98.951101, + "rr": 1.337125, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.005687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31733, + "hold30_r": 23.217512 + }, + { + "symbol": "MU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.634312, + "strategy_rank": 81.719694, + "rr": 1.899396, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.849094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050523, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.198646, + "strategy_rank": 85.763376, + "rr": 1.779487, + "primary_prob": 37.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.66923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732466, + "hold30_r": 2.03801 + }, + { + "symbol": "NRG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.905192, + "strategy_rank": 75.970121, + "rr": 0.682574, + "primary_prob": 65.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.023861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.612554, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.069977, + "strategy_rank": 75.953038, + "rr": 1.375412, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.063117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290965, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.343115, + "strategy_rank": 78.075316, + "rr": 1.046945, + "primary_prob": 52.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988214, + "hold30_r": 2.009827 + }, + { + "symbol": "PH", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374718, + "strategy_rank": 78.382573, + "rr": 0.719254, + "primary_prob": 49.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.078881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63992, + "hold30_r": 6.127216 + }, + { + "symbol": "PHM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.629797, + "strategy_rank": 91.989506, + "rr": 1.018029, + "primary_prob": 53.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.527043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049543, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.306998, + "strategy_rank": 98.409493, + "rr": 0.865926, + "primary_prob": 43.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.298889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.834571, + "hold30_r": 8.126279 + }, + { + "symbol": "PNR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295711, + "strategy_rank": 74.624565, + "rr": 1.707056, + "primary_prob": 38.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.560583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.645997, + "hold30_r": 3.104268 + }, + { + "symbol": "PWR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.841986, + "strategy_rank": 85.490742, + "rr": 1.240956, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.861434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182745, + "hold30_r": 7.24592 + }, + { + "symbol": "ROP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.248307, + "strategy_rank": 56.545437, + "rr": 1.551791, + "primary_prob": 26.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.327686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.470604, + "hold30_r": 0.761983 + }, + { + "symbol": "SNPS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390519, + "strategy_rank": 81.965255, + "rr": 1.540794, + "primary_prob": 41.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.311191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490147, + "hold30_r": 1.23259 + }, + { + "symbol": "TSLA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.699774, + "strategy_rank": 85.206058, + "rr": 1.215216, + "primary_prob": 33.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.822823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.18702, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054176, + "strategy_rank": 85.917653, + "rr": 1.628791, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.443187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593054, + "hold30_r": 2.376196 + }, + { + "symbol": "TTWO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.471783, + "strategy_rank": 73.628897, + "rr": 1.753065, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.629598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.566067, + "hold30_r": -2.484441 + }, + { + "symbol": "VRSK", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.051919, + "strategy_rank": 64.262019, + "rr": 1.0136, + "primary_prob": 38.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.5204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922923, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.55079, + "strategy_rank": 87.555823, + "rr": 1.499117, + "primary_prob": 42.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.248675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.42795, + "hold30_r": -1.475559 + }, + { + "symbol": "WSM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.115124, + "strategy_rank": 92.275182, + "rr": 1.891033, + "primary_prob": 20.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.836549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.841282, + "hold30_r": 11.863971 + }, + { + "symbol": "WST", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.440181, + "strategy_rank": 77.544613, + "rr": 2.396704, + "primary_prob": 30.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.595056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.333523, + "hold30_r": -2.961476 + }, + { + "symbol": "ACGL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.470588, + "strategy_rank": 73.178708, + "rr": 1.043081, + "primary_prob": 52.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.564622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081136, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.294118, + "strategy_rank": 84.152361, + "rr": 2.332033, + "primary_prob": 30.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.498049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05542, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.823529, + "strategy_rank": 76.093372, + "rr": 1.557937, + "primary_prob": 41.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.336906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072212, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.117647, + "strategy_rank": 95.592212, + "rr": 0.995067, + "primary_prob": 54.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.4926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963336, + "hold30_r": 0.718373 + }, + { + "symbol": "AMGN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.588235, + "strategy_rank": 72.927258, + "rr": 1.593318, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.389978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470588, + "strategy_rank": 84.808285, + "rr": 1.815652, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.723477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754209, + "hold30_r": 1.37275 + }, + { + "symbol": "APP", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.411765, + "strategy_rank": 99.1657, + "rr": 2.280966, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.421449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.249453, + "hold30_r": 8.002115 + }, + { + "symbol": "BR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.764706, + "strategy_rank": 64.208534, + "rr": 1.877786, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.816679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074322, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.588235, + "strategy_rank": 74.776553, + "rr": 1.120643, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.680965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057888, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.411765, + "strategy_rank": 75.757249, + "rr": 1.723428, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.585142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652068, + "hold30_r": 5.563335 + }, + { + "symbol": "CCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.647059, + "strategy_rank": 88.051533, + "rr": 1.003902, + "primary_prob": 39.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.505853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030293, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705882, + "strategy_rank": 62.444822, + "rr": 0.738792, + "primary_prob": 63.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.108189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078516, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.117647, + "strategy_rank": 57.244325, + "rr": 1.715651, + "primary_prob": 38.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.573477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633122, + "hold30_r": 2.134924 + }, + { + "symbol": "COIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.705882, + "strategy_rank": 98.742005, + "rr": 1.418627, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.127941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400512, + "hold30_r": 10.382952 + }, + { + "symbol": "CRM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.764706, + "strategy_rank": 82.959238, + "rr": 1.105447, + "primary_prob": 51.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.658171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105875, + "hold30_r": -1.034953 + }, + { + "symbol": "CVNA", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.882353, + "strategy_rank": 99.847225, + "rr": 4.089814, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 6.13472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.070891, + "hold30_r": 7.793025 + }, + { + "symbol": "DASH", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.941176, + "strategy_rank": 94.240514, + "rr": 1.595313, + "primary_prob": 40.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.392969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549668, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.411765, + "strategy_rank": 96.154432, + "rr": 2.41567, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.623505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036734, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 95.863712, + "rr": 1.404597, + "primary_prob": 44.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.106895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.360519, + "hold30_r": 3.162513 + }, + { + "symbol": "DHI", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.470588, + "strategy_rank": 90.178708, + "rr": 1.923987, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.885981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872539, + "hold30_r": 2.980748 + }, + { + "symbol": "DVA", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.823529, + "strategy_rank": 90.970837, + "rr": 2.482434, + "primary_prob": 29.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.72365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.41982, + "hold30_r": 6.908739 + }, + { + "symbol": "DXCM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.941176, + "strategy_rank": 86.051781, + "rr": 1.17847, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.767705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046556, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.823529, + "strategy_rank": 61.735626, + "rr": 1.413537, + "primary_prob": 43.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.120305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.321863, + "hold30_r": 5.830087 + }, + { + "symbol": "EQT", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 81.642502, + "rr": 1.692828, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.539241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.139786, + "hold30_r": -1.090037 + }, + { + "symbol": "GOOG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.117647, + "strategy_rank": 77.544325, + "rr": 1.398669, + "primary_prob": 44.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.098004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061002, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.647059, + "strategy_rank": 77.074068, + "rr": 1.32296, + "primary_prob": 45.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.984441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059436, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.176471, + "strategy_rank": 65.309445, + "rr": 1.274418, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.911627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1803, + "hold30_r": 10.209723 + }, + { + "symbol": "INTC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.352941, + "strategy_rank": 94.630157, + "rr": 1.211993, + "primary_prob": 33.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.81799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.171878, + "hold30_r": -0.168788 + }, + { + "symbol": "INTU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.117647, + "strategy_rank": 74.287987, + "rr": 1.436251, + "primary_prob": 43.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.154377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366541, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.882353, + "strategy_rank": 76.613422, + "rr": 1.019344, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.529016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960356, + "hold30_r": 2.173628 + }, + { + "symbol": "JBL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.176471, + "strategy_rank": 95.003811, + "rr": 1.562896, + "primary_prob": 41.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.344345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508183, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.588235, + "strategy_rank": 80.276553, + "rr": 1.63717, + "primary_prob": 39.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586931, + "hold30_r": 4.29868 + }, + { + "symbol": "LII", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.764706, + "strategy_rank": 86.964872, + "rr": 0.701834, + "primary_prob": 49.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.05275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65626, + "hold30_r": 3.201249 + }, + { + "symbol": "LIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.882353, + "strategy_rank": 60.583844, + "rr": 1.309193, + "primary_prob": 46.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.96379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225793, + "hold30_r": 4.949054 + }, + { + "symbol": "LRCX", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.941176, + "strategy_rank": 85.286993, + "rr": 1.069918, + "primary_prob": 52.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.604878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020294, + "hold30_r": 3.921397 + }, + { + "symbol": "LULU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.705882, + "strategy_rank": 87.949047, + "rr": 1.621138, + "primary_prob": 25.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.431706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058134, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.941176, + "strategy_rank": 98.765866, + "rr": 1.31656, + "primary_prob": 31.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.97484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2946, + "hold30_r": 23.58828 + }, + { + "symbol": "MU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.235294, + "strategy_rank": 86.05203, + "rr": 1.328549, + "primary_prob": 30.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.992824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049996, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.352941, + "strategy_rank": 87.348467, + "rr": 2.157876, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.236813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.107056, + "hold30_r": 2.880378 + }, + { + "symbol": "NRG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.235294, + "strategy_rank": 76.35203, + "rr": 1.029272, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.543908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062608, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.058824, + "strategy_rank": 77.463712, + "rr": 1.393268, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.089902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.306782, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.411765, + "strategy_rank": 91.779785, + "rr": 1.398911, + "primary_prob": 29.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.098367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.349621, + "hold30_r": 3.122196 + }, + { + "symbol": "PLTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.882353, + "strategy_rank": 98.306379, + "rr": 1.568825, + "primary_prob": 40.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.353237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541983, + "hold30_r": 0.506128 + }, + { + "symbol": "PWR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.882353, + "strategy_rank": 83.357084, + "rr": 0.930609, + "primary_prob": 56.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.395914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.874266, + "hold30_r": 6.392232 + }, + { + "symbol": "RCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823529, + "strategy_rank": 92.318724, + "rr": 1.141281, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.711921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041061, + "hold30_r": -1.0 + }, + { + "symbol": "ROP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941176, + "strategy_rank": 57.081359, + "rr": 0.677078, + "primary_prob": 65.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.015617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084069, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.647059, + "strategy_rank": 76.343082, + "rr": 1.190824, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.786236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.130972, + "hold30_r": 6.679411 + }, + { + "symbol": "TAP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.235294, + "strategy_rank": 63.268931, + "rr": 1.904356, + "primary_prob": 20.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.856534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836427, + "hold30_r": 4.173775 + }, + { + "symbol": "TTD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.470588, + "strategy_rank": 84.991384, + "rr": 1.315961, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.973941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279814, + "hold30_r": 4.014594 + }, + { + "symbol": "TTWO", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.411765, + "strategy_rank": 76.374151, + "rr": 1.845501, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.768251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.583152, + "hold30_r": -3.502243 + }, + { + "symbol": "VRTX", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.647059, + "strategy_rank": 83.131814, + "rr": 1.587164, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.380746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059074, + "hold30_r": -0.237521 + }, + { + "symbol": "WDAY", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117647, + "strategy_rank": 86.806297, + "rr": 1.058126, + "primary_prob": 52.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.587189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988218, + "hold30_r": -1.83068 + }, + { + "symbol": "WSM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.823529, + "strategy_rank": 92.300414, + "rr": 1.818881, + "primary_prob": 36.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.728322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768216, + "hold30_r": 13.265294 + }, + { + "symbol": "WST", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.294118, + "strategy_rank": 79.239685, + "rr": 1.999401, + "primary_prob": 34.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.999101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057534, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.397196, + "strategy_rank": 80.931884, + "rr": 0.776866, + "primary_prob": 61.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.1653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724084, + "hold30_r": 11.756574 + }, + { + "symbol": "ADBE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.406542, + "strategy_rank": 84.649614, + "rr": 1.932392, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.898588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055935, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.331776, + "strategy_rank": 75.012663, + "rr": 1.372138, + "primary_prob": 29.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.058207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.3013, + "hold30_r": 3.393849 + }, + { + "symbol": "AKAM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.135514, + "strategy_rank": 65.646608, + "rr": 1.839827, + "primary_prob": 21.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.75974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059876, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.565421, + "strategy_rank": 71.434955, + "rr": 1.59141, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.387115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.099935, + "hold30_r": -1.044687 + }, + { + "symbol": "AMZN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.873832, + "strategy_rank": 86.759934, + "rr": 1.659171, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.488756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600245, + "hold30_r": 1.619796 + }, + { + "symbol": "ANET", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.780374, + "strategy_rank": 95.089618, + "rr": 1.621818, + "primary_prob": 40.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.432727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58231, + "hold30_r": 1.808232 + }, + { + "symbol": "APP", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.415888, + "strategy_rank": 98.367345, + "rr": 2.581053, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.871579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.549728, + "hold30_r": 7.468672 + }, + { + "symbol": "BR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.303738, + "strategy_rank": 64.716113, + "rr": 0.782966, + "primary_prob": 46.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.174449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704257, + "hold30_r": 1.680588 + }, + { + "symbol": "CAH", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.771028, + "strategy_rank": 73.81944, + "rr": 1.680001, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.520002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.623986, + "hold30_r": 2.258466 + }, + { + "symbol": "CCL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.03271, + "strategy_rank": 88.99982, + "rr": 1.55382, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.33073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522012, + "hold30_r": 1.114409 + }, + { + "symbol": "CDNS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.35514, + "strategy_rank": 81.780766, + "rr": 0.853521, + "primary_prob": 58.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.280281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04948, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.345794, + "strategy_rank": 64.881217, + "rr": 0.836125, + "primary_prob": 44.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.254187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760114, + "hold30_r": 2.864139 + }, + { + "symbol": "CMG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.457944, + "strategy_rank": 72.973008, + "rr": 0.894233, + "primary_prob": 57.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.34135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.825086, + "hold30_r": 3.787279 + }, + { + "symbol": "COIN", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.182243, + "strategy_rank": 99.07792, + "rr": 2.05202, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.07803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.031066, + "hold30_r": 6.842398 + }, + { + "symbol": "COR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.626168, + "strategy_rank": 67.601954, + "rr": 0.778054, + "primary_prob": 46.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.167081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699697, + "hold30_r": 1.930332 + }, + { + "symbol": "CPAY", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.630841, + "strategy_rank": 77.284246, + "rr": 0.832506, + "primary_prob": 44.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.248758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782122, + "hold30_r": 3.344339 + }, + { + "symbol": "CPRT", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.668224, + "strategy_rank": 72.697128, + "rr": 1.262114, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.893171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.187291, + "hold30_r": 6.612701 + }, + { + "symbol": "CRM", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.093458, + "strategy_rank": 83.838148, + "rr": 2.066202, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.099303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110839, + "hold30_r": -1.044326 + }, + { + "symbol": "CVNA", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.883178, + "strategy_rank": 99.883259, + "rr": 2.717126, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.075688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019981, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.378505, + "strategy_rank": 95.192226, + "rr": 2.531332, + "primary_prob": 28.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.796999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.616599, + "hold30_r": -1.570241 + }, + { + "symbol": "DDOG", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.392523, + "strategy_rank": 95.375466, + "rr": 3.030053, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.54508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032378, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.845794, + "strategy_rank": 95.694154, + "rr": 1.112219, + "primary_prob": 51.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.668328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.063026, + "hold30_r": 2.702373 + }, + { + "symbol": "DHI", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.042056, + "strategy_rank": 90.165104, + "rr": 1.672941, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.509412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624054, + "hold30_r": 3.200363 + }, + { + "symbol": "DPZ", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.841121, + "strategy_rank": 69.316058, + "rr": 1.929678, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.894517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859533, + "hold30_r": 5.982037 + }, + { + "symbol": "DVA", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.266355, + "strategy_rank": 88.743791, + "rr": 2.140142, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.210214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.093355, + "hold30_r": 2.775171 + }, + { + "symbol": "ECL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.317757, + "strategy_rank": 70.808444, + "rr": 1.408357, + "primary_prob": 44.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.112535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.336235, + "hold30_r": 2.315184 + }, + { + "symbol": "EXPE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.294393, + "strategy_rank": 86.907473, + "rr": 1.315847, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.97377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029937, + "hold30_r": 0.325306 + }, + { + "symbol": "GOOG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.107477, + "strategy_rank": 83.811597, + "rr": 1.39119, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.086786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065335, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.640187, + "strategy_rank": 83.414564, + "rr": 1.32013, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.980195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063385, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.542056, + "strategy_rank": 65.191327, + "rr": 0.800656, + "primary_prob": 45.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.200984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.711114, + "hold30_r": 9.491525 + }, + { + "symbol": "GWW", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.074766, + "strategy_rank": 65.3887, + "rr": 0.72182, + "primary_prob": 63.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.082729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.653154, + "hold30_r": 2.65022 + }, + { + "symbol": "IBM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.775701, + "strategy_rank": 64.445788, + "rr": 1.467048, + "primary_prob": 42.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.200572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.391765, + "hold30_r": 1.515338 + }, + { + "symbol": "INTC", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.028037, + "strategy_rank": 94.492353, + "rr": 1.399433, + "primary_prob": 29.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.099149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043596, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.850467, + "strategy_rank": 74.78204, + "rr": 1.56542, + "primary_prob": 41.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.348129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065485, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.060748, + "strategy_rank": 77.792873, + "rr": 1.045337, + "primary_prob": 37.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.568006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.985205, + "hold30_r": 1.791831 + }, + { + "symbol": "LIN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.140187, + "strategy_rank": 57.811418, + "rr": 1.235027, + "primary_prob": 32.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.85254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145288, + "hold30_r": 4.92445 + }, + { + "symbol": "LULU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.172897, + "strategy_rank": 86.793755, + "rr": 1.359462, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.039194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0555, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.813084, + "strategy_rank": 70.76776, + "rr": 1.703344, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.555017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638, + "hold30_r": 2.348483 + }, + { + "symbol": "MSTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.714953, + "strategy_rank": 98.820747, + "rr": 1.540079, + "primary_prob": 41.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.310119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023129, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485981, + "strategy_rank": 84.248579, + "rr": 1.566181, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.349271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518409, + "hold30_r": 10.525855 + }, + { + "symbol": "NFLX", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.799065, + "strategy_rank": 87.822283, + "rr": 2.538157, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.807235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.484112, + "hold30_r": 1.306092 + }, + { + "symbol": "NRG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.939252, + "strategy_rank": 74.777057, + "rr": 1.635635, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.453452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571906, + "hold30_r": 9.566654 + }, + { + "symbol": "NTAP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.593458, + "strategy_rank": 76.241994, + "rr": 1.811291, + "primary_prob": 22.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.716936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.144762, + "hold30_r": -1.069381 + }, + { + "symbol": "NWS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.827103, + "strategy_rank": 71.125825, + "rr": 0.692748, + "primary_prob": 65.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.039122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637087, + "hold30_r": -0.153421 + }, + { + "symbol": "PHM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.079439, + "strategy_rank": 91.766796, + "rr": 1.171691, + "primary_prob": 34.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.757537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123391, + "hold30_r": 3.907886 + }, + { + "symbol": "PLTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.481308, + "strategy_rank": 98.727126, + "rr": 1.75492, + "primary_prob": 37.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.632379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025162, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.67757, + "strategy_rank": 91.799474, + "rr": 1.636116, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.454174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595684, + "hold30_r": 3.879254 + }, + { + "symbol": "ROP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359813, + "strategy_rank": 58.106415, + "rr": 1.192379, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.788569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11071, + "hold30_r": 1.442032 + }, + { + "symbol": "SW", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.607477, + "strategy_rank": 77.36929, + "rr": 2.163786, + "primary_prob": 32.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.245679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103893, + "hold30_r": 4.799044 + }, + { + "symbol": "TAP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.864486, + "strategy_rank": 66.713532, + "rr": 1.525048, + "primary_prob": 26.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.287572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463827, + "hold30_r": 2.894652 + }, + { + "symbol": "TTWO", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.588785, + "strategy_rank": 80.615646, + "rr": 1.878127, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.81719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05316, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.859813, + "strategy_rank": 85.422848, + "rr": 1.829894, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.744842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064478, + "hold30_r": 0.010029 + }, + { + "symbol": "WST", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.878505, + "strategy_rank": 76.966702, + "rr": 2.465961, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.698942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -5.220081, + "hold30_r": -5.160013 + }, + { + "symbol": "ACN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.076923, + "strategy_rank": 61.943693, + "rr": 1.667871, + "primary_prob": 24.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.501807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588014, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.47929, + "strategy_rank": 85.889104, + "rr": 1.778198, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.667297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.735852, + "hold30_r": -1.493936 + }, + { + "symbol": "AIZ", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.627219, + "strategy_rank": 74.487932, + "rr": 1.186504, + "primary_prob": 49.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.779757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.109324, + "hold30_r": 0.519729 + }, + { + "symbol": "AJG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378698, + "strategy_rank": 63.315384, + "rr": 1.033311, + "primary_prob": 53.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.549966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953914, + "hold30_r": -0.110332 + }, + { + "symbol": "AKAM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.739645, + "strategy_rank": 70.665921, + "rr": 1.651238, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.476857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593591, + "hold30_r": -0.191346 + }, + { + "symbol": "AMGN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.218935, + "strategy_rank": 71.572735, + "rr": 1.578395, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.367593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059829, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.071006, + "strategy_rank": 86.09079, + "rr": 1.931324, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.896986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872117, + "hold30_r": 1.778795 + }, + { + "symbol": "ANET", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.04142, + "strategy_rank": 94.882949, + "rr": 1.391325, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.086988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.351402, + "hold30_r": 2.142008 + }, + { + "symbol": "APP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.408284, + "strategy_rank": 99.160769, + "rr": 1.70969, + "primary_prob": 38.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.564535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.683299, + "hold30_r": 3.880004 + }, + { + "symbol": "ARES", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313609, + "strategy_rank": 76.206185, + "rr": 0.719158, + "primary_prob": 64.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.078737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662017, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.887574, + "strategy_rank": 64.825552, + "rr": 1.7861, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.084704, + "hold30_r": 0.616715 + }, + { + "symbol": "CAH", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.349112, + "strategy_rank": 70.336586, + "rr": 0.784669, + "primary_prob": 61.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.177004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.720274, + "hold30_r": 0.832357 + }, + { + "symbol": "CHD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.142012, + "strategy_rank": 63.822667, + "rr": 1.187485, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.781228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.108762, + "hold30_r": 0.93229 + }, + { + "symbol": "CMG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.964497, + "strategy_rank": 73.319422, + "rr": 0.860498, + "primary_prob": 58.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.290747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.785464, + "hold30_r": 3.969444 + }, + { + "symbol": "COIN", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.869822, + "strategy_rank": 98.225523, + "rr": 3.060611, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 4.590917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.041456, + "hold30_r": 3.922129 + }, + { + "symbol": "CPAY", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.591716, + "strategy_rank": 72.884095, + "rr": 1.29443, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.941645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2368, + "hold30_r": 3.172663 + }, + { + "symbol": "CPRT", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.91716, + "strategy_rank": 70.519816, + "rr": 1.126949, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.690424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051217, + "hold30_r": 5.471893 + }, + { + "symbol": "CRM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.502959, + "strategy_rank": 83.746994, + "rr": 1.450214, + "primary_prob": 43.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.175321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.386959, + "hold30_r": 0.889636 + }, + { + "symbol": "CRWD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.053254, + "strategy_rank": 96.680844, + "rr": 0.982862, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.474292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.954286, + "hold30_r": 0.210928 + }, + { + "symbol": "CVNA", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.763314, + "strategy_rank": 99.763481, + "rr": 2.888509, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.332764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.870138, + "hold30_r": 5.513191 + }, + { + "symbol": "DASH", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.266272, + "strategy_rank": 94.6675, + "rr": 1.53135, + "primary_prob": 41.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.297025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499585, + "hold30_r": 2.374318 + }, + { + "symbol": "DDOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.029586, + "strategy_rank": 95.847747, + "rr": 1.189727, + "primary_prob": 34.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.78459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031958, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.727811, + "strategy_rank": 88.59648, + "rr": 1.839, + "primary_prob": 21.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.7585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.787317, + "hold30_r": 2.384196 + }, + { + "symbol": "DVA", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.550296, + "strategy_rank": 85.970449, + "rr": 1.506622, + "primary_prob": 42.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.259933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.461853, + "hold30_r": 1.956605 + }, + { + "symbol": "GOOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 83.245845, + "rr": 1.806992, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.710488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064948, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.715976, + "strategy_rank": 82.760806, + "rr": 1.731468, + "primary_prob": 23.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.597203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06293, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.733728, + "strategy_rank": 73.941709, + "rr": 1.519829, + "primary_prob": 41.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.279743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.456726, + "hold30_r": 3.2013 + }, + { + "symbol": "IBM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.982249, + "strategy_rank": 69.069392, + "rr": 1.965193, + "primary_prob": 34.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.94779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.897092, + "hold30_r": 0.911292 + }, + { + "symbol": "INTC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.804734, + "strategy_rank": 94.575592, + "rr": 1.886186, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.829279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040063, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.704142, + "strategy_rank": 76.216748, + "rr": 1.47543, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.213146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063388, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.905325, + "strategy_rank": 78.4976, + "rr": 0.819857, + "primary_prob": 45.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.229785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758104, + "hold30_r": 1.150728 + }, + { + "symbol": "LULU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.295858, + "strategy_rank": 85.450312, + "rr": 1.707995, + "primary_prob": 23.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.561993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.433406, + "hold30_r": -2.377905 + }, + { + "symbol": "MSTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.568047, + "strategy_rank": 97.243442, + "rr": 1.674432, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.511648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.65474, + "hold30_r": 10.01981 + }, + { + "symbol": "MU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.059172, + "strategy_rank": 85.638823, + "rr": 1.803566, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.705348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754279, + "hold30_r": 10.805617 + }, + { + "symbol": "NFLX", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.573964, + "strategy_rank": 87.972377, + "rr": 2.068771, + "primary_prob": 33.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.103157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.014916, + "hold30_r": 2.182567 + }, + { + "symbol": "NOW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.491124, + "strategy_rank": 82.267872, + "rr": 1.087904, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.631856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049019, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.899408, + "strategy_rank": 74.309397, + "rr": 1.096779, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.645168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.02551, + "hold30_r": 14.348513 + }, + { + "symbol": "NTAP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.721893, + "strategy_rank": 76.075337, + "rr": 1.657882, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 89, + "primary_distance_atr": 2.486823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586755, + "hold30_r": 7.862591 + }, + { + "symbol": "NWS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.130178, + "strategy_rank": 69.958657, + "rr": 1.094296, + "primary_prob": 51.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.641444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063936, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.698225, + "strategy_rank": 98.16786, + "rr": 1.638544, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.457816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617211, + "hold30_r": 0.047794 + }, + { + "symbol": "PHM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.633136, + "strategy_rank": 91.25937, + "rr": 0.98175, + "primary_prob": 39.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.472625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932544, + "hold30_r": 2.742817 + }, + { + "symbol": "PLTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.213018, + "strategy_rank": 97.136598, + "rr": 0.824398, + "primary_prob": 45.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.236597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.800031, + "hold30_r": -0.32538 + }, + { + "symbol": "PTC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.485207, + "strategy_rank": 64.292183, + "rr": 0.684235, + "primary_prob": 50.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.026352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.613734, + "hold30_r": 1.15942 + }, + { + "symbol": "RCL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.674556, + "strategy_rank": 91.313512, + "rr": 1.442122, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.163184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.401223, + "hold30_r": 2.24586 + }, + { + "symbol": "ROL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.656805, + "strategy_rank": 72.212892, + "rr": 1.565649, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.348474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499158, + "hold30_r": 2.813543 + }, + { + "symbol": "SHW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.065089, + "strategy_rank": 64.041902, + "rr": 1.725432, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.588148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.644472, + "hold30_r": 1.417849 + }, + { + "symbol": "SNPS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.532544, + "strategy_rank": 84.801352, + "rr": 1.253583, + "primary_prob": 47.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.880374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037228, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.236686, + "strategy_rank": 79.542304, + "rr": 0.966963, + "primary_prob": 40.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.450445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915768, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.893491, + "strategy_rank": 77.514346, + "rr": 1.405801, + "primary_prob": 44.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.108701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.335586, + "hold30_r": 3.962927 + }, + { + "symbol": "TTWO", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.402367, + "strategy_rank": 77.784845, + "rr": 1.643076, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.464615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05571, + "hold30_r": -1.0 + }, + { + "symbol": "UNP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 57.416765, + "rr": 1.34868, + "primary_prob": 45.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.023021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088874, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.12426, + "strategy_rank": 66.124645, + "rr": 1.471222, + "primary_prob": 27.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.206834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073782, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.319527, + "strategy_rank": 84.831225, + "rr": 1.135516, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.703275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065405, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.680473, + "strategy_rank": 86.080227, + "rr": 1.160642, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.740963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.112099, + "hold30_r": 7.586552 + }, + { + "symbol": "ACN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 62.003167, + "rr": 1.369831, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.054747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284553, + "hold30_r": -1.227594 + }, + { + "symbol": "ADBE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.238095, + "strategy_rank": 88.115598, + "rr": 1.82058, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.73087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.574306, + "hold30_r": -2.527599 + }, + { + "symbol": "AIZ", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.97619, + "strategy_rank": 75.193785, + "rr": 1.350499, + "primary_prob": 45.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.025748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0824, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547619, + "strategy_rank": 71.71635, + "rr": 1.48009, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.220135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064596, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.809524, + "strategy_rank": 73.247427, + "rr": 0.716508, + "primary_prob": 49.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.074763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658245, + "hold30_r": -0.696827 + }, + { + "symbol": "AMZN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.428571, + "strategy_rank": 85.591449, + "rr": 1.759671, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.639506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067548, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.857143, + "strategy_rank": 95.043943, + "rr": 0.798778, + "primary_prob": 60.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.198166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754136, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.285714, + "strategy_rank": 99.072447, + "rr": 2.568118, + "primary_prob": 28.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.852177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.540019, + "hold30_r": 3.728798 + }, + { + "symbol": "ARES", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.404762, + "strategy_rank": 76.506136, + "rr": 1.088158, + "primary_prob": 51.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.632236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026635, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.738095, + "strategy_rank": 75.054434, + "rr": 1.144268, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.716402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095143, + "hold30_r": 0.446108 + }, + { + "symbol": "BR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 64.687253, + "rr": 1.061261, + "primary_prob": 37.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.591891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092176, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 56.0, + "rr": 1.762271, + "primary_prob": 37.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.643407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088274, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.642857, + "strategy_rank": 69.100356, + "rr": 0.835911, + "primary_prob": 44.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.253867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069471, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.761905, + "strategy_rank": 64.214568, + "rr": 1.112506, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.668759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.024316, + "hold30_r": 0.422805 + }, + { + "symbol": "COIN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.5, + "strategy_rank": 97.893705, + "rr": 1.87081, + "primary_prob": 36.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.806215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.851197, + "hold30_r": 2.032494 + }, + { + "symbol": "CVNA", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.642857, + "strategy_rank": 99.643112, + "rr": 3.327011, + "primary_prob": 23.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.990516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016702, + "hold30_r": -0.104459 + }, + { + "symbol": "DASH", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.47619, + "strategy_rank": 94.766825, + "rr": 2.85628, + "primary_prob": 26.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 4.28442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.036794, + "hold30_r": 2.039535 + }, + { + "symbol": "DDOG", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.5, + "strategy_rank": 94.001781, + "rr": 2.239916, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.359873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036043, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.952381, + "strategy_rank": 86.683294, + "rr": 1.203524, + "primary_prob": 48.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.805286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.143752, + "hold30_r": 0.453964 + }, + { + "symbol": "DLR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.904762, + "strategy_rank": 77.214568, + "rr": 1.626415, + "primary_prob": 39.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.439622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045024, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.904762, + "strategy_rank": 79.119557, + "rr": 1.82082, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.73123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.761787, + "hold30_r": 3.091558 + }, + { + "symbol": "DVA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 87.505938, + "rr": 1.542545, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.313817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49187, + "hold30_r": 0.688458 + }, + { + "symbol": "FICO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.309524, + "strategy_rank": 87.369161, + "rr": 0.990476, + "primary_prob": 54.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.485714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929971, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095238, + "strategy_rank": 84.157165, + "rr": 1.420343, + "primary_prob": 28.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.130515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06155, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.738095, + "strategy_rank": 83.835907, + "rr": 1.405564, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.108346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059743, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 72.005146, + "rr": 1.202627, + "primary_prob": 33.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.803941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124474, + "hold30_r": -0.582887 + }, + { + "symbol": "INTC", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.285714, + "strategy_rank": 92.615202, + "rr": 1.219448, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.829172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.174094, + "hold30_r": -1.1378 + }, + { + "symbol": "INTU", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.309524, + "strategy_rank": 70.927356, + "rr": 2.1611, + "primary_prob": 32.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.241651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064338, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.928571, + "strategy_rank": 89.059976, + "rr": 0.893622, + "primary_prob": 57.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.340433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842663, + "hold30_r": -0.068966 + }, + { + "symbol": "LULU", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.404762, + "strategy_rank": 83.747229, + "rr": 1.837139, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.755709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058307, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.666667, + "strategy_rank": 83.148852, + "rr": 1.70496, + "primary_prob": 38.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.55744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658071, + "hold30_r": 8.256359 + }, + { + "symbol": "NFLX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.714286, + "strategy_rank": 93.223278, + "rr": 1.50084, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.25126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.442108, + "hold30_r": 0.96929 + }, + { + "symbol": "NOW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.690476, + "strategy_rank": 81.331552, + "rr": 1.064023, + "primary_prob": 37.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.596034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051308, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.928571, + "strategy_rank": 76.671615, + "rr": 1.216397, + "primary_prob": 48.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.824596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140523, + "hold30_r": 5.401954 + }, + { + "symbol": "NWS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.380952, + "strategy_rank": 73.280681, + "rr": 0.780754, + "primary_prob": 61.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.171132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07461, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.357143, + "strategy_rank": 71.757126, + "rr": 1.025781, + "primary_prob": 53.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.538671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069646, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.904762, + "strategy_rank": 97.013856, + "rr": 0.949276, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.423914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024028, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.071429, + "strategy_rank": 96.964964, + "rr": 2.042787, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.064181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028277, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.238095, + "strategy_rank": 76.527712, + "rr": 1.109186, + "primary_prob": 36.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.66378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050618, + "hold30_r": 4.105662 + }, + { + "symbol": "RCL", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.452381, + "strategy_rank": 89.929731, + "rr": 1.370937, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.056405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.327869, + "hold30_r": 0.754164 + }, + { + "symbol": "REGN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 61.210214, + "rr": 0.758737, + "primary_prob": 47.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.138105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687433, + "hold30_r": -1.0 + }, + { + "symbol": "ROP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.142857, + "strategy_rank": 58.105701, + "rr": 1.040978, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.561468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.952363, + "hold30_r": -0.723913 + }, + { + "symbol": "RSG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.642857, + "strategy_rank": 62.821259, + "rr": 1.735929, + "primary_prob": 38.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.603893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642853, + "hold30_r": 1.069668 + }, + { + "symbol": "SHW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 63.436263, + "rr": 1.395391, + "primary_prob": 44.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.093086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30456, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.880952, + "strategy_rank": 99.881037, + "rr": 1.053907, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.58086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.040224, + "hold30_r": 0.255927 + }, + { + "symbol": "SNPS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.071429, + "strategy_rank": 81.235748, + "rr": 1.758332, + "primary_prob": 37.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.637499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043585, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.714286, + "strategy_rank": 79.872922, + "rr": 1.545755, + "primary_prob": 41.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.318632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491631, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.666667, + "strategy_rank": 77.475455, + "rr": 1.484083, + "primary_prob": 42.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.226124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074414, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.238095, + "strategy_rank": 61.938638, + "rr": 1.236923, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.855385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.16272, + "hold30_r": 2.330005 + }, + { + "symbol": "TTWO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.571429, + "strategy_rank": 76.465558, + "rr": 1.865702, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.798554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059524, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.142857, + "strategy_rank": 67.065321, + "rr": 1.301796, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.952693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081988, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.928571, + "strategy_rank": 84.526722, + "rr": 1.643832, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.465749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066314, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.880952, + "strategy_rank": 84.22308, + "rr": 1.141002, + "primary_prob": 35.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.711503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.537866, + "hold30_r": -1.482091 + }, + { + "symbol": "WDC", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.904762, + "strategy_rank": 86.664687, + "rr": 2.31569, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.473535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.263292, + "hold30_r": 5.544175 + }, + { + "symbol": "WRB", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.190476, + "strategy_rank": 65.633808, + "rr": 0.867306, + "primary_prob": 43.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.300959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.784448, + "hold30_r": -0.713649 + }, + { + "symbol": "ACN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.374541, + "strategy_rank": 62.021153, + "rr": 1.841746, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.762618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.410835, + "hold30_r": -1.328773 + }, + { + "symbol": "ADBE", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.166463, + "strategy_rank": 86.238136, + "rr": 1.0982, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.6473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05242, + "hold30_r": -2.321776 + }, + { + "symbol": "AIZ", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.676867, + "strategy_rank": 77.39725, + "rr": 0.933324, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.399986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.849963, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.838433, + "strategy_rank": 71.665658, + "rr": 1.812024, + "primary_prob": 22.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.718036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067044, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.129743, + "strategy_rank": 62.619025, + "rr": 1.557207, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.33581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480372, + "hold30_r": 4.002649 + }, + { + "symbol": "AMGN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.064871, + "strategy_rank": 74.661161, + "rr": 1.502165, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.253247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.444674, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.492044, + "strategy_rank": 87.316592, + "rr": 1.744307, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.61646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06742, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.388005, + "strategy_rank": 99.095413, + "rr": 1.920461, + "primary_prob": 35.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.880692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032594, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.598531, + "strategy_rank": 75.002488, + "rr": 1.225515, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.838272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169654, + "hold30_r": -0.505963 + }, + { + "symbol": "BR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.616891, + "strategy_rank": 63.680175, + "rr": 0.726672, + "primary_prob": 63.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.090009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088423, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.416157, + "strategy_rank": 56.29131, + "rr": 1.630185, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.445277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541831, + "hold30_r": 0.295325 + }, + { + "symbol": "CBOE", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 70.95664, + "rr": 1.266557, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.899835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057829, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.062424, + "strategy_rank": 97.687286, + "rr": 2.904495, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.356742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020959, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.840881, + "strategy_rank": 80.983855, + "rr": 0.997066, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.495599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.743567, + "hold30_r": -1.69106 + }, + { + "symbol": "CRWD", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.77601, + "strategy_rank": 96.432584, + "rr": 1.106628, + "primary_prob": 51.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.659942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025601, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.755202, + "strategy_rank": 99.755381, + "rr": 3.060536, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.590804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018175, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.104039, + "strategy_rank": 94.484915, + "rr": 1.629439, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.444158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040529, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 95.436669, + "rr": 1.502204, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.253306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033335, + "hold30_r": -0.379759 + }, + { + "symbol": "DELL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.531212, + "strategy_rank": 98.275878, + "rr": 0.985274, + "primary_prob": 54.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.477911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029294, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.741738, + "strategy_rank": 77.992477, + "rr": 1.679306, + "primary_prob": 39.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.518959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048327, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.903305, + "strategy_rank": 74.531947, + "rr": 1.098589, + "primary_prob": 51.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.647883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.031038, + "hold30_r": 1.976528 + }, + { + "symbol": "GOOG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.760098, + "strategy_rank": 80.296537, + "rr": 1.603804, + "primary_prob": 25.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.405706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.545213, + "hold30_r": 4.436357 + }, + { + "symbol": "GOOGL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5153, + "strategy_rank": 80.198439, + "rr": 1.503998, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.255996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.446849, + "hold30_r": 4.19112 + }, + { + "symbol": "INTC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.247246, + "strategy_rank": 92.822889, + "rr": 1.784091, + "primary_prob": 37.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.676137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039198, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.822521, + "strategy_rank": 71.976498, + "rr": 1.813072, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.719608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060055, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.127295, + "strategy_rank": 82.275187, + "rr": 0.692108, + "primary_prob": 50.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.038162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63373, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.148103, + "strategy_rank": 80.783892, + "rr": 1.675657, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.513486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.703258, + "hold30_r": -2.644316 + }, + { + "symbol": "NFLX", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.20563, + "strategy_rank": 93.571047, + "rr": 2.389557, + "primary_prob": 30.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.584336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.916936, + "hold30_r": -1.861147 + }, + { + "symbol": "NOW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.145655, + "strategy_rank": 81.905255, + "rr": 1.084418, + "primary_prob": 36.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.626627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037149, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.332925, + "strategy_rank": 85.370044, + "rr": 0.883129, + "primary_prob": 57.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.324694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83876, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.228886, + "strategy_rank": 75.207473, + "rr": 1.833904, + "primary_prob": 36.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.750856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073072, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658507, + "strategy_rank": 73.115167, + "rr": 1.16288, + "primary_prob": 49.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.74432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.093424, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.695226, + "strategy_rank": 96.880798, + "rr": 0.910672, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.366008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.02321, + "hold30_r": -0.355674 + }, + { + "symbol": "PLTR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.286414, + "strategy_rank": 98.470819, + "rr": 1.142792, + "primary_prob": 50.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.714187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026954, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.820073, + "strategy_rank": 87.749876, + "rr": 1.224876, + "primary_prob": 48.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.837315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.180425, + "hold30_r": 0.868656 + }, + { + "symbol": "ROP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04896, + "strategy_rank": 56.730242, + "rr": 0.865153, + "primary_prob": 43.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.297729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780812, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.30967, + "strategy_rank": 63.990029, + "rr": 1.757492, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.636237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.657196, + "hold30_r": 1.569846 + }, + { + "symbol": "SHW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.27295, + "strategy_rank": 63.960662, + "rr": 0.688879, + "primary_prob": 65.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.033319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086069, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.29131, + "strategy_rank": 82.308679, + "rr": 1.355226, + "primary_prob": 45.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.032839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043117, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.884945, + "strategy_rank": 79.956824, + "rr": 1.821241, + "primary_prob": 36.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.731861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042368, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.067319, + "strategy_rank": 74.895109, + "rr": 1.141623, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.712434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084923, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.53366, + "strategy_rank": 83.564771, + "rr": 1.292953, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.93943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060813, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.596083, + "strategy_rank": 85.024951, + "rr": 1.239188, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.858782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194224, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.330477, + "strategy_rank": 89.01888, + "rr": 1.713445, + "primary_prob": 38.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.570168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046983, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.540946, + "strategy_rank": 92.509732, + "rr": 1.590221, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.385332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552452, + "hold30_r": 2.266923 + }, + { + "symbol": "ACN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.430219, + "strategy_rank": 61.074801, + "rr": 1.74011, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.610164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075914, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.273356, + "strategy_rank": 83.998829, + "rr": 1.476479, + "primary_prob": 27.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.214718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.170425, + "hold30_r": -3.120153 + }, + { + "symbol": "AIZ", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.310265, + "strategy_rank": 78.608325, + "rr": 1.881304, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.821957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792018, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.847751, + "strategy_rank": 71.719433, + "rr": 1.309286, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.963929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074807, + "hold30_r": -1.005679 + }, + { + "symbol": "ALL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.735871, + "strategy_rank": 65.548251, + "rr": 1.759809, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.639714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679479, + "hold30_r": 2.693985 + }, + { + "symbol": "AMD", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.771626, + "strategy_rank": 94.190196, + "rr": 1.930609, + "primary_prob": 20.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.895914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028382, + "hold30_r": -1.00191 + }, + { + "symbol": "AMGN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.276817, + "strategy_rank": 66.826683, + "rr": 1.771992, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.657988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.710221, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.1188, + "strategy_rank": 84.116877, + "rr": 1.361489, + "primary_prob": 45.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.042234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.29407, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.002307, + "strategy_rank": 81.30219, + "rr": 0.905026, + "primary_prob": 42.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.357538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844404, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.423299, + "strategy_rank": 99.147517, + "rr": 1.936493, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.90474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.903627, + "hold30_r": 2.76445 + }, + { + "symbol": "ARES", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.618224, + "strategy_rank": 81.817797, + "rr": 1.115993, + "primary_prob": 35.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.673989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050739, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.694348, + "strategy_rank": 91.625514, + "rr": 0.691153, + "primary_prob": 50.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.03673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654811, + "hold30_r": 1.177546 + }, + { + "symbol": "BKNG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.813149, + "strategy_rank": 76.294751, + "rr": 1.080421, + "primary_prob": 36.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.620632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.016575, + "hold30_r": 0.086365 + }, + { + "symbol": "BLDR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.116494, + "strategy_rank": 95.323318, + "rr": 0.91877, + "primary_prob": 41.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.378155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876608, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.582468, + "strategy_rank": 61.530282, + "rr": 1.833838, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.750757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0858, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.079585, + "strategy_rank": 74.442246, + "rr": 1.17113, + "primary_prob": 34.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.756696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.250366, + "hold30_r": -1.191244 + }, + { + "symbol": "CASY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.197232, + "strategy_rank": 68.667521, + "rr": 1.324156, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.986234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.26733, + "hold30_r": 2.149675 + }, + { + "symbol": "CBOE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.925029, + "strategy_rank": 70.590213, + "rr": 1.741646, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.612469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.058792, + "hold30_r": -0.44306 + }, + { + "symbol": "CNC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853518, + "strategy_rank": 64.054309, + "rr": 1.636852, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.455278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061909, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.923875, + "strategy_rank": 98.305056, + "rr": 1.635984, + "primary_prob": 39.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.453976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617977, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.734717, + "strategy_rank": 70.719941, + "rr": 1.161942, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.742913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066855, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.236448, + "strategy_rank": 76.892211, + "rr": 0.975177, + "primary_prob": 54.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.462766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055886, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.385236, + "strategy_rank": 96.073348, + "rr": 0.672348, + "primary_prob": 51.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.008521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027696, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.769319, + "strategy_rank": 99.769479, + "rr": 3.296467, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.9447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017137, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.155709, + "strategy_rank": 94.572173, + "rr": 1.796294, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.69444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041918, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.655133, + "strategy_rank": 96.62292, + "rr": 1.639344, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.459016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035537, + "hold30_r": 1.274863 + }, + { + "symbol": "DELL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.154556, + "strategy_rank": 98.121308, + "rr": 1.532036, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.298054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505603, + "hold30_r": 2.310581 + }, + { + "symbol": "DHI", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929642, + "strategy_rank": 80.110589, + "rr": 0.913903, + "primary_prob": 41.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.370855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860429, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005767, + "strategy_rank": 73.55467, + "rr": 1.442714, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.164071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372613, + "hold30_r": 4.377607 + }, + { + "symbol": "ECL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.967705, + "strategy_rank": 67.235391, + "rr": 1.344319, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.016479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243711, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.38639, + "strategy_rank": 89.244581, + "rr": 1.167095, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.750642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.128157, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.196078, + "strategy_rank": 90.409982, + "rr": 1.415456, + "primary_prob": 43.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.123185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.373593, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.465975, + "strategy_rank": 72.041257, + "rr": 1.061669, + "primary_prob": 52.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.592504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004236, + "hold30_r": -4.515396 + }, + { + "symbol": "GOOG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.621684, + "strategy_rank": 77.867745, + "rr": 1.925619, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.888429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.864305, + "hold30_r": 6.233805 + }, + { + "symbol": "GOOGL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.275663, + "strategy_rank": 77.487441, + "rr": 1.870164, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.805246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.810153, + "hold30_r": 6.049359 + }, + { + "symbol": "HWM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.696655, + "strategy_rank": 73.341974, + "rr": 1.659743, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.489614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587183, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.313725, + "strategy_rank": 85.912588, + "rr": 1.850554, + "primary_prob": 21.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.775831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036994, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.658593, + "strategy_rank": 82.66136, + "rr": 1.038708, + "primary_prob": 38.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.558062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977841, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.349481, + "strategy_rank": 91.838768, + "rr": 1.197843, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.796765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.362927, + "hold30_r": -3.310796 + }, + { + "symbol": "KKR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272203, + "strategy_rank": 84.993304, + "rr": 1.034965, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.552448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977084, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.544406, + "strategy_rank": 81.931372, + "rr": 0.929015, + "primary_prob": 41.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.393523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877204, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.237601, + "strategy_rank": 79.34998, + "rr": 1.902267, + "primary_prob": 20.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.8534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.853809, + "hold30_r": 0.22666 + }, + { + "symbol": "LLY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.077278, + "strategy_rank": 89.825901, + "rr": 0.795435, + "primary_prob": 46.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.193153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748042, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.77278, + "strategy_rank": 86.94716, + "rr": 1.574655, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.361982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529107, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.775087, + "strategy_rank": 79.123918, + "rr": 1.815306, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.722959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064359, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577855, + "strategy_rank": 95.059389, + "rr": 0.952897, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.429345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907947, + "hold30_r": -3.218362 + }, + { + "symbol": "MU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00692, + "strategy_rank": 80.880103, + "rr": 1.886062, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.829093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.848098, + "hold30_r": 4.860224 + }, + { + "symbol": "NFLX", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.078431, + "strategy_rank": 92.939597, + "rr": 2.253466, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.380199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.191909, + "hold30_r": -2.133901 + }, + { + "symbol": "NOW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.695502, + "strategy_rank": 81.758773, + "rr": 0.695335, + "primary_prob": 50.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.043002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045466, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.583622, + "strategy_rank": 83.9075, + "rr": 1.525714, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.288572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476011, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.846597, + "strategy_rank": 97.017705, + "rr": 1.226276, + "primary_prob": 48.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.839414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196712, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.041522, + "strategy_rank": 76.23574, + "rr": 1.865556, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.798335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079001, + "hold30_r": -1.013758 + }, + { + "symbol": "NWSA", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.542099, + "strategy_rank": 75.048054, + "rr": 1.221518, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.832277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068884, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885813, + "strategy_rank": 96.991531, + "rr": 1.6257, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.43855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027142, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.61707, + "strategy_rank": 88.370384, + "rr": 0.787226, + "primary_prob": 46.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.180839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737526, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.615917, + "strategy_rank": 98.72044, + "rr": 1.632683, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.449025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025723, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.504037, + "strategy_rank": 86.300697, + "rr": 0.814358, + "primary_prob": 45.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.221537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.75984, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.6609, + "strategy_rank": 61.926726, + "rr": 0.841499, + "primary_prob": 44.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.262248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080495, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.889273, + "strategy_rank": 61.591536, + "rr": 1.186136, + "primary_prob": 49.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.779203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078809, + "hold30_r": 1.60993 + }, + { + "symbol": "SNPS", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.507497, + "strategy_rank": 78.207952, + "rr": 1.619135, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.428703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576004, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.927336, + "strategy_rank": 80.235326, + "rr": 1.488102, + "primary_prob": 42.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.232153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072762, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.347174, + "strategy_rank": 94.034852, + "rr": 0.87155, + "primary_prob": 43.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.307326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046134, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.27451, + "strategy_rank": 63.084907, + "rr": 1.244673, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.86701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081197, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.966551, + "strategy_rank": 79.622271, + "rr": 1.545119, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.317679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065699, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.119954, + "strategy_rank": 83.950941, + "rr": 1.55197, + "primary_prob": 26.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.327955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051425, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.043829, + "strategy_rank": 85.639196, + "rr": 1.408029, + "primary_prob": 29.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.112043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.364424, + "hold30_r": 3.786779 + }, + { + "symbol": "CEG", + "date": "2024-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.237864, + "strategy_rank": 94.206699, + "rr": 0.731852, + "primary_prob": 63.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.097778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690931, + "hold30_r": 1.219171 + }, + { + "symbol": "HOOD", + "date": "2024-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.218447, + "strategy_rank": 85.390201, + "rr": 1.419852, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.129779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392589, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.145631, + "strategy_rank": 79.785961, + "rr": 1.92579, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.888685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.837786, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.378641, + "strategy_rank": 65.777639, + "rr": 1.369128, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.053693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076009, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.776699, + "strategy_rank": 67.756764, + "rr": 0.996471, + "primary_prob": 39.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.494706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919393, + "hold30_r": 1.428249 + }, + { + "symbol": "AMD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.135922, + "strategy_rank": 89.324443, + "rr": 1.912501, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.868751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025286, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.441748, + "strategy_rank": 82.839248, + "rr": 1.495668, + "primary_prob": 27.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.243501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427517, + "hold30_r": -1.620091 + }, + { + "symbol": "APP", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.271845, + "strategy_rank": 98.945497, + "rr": 2.148237, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.222355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032794, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660194, + "strategy_rank": 91.903782, + "rr": 0.842107, + "primary_prob": 59.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.26316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035132, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.223301, + "strategy_rank": 75.590693, + "rr": 1.834859, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.752289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177814, + "hold30_r": -1.114885 + }, + { + "symbol": "BRK-B", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.587379, + "strategy_rank": 59.211165, + "rr": 1.534289, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.301433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.106108, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995146, + "strategy_rank": 70.646965, + "rr": 1.367624, + "primary_prob": 29.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.051437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065762, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.296117, + "strategy_rank": 73.6344, + "rr": 0.834158, + "primary_prob": 59.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.251237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.768049, + "hold30_r": 2.850316 + }, + { + "symbol": "CNC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.432039, + "strategy_rank": 65.537536, + "rr": 1.164613, + "primary_prob": 34.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.746919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062172, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.752427, + "strategy_rank": 96.699823, + "rr": 1.711487, + "primary_prob": 38.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.56723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018737, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.291262, + "strategy_rank": 70.758363, + "rr": 1.771789, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.657683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075996, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.572816, + "strategy_rank": 95.54068, + "rr": 0.709289, + "primary_prob": 64.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.063933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.134627, + "hold30_r": -1.103642 + }, + { + "symbol": "CVNA", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.635922, + "strategy_rank": 99.636187, + "rr": 2.098891, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.148337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019892, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.203883, + "strategy_rank": 93.027222, + "rr": 2.753042, + "primary_prob": 27.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.129562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041963, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.902913, + "strategy_rank": 95.269811, + "rr": 1.738257, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.607386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038459, + "hold30_r": 0.220688 + }, + { + "symbol": "DELL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.42233, + "strategy_rank": 98.06028, + "rr": 1.946285, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.919428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.915809, + "hold30_r": 1.477829 + }, + { + "symbol": "DPZ", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.917476, + "strategy_rank": 71.180005, + "rr": 1.717766, + "primary_prob": 38.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.576649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639994, + "hold30_r": 4.986672 + }, + { + "symbol": "ECL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.407767, + "strategy_rank": 68.366793, + "rr": 1.607477, + "primary_prob": 40.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.411216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09924, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.480583, + "strategy_rank": 89.945609, + "rr": 0.760566, + "primary_prob": 62.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.140849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043756, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.18932, + "strategy_rank": 71.25141, + "rr": 0.717626, + "primary_prob": 64.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.076439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085204, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.684466, + "strategy_rank": 73.239175, + "rr": 0.93117, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.396755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0692, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.315534, + "strategy_rank": 86.270511, + "rr": 1.367795, + "primary_prob": 29.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.051693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.328392, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.019417, + "strategy_rank": 92.188169, + "rr": 1.924718, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.887076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034996, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.674757, + "strategy_rank": 76.748601, + "rr": 2.078767, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.118151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.271237, + "hold30_r": -4.206869 + }, + { + "symbol": "MRK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.402913, + "strategy_rank": 58.880586, + "rr": 1.674507, + "primary_prob": 24.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.511761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593904, + "hold30_r": 1.268196 + }, + { + "symbol": "MSTR", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.907767, + "strategy_rank": 99.053839, + "rr": 0.70697, + "primary_prob": 64.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.060455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.693947, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.208738, + "strategy_rank": 93.251928, + "rr": 1.756246, + "primary_prob": 37.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.634368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.595235, + "hold30_r": -2.537566 + }, + { + "symbol": "NOW", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.956311, + "strategy_rank": 81.119296, + "rr": 0.907941, + "primary_prob": 42.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.361911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04658, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.446602, + "strategy_rank": 77.543372, + "rr": 1.680362, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.520543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067472, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.504854, + "strategy_rank": 75.929911, + "rr": 1.085018, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.627526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070628, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.179612, + "strategy_rank": 98.326212, + "rr": 1.729773, + "primary_prob": 38.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.594659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027859, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.878641, + "strategy_rank": 99.878729, + "rr": 1.523502, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.285254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013013, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.23301, + "strategy_rank": 81.270129, + "rr": 1.833613, + "primary_prob": 36.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.75042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072867, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.461165, + "strategy_rank": 62.46083, + "rr": 1.726447, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.589671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07425, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.160194, + "strategy_rank": 60.018189, + "rr": 0.768442, + "primary_prob": 47.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.152664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088893, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.621359, + "strategy_rank": 80.003232, + "rr": 1.074203, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.611304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072688, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.92233, + "strategy_rank": 80.593573, + "rr": 1.18521, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.777814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052867, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.985437, + "strategy_rank": 83.526852, + "rr": 1.223532, + "primary_prob": 33.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.835298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056524, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.737864, + "strategy_rank": 84.040234, + "rr": 1.731492, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.597238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.689275, + "hold30_r": 2.387694 + }, + { + "symbol": "CEG", + "date": "2024-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871239, + "strategy_rank": 95.000744, + "rr": 1.00382, + "primary_prob": 54.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.505731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966789, + "hold30_r": 3.106458 + }, + { + "symbol": "HOOD", + "date": "2024-03-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.178099, + "strategy_rank": 93.840395, + "rr": 3.23838, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.857569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.238542, + "hold30_r": -1.209038 + }, + { + "symbol": "AIZ", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.945848, + "strategy_rank": 79.895467, + "rr": 0.864278, + "primary_prob": 58.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.296416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089408, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.115523, + "strategy_rank": 63.634768, + "rr": 1.632445, + "primary_prob": 24.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.448667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082254, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717208, + "strategy_rank": 87.681397, + "rr": 1.291094, + "primary_prob": 31.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.936642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028106, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.169675, + "strategy_rank": 80.714091, + "rr": 1.142942, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.714413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.069174, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.040915, + "strategy_rank": 86.987344, + "rr": 0.885848, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.328772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.84372, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.501805, + "strategy_rank": 80.5413, + "rr": 0.672593, + "primary_prob": 51.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.008889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065013, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037304, + "strategy_rank": 98.785897, + "rr": 1.505928, + "primary_prob": 42.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.258892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475105, + "hold30_r": 3.831725 + }, + { + "symbol": "ARES", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.281588, + "strategy_rank": 77.287868, + "rr": 1.003003, + "primary_prob": 39.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.504505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061441, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.261131, + "strategy_rank": 90.456861, + "rr": 1.262468, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.893702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038368, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.078219, + "strategy_rank": 61.283445, + "rr": 0.84768, + "primary_prob": 44.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.27152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.101917, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.705174, + "strategy_rank": 76.665771, + "rr": 0.733659, + "primary_prob": 48.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.100489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068838, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.464501, + "strategy_rank": 70.014706, + "rr": 1.548592, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.322888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06998, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.020457, + "strategy_rank": 71.885028, + "rr": 0.809605, + "primary_prob": 60.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.214407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743597, + "hold30_r": 3.769301 + }, + { + "symbol": "CNC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.385078, + "strategy_rank": 63.544465, + "rr": 1.628089, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.442134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.523278, + "hold30_r": -1.450978 + }, + { + "symbol": "COF", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.625752, + "strategy_rank": 74.409215, + "rr": 1.796541, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.694812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067671, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.796631, + "strategy_rank": 98.833512, + "rr": 1.611358, + "primary_prob": 40.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.417037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019096, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.613718, + "strategy_rank": 70.560455, + "rr": 1.461754, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.192631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086495, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.347774, + "strategy_rank": 74.158328, + "rr": 1.312114, + "primary_prob": 31.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.96817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.942802, + "hold30_r": -1.880694 + }, + { + "symbol": "CRWD", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.352587, + "strategy_rank": 95.553774, + "rr": 1.935466, + "primary_prob": 20.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.903199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033013, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.879663, + "strategy_rank": 99.735692, + "rr": 2.160559, + "primary_prob": 32.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.240839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020747, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.779783, + "strategy_rank": 92.712955, + "rr": 2.869796, + "primary_prob": 26.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.304694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04654, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.862816, + "strategy_rank": 94.587525, + "rr": 1.829024, + "primary_prob": 21.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.743535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.868071, + "hold30_r": -1.824454 + }, + { + "symbol": "DELL", + "date": "2024-03-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.315283, + "strategy_rank": 97.992367, + "rr": 2.12801, + "primary_prob": 32.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.192016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.094507, + "hold30_r": 2.739304 + }, + { + "symbol": "DLR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551143, + "strategy_rank": 77.305608, + "rr": 1.624629, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.436943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053467, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.829122, + "strategy_rank": 71.830205, + "rr": 1.675681, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.513521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07786, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.318893, + "strategy_rank": 66.637991, + "rr": 1.239221, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.858831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107312, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.111913, + "strategy_rank": 84.797067, + "rr": 0.843305, + "primary_prob": 44.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.264957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055412, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.66787, + "strategy_rank": 89.224412, + "rr": 1.387518, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.081277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046293, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.725632, + "strategy_rank": 78.730871, + "rr": 0.755201, + "primary_prob": 47.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.132801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688699, + "hold30_r": 4.269805 + }, + { + "symbol": "HII", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.273165, + "strategy_rank": 67.799019, + "rr": 0.796362, + "primary_prob": 46.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.194543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094165, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.364621, + "strategy_rank": 71.023182, + "rr": 1.282754, + "primary_prob": 31.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.924132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080254, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.77136, + "strategy_rank": 91.363361, + "rr": 1.425025, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.137538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105404, + "hold30_r": -1.065102 + }, + { + "symbol": "KLAC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.522262, + "strategy_rank": 82.678429, + "rr": 0.689325, + "primary_prob": 50.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.033988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63734, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.630566, + "strategy_rank": 94.472128, + "rr": 1.417306, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.125959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366521, + "hold30_r": -3.356186 + }, + { + "symbol": "MSTR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.277978, + "strategy_rank": 99.386542, + "rr": 0.915304, + "primary_prob": 56.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.372955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012546, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.10349, + "strategy_rank": 91.118541, + "rr": 1.253464, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.880196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.195824, + "hold30_r": -1.86978 + }, + { + "symbol": "NOW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.327316, + "strategy_rank": 79.692267, + "rr": 1.313934, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.9709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048934, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.866426, + "strategy_rank": 82.572885, + "rr": 1.136458, + "primary_prob": 50.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.704687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.066899, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833935, + "strategy_rank": 96.178833, + "rr": 0.871858, + "primary_prob": 58.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.307787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032318, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.373045, + "strategy_rank": 75.434, + "rr": 1.127419, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.691128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073753, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.966306, + "strategy_rank": 73.31711, + "rr": 1.237481, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.856222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07757, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.513839, + "strategy_rank": 64.582136, + "rr": 0.922827, + "primary_prob": 41.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.38424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084481, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.817088, + "strategy_rank": 93.371601, + "rr": 1.63433, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.451494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037419, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.593261, + "strategy_rank": 97.919124, + "rr": 1.29374, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.94061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027359, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.032491, + "strategy_rank": 62.408458, + "rr": 0.727496, + "primary_prob": 48.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.091244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092319, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638989, + "strategy_rank": 99.711278, + "rr": 0.972537, + "primary_prob": 55.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.458805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022401, + "hold30_r": -1.007206 + }, + { + "symbol": "SW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.854392, + "strategy_rank": 80.056658, + "rr": 1.37486, + "primary_prob": 44.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.06229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073999, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.074609, + "strategy_rank": 94.114411, + "rr": 1.103659, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.655489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047286, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.1071, + "strategy_rank": 75.286374, + "rr": 0.957462, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.436193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08015, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.190132, + "strategy_rank": 79.069707, + "rr": 1.730014, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.595021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060071, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.00361, + "strategy_rank": 86.50877, + "rr": 0.88336, + "primary_prob": 57.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.325041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841051, + "hold30_r": 1.041618 + }, + { + "symbol": "CEG", + "date": "2024-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.150289, + "strategy_rank": 95.902434, + "rr": 1.180002, + "primary_prob": 34.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.770004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.143392, + "hold30_r": 3.321937 + }, + { + "symbol": "HOOD", + "date": "2024-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317919, + "strategy_rank": 89.030502, + "rr": 1.505452, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.258179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027188, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104046, + "strategy_rank": 80.509511, + "rr": 1.657018, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.485527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078967, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.16185, + "strategy_rank": 64.588035, + "rr": 1.503219, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.254828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081668, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.566474, + "strategy_rank": 94.708643, + "rr": 0.712407, + "primary_prob": 49.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.06861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025889, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.075145, + "strategy_rank": 98.83357, + "rr": 2.525513, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.788269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03179, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.364162, + "strategy_rank": 79.752145, + "rr": 0.716013, + "primary_prob": 49.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.07402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060765, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.913295, + "strategy_rank": 91.802628, + "rr": 0.998071, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.497107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036514, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.890173, + "strategy_rank": 79.960838, + "rr": 0.966097, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.449146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904057, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.416185, + "strategy_rank": 94.307938, + "rr": 0.696827, + "primary_prob": 50.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.04524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046084, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.352601, + "strategy_rank": 60.284537, + "rr": 1.247087, + "primary_prob": 32.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.870631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091648, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.595376, + "strategy_rank": 69.256555, + "rr": 1.087057, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.630586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274587, + "hold30_r": -1.179397 + }, + { + "symbol": "CAH", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.601156, + "strategy_rank": 75.097626, + "rr": 1.453831, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.180746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073218, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.734104, + "strategy_rank": 57.767506, + "rr": 1.163172, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.744757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.115357, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.098266, + "strategy_rank": 69.062904, + "rr": 1.145251, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.717876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06714, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.867052, + "strategy_rank": 71.011781, + "rr": 0.855255, + "primary_prob": 58.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.282883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786997, + "hold30_r": 3.61789 + }, + { + "symbol": "COHR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.924855, + "strategy_rank": 85.228714, + "rr": 1.761524, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.642286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030869, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.843931, + "strategy_rank": 98.879333, + "rr": 0.706592, + "primary_prob": 49.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.059889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688052, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.289017, + "strategy_rank": 71.50681, + "rr": 1.348849, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.023273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268225, + "hold30_r": 4.636556 + }, + { + "symbol": "CRWD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.34104, + "strategy_rank": 95.578175, + "rr": 1.591588, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.387382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034579, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.653179, + "strategy_rank": 99.584215, + "rr": 2.90037, + "primary_prob": 10.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.350555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021755, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.33526, + "strategy_rank": 94.096966, + "rr": 2.393249, + "primary_prob": 30.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.589874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080763, + "hold30_r": -1.036654 + }, + { + "symbol": "DDOG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.063584, + "strategy_rank": 94.00264, + "rr": 1.559692, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.339537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.85691, + "hold30_r": -1.816344 + }, + { + "symbol": "DECK", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.647399, + "strategy_rank": 95.16183, + "rr": 1.601359, + "primary_prob": 25.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.402039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.804603, + "hold30_r": -1.755745 + }, + { + "symbol": "DHI", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.127168, + "strategy_rank": 82.157529, + "rr": 0.794624, + "primary_prob": 46.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.191936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.354739, + "hold30_r": -1.299582 + }, + { + "symbol": "DLR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358382, + "strategy_rank": 79.862632, + "rr": 1.925227, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.887841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053865, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.156069, + "strategy_rank": 72.345581, + "rr": 1.667668, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.501502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065623, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.491329, + "strategy_rank": 93.902754, + "rr": 1.28596, + "primary_prob": 31.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.92894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057049, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462428, + "strategy_rank": 63.936156, + "rr": 1.837118, + "primary_prob": 21.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.755677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.170668, + "hold30_r": -1.07202 + }, + { + "symbol": "ERIE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.109827, + "strategy_rank": 84.897294, + "rr": 0.984311, + "primary_prob": 39.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.476467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059683, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.080925, + "strategy_rank": 66.6608, + "rr": 0.826741, + "primary_prob": 44.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.240111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083513, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.260116, + "strategy_rank": 88.758205, + "rr": 1.789812, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.684718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047474, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.138728, + "strategy_rank": 91.867352, + "rr": 0.851768, + "primary_prob": 44.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.277652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.822204, + "hold30_r": 0.339523 + }, + { + "symbol": "GRMN", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.346821, + "strategy_rank": 70.775647, + "rr": 1.019133, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.528699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096833, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.427746, + "strategy_rank": 67.83783, + "rr": 1.706942, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.560413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094636, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.369942, + "strategy_rank": 78.015361, + "rr": 0.774185, + "primary_prob": 46.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.161277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.171717, + "hold30_r": -1.099434 + }, + { + "symbol": "IBKR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.699422, + "strategy_rank": 73.606896, + "rr": 0.819426, + "primary_prob": 60.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.229139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070429, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.82659, + "strategy_rank": 73.536052, + "rr": 1.657256, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.485884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154041, + "hold30_r": -1.074932 + }, + { + "symbol": "IRM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624277, + "strategy_rank": 73.942877, + "rr": 1.090972, + "primary_prob": 36.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.636457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067634, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.115607, + "strategy_rank": 77.222793, + "rr": 0.729582, + "primary_prob": 48.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.094373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057966, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.121387, + "strategy_rank": 77.735144, + "rr": 0.740824, + "primary_prob": 48.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.111237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072965, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.410405, + "strategy_rank": 93.17275, + "rr": 1.262202, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.893303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042419, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.861272, + "strategy_rank": 84.305658, + "rr": 1.154043, + "primary_prob": 34.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.731064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04591, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.953757, + "strategy_rank": 85.195312, + "rr": 0.823741, + "primary_prob": 45.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.235612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058571, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.306358, + "strategy_rank": 99.410645, + "rr": 1.598886, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.398328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.010932, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.907514, + "strategy_rank": 89.906194, + "rr": 2.310361, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.465542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.191243, + "hold30_r": -1.133986 + }, + { + "symbol": "NTAP", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.560694, + "strategy_rank": 90.113247, + "rr": 1.956045, + "primary_prob": 20.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.934068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067704, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.381503, + "strategy_rank": 96.721723, + "rr": 1.371897, + "primary_prob": 29.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.057845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033422, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.052023, + "strategy_rank": 73.150949, + "rr": 1.019738, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.529607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073043, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.393064, + "strategy_rank": 71.220473, + "rr": 1.025686, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.538529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075327, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.693642, + "strategy_rank": 85.551293, + "rr": 1.023514, + "primary_prob": 38.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.535272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983616, + "hold30_r": 3.621721 + }, + { + "symbol": "PLTR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.803468, + "strategy_rank": 98.081805, + "rr": 1.341529, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.012293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027672, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.439306, + "strategy_rank": 86.33658, + "rr": 1.792212, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.688318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052034, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.630058, + "strategy_rank": 61.479449, + "rr": 0.678221, + "primary_prob": 50.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.017332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.55347, + "hold30_r": -1.0 + }, + { + "symbol": "SHW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.65896, + "strategy_rank": 64.608677, + "rr": 1.244226, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.866339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079543, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884393, + "strategy_rank": 99.884473, + "rr": 1.534182, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.301273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015206, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.786127, + "strategy_rank": 79.209113, + "rr": 1.946279, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.919418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079726, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.572254, + "strategy_rank": 93.802308, + "rr": 0.979573, + "primary_prob": 39.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.469359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044151, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.398844, + "strategy_rank": 73.635938, + "rr": 1.508409, + "primary_prob": 27.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.262613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07616, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-04-11", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.209352, + "strategy_rank": 87.515614, + "rr": 3.939407, + "primary_prob": 20.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 5.909111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027708, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.402763, + "strategy_rank": 71.378121, + "rr": 1.364972, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.047458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.296125, + "hold30_r": 5.118788 + }, + { + "symbol": "AIG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.059511, + "strategy_rank": 62.3692, + "rr": 1.337711, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.006566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073302, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.367694, + "strategy_rank": 81.279843, + "rr": 1.829047, + "primary_prob": 21.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.74357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.756025, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522848, + "strategy_rank": 69.084638, + "rr": 1.28153, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.922294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072283, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.348565, + "strategy_rank": 93.245691, + "rr": 1.395465, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.093197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027586, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.97237, + "strategy_rank": 87.924303, + "rr": 1.848362, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.772543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032391, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.860786, + "strategy_rank": 80.47755, + "rr": 1.17125, + "primary_prob": 34.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.756876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.121941, + "hold30_r": 1.206667 + }, + { + "symbol": "APP", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.149841, + "strategy_rank": 98.864634, + "rr": 2.243998, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.365997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030531, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22848, + "strategy_rank": 76.407818, + "rr": 1.323119, + "primary_prob": 30.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.984679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.264914, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.561105, + "strategy_rank": 90.661418, + "rr": 0.967292, + "primary_prob": 55.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.450938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037948, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.217853, + "strategy_rank": 93.696989, + "rr": 1.301803, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.952705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097876, + "hold30_r": -1.05679 + }, + { + "symbol": "BRO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.097768, + "strategy_rank": 69.104879, + "rr": 1.798595, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.697892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712052, + "hold30_r": 3.941459 + }, + { + "symbol": "CAH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.329437, + "strategy_rank": 74.575945, + "rr": 1.938059, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.907089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071775, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.784272, + "strategy_rank": 58.743482, + "rr": 1.484903, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.227355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.380919, + "hold30_r": -1.108326 + }, + { + "symbol": "CBOE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.285866, + "strategy_rank": 70.001801, + "rr": 1.584645, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.376968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.065842, + "hold30_r": 0.750597 + }, + { + "symbol": "CI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.040383, + "strategy_rank": 81.231234, + "rr": 1.578459, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.367689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482596, + "hold30_r": -1.034431 + }, + { + "symbol": "COHR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.127524, + "strategy_rank": 84.627402, + "rr": 1.62938, + "primary_prob": 24.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.44407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030513, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.937301, + "strategy_rank": 98.906534, + "rr": 1.801115, + "primary_prob": 37.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.701672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018737, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304995, + "strategy_rank": 66.425784, + "rr": 1.974634, + "primary_prob": 19.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.961951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121338, + "hold30_r": -1.022657 + }, + { + "symbol": "COST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.39745, + "strategy_rank": 68.550249, + "rr": 1.546686, + "primary_prob": 26.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.32003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086732, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.710946, + "strategy_rank": 80.055713, + "rr": 1.627747, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.44162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064819, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.252922, + "strategy_rank": 76.390605, + "rr": 1.9524, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.9286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.1931, + "hold30_r": -1.134421 + }, + { + "symbol": "CRWD", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.130712, + "strategy_rank": 95.163109, + "rr": 1.314342, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.971514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03717, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.68119, + "strategy_rank": 99.617935, + "rr": 1.652014, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.47802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.632257, + "hold30_r": 4.498008 + }, + { + "symbol": "DASH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.430393, + "strategy_rank": 94.672038, + "rr": 0.875241, + "primary_prob": 43.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.312862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043801, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.879915, + "strategy_rank": 93.744754, + "rr": 2.139086, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.208628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040793, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.280553, + "strategy_rank": 95.330709, + "rr": 1.182125, + "primary_prob": 34.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.773187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.142732, + "hold30_r": 5.28504 + }, + { + "symbol": "DELL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.299681, + "strategy_rank": 98.205963, + "rr": 1.851535, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.777302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.823967, + "hold30_r": 4.965236 + }, + { + "symbol": "DHI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.846971, + "strategy_rank": 81.923812, + "rr": 1.862264, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.793396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049664, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.977683, + "strategy_rank": 69.936497, + "rr": 2.402596, + "primary_prob": 30.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.603893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06425, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.749203, + "strategy_rank": 89.492662, + "rr": 1.294804, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.942207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062538, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.918172, + "strategy_rank": 86.783398, + "rr": 0.89297, + "primary_prob": 57.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.339454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058174, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.493092, + "strategy_rank": 85.119317, + "rr": 1.500167, + "primary_prob": 27.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.25025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.441668, + "hold30_r": 0.599342 + }, + { + "symbol": "ETN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.092455, + "strategy_rank": 79.624464, + "rr": 0.786505, + "primary_prob": 46.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.179758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064682, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.615303, + "strategy_rank": 70.509949, + "rr": 1.786896, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.680345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060424, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.517535, + "strategy_rank": 87.994054, + "rr": 0.975883, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.463825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047821, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.705632, + "strategy_rank": 95.056231, + "rr": 1.488784, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.233177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04364, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.580234, + "strategy_rank": 93.663791, + "rr": 1.727397, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.591096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031993, + "hold30_r": 1.313823 + }, + { + "symbol": "GRMN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.672689, + "strategy_rank": 76.243763, + "rr": 0.756277, + "primary_prob": 47.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.134416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090057, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.465462, + "strategy_rank": 67.196163, + "rr": 1.924096, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.886145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069887, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.609989, + "strategy_rank": 62.374874, + "rr": 1.136001, + "primary_prob": 35.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.704002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.049901, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378321, + "strategy_rank": 61.448299, + "rr": 1.582318, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.373477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081078, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942614, + "strategy_rank": 80.75983, + "rr": 1.548544, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.322815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058182, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.44102, + "strategy_rank": 73.791765, + "rr": 1.225667, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.838501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.160011, + "hold30_r": 10.628094 + }, + { + "symbol": "IBM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.904357, + "strategy_rank": 74.755084, + "rr": 1.313034, + "primary_prob": 31.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.969551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.992979, + "hold30_r": -2.917392 + }, + { + "symbol": "IR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.421892, + "strategy_rank": 67.547866, + "rr": 1.111465, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.667197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072256, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.498406, + "strategy_rank": 91.856088, + "rr": 1.506439, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.259658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.202919, + "hold30_r": -1.159728 + }, + { + "symbol": "JPM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.035069, + "strategy_rank": 63.371582, + "rr": 1.073398, + "primary_prob": 37.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.610098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004463, + "hold30_r": 3.37906 + }, + { + "symbol": "KKR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.073326, + "strategy_rank": 84.344549, + "rr": 1.151619, + "primary_prob": 34.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.727428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048218, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.247609, + "strategy_rank": 84.050021, + "rr": 1.28737, + "primary_prob": 31.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.931055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048253, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.552604, + "strategy_rank": 56.736399, + "rr": 1.706154, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.55923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.603675, + "hold30_r": 0.589357 + }, + { + "symbol": "LDOS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.827843, + "strategy_rank": 61.9511, + "rr": 1.569236, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.353854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479493, + "hold30_r": 9.072091 + }, + { + "symbol": "LII", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.792774, + "strategy_rank": 85.104942, + "rr": 1.280608, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.920912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227185, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.343252, + "strategy_rank": 87.208073, + "rr": 1.272416, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.908624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055242, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479277, + "strategy_rank": 85.929986, + "rr": 0.828583, + "primary_prob": 44.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.242875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048491, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.947928, + "strategy_rank": 70.780499, + "rr": 0.882011, + "primary_prob": 42.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.323016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071703, + "hold30_r": -1.0 + }, + { + "symbol": "MAS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.765143, + "strategy_rank": 74.046194, + "rr": 1.167881, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.751822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.613047, + "hold30_r": -1.548076 + }, + { + "symbol": "MCK", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.155154, + "strategy_rank": 69.976404, + "rr": 0.888819, + "primary_prob": 42.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.333229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.804911, + "hold30_r": 3.025782 + }, + { + "symbol": "MLM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.136026, + "strategy_rank": 75.713438, + "rr": 0.929736, + "primary_prob": 41.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.394604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859839, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.160468, + "strategy_rank": 80.113598, + "rr": 1.093556, + "primary_prob": 51.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.640334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056601, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.46865, + "strategy_rank": 99.532716, + "rr": 1.548677, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.323015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012049, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.730074, + "strategy_rank": 91.034781, + "rr": 1.752954, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.629431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.601863, + "hold30_r": -2.54414 + }, + { + "symbol": "NTAP", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.460149, + "strategy_rank": 87.472104, + "rr": 1.172834, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.759251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061709, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.512221, + "strategy_rank": 96.956436, + "rr": 1.341809, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.012713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033592, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.822529, + "strategy_rank": 73.519415, + "rr": 1.883263, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.824894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067541, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.634431, + "strategy_rank": 71.160627, + "rr": 1.921821, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.882732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069759, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.996812, + "strategy_rank": 87.144379, + "rr": 1.331496, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.997244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287289, + "hold30_r": 3.367627 + }, + { + "symbol": "PCAR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.116897, + "strategy_rank": 68.071235, + "rr": 1.671145, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.506717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071992, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.923486, + "strategy_rank": 73.562542, + "rr": 0.95188, + "primary_prob": 40.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.42782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878192, + "hold30_r": 0.001807 + }, + { + "symbol": "PH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.01594, + "strategy_rank": 75.178531, + "rr": 0.766623, + "primary_prob": 47.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.149934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692197, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.005313, + "strategy_rank": 88.209228, + "rr": 1.780859, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.671288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049162, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555792, + "strategy_rank": 97.875919, + "rr": 1.716605, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.574908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030932, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.691817, + "strategy_rank": 75.782153, + "rr": 1.608776, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.413164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059292, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.068013, + "strategy_rank": 91.177694, + "rr": 1.824893, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.73734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.783528, + "hold30_r": 3.363142 + }, + { + "symbol": "RL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.75983, + "strategy_rank": 84.597559, + "rr": 1.107234, + "primary_prob": 36.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.660851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05678, + "hold30_r": 2.071185 + }, + { + "symbol": "RSG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885228, + "strategy_rank": 61.583219, + "rr": 0.860548, + "primary_prob": 43.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.290822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737567, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89373, + "strategy_rank": 99.893831, + "rr": 1.657896, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.486843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016461, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.648247, + "strategy_rank": 80.646569, + "rr": 1.611344, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.417016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081377, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087141, + "strategy_rank": 94.275406, + "rr": 1.55112, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.32668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044031, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.803401, + "strategy_rank": 85.803058, + "rr": 1.727084, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.590626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051782, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.310308, + "strategy_rank": 71.859589, + "rr": 1.507869, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.261803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076761, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.724761, + "strategy_rank": 93.100977, + "rr": 0.944902, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.417353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028249, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.190223, + "strategy_rank": 59.153071, + "rr": 0.907731, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.361596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818834, + "hold30_r": 7.151653 + }, + { + "symbol": "WDC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.590861, + "strategy_rank": 85.400043, + "rr": 0.884314, + "primary_prob": 57.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.32647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.130015, + "hold30_r": -1.095433 + }, + { + "symbol": "WFC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.340064, + "strategy_rank": 69.108807, + "rr": 1.210559, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.815838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140493, + "hold30_r": 2.320243 + }, + { + "symbol": "WM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.272051, + "strategy_rank": 60.865436, + "rr": 1.020648, + "primary_prob": 38.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.530971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898622, + "hold30_r": 1.021985 + }, + { + "symbol": "WRB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.18491, + "strategy_rank": 70.784945, + "rr": 1.876269, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.814404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079446, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.768332, + "strategy_rank": 95.736561, + "rr": 1.17207, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.758105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.125548, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-04-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.006296, + "strategy_rank": 96.062566, + "rr": 1.037652, + "primary_prob": 38.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.556479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003133, + "hold30_r": 3.134417 + }, + { + "symbol": "HOOD", + "date": "2024-04-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.241343, + "strategy_rank": 92.541325, + "rr": 2.450955, + "primary_prob": 14.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.676433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.426425, + "hold30_r": 2.743071 + }, + { + "symbol": "AIG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.686254, + "strategy_rank": 61.614687, + "rr": 1.754056, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.631084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686589, + "hold30_r": 1.858668 + }, + { + "symbol": "AIZ", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.389297, + "strategy_rank": 80.592173, + "rr": 1.006646, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.509969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.930644, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.142707, + "strategy_rank": 87.086924, + "rr": 1.518072, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.277108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477937, + "hold30_r": 2.584438 + }, + { + "symbol": "AMD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.401889, + "strategy_rank": 91.23195, + "rr": 1.381051, + "primary_prob": 29.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.071577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.355555, + "hold30_r": 1.470045 + }, + { + "symbol": "AMZN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.365163, + "strategy_rank": 77.381974, + "rr": 1.215642, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.823464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060528, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.290661, + "strategy_rank": 91.738191, + "rr": 0.729811, + "primary_prob": 48.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.094717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.698858, + "hold30_r": 3.16478 + }, + { + "symbol": "APO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.562434, + "strategy_rank": 79.158976, + "rr": 1.765009, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.647514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71587, + "hold30_r": 2.036251 + }, + { + "symbol": "APP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.055614, + "strategy_rank": 98.836838, + "rr": 1.861914, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.792872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.834829, + "hold30_r": 3.22355 + }, + { + "symbol": "AVGO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.500525, + "strategy_rank": 90.221915, + "rr": 0.749646, + "primary_prob": 47.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.124468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.716479, + "hold30_r": 1.613325 + }, + { + "symbol": "BLDR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.648478, + "strategy_rank": 92.990337, + "rr": 1.59189, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.387834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.556075, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.007345, + "strategy_rank": 59.309744, + "rr": 1.500375, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.250563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.417463, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.994753, + "strategy_rank": 66.776662, + "rr": 1.670905, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.506357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583292, + "hold30_r": 3.582567 + }, + { + "symbol": "CAH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.451207, + "strategy_rank": 75.115008, + "rr": 0.867704, + "primary_prob": 43.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.301555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.528961, + "hold30_r": -1.456351 + }, + { + "symbol": "CASY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.735572, + "strategy_rank": 67.119084, + "rr": 1.103105, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.654658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.035638, + "hold30_r": 2.234358 + }, + { + "symbol": "CAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896118, + "strategy_rank": 73.74904, + "rr": 1.796092, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.694137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.052531, + "hold30_r": -1.99413 + }, + { + "symbol": "CBOE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.72298, + "strategy_rank": 68.027425, + "rr": 1.210036, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.815055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069999, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.525708, + "strategy_rank": 62.076782, + "rr": 1.134986, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.702478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062508, + "hold30_r": -1.810567 + }, + { + "symbol": "CI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.204617, + "strategy_rank": 83.335701, + "rr": 1.107166, + "primary_prob": 36.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.660749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.086984, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.130115, + "strategy_rank": 72.147985, + "rr": 1.332602, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.998903, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.26265, + "hold30_r": 2.529639 + }, + { + "symbol": "COIN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.84575, + "strategy_rank": 98.846837, + "rr": 1.791185, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.686778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.015666, + "hold30_r": 0.756546 + }, + { + "symbol": "COR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.228751, + "strategy_rank": 67.089833, + "rr": 0.852493, + "primary_prob": 44.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.278739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.105315, + "hold30_r": -2.009039 + }, + { + "symbol": "COST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.624344, + "strategy_rank": 69.006079, + "rr": 1.572659, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.358988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493216, + "hold30_r": 5.927568 + }, + { + "symbol": "CRH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.66107, + "strategy_rank": 78.745176, + "rr": 1.390317, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.085476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334705, + "hold30_r": 0.696512 + }, + { + "symbol": "CRWD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.537251, + "strategy_rank": 94.877331, + "rr": 1.28511, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.927664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250502, + "hold30_r": 1.594808 + }, + { + "symbol": "CVNA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895068, + "strategy_rank": 99.769644, + "rr": 2.256952, + "primary_prob": 16.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.385428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.237062, + "hold30_r": 3.846958 + }, + { + "symbol": "DASH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.278069, + "strategy_rank": 94.27833, + "rr": 0.880832, + "primary_prob": 43.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.321247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843088, + "hold30_r": -1.473469 + }, + { + "symbol": "DDOG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.080797, + "strategy_rank": 92.59547, + "rr": 1.074084, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.611127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037014, + "hold30_r": -1.054159 + }, + { + "symbol": "DECK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.487933, + "strategy_rank": 94.61352, + "rr": 1.711336, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.567004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.667753, + "hold30_r": 7.792017 + }, + { + "symbol": "DELL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216159, + "strategy_rank": 98.186458, + "rr": 1.63897, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.458454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611171, + "hold30_r": 2.076376 + }, + { + "symbol": "DHI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.105981, + "strategy_rank": 81.050756, + "rr": 1.51401, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.271015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471994, + "hold30_r": 0.700308 + }, + { + "symbol": "DPZ", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.217209, + "strategy_rank": 70.502674, + "rr": 1.075024, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.612536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013483, + "hold30_r": 3.211888 + }, + { + "symbol": "DVA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.068206, + "strategy_rank": 88.733936, + "rr": 1.882692, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.824038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.822534, + "hold30_r": 4.186375 + }, + { + "symbol": "ECL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.47639, + "strategy_rank": 65.076569, + "rr": 1.485429, + "primary_prob": 27.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.228143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.396447, + "hold30_r": 3.010095 + }, + { + "symbol": "EME", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.956978, + "strategy_rank": 85.788295, + "rr": 1.617078, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.425617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564871, + "hold30_r": 3.532309 + }, + { + "symbol": "ERIE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.327387, + "strategy_rank": 85.253439, + "rr": 1.58762, + "primary_prob": 25.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.38143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524316, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.599161, + "strategy_rank": 78.071714, + "rr": 1.168693, + "primary_prob": 34.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.753039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11326, + "hold30_r": 1.961053 + }, + { + "symbol": "FANG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.8468, + "strategy_rank": 71.696525, + "rr": 1.28438, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.92657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.216256, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.056663, + "strategy_rank": 66.602844, + "rr": 1.553126, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.329689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059326, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.96957, + "strategy_rank": 87.892506, + "rr": 1.77647, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.664706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.733543, + "hold30_r": 3.110334 + }, + { + "symbol": "FIX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.747114, + "strategy_rank": 94.835951, + "rr": 1.669942, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.504914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63026, + "hold30_r": 1.775075 + }, + { + "symbol": "GDDY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513116, + "strategy_rank": 79.836587, + "rr": 1.412189, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.118283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350138, + "hold30_r": 5.209665 + }, + { + "symbol": "GE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.179433, + "strategy_rank": 92.621001, + "rr": 1.858427, + "primary_prob": 21.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.787641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.826518, + "hold30_r": 1.443958 + }, + { + "symbol": "GRMN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.414481, + "strategy_rank": 74.94704, + "rr": 1.731104, + "primary_prob": 23.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.596655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.65051, + "hold30_r": 6.839384 + }, + { + "symbol": "GWW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.575026, + "strategy_rank": 67.643941, + "rr": 1.572617, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.358925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.187368, + "hold30_r": -1.118901 + }, + { + "symbol": "HIG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.673662, + "strategy_rank": 62.366124, + "rr": 1.430291, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.145437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078639, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.809024, + "strategy_rank": 78.563806, + "rr": 1.523178, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.284767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.469751, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.303253, + "strategy_rank": 74.354955, + "rr": 1.46712, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.20068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.404673, + "hold30_r": 10.448827 + }, + { + "symbol": "IBM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.982162, + "strategy_rank": 73.772869, + "rr": 1.384822, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.077233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.710121, + "hold30_r": -2.638507 + }, + { + "symbol": "IR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358867, + "strategy_rank": 67.511876, + "rr": 1.259767, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.88965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196196, + "hold30_r": 0.589684 + }, + { + "symbol": "IT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.78489, + "strategy_rank": 79.841055, + "rr": 1.862023, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.793035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062419, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.093389, + "strategy_rank": 80.641105, + "rr": 0.748771, + "primary_prob": 47.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.123157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704687, + "hold30_r": 2.510739 + }, + { + "symbol": "KLAC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.192025, + "strategy_rank": 86.064125, + "rr": 1.334862, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.002293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.293994, + "hold30_r": 4.095308 + }, + { + "symbol": "LDOS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.266527, + "strategy_rank": 62.481966, + "rr": 1.825051, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.737577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.737657, + "hold30_r": 7.209949 + }, + { + "symbol": "LII", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.018888, + "strategy_rank": 83.104016, + "rr": 1.194637, + "primary_prob": 33.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.791956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.141756, + "hold30_r": 2.264945 + }, + { + "symbol": "LLY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.586569, + "strategy_rank": 87.327335, + "rr": 1.12663, + "primary_prob": 35.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.689945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.073712, + "hold30_r": 3.823252 + }, + { + "symbol": "LRCX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870934, + "strategy_rank": 87.741453, + "rr": 1.902643, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.853964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863224, + "hold30_r": 1.478814 + }, + { + "symbol": "MAR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.427072, + "strategy_rank": 66.005227, + "rr": 1.905294, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.857942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061725, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.543547, + "strategy_rank": 70.448265, + "rr": 0.718722, + "primary_prob": 49.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.078084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637254, + "hold30_r": 3.751091 + }, + { + "symbol": "META", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.697796, + "strategy_rank": 93.975905, + "rr": 1.721127, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.581691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.653004, + "hold30_r": -2.610904 + }, + { + "symbol": "MLM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.821616, + "strategy_rank": 71.630361, + "rr": 1.310073, + "primary_prob": 31.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.96511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250086, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.339979, + "strategy_rank": 83.027107, + "rr": 1.552336, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.328505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051188, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.265477, + "strategy_rank": 99.391692, + "rr": 1.784506, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.676758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.774178, + "hold30_r": 1.993706 + }, + { + "symbol": "MU", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.377754, + "strategy_rank": 83.785349, + "rr": 1.674196, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.511293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647731, + "hold30_r": 2.652142 + }, + { + "symbol": "NFLX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.858342, + "strategy_rank": 93.011718, + "rr": 1.892335, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.838503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.851783, + "hold30_r": 2.878854 + }, + { + "symbol": "NRG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.117524, + "strategy_rank": 82.941262, + "rr": 0.81661, + "primary_prob": 45.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.224915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779726, + "hold30_r": 2.206057 + }, + { + "symbol": "NTAP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883526, + "strategy_rank": 87.178301, + "rr": 0.685095, + "primary_prob": 50.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.027643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.626488, + "hold30_r": 6.285526 + }, + { + "symbol": "NVDA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426023, + "strategy_rank": 97.172275, + "rr": 1.73707, + "primary_prob": 23.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.605605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.711557, + "hold30_r": 6.495409 + }, + { + "symbol": "NWS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315845, + "strategy_rank": 69.11607, + "rr": 1.483729, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.225593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070583, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.636936, + "strategy_rank": 67.501504, + "rr": 1.61464, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.42196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.445163, + "hold30_r": -1.36954 + }, + { + "symbol": "PCAR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.710388, + "strategy_rank": 69.563381, + "rr": 1.346994, + "primary_prob": 30.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.020491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059449, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.834208, + "strategy_rank": 73.106958, + "rr": 1.673246, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.50987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066249, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.759706, + "strategy_rank": 86.176564, + "rr": 1.063348, + "primary_prob": 37.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.595022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017493, + "hold30_r": 2.187717 + }, + { + "symbol": "PLTR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.166842, + "strategy_rank": 97.608839, + "rr": 1.635254, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.452881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.60702, + "hold30_r": 0.586187 + }, + { + "symbol": "PNR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.167891, + "strategy_rank": 70.019197, + "rr": 1.550064, + "primary_prob": 26.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.325096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484891, + "hold30_r": 0.568488 + }, + { + "symbol": "PSX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.549843, + "strategy_rank": 78.309994, + "rr": 1.919926, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.879888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053745, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90766, + "strategy_rank": 90.639546, + "rr": 1.626068, + "primary_prob": 24.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.439102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582858, + "hold30_r": 3.638492 + }, + { + "symbol": "RL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.772298, + "strategy_rank": 86.648977, + "rr": 1.470402, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.205603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.417837, + "hold30_r": 4.448425 + }, + { + "symbol": "SMCI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.685205, + "strategy_rank": 99.748262, + "rr": 1.508505, + "primary_prob": 27.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.262757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.496959, + "hold30_r": 0.461126 + }, + { + "symbol": "SW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.920252, + "strategy_rank": 81.98016, + "rr": 1.459005, + "primary_prob": 28.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.188508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073683, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.611752, + "strategy_rank": 74.276344, + "rr": 1.098371, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.647556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036207, + "hold30_r": 3.964456 + }, + { + "symbol": "TRGP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.945435, + "strategy_rank": 71.722056, + "rr": 0.850483, + "primary_prob": 44.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.275725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779871, + "hold30_r": 1.128725 + }, + { + "symbol": "TT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.03148, + "strategy_rank": 80.375592, + "rr": 1.541419, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.312129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478174, + "hold30_r": 3.645259 + }, + { + "symbol": "TXT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.587618, + "strategy_rank": 62.15401, + "rr": 1.461572, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.192358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.210257, + "hold30_r": -4.12023 + }, + { + "symbol": "UBER", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.376705, + "strategy_rank": 93.739007, + "rr": 1.361032, + "primary_prob": 30.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.041548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.276353, + "hold30_r": -1.239844 + }, + { + "symbol": "URI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.932844, + "strategy_rank": 87.630396, + "rr": 1.508133, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.262199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.462245, + "hold30_r": 0.334847 + }, + { + "symbol": "VMC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.155299, + "strategy_rank": 66.691136, + "rr": 1.916184, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.874276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.847635, + "hold30_r": 0.017677 + }, + { + "symbol": "VRT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.475341, + "strategy_rank": 98.095082, + "rr": 1.714009, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.571013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.691959, + "hold30_r": 3.101254 + }, + { + "symbol": "VST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.635887, + "strategy_rank": 93.302443, + "rr": 1.764896, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.647344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738395, + "hold30_r": 5.567832 + }, + { + "symbol": "WAB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.797482, + "strategy_rank": 57.562421, + "rr": 1.467307, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.200961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382611, + "hold30_r": 6.330043 + }, + { + "symbol": "WDC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.352571, + "strategy_rank": 88.269394, + "rr": 1.758911, + "primary_prob": 22.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.638366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727215, + "hold30_r": 2.142643 + }, + { + "symbol": "WRB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.044071, + "strategy_rank": 70.460975, + "rr": 1.764834, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.647251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079887, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.796432, + "strategy_rank": 95.633235, + "rr": 1.948313, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.92247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.903385, + "hold30_r": 1.486881 + }, + { + "symbol": "HOOD", + "date": "2024-04-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.628415, + "strategy_rank": 96.286296, + "rr": 2.571233, + "primary_prob": 13.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.856849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.545133, + "hold30_r": 3.857001 + }, + { + "symbol": "AIG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.557377, + "strategy_rank": 62.877746, + "rr": 1.83089, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.746335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754225, + "hold30_r": 0.766343 + }, + { + "symbol": "AIZ", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.42623, + "strategy_rank": 80.934962, + "rr": 1.251673, + "primary_prob": 32.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.87751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.173762, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.584699, + "strategy_rank": 68.749812, + "rr": 0.981806, + "primary_prob": 39.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.472709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.914356, + "hold30_r": -1.005384 + }, + { + "symbol": "AMAT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.027322, + "strategy_rank": 84.682524, + "rr": 0.862991, + "primary_prob": 58.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.294486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044237, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.743169, + "strategy_rank": 90.71499, + "rr": 1.281578, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.922367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029314, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.103825, + "strategy_rank": 88.619736, + "rr": 1.69086, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.53629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.656884, + "hold30_r": 2.110046 + }, + { + "symbol": "APO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.021858, + "strategy_rank": 80.591771, + "rr": 0.730235, + "primary_prob": 63.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.095353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052166, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.907104, + "strategy_rank": 98.744777, + "rr": 2.406258, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.609386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.37863, + "hold30_r": 1.227568 + }, + { + "symbol": "ARES", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.218579, + "strategy_rank": 71.937319, + "rr": 0.769073, + "primary_prob": 47.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.153609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055522, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.803279, + "strategy_rank": 90.144648, + "rr": 0.964494, + "primary_prob": 55.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.446741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037838, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.863388, + "strategy_rank": 92.940319, + "rr": 1.348911, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.023367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.251228, + "hold30_r": -1.214754 + }, + { + "symbol": "CAH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.180328, + "strategy_rank": 76.11904, + "rr": 1.276317, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.914476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075005, + "hold30_r": -1.010053 + }, + { + "symbol": "CAT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825137, + "strategy_rank": 76.749491, + "rr": 0.743904, + "primary_prob": 48.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.115856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697264, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.650273, + "strategy_rank": 68.708132, + "rr": 1.706373, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.559559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069961, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.901639, + "strategy_rank": 87.843566, + "rr": 0.735696, + "primary_prob": 48.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.103543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03958, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.622951, + "strategy_rank": 61.398157, + "rr": 1.063847, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.59577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.986342, + "hold30_r": -2.909149 + }, + { + "symbol": "CI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.398907, + "strategy_rank": 86.370085, + "rr": 0.920288, + "primary_prob": 41.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.380432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.094683, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.125683, + "strategy_rank": 99.028501, + "rr": 1.545219, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.317828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018346, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.655738, + "strategy_rank": 65.119147, + "rr": 1.575869, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.363803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49441, + "hold30_r": 6.655886 + }, + { + "symbol": "CRH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.147541, + "strategy_rank": 79.064717, + "rr": 1.886412, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.829618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.829327, + "hold30_r": 0.316128 + }, + { + "symbol": "CRWD", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.04918, + "strategy_rank": 94.92789, + "rr": 1.657922, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.486883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.620351, + "hold30_r": 4.355441 + }, + { + "symbol": "CTAS", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.748634, + "strategy_rank": 63.629272, + "rr": 0.782939, + "primary_prob": 46.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.174409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090497, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.89071, + "strategy_rank": 99.760099, + "rr": 2.879535, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.319302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.857374, + "hold30_r": 3.121714 + }, + { + "symbol": "DASH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.065574, + "strategy_rank": 94.468124, + "rr": 1.714512, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.571768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.197457, + "hold30_r": -2.159068 + }, + { + "symbol": "DDOG", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.868852, + "strategy_rank": 90.233687, + "rr": 2.23632, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.35448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03596, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.846995, + "strategy_rank": 95.001393, + "rr": 1.633756, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.450635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593084, + "hold30_r": 5.40501 + }, + { + "symbol": "DELL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.579235, + "strategy_rank": 98.417229, + "rr": 1.023213, + "primary_prob": 53.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.534819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.993169, + "hold30_r": 0.887672 + }, + { + "symbol": "DPZ", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.967213, + "strategy_rank": 71.135219, + "rr": 2.091006, + "primary_prob": 33.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.13651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.0283, + "hold30_r": 1.726396 + }, + { + "symbol": "DVA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.442623, + "strategy_rank": 86.357548, + "rr": 1.440332, + "primary_prob": 28.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.160498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377525, + "hold30_r": 1.898176 + }, + { + "symbol": "ECL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.530055, + "strategy_rank": 64.489339, + "rr": 0.924105, + "primary_prob": 41.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.386157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830031, + "hold30_r": 3.759135 + }, + { + "symbol": "ERIE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.595628, + "strategy_rank": 86.127397, + "rr": 1.528784, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.293176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467218, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 65.117647, + "rr": 1.413264, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.119895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066056, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.273224, + "strategy_rank": 85.609557, + "rr": 1.906167, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.859251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.868604, + "hold30_r": 3.369642 + }, + { + "symbol": "FIX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.612022, + "strategy_rank": 94.687239, + "rr": 1.524064, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.286097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.489414, + "hold30_r": 0.306918 + }, + { + "symbol": "GE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.098361, + "strategy_rank": 93.319833, + "rr": 1.616165, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.424247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034986, + "hold30_r": 0.052797 + }, + { + "symbol": "GWW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.311475, + "strategy_rank": 65.643523, + "rr": 1.865587, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.79838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061157, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.836066, + "strategy_rank": 64.87871, + "rr": 1.86225, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.793376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792106, + "hold30_r": 2.049867 + }, + { + "symbol": "HLT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092896, + "strategy_rank": 59.412086, + "rr": 1.757371, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.636056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064667, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.306011, + "strategy_rank": 75.703097, + "rr": 0.995702, + "primary_prob": 39.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.493553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93263, + "hold30_r": 8.192634 + }, + { + "symbol": "IBM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.68306, + "strategy_rank": 76.54677, + "rr": 0.683096, + "primary_prob": 50.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.024645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632897, + "hold30_r": 0.488087 + }, + { + "symbol": "IT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.245902, + "strategy_rank": 80.064288, + "rr": 1.387954, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.081932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069698, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.464481, + "strategy_rank": 87.602914, + "rr": 1.472169, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.208253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07741, + "hold30_r": -1.038422 + }, + { + "symbol": "JPM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.874317, + "strategy_rank": 59.161041, + "rr": 0.964257, + "primary_prob": 40.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.446386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.889003, + "hold30_r": 1.190129 + }, + { + "symbol": "KKR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.928962, + "strategy_rank": 83.127397, + "rr": 1.516936, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.275405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471627, + "hold30_r": 3.179797 + }, + { + "symbol": "LII", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.459016, + "strategy_rank": 82.40105, + "rr": 0.738742, + "primary_prob": 48.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.108113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042368, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.830601, + "strategy_rank": 86.67031, + "rr": 0.893159, + "primary_prob": 42.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.339738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.837935, + "hold30_r": 4.949802 + }, + { + "symbol": "LRCX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.775956, + "strategy_rank": 84.43598, + "rr": 1.472538, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.208807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042382, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.437158, + "strategy_rank": 75.554377, + "rr": 1.261458, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.892188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212002, + "hold30_r": -0.022022 + }, + { + "symbol": "MAR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.060109, + "strategy_rank": 67.063645, + "rr": 1.306885, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.960328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0647, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.191257, + "strategy_rank": 94.215579, + "rr": 1.802628, + "primary_prob": 22.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.703941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.773541, + "hold30_r": 1.945837 + }, + { + "symbol": "MPC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.786885, + "strategy_rank": 83.70899, + "rr": 1.349388, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.024082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054076, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.453552, + "strategy_rank": 99.519447, + "rr": 1.932048, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.898072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01268, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.005464, + "strategy_rank": 92.620165, + "rr": 1.819094, + "primary_prob": 36.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.728641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.788486, + "hold30_r": 2.662615 + }, + { + "symbol": "NCLH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.606557, + "strategy_rank": 87.511518, + "rr": 1.23432, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.85148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034465, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.879781, + "strategy_rank": 89.343298, + "rr": 1.623304, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.434957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583346, + "hold30_r": 2.965574 + }, + { + "symbol": "NRG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284153, + "strategy_rank": 82.464267, + "rr": 0.752743, + "primary_prob": 62.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.129114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.710138, + "hold30_r": 2.094854 + }, + { + "symbol": "NTAP", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.601093, + "strategy_rank": 89.499196, + "rr": 1.344647, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.01697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.282002, + "hold30_r": 6.66914 + }, + { + "symbol": "NVDA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.251366, + "strategy_rank": 97.141969, + "rr": 1.193196, + "primary_prob": 48.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.789794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027935, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.338798, + "strategy_rank": 69.979642, + "rr": 1.268846, + "primary_prob": 32.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.903269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073498, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.387978, + "strategy_rank": 67.358513, + "rr": 1.332526, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.99879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.804954, + "hold30_r": -1.726781 + }, + { + "symbol": "PANW", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.404372, + "strategy_rank": 86.800707, + "rr": 2.473067, + "primary_prob": 29.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.709601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.425977, + "hold30_r": 1.425213 + }, + { + "symbol": "PCAR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.36612, + "strategy_rank": 67.812493, + "rr": 1.228438, + "primary_prob": 33.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.842657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.20404, + "hold30_r": -1.139601 + }, + { + "symbol": "PGR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.409836, + "strategy_rank": 71.067931, + "rr": 0.885911, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.328867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.812318, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.054645, + "strategy_rank": 84.966356, + "rr": 0.983314, + "primary_prob": 39.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.47497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939636, + "hold30_r": -0.076763 + }, + { + "symbol": "PKG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.185792, + "strategy_rank": 64.196721, + "rr": 0.748664, + "primary_prob": 47.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.122996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688404, + "hold30_r": 2.015078 + }, + { + "symbol": "PLTR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.377049, + "strategy_rank": 97.739098, + "rr": 1.838885, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.758328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807821, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.224044, + "strategy_rank": 79.603236, + "rr": 1.450366, + "primary_prob": 28.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.17555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049859, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.617486, + "strategy_rank": 87.568842, + "rr": 1.870704, + "primary_prob": 21.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.806056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07464, + "hold30_r": -1.021966 + }, + { + "symbol": "SMCI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672131, + "strategy_rank": 99.737812, + "rr": 1.865845, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.798768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.014407, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.52459, + "strategy_rank": 82.620808, + "rr": 1.880594, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.82089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843882, + "hold30_r": 2.875825 + }, + { + "symbol": "SW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.661202, + "strategy_rank": 81.216436, + "rr": 0.961159, + "primary_prob": 40.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.441739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888116, + "hold30_r": 2.512077 + }, + { + "symbol": "TXT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.153005, + "strategy_rank": 72.926712, + "rr": 1.701567, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.552351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050787, + "hold30_r": -0.0499 + }, + { + "symbol": "UBER", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.814208, + "strategy_rank": 93.764063, + "rr": 1.413409, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.120113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248013, + "hold30_r": -1.21125 + }, + { + "symbol": "URI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.120219, + "strategy_rank": 86.427944, + "rr": 0.903995, + "primary_prob": 57.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.355992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043032, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.84153, + "strategy_rank": 75.080574, + "rr": 1.454633, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.181949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050538, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.808743, + "strategy_rank": 67.601414, + "rr": 1.543797, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.315695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475809, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644809, + "strategy_rank": 92.460516, + "rr": 0.931284, + "primary_prob": 56.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.396926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90094, + "hold30_r": 1.220394 + }, + { + "symbol": "WRB", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.240437, + "strategy_rank": 74.895103, + "rr": 1.222361, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.833542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.161452, + "hold30_r": 1.239645 + }, + { + "symbol": "WSM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.032787, + "strategy_rank": 95.420336, + "rr": 1.854324, + "primary_prob": 21.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.781486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805091, + "hold30_r": 1.289433 + }, + { + "symbol": "CEG", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.407643, + "strategy_rank": 96.440906, + "rr": 0.947601, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.421401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9072, + "hold30_r": 3.116066 + }, + { + "symbol": "HOOD", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.496815, + "strategy_rank": 96.881104, + "rr": 2.123904, + "primary_prob": 17.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.185856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025945, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199575, + "strategy_rank": 63.831766, + "rr": 1.505456, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.258184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.077552, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.205945, + "strategy_rank": 69.371145, + "rr": 1.328345, + "primary_prob": 30.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.992518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061458, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.501062, + "strategy_rank": 84.642807, + "rr": 0.777367, + "primary_prob": 46.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.166051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733451, + "hold30_r": 4.171307 + }, + { + "symbol": "AMD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.490446, + "strategy_rank": 91.309979, + "rr": 1.912703, + "primary_prob": 20.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.869054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.884686, + "hold30_r": 0.725538 + }, + { + "symbol": "ANET", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647558, + "strategy_rank": 92.381862, + "rr": 1.757194, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.635791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.7225, + "hold30_r": 4.152127 + }, + { + "symbol": "APO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.462845, + "strategy_rank": 78.120817, + "rr": 1.234557, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.851836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.188763, + "hold30_r": 1.428721 + }, + { + "symbol": "APP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.938429, + "strategy_rank": 98.717218, + "rr": 1.248395, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.872592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.218459, + "hold30_r": 0.675918 + }, + { + "symbol": "ARES", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.456476, + "strategy_rank": 75.883025, + "rr": 0.993009, + "primary_prob": 39.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.489513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9446, + "hold30_r": 0.389005 + }, + { + "symbol": "AVGO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418259, + "strategy_rank": 92.12294, + "rr": 1.926021, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.889032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.889423, + "hold30_r": 7.88609 + }, + { + "symbol": "BLDR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.651805, + "strategy_rank": 84.90547, + "rr": 1.346451, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.019677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.953426, + "hold30_r": -1.917069 + }, + { + "symbol": "CAH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.261146, + "strategy_rank": 75.495501, + "rr": 1.274333, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.9115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052011, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.95966, + "strategy_rank": 78.906683, + "rr": 1.228481, + "primary_prob": 33.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.842721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181427, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042463, + "strategy_rank": 56.53766, + "rr": 1.642336, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.463504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.556039, + "hold30_r": 2.114528 + }, + { + "symbol": "CBOE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.747346, + "strategy_rank": 70.980285, + "rr": 1.32285, + "primary_prob": 30.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.984275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063956, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.076433, + "strategy_rank": 73.964614, + "rr": 0.68747, + "primary_prob": 50.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.031204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639441, + "hold30_r": 0.742649 + }, + { + "symbol": "CI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.127389, + "strategy_rank": 86.803458, + "rr": 1.156872, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.735309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070787, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473461, + "strategy_rank": 75.199676, + "rr": 1.088897, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.633345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062233, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.150743, + "strategy_rank": 99.056314, + "rr": 0.72223, + "primary_prob": 48.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.083346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046404, + "hold30_r": -1.029559 + }, + { + "symbol": "COP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.66879, + "strategy_rank": 68.761804, + "rr": 1.455575, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.183362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066201, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781316, + "strategy_rank": 67.296128, + "rr": 0.996886, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.495329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076016, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.210191, + "strategy_rank": 65.418562, + "rr": 1.805451, + "primary_prob": 37.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.708176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.724748, + "hold30_r": 6.726714 + }, + { + "symbol": "CRH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.295117, + "strategy_rank": 77.430391, + "rr": 1.218176, + "primary_prob": 33.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.827264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158815, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770701, + "strategy_rank": 95.868062, + "rr": 1.225352, + "primary_prob": 33.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.838028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.188619, + "hold30_r": 4.749556 + }, + { + "symbol": "CVNA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893843, + "strategy_rank": 99.76696, + "rr": 1.950236, + "primary_prob": 35.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.925354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021679, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.373673, + "strategy_rank": 94.188555, + "rr": 1.048103, + "primary_prob": 37.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.572154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028028, + "hold30_r": -0.137912 + }, + { + "symbol": "DDOG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.552017, + "strategy_rank": 92.243555, + "rr": 1.356772, + "primary_prob": 30.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.035158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.575436, + "hold30_r": -1.540657 + }, + { + "symbol": "DECK", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.73673, + "strategy_rank": 90.377616, + "rr": 1.542852, + "primary_prob": 26.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.314278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498098, + "hold30_r": 4.652608 + }, + { + "symbol": "DELL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.619958, + "strategy_rank": 98.430796, + "rr": 1.046483, + "primary_prob": 37.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.569725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.015601, + "hold30_r": 2.089659 + }, + { + "symbol": "DPZ", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.518047, + "strategy_rank": 76.435649, + "rr": 1.676078, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.514117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053693, + "hold30_r": 0.930682 + }, + { + "symbol": "DVA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 86.172783, + "rr": 0.788299, + "primary_prob": 46.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.182448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.742297, + "hold30_r": 1.161577 + }, + { + "symbol": "ERIE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921444, + "strategy_rank": 83.464058, + "rr": 0.927927, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.39189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860209, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.993631, + "strategy_rank": 80.460621, + "rr": 1.012769, + "primary_prob": 38.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.519153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059939, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.987261, + "strategy_rank": 82.635527, + "rr": 2.289726, + "primary_prob": 31.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.434589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.248183, + "hold30_r": 3.777363 + }, + { + "symbol": "FIX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 92.93307, + "rr": 0.819366, + "primary_prob": 45.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.229049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.781228, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.740977, + "strategy_rank": 75.155192, + "rr": 2.040698, + "primary_prob": 33.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.061048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065932, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.360934, + "strategy_rank": 63.681225, + "rr": 1.907034, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.860551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065807, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.43949, + "strategy_rank": 73.645739, + "rr": 1.831659, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.747488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050208, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.70276, + "strategy_rank": 64.125265, + "rr": 1.810726, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.716088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.734471, + "hold30_r": 1.300775 + }, + { + "symbol": "HII", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.864119, + "strategy_rank": 73.53028, + "rr": 0.714248, + "primary_prob": 49.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.071372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662293, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.322718, + "strategy_rank": 77.317966, + "rr": 1.836259, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.754388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059667, + "hold30_r": 0.68233 + }, + { + "symbol": "IR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.713376, + "strategy_rank": 69.870792, + "rr": 1.51667, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.275005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.465923, + "hold30_r": 1.925243 + }, + { + "symbol": "IT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.422505, + "strategy_rank": 79.059246, + "rr": 1.431426, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.147139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.381858, + "hold30_r": 0.812381 + }, + { + "symbol": "JBL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.171975, + "strategy_rank": 90.420382, + "rr": 1.737651, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.606476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040813, + "hold30_r": 1.263873 + }, + { + "symbol": "JPM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.165605, + "strategy_rank": 59.484178, + "rr": 1.540215, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.310323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46629, + "hold30_r": 0.867262 + }, + { + "symbol": "KKR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.339703, + "strategy_rank": 83.269538, + "rr": 1.520245, + "primary_prob": 26.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.280367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478544, + "hold30_r": 3.326969 + }, + { + "symbol": "LII", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.048832, + "strategy_rank": 77.378627, + "rr": 1.595388, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.393081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.553589, + "hold30_r": 3.767258 + }, + { + "symbol": "LLY", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.435244, + "strategy_rank": 87.026893, + "rr": 1.677796, + "primary_prob": 24.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.516694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.629716, + "hold30_r": 4.907574 + }, + { + "symbol": "LRCX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.730361, + "strategy_rank": 84.584269, + "rr": 1.864531, + "primary_prob": 21.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.796797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.822812, + "hold30_r": 3.747202 + }, + { + "symbol": "META", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.585987, + "strategy_rank": 93.892731, + "rr": 1.672002, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.508002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639341, + "hold30_r": 1.975333 + }, + { + "symbol": "MLM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.791932, + "strategy_rank": 65.771813, + "rr": 1.250421, + "primary_prob": 32.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.875632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054545, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 89.35871, + "rr": 1.003428, + "primary_prob": 39.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.505142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042358, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.681529, + "strategy_rank": 99.681832, + "rr": 1.799389, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.699083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.787055, + "hold30_r": 1.433621 + }, + { + "symbol": "MU", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.116773, + "strategy_rank": 94.391265, + "rr": 0.822934, + "primary_prob": 45.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.234401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.789096, + "hold30_r": 4.886863 + }, + { + "symbol": "NFLX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.798301, + "strategy_rank": 89.72389, + "rr": 1.085272, + "primary_prob": 36.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.627908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.039544, + "hold30_r": 3.808734 + }, + { + "symbol": "NOW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.92569, + "strategy_rank": 78.082904, + "rr": 1.954361, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.931542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90974, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 90.02204, + "rr": 1.203855, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.805782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136849, + "hold30_r": 6.851727 + }, + { + "symbol": "NVDA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 97.127793, + "rr": 1.08611, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.629164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056185, + "hold30_r": 7.109516 + }, + { + "symbol": "NWS", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138004, + "strategy_rank": 69.437873, + "rr": 1.816768, + "primary_prob": 21.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.725153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073409, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 67.209989, + "rr": 1.942002, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.913002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.15751, + "hold30_r": -2.080378 + }, + { + "symbol": "PANW", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.014862, + "strategy_rank": 87.09453, + "rr": 3.064354, + "primary_prob": 24.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 4.596531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.046668, + "hold30_r": 1.84183 + }, + { + "symbol": "PCAR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.507431, + "strategy_rank": 72.277424, + "rr": 1.868441, + "primary_prob": 21.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.802661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050656, + "hold30_r": 0.715442 + }, + { + "symbol": "PGR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.70913, + "strategy_rank": 72.204327, + "rr": 0.724222, + "primary_prob": 48.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.086333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654216, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004246, + "strategy_rank": 74.809322, + "rr": 1.334779, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.002169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.278597, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.227176, + "strategy_rank": 66.100293, + "rr": 1.552386, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.328579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491213, + "hold30_r": 1.521777 + }, + { + "symbol": "PLTR", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.346072, + "strategy_rank": 97.729552, + "rr": 2.141635, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.212452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032994, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 84.097563, + "rr": 1.745516, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.618273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045312, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.785563, + "strategy_rank": 63.914973, + "rr": 1.413296, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.119943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06349, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.802548, + "strategy_rank": 82.596704, + "rr": 1.929981, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.894972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150424, + "hold30_r": -1.095283 + }, + { + "symbol": "RSG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.573248, + "strategy_rank": 56.59175, + "rr": 1.007161, + "primary_prob": 38.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.510741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081746, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469214, + "strategy_rank": 99.596704, + "rr": 1.508728, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.263093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.495398, + "hold30_r": 0.89158 + }, + { + "symbol": "STX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.535032, + "strategy_rank": 81.27611, + "rr": 1.75602, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.634029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.714238, + "hold30_r": 4.412133 + }, + { + "symbol": "SW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.949045, + "strategy_rank": 84.081792, + "rr": 1.867728, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.801592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.802314, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.250531, + "strategy_rank": 78.035689, + "rr": 1.010518, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.515777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947179, + "hold30_r": 2.619632 + }, + { + "symbol": "TXT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.288747, + "strategy_rank": 72.906885, + "rr": 1.554234, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.331352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05654, + "hold30_r": 0.108997 + }, + { + "symbol": "UBER", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.719745, + "strategy_rank": 89.473663, + "rr": 1.418745, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.128117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.346571, + "hold30_r": -1.308274 + }, + { + "symbol": "URI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915074, + "strategy_rank": 89.861187, + "rr": 1.53547, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.303205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038508, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.161359, + "strategy_rank": 84.166919, + "rr": 1.744103, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.616154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044816, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.859873, + "strategy_rank": 90.911435, + "rr": 1.05814, + "primary_prob": 37.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.58721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026795, + "hold30_r": 1.968191 + }, + { + "symbol": "WFC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.997877, + "strategy_rank": 68.762006, + "rr": 0.698031, + "primary_prob": 64.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.047046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625725, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.953291, + "strategy_rank": 60.573653, + "rr": 0.676553, + "primary_prob": 50.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.01483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.600089, + "hold30_r": 2.56068 + }, + { + "symbol": "WRB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082803, + "strategy_rank": 73.726216, + "rr": 1.407479, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.111219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.067531, + "hold30_r": 0.502901 + }, + { + "symbol": "WSM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 95.720857, + "rr": 0.762817, + "primary_prob": 62.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.144226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.71452, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-05-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.469989, + "strategy_rank": 96.150259, + "rr": 2.218193, + "primary_prob": 16.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.32729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.194158, + "hold30_r": 2.827272 + }, + { + "symbol": "AIZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.768969, + "strategy_rank": 65.850043, + "rr": 1.860058, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.790087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060251, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.657984, + "strategy_rank": 79.03344, + "rr": 0.735302, + "primary_prob": 63.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.102953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685391, + "hold30_r": 1.42749 + }, + { + "symbol": "APP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.093998, + "strategy_rank": 98.856749, + "rr": 1.815434, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.723151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028675, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.903737, + "strategy_rank": 93.208634, + "rr": 1.247969, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.871954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206294, + "hold30_r": 3.877332 + }, + { + "symbol": "AXON", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.525481, + "strategy_rank": 86.080054, + "rr": 1.648284, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.472426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049383, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.653454, + "strategy_rank": 68.458323, + "rr": 1.217431, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.826147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057335, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.166478, + "strategy_rank": 79.970381, + "rr": 1.663039, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.494559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054419, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.674972, + "strategy_rank": 69.334924, + "rr": 1.931133, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.896699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064741, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.634202, + "strategy_rank": 70.391905, + "rr": 1.203585, + "primary_prob": 33.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.805378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145115, + "hold30_r": 0.283861 + }, + { + "symbol": "CI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.542469, + "strategy_rank": 84.492398, + "rr": 1.483493, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.22524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079693, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.014723, + "strategy_rank": 75.24017, + "rr": 1.201915, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.802872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070899, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.426954, + "strategy_rank": 85.641401, + "rr": 1.500553, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.250829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471956, + "hold30_r": 4.77503 + }, + { + "symbol": "COIN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.867497, + "strategy_rank": 98.901818, + "rr": 1.734264, + "primary_prob": 23.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.601396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.717461, + "hold30_r": 0.869353 + }, + { + "symbol": "COP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.03171, + "strategy_rank": 65.134414, + "rr": 1.636353, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.45453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070057, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.978482, + "strategy_rank": 67.18901, + "rr": 0.98213, + "primary_prob": 39.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.473194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084454, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.260476, + "strategy_rank": 78.453826, + "rr": 0.943675, + "primary_prob": 55.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.415512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056255, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.508494, + "strategy_rank": 95.67676, + "rr": 2.270511, + "primary_prob": 31.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.405767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231587, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.660249, + "strategy_rank": 99.592491, + "rr": 2.462134, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.693202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02171, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.431484, + "strategy_rank": 91.770817, + "rr": 0.993757, + "primary_prob": 39.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.490636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030507, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.826727, + "strategy_rank": 88.556085, + "rr": 2.140117, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.210176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.091286, + "hold30_r": 3.208511 + }, + { + "symbol": "DPZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.298981, + "strategy_rank": 79.745033, + "rr": 1.68919, + "primary_prob": 38.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.533785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063051, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.672707, + "strategy_rank": 79.115239, + "rr": 1.001277, + "primary_prob": 54.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.501916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049836, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.243488, + "strategy_rank": 81.466822, + "rr": 0.99688, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.49532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065877, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.10872, + "strategy_rank": 89.402349, + "rr": 1.913826, + "primary_prob": 35.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.870738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044767, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06795, + "strategy_rank": 73.694624, + "rr": 1.667145, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.500718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07701, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730464, + "strategy_rank": 73.619922, + "rr": 1.746064, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.619096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077636, + "hold30_r": -1.022312 + }, + { + "symbol": "HII", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.332956, + "strategy_rank": 69.918137, + "rr": 1.623026, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.434539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061189, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.899207, + "strategy_rank": 61.253427, + "rr": 0.85196, + "primary_prob": 59.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.27794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070551, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.807475, + "strategy_rank": 78.510029, + "rr": 1.752969, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.629454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686069, + "hold30_r": 1.090665 + }, + { + "symbol": "IR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.711212, + "strategy_rank": 67.815948, + "rr": 1.089271, + "primary_prob": 51.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.633906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.03227, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.296716, + "strategy_rank": 73.676932, + "rr": 1.825203, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.737805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.208316, + "hold30_r": -1.149759 + }, + { + "symbol": "JBL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.486976, + "strategy_rank": 91.474368, + "rr": 1.911388, + "primary_prob": 20.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.867082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.284224, + "hold30_r": -1.235486 + }, + { + "symbol": "KEY", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.087203, + "strategy_rank": 82.281404, + "rr": 2.421025, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.631537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053108, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.80974, + "strategy_rank": 85.969533, + "rr": 0.896499, + "primary_prob": 57.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.344749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844618, + "hold30_r": 4.935857 + }, + { + "symbol": "LRCX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.354473, + "strategy_rank": 86.439534, + "rr": 1.932309, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.898463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.884699, + "hold30_r": 3.575701 + }, + { + "symbol": "MAR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.407701, + "strategy_rank": 64.735617, + "rr": 1.47777, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.216655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070299, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.375991, + "strategy_rank": 95.257311, + "rr": 1.844661, + "primary_prob": 21.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.766991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.039743, + "hold30_r": 1.435505 + }, + { + "symbol": "MPC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.734994, + "strategy_rank": 89.387347, + "rr": 1.499562, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.249343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046269, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88675, + "strategy_rank": 99.818915, + "rr": 1.683073, + "primary_prob": 24.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.52461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.670085, + "hold30_r": 1.733874 + }, + { + "symbol": "MU", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.715742, + "strategy_rank": 95.630884, + "rr": 1.157927, + "primary_prob": 49.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.73689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119201, + "hold30_r": 3.174983 + }, + { + "symbol": "NFLX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.677237, + "strategy_rank": 89.554609, + "rr": 0.922184, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.383277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872795, + "hold30_r": 2.486054 + }, + { + "symbol": "NOW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.258211, + "strategy_rank": 77.544096, + "rr": 1.734697, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.602045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.683677, + "hold30_r": -1.356228 + }, + { + "symbol": "NTAP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.07248, + "strategy_rank": 91.091008, + "rr": 0.806476, + "primary_prob": 60.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.209715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.73968, + "hold30_r": 5.919291 + }, + { + "symbol": "NVDA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.187995, + "strategy_rank": 97.272321, + "rr": 0.997541, + "primary_prob": 39.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.496312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964057, + "hold30_r": 6.744901 + }, + { + "symbol": "NWS", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.315968, + "strategy_rank": 70.52163, + "rr": 1.609328, + "primary_prob": 40.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.413992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547157, + "hold30_r": 3.425893 + }, + { + "symbol": "NWSA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.937712, + "strategy_rank": 68.178118, + "rr": 1.593285, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.389928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.533261, + "hold30_r": 3.405276 + }, + { + "symbol": "PCAR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.84598, + "strategy_rank": 72.538792, + "rr": 1.953658, + "primary_prob": 20.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.930487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060522, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.956965, + "strategy_rank": 68.043179, + "rr": 1.9169, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.87535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.847089, + "hold30_r": 1.558487 + }, + { + "symbol": "PLTR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.392978, + "strategy_rank": 93.533908, + "rr": 1.328119, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.992178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.303704, + "hold30_r": 2.346667 + }, + { + "symbol": "PSX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.942242, + "strategy_rank": 83.877669, + "rr": 1.580544, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.370816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050721, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.238958, + "strategy_rank": 79.749171, + "rr": 1.332305, + "primary_prob": 45.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.998457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279553, + "hold30_r": 2.910202 + }, + { + "symbol": "RL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.164213, + "strategy_rank": 84.185085, + "rr": 1.993691, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.990536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.334066, + "hold30_r": -1.274318 + }, + { + "symbol": "RSG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.860702, + "strategy_rank": 56.806111, + "rr": 1.353299, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.029949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096756, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433749, + "strategy_rank": 99.569687, + "rr": 1.616899, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.425349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600898, + "hold30_r": 0.446876 + }, + { + "symbol": "STLD", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.879955, + "strategy_rank": 75.43814, + "rr": 1.440464, + "primary_prob": 28.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.160695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045284, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.749717, + "strategy_rank": 80.50987, + "rr": 2.922174, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.383261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.873873, + "hold30_r": 2.499583 + }, + { + "symbol": "SW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.14949, + "strategy_rank": 85.019575, + "rr": 1.883655, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.825483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803973, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.465459, + "strategy_rank": 77.498219, + "rr": 2.211653, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.31748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057424, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.523216, + "strategy_rank": 84.321908, + "rr": 2.381173, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.57176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045579, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.337486, + "strategy_rank": 74.1471, + "rr": 0.873411, + "primary_prob": 43.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.310117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8, + "hold30_r": 5.392348 + }, + { + "symbol": "TSN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.106455, + "strategy_rank": 71.863659, + "rr": 1.825829, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.738744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063718, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.448471, + "strategy_rank": 76.167323, + "rr": 1.400783, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.101174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066033, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.751982, + "strategy_rank": 90.175256, + "rr": 1.799939, + "primary_prob": 22.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.699908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.032724, + "hold30_r": 1.072235 + }, + { + "symbol": "URI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.204983, + "strategy_rank": 91.714076, + "rr": 0.714505, + "primary_prob": 64.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.071758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045986, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.997735, + "strategy_rank": 83.58122, + "rr": 1.030123, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.545185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981537, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.281993, + "strategy_rank": 92.124545, + "rr": 1.031903, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.547854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996212, + "hold30_r": 1.311001 + }, + { + "symbol": "WRB", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.580974, + "strategy_rank": 72.819804, + "rr": 1.052433, + "primary_prob": 37.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.578649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080326, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-05-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.30485, + "strategy_rank": 96.721353, + "rr": 1.579245, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.368868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.557443, + "hold30_r": 2.977985 + }, + { + "symbol": "AIZ", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951501, + "strategy_rank": 65.19131, + "rr": 1.406218, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.109327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067503, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.916859, + "strategy_rank": 69.739725, + "rr": 1.231096, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.846644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070262, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.448037, + "strategy_rank": 73.146152, + "rr": 0.676876, + "primary_prob": 65.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.015314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058927, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614319, + "strategy_rank": 98.510992, + "rr": 1.715239, + "primary_prob": 38.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.572858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029674, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.759815, + "strategy_rank": 82.26232, + "rr": 1.944488, + "primary_prob": 20.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.916732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049856, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.138568, + "strategy_rank": 57.654091, + "rr": 1.259986, + "primary_prob": 47.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.88998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094976, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21709, + "strategy_rank": 69.282067, + "rr": 1.49811, + "primary_prob": 27.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.247165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063476, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.147806, + "strategy_rank": 81.147063, + "rr": 1.712451, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.568677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060391, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.184758, + "strategy_rank": 71.399226, + "rr": 1.499789, + "primary_prob": 27.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.249683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065911, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030023, + "strategy_rank": 85.435203, + "rr": 1.667258, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.500887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08095, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.678984, + "strategy_rank": 68.947953, + "rr": 1.70673, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.560095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128461, + "hold30_r": -1.066318 + }, + { + "symbol": "COF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.182448, + "strategy_rank": 75.006952, + "rr": 1.426509, + "primary_prob": 28.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.139764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072461, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.990762, + "strategy_rank": 90.244053, + "rr": 1.718896, + "primary_prob": 38.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.578343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686073, + "hold30_r": 4.15855 + }, + { + "symbol": "COIN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.960739, + "strategy_rank": 98.961099, + "rr": 0.769222, + "primary_prob": 47.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.153833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751406, + "hold30_r": 0.854343 + }, + { + "symbol": "COP", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.602771, + "strategy_rank": 65.892182, + "rr": 1.752196, + "primary_prob": 22.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.628294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072353, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.454965, + "strategy_rank": 65.956192, + "rr": 1.583482, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.375224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091312, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.221709, + "strategy_rank": 78.675612, + "rr": 1.44916, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.173741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.098831, + "hold30_r": -1.047886 + }, + { + "symbol": "CRWD", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228637, + "strategy_rank": 95.776309, + "rr": 0.778187, + "primary_prob": 61.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.167281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734241, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.884527, + "strategy_rank": 99.746158, + "rr": 2.573893, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.860839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023231, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.919169, + "strategy_rank": 92.602588, + "rr": 0.759726, + "primary_prob": 47.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.139589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036475, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.688222, + "strategy_rank": 91.956496, + "rr": 1.337227, + "primary_prob": 45.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.005841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.288769, + "hold30_r": 1.420145 + }, + { + "symbol": "DPZ", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.685912, + "strategy_rank": 79.474256, + "rr": 2.078065, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.117098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063819, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.459584, + "strategy_rank": 83.827245, + "rr": 1.51675, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.275125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070879, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.496536, + "strategy_rank": 82.003284, + "rr": 1.794617, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.691926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066685, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.766744, + "strategy_rank": 94.241911, + "rr": 1.55519, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.332786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.521397, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489607, + "strategy_rank": 88.501203, + "rr": 1.72391, + "primary_prob": 38.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.585865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048197, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.408776, + "strategy_rank": 74.702406, + "rr": 1.431316, + "primary_prob": 43.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.146974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092257, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.833718, + "strategy_rank": 66.745887, + "rr": 1.734643, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.601964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.537379, + "hold30_r": -1.455958 + }, + { + "symbol": "HAL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.796767, + "strategy_rank": 74.313792, + "rr": 1.241643, + "primary_prob": 32.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.862465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062333, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.371824, + "strategy_rank": 71.612872, + "rr": 1.293909, + "primary_prob": 31.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.940863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067495, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.369515, + "strategy_rank": 73.559699, + "rr": 1.144361, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.716541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.092746, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.683603, + "strategy_rank": 77.960875, + "rr": 1.652971, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.479456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081227, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.103926, + "strategy_rank": 68.811503, + "rr": 0.719333, + "primary_prob": 64.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.655797, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143187, + "strategy_rank": 88.431719, + "rr": 1.50159, + "primary_prob": 27.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.252386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450601, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.073903, + "strategy_rank": 95.141005, + "rr": 1.247055, + "primary_prob": 32.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.870583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.202345, + "hold30_r": 1.780702 + }, + { + "symbol": "MLM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.177829, + "strategy_rank": 63.952508, + "rr": 1.939407, + "primary_prob": 20.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.909111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060266, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.690531, + "strategy_rank": 90.424894, + "rr": 1.480583, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.220874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046147, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.422633, + "strategy_rank": 99.492037, + "rr": 1.507066, + "primary_prob": 42.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.260599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037753, + "hold30_r": -1.020414 + }, + { + "symbol": "NFLX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.265589, + "strategy_rank": 89.938507, + "rr": 1.7148, + "primary_prob": 38.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.5722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66091, + "hold30_r": 2.537906 + }, + { + "symbol": "PANW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.26097, + "strategy_rank": 91.583025, + "rr": 1.52585, + "primary_prob": 41.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.288776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.534447, + "hold30_r": -1.478177 + }, + { + "symbol": "PCAR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.378753, + "strategy_rank": 73.419452, + "rr": 1.915257, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.872885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062272, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.997691, + "strategy_rank": 74.195961, + "rr": 0.886702, + "primary_prob": 42.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.330054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069488, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.953811, + "strategy_rank": 71.652789, + "rr": 0.971114, + "primary_prob": 40.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.456671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063982, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.720554, + "strategy_rank": 68.593661, + "rr": 1.421348, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.132022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085033, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.071594, + "strategy_rank": 94.700288, + "rr": 1.537208, + "primary_prob": 41.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.305811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.507523, + "hold30_r": 2.776073 + }, + { + "symbol": "PSX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.727483, + "strategy_rank": 83.445224, + "rr": 1.480544, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.220815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057348, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.715935, + "strategy_rank": 62.937141, + "rr": 1.186496, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.779745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084763, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.295612, + "strategy_rank": 83.5398, + "rr": 2.002016, + "primary_prob": 34.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.003025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.573913, + "hold30_r": -1.509434 + }, + { + "symbol": "RSG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.56582, + "strategy_rank": 60.103686, + "rr": 1.780189, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.670284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105107, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.87067, + "strategy_rank": 72.811199, + "rr": 1.543749, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.315623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072197, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.65358, + "strategy_rank": 99.722904, + "rr": 1.85747, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.786205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017217, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.639723, + "strategy_rank": 75.902131, + "rr": 1.946486, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.91973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052933, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.535797, + "strategy_rank": 85.222117, + "rr": 0.925678, + "primary_prob": 56.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.388517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839817, + "hold30_r": -1.070429 + }, + { + "symbol": "SYF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.909931, + "strategy_rank": 77.760135, + "rr": 1.599542, + "primary_prob": 25.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.399313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051632, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.413395, + "strategy_rank": 85.653044, + "rr": 0.771484, + "primary_prob": 47.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.157226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04978, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.722864, + "strategy_rank": 77.650295, + "rr": 1.309169, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.963754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074429, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.648961, + "strategy_rank": 91.159809, + "rr": 1.586951, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.380426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549578, + "hold30_r": 1.422738 + }, + { + "symbol": "URI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.840647, + "strategy_rank": 91.666653, + "rr": 1.148549, + "primary_prob": 50.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.722823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046287, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.993072, + "strategy_rank": 82.795496, + "rr": 2.451888, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.677831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052262, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.191686, + "strategy_rank": 98.153903, + "rr": 0.739462, + "primary_prob": 63.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.109193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713548, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.457275, + "strategy_rank": 91.2412, + "rr": 0.955207, + "primary_prob": 55.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.432811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917369, + "hold30_r": 1.561311 + }, + { + "symbol": "WRB", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.224018, + "strategy_rank": 74.47965, + "rr": 1.349369, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.024053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.431742, + "hold30_r": -1.346963 + }, + { + "symbol": "HOOD", + "date": "2024-05-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.914286, + "strategy_rank": 97.086575, + "rr": 2.949777, + "primary_prob": 25.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.424666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.021986, + "hold30_r": 1.919781 + }, + { + "symbol": "AIG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.657143, + "strategy_rank": 60.991507, + "rr": 0.935617, + "primary_prob": 41.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.403426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077141, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.857143, + "strategy_rank": 68.668493, + "rr": 1.862825, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.794237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066661, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.085714, + "strategy_rank": 72.244932, + "rr": 1.530144, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.295216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074512, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.714286, + "strategy_rank": 92.620548, + "rr": 1.024294, + "primary_prob": 53.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.536442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038331, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.628571, + "strategy_rank": 98.526301, + "rr": 1.772042, + "primary_prob": 37.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.658063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029479, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.085714, + "strategy_rank": 84.581918, + "rr": 1.199715, + "primary_prob": 33.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.799573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05146, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.171429, + "strategy_rank": 58.92411, + "rr": 1.631152, + "primary_prob": 24.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.446727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.278035, + "hold30_r": -1.181102 + }, + { + "symbol": "CAH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.257143, + "strategy_rank": 69.174521, + "rr": 1.339201, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.008801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.27227, + "hold30_r": -0.277749 + }, + { + "symbol": "CAT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.2, + "strategy_rank": 77.752329, + "rr": 1.370331, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.055497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057938, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.857143, + "strategy_rank": 60.568493, + "rr": 1.067591, + "primary_prob": 52.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.601386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073469, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.457143, + "strategy_rank": 73.52137, + "rr": 1.801096, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.701645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07086, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.085714, + "strategy_rank": 72.954521, + "rr": 1.784377, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.676566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.14867, + "hold30_r": -1.080547 + }, + { + "symbol": "CI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.8, + "strategy_rank": 88.247671, + "rr": 1.369099, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.053648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.288883, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.314286, + "strategy_rank": 74.365205, + "rr": 0.786064, + "primary_prob": 46.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.179097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087052, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.942857, + "strategy_rank": 68.798356, + "rr": 1.289776, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.934665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.212734, + "hold30_r": -1.141638 + }, + { + "symbol": "COF", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314286, + "strategy_rank": 71.744658, + "rr": 1.370983, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.056474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074391, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.485714, + "strategy_rank": 85.670137, + "rr": 2.037514, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.056272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034759, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.085714, + "strategy_rank": 99.051781, + "rr": 1.580052, + "primary_prob": 40.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.370079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019517, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942857, + "strategy_rank": 67.506575, + "rr": 0.858294, + "primary_prob": 43.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.287442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.768041, + "hold30_r": 0.727753 + }, + { + "symbol": "CRH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.114286, + "strategy_rank": 77.638904, + "rr": 1.563959, + "primary_prob": 41.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.345938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055231, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.8, + "strategy_rank": 65.121644, + "rr": 0.969357, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.454036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.095147, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885714, + "strategy_rank": 99.748767, + "rr": 1.667197, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.500795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023148, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.257143, + "strategy_rank": 91.786849, + "rr": 1.559548, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.339322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037077, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.828571, + "strategy_rank": 82.366301, + "rr": 1.113379, + "primary_prob": 35.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.670068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054511, + "hold30_r": 2.651246 + }, + { + "symbol": "DPZ", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.028571, + "strategy_rank": 80.667945, + "rr": 1.105652, + "primary_prob": 36.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.658478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036712, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885714, + "strategy_rank": 82.444658, + "rr": 0.841881, + "primary_prob": 44.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.262822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790113, + "hold30_r": 0.155074 + }, + { + "symbol": "ERIE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.714286, + "strategy_rank": 84.49589, + "rr": 1.007705, + "primary_prob": 38.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.511557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066781, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.342857, + "strategy_rank": 83.808493, + "rr": 2.156748, + "primary_prob": 17.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.235122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.105561, + "hold30_r": 4.459293 + }, + { + "symbol": "FANG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.857143, + "strategy_rank": 81.50274, + "rr": 1.343838, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.015757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068889, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628571, + "strategy_rank": 91.487945, + "rr": 1.56177, + "primary_prob": 41.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.342655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052166, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.571429, + "strategy_rank": 76.673973, + "rr": 1.266503, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.899754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068876, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 75.280822, + "rr": 1.745286, + "primary_prob": 38.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.617929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078195, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.114286, + "strategy_rank": 67.338904, + "rr": 0.867489, + "primary_prob": 58.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.301233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085748, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.4, + "strategy_rank": 71.310137, + "rr": 1.323951, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.985926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073738, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.514286, + "strategy_rank": 64.190137, + "rr": 1.728243, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.592364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071207, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.685714, + "strategy_rank": 59.793699, + "rr": 1.1139, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.670851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103389, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.257143, + "strategy_rank": 63.549863, + "rr": 1.473064, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.209597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079468, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.571429, + "strategy_rank": 89.979452, + "rr": 2.173393, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.260089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049276, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.628571, + "strategy_rank": 64.929041, + "rr": 1.177984, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.766976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062351, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.371429, + "strategy_rank": 89.392877, + "rr": 1.928802, + "primary_prob": 20.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.893203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051189, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.657143, + "strategy_rank": 99.725753, + "rr": 0.930489, + "primary_prob": 56.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.395733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017902, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.285714, + "strategy_rank": 84.09863, + "rr": 1.734108, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.601162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679048, + "hold30_r": 1.315201 + }, + { + "symbol": "OKE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 64.212329, + "rr": 0.831764, + "primary_prob": 44.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.247646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084589, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.228571, + "strategy_rank": 73.943562, + "rr": 0.976121, + "primary_prob": 39.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.464181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06913, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.142857, + "strategy_rank": 74.780822, + "rr": 1.862941, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.794411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.7916, + "hold30_r": 1.063588 + }, + { + "symbol": "PH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657143, + "strategy_rank": 73.988767, + "rr": 1.895051, + "primary_prob": 20.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.842577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063094, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485714, + "strategy_rank": 83.393425, + "rr": 1.405126, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.107689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051577, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.457143, + "strategy_rank": 67.270685, + "rr": 1.289148, + "primary_prob": 46.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.933721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086429, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.714286, + "strategy_rank": 62.679452, + "rr": 1.330044, + "primary_prob": 45.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.995066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087256, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.342857, + "strategy_rank": 83.467397, + "rr": 1.356468, + "primary_prob": 30.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.034701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060015, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.028571, + "strategy_rank": 87.148767, + "rr": 1.588289, + "primary_prob": 40.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.382433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535028, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.657143, + "strategy_rank": 61.428493, + "rr": 1.009536, + "primary_prob": 38.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.514304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.115304, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.314286, + "strategy_rank": 99.41726, + "rr": 1.852868, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.779301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016747, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.028571, + "strategy_rank": 75.281644, + "rr": 1.169743, + "primary_prob": 34.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.754614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057768, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.028571, + "strategy_rank": 79.074795, + "rr": 1.260868, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.891302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053628, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.428571, + "strategy_rank": 85.138356, + "rr": 0.842325, + "primary_prob": 44.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.263488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057546, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.114286, + "strategy_rank": 76.012877, + "rr": 1.085953, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.62893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012485, + "hold30_r": 5.981999 + }, + { + "symbol": "TXT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.885714, + "strategy_rank": 73.72, + "rr": 1.686922, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.530383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081325, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.0, + "strategy_rank": 90.358904, + "rr": 1.212118, + "primary_prob": 33.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.818178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.171916, + "hold30_r": 1.567192 + }, + { + "symbol": "URI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.885714, + "strategy_rank": 93.900822, + "rr": 1.608234, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.412351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046818, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.171429, + "strategy_rank": 80.996712, + "rr": 1.102379, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.653568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054032, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.742857, + "strategy_rank": 72.946027, + "rr": 1.064342, + "primary_prob": 37.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.596513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077326, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.942857, + "strategy_rank": 63.310685, + "rr": 1.336415, + "primary_prob": 30.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.004622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25397, + "hold30_r": 2.434515 + }, + { + "symbol": "WRB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.4, + "strategy_rank": 73.896438, + "rr": 1.346215, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.019323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.411991, + "hold30_r": -1.327926 + }, + { + "symbol": "WSM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.4, + "strategy_rank": 96.722466, + "rr": 1.668451, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.502676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636257, + "hold30_r": 0.260622 + }, + { + "symbol": "CEG", + "date": "2024-05-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 77.916667, + "rr": 1.075433, + "primary_prob": 52.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.613149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032914, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.331516, + "strategy_rank": 63.858205, + "rr": 0.776494, + "primary_prob": 46.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.164741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075886, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.257361, + "strategy_rank": 67.292571, + "rr": 1.241799, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.862698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072062, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.310796, + "strategy_rank": 72.305793, + "rr": 1.655055, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.482583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072529, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.605234, + "strategy_rank": 86.851769, + "rr": 1.745443, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.618165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706463, + "hold30_r": 2.648676 + }, + { + "symbol": "APH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.166848, + "strategy_rank": 66.659931, + "rr": 1.227042, + "primary_prob": 48.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.840562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.161001, + "hold30_r": -0.836904 + }, + { + "symbol": "APP", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.582334, + "strategy_rank": 98.452078, + "rr": 1.695121, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.542681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030063, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.150491, + "strategy_rank": 74.815147, + "rr": 1.642119, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.463179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047798, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.475463, + "strategy_rank": 85.157661, + "rr": 1.945582, + "primary_prob": 20.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.918372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.892501, + "hold30_r": 3.740019 + }, + { + "symbol": "AXP", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.025082, + "strategy_rank": 67.926708, + "rr": 0.789611, + "primary_prob": 46.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.184417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079768, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.043621, + "strategy_rank": 57.468443, + "rr": 1.135984, + "primary_prob": 50.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.703976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089707, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.461287, + "strategy_rank": 69.049045, + "rr": 1.447518, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.171277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379682, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.804798, + "strategy_rank": 71.84179, + "rr": 0.971143, + "primary_prob": 40.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.456715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069157, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.568157, + "strategy_rank": 78.029736, + "rr": 1.867584, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.801375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053874, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022901, + "strategy_rank": 63.236292, + "rr": 0.823001, + "primary_prob": 60.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.234501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075482, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.858233, + "strategy_rank": 71.593574, + "rr": 1.472462, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.208693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070081, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.767721, + "strategy_rank": 83.738712, + "rr": 1.269236, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.903855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077591, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.40349, + "strategy_rank": 73.968717, + "rr": 1.558588, + "primary_prob": 26.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.337882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48589, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.697928, + "strategy_rank": 69.037569, + "rr": 1.603922, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.405882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062933, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.236641, + "strategy_rank": 99.171531, + "rr": 1.848321, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.772481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.019119, + "hold30_r": 0.731665 + }, + { + "symbol": "COR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.78626, + "strategy_rank": 63.247767, + "rr": 1.068303, + "primary_prob": 52.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.602455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987354, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603053, + "strategy_rank": 81.279, + "rr": 1.348943, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.023415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04475, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.547437, + "strategy_rank": 93.797585, + "rr": 1.776686, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.665029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746092, + "hold30_r": 2.291862 + }, + { + "symbol": "CVNA", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890949, + "strategy_rank": 99.760265, + "rr": 0.774505, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.161758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753386, + "hold30_r": 3.713783 + }, + { + "symbol": "DASH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.586696, + "strategy_rank": 86.689118, + "rr": 2.021903, + "primary_prob": 19.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.032855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038962, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.364231, + "strategy_rank": 98.430125, + "rr": 1.856863, + "primary_prob": 21.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.785294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.840139, + "hold30_r": -0.434459 + }, + { + "symbol": "DPZ", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.092694, + "strategy_rank": 81.00933, + "rr": 1.521539, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.282308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067837, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333697, + "strategy_rank": 62.143392, + "rr": 0.748326, + "primary_prob": 47.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.122488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643097, + "hold30_r": 2.349247 + }, + { + "symbol": "EME", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.491821, + "strategy_rank": 85.727935, + "rr": 1.333365, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.000047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046884, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.273719, + "strategy_rank": 84.431472, + "rr": 0.93798, + "primary_prob": 41.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.40697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056916, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.456925, + "strategy_rank": 77.249913, + "rr": 1.278016, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.917024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054695, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.329335, + "strategy_rank": 81.945567, + "rr": 1.568006, + "primary_prob": 26.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.352009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509929, + "hold30_r": 3.080343 + }, + { + "symbol": "FICO", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.769902, + "strategy_rank": 81.925859, + "rr": 1.29844, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.94766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.253408, + "hold30_r": 5.377007 + }, + { + "symbol": "FITB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.823337, + "strategy_rank": 80.991369, + "rr": 1.38916, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.08374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061501, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055616, + "strategy_rank": 94.34416, + "rr": 0.739789, + "primary_prob": 48.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.109683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032614, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.549618, + "strategy_rank": 89.925909, + "rr": 1.480685, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.221027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048455, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.911668, + "strategy_rank": 83.927057, + "rr": 0.707812, + "primary_prob": 49.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.061718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625319, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.988004, + "strategy_rank": 67.143891, + "rr": 1.142364, + "primary_prob": 35.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.713547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.081016, + "hold30_r": 2.977815 + }, + { + "symbol": "HLT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.751363, + "strategy_rank": 62.057327, + "rr": 1.597401, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.396102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531293, + "hold30_r": 3.607977 + }, + { + "symbol": "IR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.203926, + "strategy_rank": 72.802225, + "rr": 1.647137, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.470706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.590045, + "hold30_r": 2.52996 + }, + { + "symbol": "KEY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368593, + "strategy_rank": 84.771741, + "rr": 0.825931, + "primary_prob": 44.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.238896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049479, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.238822, + "strategy_rank": 83.273712, + "rr": 0.700057, + "primary_prob": 64.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.050086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.225429, + "hold30_r": -1.179921 + }, + { + "symbol": "KR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.243184, + "strategy_rank": 68.144739, + "rr": 1.133501, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.700252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087086, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.619411, + "strategy_rank": 71.13032, + "rr": 1.215564, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.823347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089985, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.059978, + "strategy_rank": 63.496233, + "rr": 1.872674, + "primary_prob": 21.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.809011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070221, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.278081, + "strategy_rank": 87.374395, + "rr": 2.366922, + "primary_prob": 30.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.550383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.314251, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.479826, + "strategy_rank": 63.067904, + "rr": 1.843584, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.765376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0552, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.965104, + "strategy_rank": 88.450082, + "rr": 1.135807, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.70371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05023, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454744, + "strategy_rank": 99.585641, + "rr": 1.714079, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.571119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017118, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.928026, + "strategy_rank": 90.477723, + "rr": 0.93437, + "primary_prob": 41.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.401555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904736, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.897492, + "strategy_rank": 61.021055, + "rr": 1.489127, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.23369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.40744, + "hold30_r": 2.993658 + }, + { + "symbol": "PCAR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004362, + "strategy_rank": 71.047498, + "rr": 0.98172, + "primary_prob": 39.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.472581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919366, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.837514, + "strategy_rank": 74.452926, + "rr": 0.898727, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.348091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826066, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.422028, + "strategy_rank": 72.268622, + "rr": 1.778722, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.668083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057776, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.076336, + "strategy_rank": 83.70703, + "rr": 1.197509, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.796263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150724, + "hold30_r": -1.095819 + }, + { + "symbol": "PKG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.241003, + "strategy_rank": 66.526219, + "rr": 1.505354, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.258031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.419087, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.424209, + "strategy_rank": 63.691064, + "rr": 1.2018, + "primary_prob": 48.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.8027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085095, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.675027, + "strategy_rank": 80.47448, + "rr": 0.937822, + "primary_prob": 41.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.406733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.24656, + "hold30_r": -1.190584 + }, + { + "symbol": "QCOM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.078517, + "strategy_rank": 81.011825, + "rr": 0.951199, + "primary_prob": 55.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.905761, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.514722, + "strategy_rank": 59.356384, + "rr": 1.3694, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.054101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262798, + "hold30_r": 5.781095 + }, + { + "symbol": "SCHW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.679389, + "strategy_rank": 72.371651, + "rr": 1.885035, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.827553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058612, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.800436, + "strategy_rank": 99.062266, + "rr": 1.95153, + "primary_prob": 20.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.927294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.935639, + "hold30_r": 0.471197 + }, + { + "symbol": "STLD", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.115594, + "strategy_rank": 74.768498, + "rr": 1.299582, + "primary_prob": 31.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.949374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056228, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.261723, + "strategy_rank": 77.326997, + "rr": 1.635172, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.452758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.592716, + "hold30_r": 3.156451 + }, + { + "symbol": "SYF", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.206107, + "strategy_rank": 75.891334, + "rr": 1.193424, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.790136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057522, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551799, + "strategy_rank": 81.250312, + "rr": 1.528627, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.292941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474, + "hold30_r": 10.210285 + }, + { + "symbol": "TT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292257, + "strategy_rank": 77.535299, + "rr": 0.998639, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.497959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941069, + "hold30_r": 1.248097 + }, + { + "symbol": "TXT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841876, + "strategy_rank": 73.310882, + "rr": 1.347849, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.021774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077226, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.821156, + "strategy_rank": 90.091803, + "rr": 1.42032, + "primary_prob": 28.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.13048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.378615, + "hold30_r": 1.578896 + }, + { + "symbol": "URI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.76554, + "strategy_rank": 93.198623, + "rr": 1.765275, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.647912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039333, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.948746, + "strategy_rank": 83.468044, + "rr": 1.299283, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.948924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.455214, + "hold30_r": -1.409811 + }, + { + "symbol": "VRT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672846, + "strategy_rank": 98.398443, + "rr": 0.721021, + "primary_prob": 49.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.081532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024983, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.018539, + "strategy_rank": 97.450232, + "rr": 0.911816, + "primary_prob": 41.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.367724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023667, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.985823, + "strategy_rank": 73.956743, + "rr": 1.58648, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.379719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074494, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.296619, + "strategy_rank": 59.955346, + "rr": 1.505541, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.258312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.424783, + "hold30_r": 4.41703 + }, + { + "symbol": "WRB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.730643, + "strategy_rank": 73.315372, + "rr": 1.940394, + "primary_prob": 20.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.910591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080449, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.146129, + "strategy_rank": 96.447388, + "rr": 1.219495, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.829242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036352, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.709924, + "strategy_rank": 96.468842, + "rr": 1.682595, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.523893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.65453, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.111232, + "strategy_rank": 95.126229, + "rr": 3.159788, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 4.739682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.022858, + "hold30_r": 0.355542 + }, + { + "symbol": "AIG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 62.98724, + "rr": 1.941981, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.912972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075653, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.472868, + "strategy_rank": 66.320831, + "rr": 1.349981, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.024971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079586, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.016611, + "strategy_rank": 72.518265, + "rr": 1.770077, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.655116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074346, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.93577, + "strategy_rank": 79.701499, + "rr": 1.658059, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.487088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066615, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.801772, + "strategy_rank": 91.841771, + "rr": 1.848335, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.772503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.804927, + "hold30_r": 2.062457 + }, + { + "symbol": "APH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.697674, + "strategy_rank": 68.399877, + "rr": 0.69057, + "primary_prob": 65.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.035855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625413, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.781838, + "strategy_rank": 98.583128, + "rr": 1.120653, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.68098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028602, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486157, + "strategy_rank": 77.634115, + "rr": 1.746513, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.619769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04403, + "hold30_r": -1.0 + }, + { + "symbol": "AVY", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 56.621819, + "rr": 0.700911, + "primary_prob": 49.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.051367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.60489, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.143965, + "strategy_rank": 83.875111, + "rr": 1.364897, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.047345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.307392, + "hold30_r": 2.79163 + }, + { + "symbol": "CASY", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.915836, + "strategy_rank": 76.58666, + "rr": 1.171903, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.757854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.107426, + "hold30_r": 4.497008 + }, + { + "symbol": "CAT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.281285, + "strategy_rank": 74.521678, + "rr": 1.232433, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.848649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059506, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.707641, + "strategy_rank": 63.751544, + "rr": 0.701131, + "primary_prob": 64.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.051696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078785, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 72.648436, + "rr": 1.221992, + "primary_prob": 33.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.832988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069718, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.261351, + "strategy_rank": 83.353742, + "rr": 1.55112, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.32668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074976, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.580288, + "strategy_rank": 76.454432, + "rr": 0.874119, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.311178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.804336, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.003322, + "strategy_rank": 99.003653, + "rr": 1.812285, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.718428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020966, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.043189, + "strategy_rank": 62.954569, + "rr": 1.554937, + "primary_prob": 41.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.332405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082945, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.258029, + "strategy_rank": 79.770443, + "rr": 1.287713, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.931569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047331, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 66.911487, + "rr": 0.8605, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.29075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766701, + "hold30_r": 4.790304 + }, + { + "symbol": "CVNA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.601513, + "rr": 1.836417, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.754626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.812827, + "hold30_r": 1.675673 + }, + { + "symbol": "DASH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.27464, + "strategy_rank": 85.076319, + "rr": 1.833019, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.749529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040858, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.560354, + "strategy_rank": 98.560832, + "rr": 1.547869, + "primary_prob": 26.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.321803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.52885, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.795127, + "strategy_rank": 81.057917, + "rr": 1.268664, + "primary_prob": 32.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.902996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06717, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.815061, + "strategy_rank": 83.210366, + "rr": 0.821211, + "primary_prob": 45.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.231816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054314, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.452935, + "strategy_rank": 85.871922, + "rr": 1.001339, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.502009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04964, + "hold30_r": -1.0 + }, + { + "symbol": "EMR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.173865, + "strategy_rank": 71.854891, + "rr": 0.785973, + "primary_prob": 46.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.178959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.71721, + "hold30_r": 1.691726 + }, + { + "symbol": "ERIE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.231451, + "strategy_rank": 84.721308, + "rr": 1.333308, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.999962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059867, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.576966, + "strategy_rank": 80.736177, + "rr": 1.221662, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.832493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047417, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 81.765452, + "rr": 1.163225, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.744837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06412, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.251384, + "strategy_rank": 88.234376, + "rr": 1.065744, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.598616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.01783, + "hold30_r": 4.554818 + }, + { + "symbol": "FITB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.395349, + "strategy_rank": 77.35285, + "rr": 1.275396, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.913094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213516, + "hold30_r": 4.655809 + }, + { + "symbol": "FIX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 94.853879, + "rr": 1.908989, + "primary_prob": 20.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.863484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030891, + "hold30_r": -0.375401 + }, + { + "symbol": "GD", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.036545, + "strategy_rank": 63.122042, + "rr": 0.837635, + "primary_prob": 44.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.256453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.104018, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.590255, + "strategy_rank": 90.589284, + "rr": 1.40721, + "primary_prob": 29.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.110815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053995, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.023256, + "strategy_rank": 84.330881, + "rr": 0.934267, + "primary_prob": 41.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.401401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089884, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919158, + "strategy_rank": 65.535004, + "rr": 0.706595, + "primary_prob": 49.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.059893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084881, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.388704, + "strategy_rank": 61.259261, + "rr": 1.415091, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.122637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345128, + "hold30_r": 1.670339 + }, + { + "symbol": "IP", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.398671, + "strategy_rank": 79.97376, + "rr": 1.897603, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.846404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.532831, + "hold30_r": -1.485476 + }, + { + "symbol": "IR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.613511, + "strategy_rank": 69.809546, + "rr": 1.231983, + "primary_prob": 32.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.847974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.176441, + "hold30_r": 1.388699 + }, + { + "symbol": "JPM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 63.726933, + "rr": 0.739639, + "primary_prob": 48.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.109458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080788, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 68.381268, + "rr": 1.462233, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.19335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096191, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566999, + "strategy_rank": 70.683182, + "rr": 1.500349, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.250523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.408568, + "hold30_r": 1.705987 + }, + { + "symbol": "MET", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838317, + "strategy_rank": 61.468238, + "rr": 1.094338, + "primary_prob": 36.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.641507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072608, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 91.010324, + "rr": 1.007908, + "primary_prob": 53.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.511862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951005, + "hold30_r": -1.326337 + }, + { + "symbol": "MPC", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 87.717637, + "rr": 1.272969, + "primary_prob": 32.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.909454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053393, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.889258, + "strategy_rank": 99.889295, + "rr": 2.014139, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.021209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018236, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.831672, + "strategy_rank": 82.244117, + "rr": 1.929053, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.89358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.871283, + "hold30_r": -0.380952 + }, + { + "symbol": "NRG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.117386, + "strategy_rank": 92.078188, + "rr": 1.165195, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.747793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030172, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 96.070093, + "rr": 1.570943, + "primary_prob": 40.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.356414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016461, + "hold30_r": -0.509535 + }, + { + "symbol": "PCAR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.610188, + "strategy_rank": 69.777132, + "rr": 1.581109, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.371663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066738, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.788483, + "strategy_rank": 74.488664, + "rr": 0.760638, + "primary_prob": 47.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.140957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07475, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.603544, + "strategy_rank": 70.840622, + "rr": 1.116635, + "primary_prob": 35.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.674952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062913, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 82.146875, + "rr": 1.565896, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.348843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049825, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.38206, + "strategy_rank": 64.878061, + "rr": 1.1644, + "primary_prob": 34.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.7466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.075708, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.16722, + "strategy_rank": 63.825461, + "rr": 1.147658, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.721487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08455, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.13732, + "strategy_rank": 79.396567, + "rr": 1.208469, + "primary_prob": 33.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.812703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.188776, + "hold30_r": -1.127695 + }, + { + "symbol": "RSG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 59.368697, + "rr": 1.90364, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.855461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.798748, + "hold30_r": 3.338642 + }, + { + "symbol": "SMCI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.33887, + "strategy_rank": 98.737652, + "rr": 1.312972, + "primary_prob": 31.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.969458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294712, + "hold30_r": -0.873636 + }, + { + "symbol": "STX", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.929125, + "strategy_rank": 84.050388, + "rr": 2.081529, + "primary_prob": 33.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.122294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.037337, + "hold30_r": 2.222518 + }, + { + "symbol": "SW", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.902547, + "strategy_rank": 83.658332, + "rr": 1.549489, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.324234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070154, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358804, + "strategy_rank": 70.790543, + "rr": 0.99111, + "primary_prob": 39.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.486665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929232, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.939092, + "strategy_rank": 87.764886, + "rr": 1.57239, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.358585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531235, + "hold30_r": 1.99726 + }, + { + "symbol": "TRV", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.620155, + "strategy_rank": 64.265967, + "rr": 1.646218, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.469327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079409, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.053156, + "strategy_rank": 72.742077, + "rr": 1.874248, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.811372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081819, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 86.571482, + "rr": 1.76647, + "primary_prob": 37.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.649706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.72439, + "hold30_r": -0.754509 + }, + { + "symbol": "URI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.593577, + "strategy_rank": 88.564176, + "rr": 1.625777, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.438666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042262, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.157254, + "strategy_rank": 80.453883, + "rr": 1.276504, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.914756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048363, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44629, + "strategy_rank": 98.484085, + "rr": 1.828511, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.742767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021635, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.224806, + "strategy_rank": 97.831258, + "rr": 0.897952, + "primary_prob": 42.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.346928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877319, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.573643, + "strategy_rank": 73.767922, + "rr": 1.166244, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.749366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080244, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.264673, + "strategy_rank": 73.198103, + "rr": 1.594607, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.391911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522789, + "hold30_r": -1.072369 + }, + { + "symbol": "WM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.160576, + "strategy_rank": 60.607978, + "rr": 1.466679, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.200019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.38329, + "hold30_r": 3.239076 + }, + { + "symbol": "WRB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.922481, + "strategy_rank": 72.636002, + "rr": 1.07737, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.616055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083459, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.674419, + "strategy_rank": 96.380943, + "rr": 1.94742, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.92113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034983, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.895903, + "strategy_rank": 96.635539, + "rr": 1.154811, + "primary_prob": 49.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.732217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029996, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.909192, + "strategy_rank": 95.039531, + "rr": 3.140497, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 4.710745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023899, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117117, + "strategy_rank": 72.648461, + "rr": 1.031808, + "primary_prob": 38.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.547712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961172, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.95045, + "strategy_rank": 65.547318, + "rr": 1.159712, + "primary_prob": 34.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.739568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.085552, + "hold30_r": 2.631381 + }, + { + "symbol": "AIZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.765766, + "strategy_rank": 66.370682, + "rr": 1.376451, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.064677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203975, + "hold30_r": -1.126422 + }, + { + "symbol": "ALL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.157658, + "strategy_rank": 72.077177, + "rr": 1.178267, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.7674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106197, + "hold30_r": 2.810315 + }, + { + "symbol": "AMGN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.036036, + "strategy_rank": 80.337711, + "rr": 1.893735, + "primary_prob": 20.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.840602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824576, + "hold30_r": 3.328202 + }, + { + "symbol": "APP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.761261, + "strategy_rank": 98.559205, + "rr": 1.403556, + "primary_prob": 29.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.105333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376758, + "hold30_r": -0.232252 + }, + { + "symbol": "ARES", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.963964, + "strategy_rank": 80.058802, + "rr": 1.455036, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.182554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.410801, + "hold30_r": 3.163445 + }, + { + "symbol": "AXON", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.572072, + "strategy_rank": 80.662768, + "rr": 2.647734, + "primary_prob": 27.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.971601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059348, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.306306, + "strategy_rank": 69.434099, + "rr": 1.209759, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.814638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137197, + "hold30_r": 3.936901 + }, + { + "symbol": "CB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.554054, + "strategy_rank": 66.618771, + "rr": 1.871352, + "primary_prob": 21.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.807028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083156, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.328829, + "strategy_rank": 73.142779, + "rr": 1.443195, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.164792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376003, + "hold30_r": 2.612367 + }, + { + "symbol": "CI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.472973, + "strategy_rank": 65.432881, + "rr": 1.135017, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.702526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059701, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.986486, + "strategy_rank": 98.986829, + "rr": 2.758784, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.138176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020881, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.797297, + "strategy_rank": 62.057771, + "rr": 1.532643, + "primary_prob": 41.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.298965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091253, + "hold30_r": -1.008225 + }, + { + "symbol": "CRH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.414414, + "strategy_rank": 81.757694, + "rr": 1.50959, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.264385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04733, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662162, + "strategy_rank": 99.594785, + "rr": 1.60408, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.40612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582128, + "hold30_r": 2.448054 + }, + { + "symbol": "DASH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.234234, + "strategy_rank": 85.386911, + "rr": 1.900719, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.851079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048926, + "hold30_r": -1.00445 + }, + { + "symbol": "DECK", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 93.685283, + "rr": 1.612234, + "primary_prob": 40.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.418351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04893, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.310811, + "strategy_rank": 98.378872, + "rr": 1.594405, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.391607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.570961, + "hold30_r": -1.146323 + }, + { + "symbol": "DPZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.905405, + "strategy_rank": 80.691827, + "rr": 1.776027, + "primary_prob": 37.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.66404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066637, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.103604, + "strategy_rank": 85.437314, + "rr": 0.901946, + "primary_prob": 42.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.352919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055132, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.635135, + "strategy_rank": 88.018385, + "rr": 0.712045, + "primary_prob": 49.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.068067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048308, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.40991, + "strategy_rank": 84.756116, + "rr": 1.643556, + "primary_prob": 24.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.465334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582289, + "hold30_r": 7.386915 + }, + { + "symbol": "ETN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.342342, + "strategy_rank": 81.445039, + "rr": 1.057203, + "primary_prob": 37.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.585805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048128, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.369369, + "strategy_rank": 83.032687, + "rr": 1.02564, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.53846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963043, + "hold30_r": 2.461348 + }, + { + "symbol": "FIS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.373874, + "strategy_rank": 74.803669, + "rr": 2.15563, + "primary_prob": 17.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.233445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065505, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.671171, + "strategy_rank": 75.442711, + "rr": 1.200083, + "primary_prob": 33.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.800125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140592, + "hold30_r": 5.581977 + }, + { + "symbol": "FIX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.734234, + "strategy_rank": 95.048047, + "rr": 1.170653, + "primary_prob": 49.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.755979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032084, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.202703, + "strategy_rank": 64.086774, + "rr": 1.001279, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.501919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896131, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.495495, + "strategy_rank": 76.329412, + "rr": 0.735358, + "primary_prob": 48.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.103037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666597, + "hold30_r": 1.845556 + }, + { + "symbol": "GE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.63964, + "strategy_rank": 90.824238, + "rr": 1.15578, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.73367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046595, + "hold30_r": -1.0 + }, + { + "symbol": "GEN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.292793, + "strategy_rank": 82.155461, + "rr": 1.525032, + "primary_prob": 26.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.287548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474347, + "hold30_r": 2.460419 + }, + { + "symbol": "GRMN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.355856, + "strategy_rank": 85.765297, + "rr": 1.418218, + "primary_prob": 28.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.127328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.338458, + "hold30_r": 2.724186 + }, + { + "symbol": "HWM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.833333, + "strategy_rank": 90.739126, + "rr": 1.426447, + "primary_prob": 28.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.139671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056114, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.581081, + "strategy_rank": 78.60012, + "rr": 1.551415, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.327122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490769, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.220721, + "strategy_rank": 82.382738, + "rr": 1.692022, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.538033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.956901, + "hold30_r": -1.905886 + }, + { + "symbol": "JPM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.274775, + "strategy_rank": 67.67277, + "rr": 1.547629, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.321444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474785, + "hold30_r": 3.328757 + }, + { + "symbol": "KEY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.599099, + "strategy_rank": 82.014195, + "rr": 1.768974, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.65346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722459, + "hold30_r": 4.407855 + }, + { + "symbol": "L", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.247748, + "strategy_rank": 60.17961, + "rr": 0.712486, + "primary_prob": 49.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.068729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.619349, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.959459, + "strategy_rank": 71.516166, + "rr": 1.845014, + "primary_prob": 21.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.767521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750076, + "hold30_r": 0.178183 + }, + { + "symbol": "MET", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.882883, + "strategy_rank": 62.809919, + "rr": 1.58698, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.38047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513777, + "hold30_r": 3.940809 + }, + { + "symbol": "META", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 90.272702, + "rr": 0.824255, + "primary_prob": 60.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.236382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763624, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.806306, + "strategy_rank": 87.194223, + "rr": 1.68296, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.52444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.243918, + "hold30_r": -1.190999 + }, + { + "symbol": "MSTR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887387, + "strategy_rank": 99.887425, + "rr": 1.954708, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.932062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01671, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.085586, + "strategy_rank": 92.855635, + "rr": 1.593301, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.389952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03295, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.058559, + "strategy_rank": 95.992397, + "rr": 1.883737, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.825605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021166, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.067568, + "strategy_rank": 66.204778, + "rr": 1.519914, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.27987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.445795, + "hold30_r": 1.404077 + }, + { + "symbol": "OKE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.445946, + "strategy_rank": 61.820486, + "rr": 1.7398, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.6097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658661, + "hold30_r": 2.196561 + }, + { + "symbol": "PGR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.184685, + "strategy_rank": 73.968537, + "rr": 1.0574, + "primary_prob": 37.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.5861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987713, + "hold30_r": 0.983862 + }, + { + "symbol": "PH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.855856, + "strategy_rank": 69.827446, + "rr": 1.955527, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.93329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90431, + "hold30_r": 2.789944 + }, + { + "symbol": "PHM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.04955, + "strategy_rank": 81.890815, + "rr": 1.314215, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.971322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049155, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.400901, + "strategy_rank": 66.436311, + "rr": 1.029576, + "primary_prob": 38.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.544365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939117, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.896396, + "strategy_rank": 65.679109, + "rr": 1.216904, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.825356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13957, + "hold30_r": 3.650239 + }, + { + "symbol": "PSX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.130631, + "strategy_rank": 80.512026, + "rr": 1.398536, + "primary_prob": 29.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.097804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060999, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.022523, + "strategy_rank": 82.732864, + "rr": 0.865802, + "primary_prob": 43.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.298703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.817062, + "hold30_r": 1.242043 + }, + { + "symbol": "RL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 81.829873, + "rr": 0.910372, + "primary_prob": 57.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.365559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052411, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698198, + "strategy_rank": 60.05623, + "rr": 0.749951, + "primary_prob": 47.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.124926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648844, + "hold30_r": 0.693593 + }, + { + "symbol": "SCHW", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.094595, + "strategy_rank": 69.412223, + "rr": 1.909486, + "primary_prob": 20.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.864229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.243825, + "hold30_r": -1.177856 + }, + { + "symbol": "SMCI", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.536036, + "strategy_rank": 98.873988, + "rr": 2.155618, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.233428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019917, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.175676, + "strategy_rank": 84.636359, + "rr": 2.263536, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.395304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048292, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.509009, + "strategy_rank": 84.597926, + "rr": 1.783156, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.674734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065047, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.864865, + "strategy_rank": 91.386845, + "rr": 1.849318, + "primary_prob": 36.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.773977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813405, + "hold30_r": 2.005167 + }, + { + "symbol": "TRV", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.756757, + "strategy_rank": 66.577311, + "rr": 1.717319, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.575978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.447307, + "hold30_r": -1.37072 + }, + { + "symbol": "TSN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.531532, + "strategy_rank": 68.984333, + "rr": 1.190567, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.78585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120152, + "hold30_r": 3.349161 + }, + { + "symbol": "TXT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.432432, + "strategy_rank": 72.382118, + "rr": 1.090465, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.635697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.011212, + "hold30_r": 3.219186 + }, + { + "symbol": "UBER", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.518018, + "strategy_rank": 82.988034, + "rr": 2.125006, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.187509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04291, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.824324, + "strategy_rank": 86.795025, + "rr": 1.573256, + "primary_prob": 25.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.359884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.534556, + "hold30_r": 4.305964 + }, + { + "symbol": "VLO", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 81.73369, + "rr": 1.817323, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.725985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097875, + "hold30_r": -1.050692 + }, + { + "symbol": "VRT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.436937, + "strategy_rank": 98.69472, + "rr": 0.862561, + "primary_prob": 43.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.293842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840592, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.211712, + "strategy_rank": 97.99713, + "rr": 0.892521, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.338782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872034, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.031532, + "strategy_rank": 75.473366, + "rr": 1.550484, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.325727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072741, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.738739, + "strategy_rank": 72.409581, + "rr": 1.370838, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.056257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179363, + "hold30_r": -1.108789 + }, + { + "symbol": "WRB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.427928, + "strategy_rank": 74.131946, + "rr": 1.057352, + "primary_prob": 37.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.586028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97724, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.86036, + "strategy_rank": 96.646234, + "rr": 0.667189, + "primary_prob": 51.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.000784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634648, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.111111, + "strategy_rank": 96.748731, + "rr": 1.122361, + "primary_prob": 35.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.683542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031608, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.666667, + "strategy_rank": 96.2017, + "rr": 1.723027, + "primary_prob": 38.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.584541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698744, + "hold30_r": -1.232884 + }, + { + "symbol": "AIG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.333333, + "strategy_rank": 65.290761, + "rr": 1.775705, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.663558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.702164, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.222222, + "strategy_rank": 64.116975, + "rr": 1.763447, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.645171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079569, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.555556, + "strategy_rank": 72.142326, + "rr": 1.334579, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.001868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267609, + "hold30_r": 1.936368 + }, + { + "symbol": "AMAT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.777778, + "strategy_rank": 82.154201, + "rr": 1.074693, + "primary_prob": 37.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.61204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027601, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.222222, + "strategy_rank": 78.111431, + "rr": 0.754539, + "primary_prob": 62.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.131809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067554, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.555556, + "strategy_rank": 71.108179, + "rr": 0.848854, + "primary_prob": 44.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.273281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787484, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.555556, + "strategy_rank": 98.423479, + "rr": 1.883323, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.824984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02828, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.222222, + "strategy_rank": 79.550899, + "rr": 1.372076, + "primary_prob": 29.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.058115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.322536, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.666667, + "strategy_rank": 87.005026, + "rr": 1.740052, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.610078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706314, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.333333, + "strategy_rank": 81.885661, + "rr": 1.840103, + "primary_prob": 21.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.760155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.782472, + "hold30_r": -1.279135 + }, + { + "symbol": "BAC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.444444, + "strategy_rank": 66.122641, + "rr": 1.197437, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.796155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124824, + "hold30_r": -1.2723 + }, + { + "symbol": "BRO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333333, + "strategy_rank": 60.859497, + "rr": 0.750761, + "primary_prob": 47.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.126142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087393, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.888889, + "strategy_rank": 73.15526, + "rr": 1.527011, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.290516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463979, + "hold30_r": -1.771206 + }, + { + "symbol": "CB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.444444, + "strategy_rank": 65.770756, + "rr": 1.460909, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.191363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083942, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.777778, + "strategy_rank": 73.289456, + "rr": 1.580791, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.371187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.519004, + "hold30_r": 6.089533 + }, + { + "symbol": "CI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.777778, + "strategy_rank": 62.499433, + "rr": 1.561006, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.341509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076304, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.222222, + "strategy_rank": 79.05356, + "rr": 1.043552, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.565328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055553, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.0, + "strategy_rank": 99.000665, + "rr": 1.681062, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.521592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.661211, + "hold30_r": -2.672594 + }, + { + "symbol": "COR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 58.993348, + "rr": 0.923164, + "primary_prob": 56.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.384747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.798117, + "hold30_r": -1.710718 + }, + { + "symbol": "CRH", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.555556, + "strategy_rank": 77.712836, + "rr": 1.521912, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.282868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477276, + "hold30_r": 0.919224 + }, + { + "symbol": "CVNA", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.666667, + "strategy_rank": 99.60037, + "rr": 3.183411, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.775117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.024366, + "hold30_r": 0.004737 + }, + { + "symbol": "DECK", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.333333, + "strategy_rank": 93.439098, + "rr": 1.64238, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.46357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049642, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.333333, + "strategy_rank": 98.400961, + "rr": 1.65764, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.48646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022158, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.333333, + "strategy_rank": 79.398965, + "rr": 1.95157, + "primary_prob": 35.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.927356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063091, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.666667, + "strategy_rank": 87.690392, + "rr": 0.942588, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.413881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045189, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 84.419192, + "rr": 1.88116, + "primary_prob": 21.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.82174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.817981, + "hold30_r": 6.260632 + }, + { + "symbol": "ETN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.111111, + "strategy_rank": 81.10749, + "rr": 1.333057, + "primary_prob": 30.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.999585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051031, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.888889, + "strategy_rank": 82.45016, + "rr": 1.708069, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.562104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643253, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0, + "strategy_rank": 73.130155, + "rr": 1.031019, + "primary_prob": 38.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.546528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.968176, + "hold30_r": 2.721267 + }, + { + "symbol": "FIX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.333333, + "strategy_rank": 94.772579, + "rr": 1.165874, + "primary_prob": 34.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.748812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030879, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.666667, + "strategy_rank": 63.664671, + "rr": 0.781215, + "primary_prob": 46.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.171822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103294, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.888889, + "strategy_rank": 90.860138, + "rr": 1.70655, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.559825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659543, + "hold30_r": -1.065325 + }, + { + "symbol": "GEN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.555556, + "strategy_rank": 83.598202, + "rr": 1.917238, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.875857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863321, + "hold30_r": 0.100385 + }, + { + "symbol": "GRMN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.333333, + "strategy_rank": 84.688766, + "rr": 1.507064, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.260597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.422153, + "hold30_r": 0.540261 + }, + { + "symbol": "GS", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.111111, + "strategy_rank": 66.394407, + "rr": 0.745023, + "primary_prob": 48.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.117535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073606, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.777778, + "strategy_rank": 89.892116, + "rr": 1.050807, + "primary_prob": 37.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.576211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995317, + "hold30_r": 3.448643 + }, + { + "symbol": "IBKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.777778, + "strategy_rank": 77.983691, + "rr": 1.40634, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.109511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.339706, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.666667, + "strategy_rank": 88.046933, + "rr": 3.00568, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.50852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.740062, + "hold30_r": -2.685776 + }, + { + "symbol": "IR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.0, + "strategy_rank": 75.567406, + "rr": 0.688128, + "primary_prob": 50.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.032192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637747, + "hold30_r": -1.448484 + }, + { + "symbol": "JPM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.777778, + "strategy_rank": 67.562626, + "rr": 0.991478, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.487218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915874, + "hold30_r": -1.0 + }, + { + "symbol": "KEY", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.888889, + "strategy_rank": 81.108918, + "rr": 1.704508, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.556763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655079, + "hold30_r": 0.959623 + }, + { + "symbol": "KKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.0, + "strategy_rank": 88.449667, + "rr": 0.979169, + "primary_prob": 39.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.468754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934282, + "hold30_r": -1.17212 + }, + { + "symbol": "KLAC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.888889, + "strategy_rank": 84.765903, + "rr": 1.165201, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.747802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120808, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555556, + "strategy_rank": 86.741661, + "rr": 1.21255, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.818824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056928, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.555556, + "strategy_rank": 89.95696, + "rr": 2.215408, + "primary_prob": 16.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.323112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026727, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888889, + "strategy_rank": 99.888963, + "rr": 1.558567, + "primary_prob": 26.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.33785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017212, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.111111, + "strategy_rank": 94.582212, + "rr": 1.60109, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.401635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033015, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.111111, + "strategy_rank": 82.992412, + "rr": 0.682303, + "primary_prob": 50.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.023454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621706, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.888889, + "strategy_rank": 92.269451, + "rr": 0.870777, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036959, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.666667, + "strategy_rank": 96.569106, + "rr": 1.539896, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.309845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020496, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.111111, + "strategy_rank": 63.836536, + "rr": 0.725082, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.087623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642341, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.222222, + "strategy_rank": 68.1305, + "rr": 0.780629, + "primary_prob": 46.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.170944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071297, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.0, + "strategy_rank": 72.820843, + "rr": 1.058277, + "primary_prob": 37.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.587416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988075, + "hold30_r": 1.28082 + }, + { + "symbol": "PRU", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.333333, + "strategy_rank": 66.351959, + "rr": 1.540219, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.310329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.45736, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 80.333333, + "rr": 0.750101, + "primary_prob": 47.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.125151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.681797, + "hold30_r": -1.618907 + }, + { + "symbol": "QCOM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.888889, + "strategy_rank": 88.70138, + "rr": 1.824765, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.737148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039302, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.888889, + "strategy_rank": 83.533752, + "rr": 1.078166, + "primary_prob": 51.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.617249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055781, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.777778, + "strategy_rank": 99.044666, + "rr": 1.900661, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.850991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01815, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.444444, + "strategy_rank": 84.128406, + "rr": 2.067304, + "primary_prob": 33.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.100956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.017803, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.0, + "strategy_rank": 86.092905, + "rr": 1.401262, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.101893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055821, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.0, + "strategy_rank": 92.136807, + "rr": 2.264083, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.396125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.225517, + "hold30_r": 0.585276 + }, + { + "symbol": "TSN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.222222, + "strategy_rank": 68.561321, + "rr": 1.948647, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.92297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.877952, + "hold30_r": 2.481052 + }, + { + "symbol": "TXT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.333333, + "strategy_rank": 73.368145, + "rr": 1.0724, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.6086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991291, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.0, + "strategy_rank": 83.34235, + "rr": 1.7251, + "primary_prob": 23.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.587651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.684394, + "hold30_r": 0.671828 + }, + { + "symbol": "VLO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 82.377433, + "rr": 1.380748, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.071121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.497408, + "hold30_r": -1.450012 + }, + { + "symbol": "VRT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.444444, + "strategy_rank": 98.713107, + "rr": 1.84264, + "primary_prob": 21.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.76396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022515, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.222222, + "strategy_rank": 97.958881, + "rr": 0.865593, + "primary_prob": 43.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.298389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841738, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.111111, + "strategy_rank": 74.058044, + "rr": 1.759299, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.638948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070411, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444444, + "strategy_rank": 92.28783, + "rr": 0.940722, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.411082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898121, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.0, + "strategy_rank": 72.608869, + "rr": 1.869781, + "primary_prob": 21.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.804671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805011, + "hold30_r": -1.143666 + }, + { + "symbol": "WRB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.666667, + "strategy_rank": 72.24405, + "rr": 1.555144, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.332716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08326, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444444, + "strategy_rank": 96.581399, + "rr": 1.761466, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.642198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029207, + "hold30_r": -1.0 + } + ], + "signal_eval": [ + { + "signal": "vol_6m", + "weeks": 39, + "avg_cross_section": 498.2, + "mean_ic": 0.0609, + "ic_t_stat": 1.48, + "ic_positive_pct": 64.1, + "mean_quintile_spread": 0.0337, + "reliable": true + }, + { + "signal": "mom_12_1_resid", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": 0.0552, + "ic_t_stat": 1.98, + "ic_positive_pct": 60.0, + "mean_quintile_spread": 0.0207, + "reliable": true + }, + { + "signal": "mom_12_1", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": 0.0531, + "ic_t_stat": 1.61, + "ic_positive_pct": 65.7, + "mean_quintile_spread": 0.0206, + "reliable": true + }, + { + "signal": "trend_200", + "weeks": 37, + "avg_cross_section": 497.9, + "mean_ic": 0.0161, + "ic_t_stat": 0.44, + "ic_positive_pct": 59.5, + "mean_quintile_spread": 0.006, + "reliable": true + }, + { + "signal": "reversal_1m", + "weeks": 43, + "avg_cross_section": 498.7, + "mean_ic": 0.0059, + "ic_t_stat": 0.22, + "ic_positive_pct": 53.5, + "mean_quintile_spread": 0.0053, + "reliable": true + }, + { + "signal": "mom_6_1", + "weeks": 39, + "avg_cross_section": 498.2, + "mean_ic": 0.0051, + "ic_t_stat": 0.21, + "ic_positive_pct": 56.4, + "mean_quintile_spread": 0.0087, + "reliable": true + }, + { + "signal": "mom_3_1", + "weeks": 42, + "avg_cross_section": 498.5, + "mean_ic": -0.0064, + "ic_t_stat": -0.25, + "ic_positive_pct": 50.0, + "mean_quintile_spread": 0.0046, + "reliable": true + }, + { + "signal": "high_52w", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": -0.0086, + "ic_t_stat": -0.26, + "ic_positive_pct": 54.3, + "mean_quintile_spread": -0.0088, + "reliable": true + } + ], + "signal_eval_note": "Cross-sectional rank-IC of price-only signals vs the forward 30-day return (min 20 names/window). |IC| \u2273 0.03 with a consistent sign is a real (if small) edge; near 0 means ranking on it sorts nothing. Momentum factors and high_52w are expected positive; reversal_1m and vol_6m expected negative (mean-reversion / low-vol anomaly). IC is measured on non-overlapping windows; signals with fewer than 12 independent windows are flagged unreliable (too few regimes \u2014 deepen history with the Data Backfill job).", + "note": "Sentiment & fundamentals held neutral (no point-in-time history). Stops fill at the worse of the stop or the bar's open (gaps through the stop are modeled, so a loss can exceed \u22121R); targets never fill better than their level. ~6 months \u2248 one market regime \u2014 treat as directional, not gospel.", + "recommendation": { + "headline": "Production baseline: residual/high-vol 80/20 entry rank with a 3x ATR trailing exit and 30-trading-day max hold.", + "items": [ + { + "topic": "production", + "text": "Production monitor (All history): +53.7% CAGR, Sharpe 1.98, max drawdown -18.0%." + }, + { + "topic": "exit", + "text": "Legacy exit diagnostic: hold 30 trading days with the initial stop (+0.61R net/trade vs +0.26R for the S/R target exit). The simulated book agrees: +51.2% vs +27.0% CAGR at similar drawdown." + }, + { + "topic": "gate", + "text": "Gate: the confidence floor adds nothing \u2014 dropping it costs -0.02R/trade and adds 14 trades." + }, + { + "topic": "gate", + "text": "Gate: keep the R:R floor (worth +0.28R/trade under the hold exit)." + }, + { + "topic": "gate", + "text": "Gate: the NEUTRAL exclusion adds nothing \u2014 dropping it costs -0.03R/trade and adds 53 trades." + }, + { + "topic": "cutoff", + "text": "Residual-momentum cutoff: 80 has the best per-trade net (+0.26R over 515 setups)." + }, + { + "topic": "benchmark", + "text": "Book vs SPY: beats buy-and-hold by +103.2 points (+139.5% vs +36.3%), max drawdown \u221216.8%." + }, + { + "topic": "robustness", + "text": "Robustness: expectancy survives removing the top 5% of winners (+0.19R net/trade under the recommended 30d hold) \u2014 the edge is not a handful of outliers." + } + ], + "note": "Derived from this report's numbers on every run \u2014 the advice flips if the data does." + }, + "research_recommendation": { + "items": [ + { + "topic": "capacity_15", + "candidate": false, + "text": "Max-15 capacity is not needed yet: Sharpe 1.92 vs 1.92, CAGR +51.2% vs +51.2%, skipped 0 vs 0." + }, + { + "topic": "cutoff_90", + "candidate": false, + "text": "Cutoff 90 stays research-only: Raw 90 / max 10 Sharpe 1.67 vs 1.92, drawdown 15.2% vs 16.8%, CAGR +38.3% vs +51.2%." + }, + { + "topic": "low_vol_overlay", + "candidate": false, + "text": "Low-vol overlay stays research-only: Residual 80 + low-vol 70 / max 10 Sharpe 1.47 vs 1.92, drawdown 4.6% vs 16.8%, CAGR +12.1% vs +51.2%." + }, + { + "topic": "high_vol_overlay", + "candidate": false, + "text": "High-vol overlay stays research-only: Residual 80 + high-vol 60/40 blend / max 10 Sharpe 1.95 vs 1.92, drawdown 18.1% vs 16.8%, CAGR +54.9% vs +51.2%." + } + ], + "note": "Residual 12-1 momentum is now the production activation rank. Remaining rows are research comparisons only." + } +} diff --git a/reports/backtest-sr-traffic-train-legacy_range_grid_touch.json b/reports/backtest-sr-traffic-train-legacy_range_grid_touch.json new file mode 100644 index 0000000..345f33e --- /dev/null +++ b/reports/backtest-sr-traffic-train-legacy_range_grid_touch.json @@ -0,0 +1,219760 @@ +{ + "generated_at": "2026-07-13T06:00:22.754740+00:00", + "tickers": 506, + "candidates": 121464, + "qualified": 504, + "params": { + "step_days": 5, + "horizon_days": 30, + "min_lookback": 60, + "cost_per_side_pct": 0.1, + "sr_variant": "legacy_range_grid_touch", + "entry_start": null, + "entry_end": "2024-06-30" + }, + "activation": { + "min_momentum_percentile": 80.0, + "min_rr": 2.0, + "min_confidence": 0.0, + "require_high_conviction": false, + "exclude_conflicts": false, + "exclude_neutral": true + }, + "overall_qualified": { + "total": 504, + "wins": 195, + "losses": 267, + "expired": 42, + "hit_rate": 42.2, + "avg_r": 0.317, + "total_r": 159.61, + "net_avg_r": 0.271, + "net_total_r": 136.44, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0232, + "median_net_r": -1.026, + "profit_factor": 1.45, + "net_avg_r_ex_top5": 0.136 + }, + "overall_all": { + "total": 121464, + "wins": 53213, + "losses": 65889, + "expired": 2362, + "hit_rate": 44.7, + "avg_r": -0.025, + "total_r": -3076.24, + "net_avg_r": -0.081, + "net_total_r": -9834.15, + "best_r": 7.17, + "worst_r": -9.25, + "avg_hold_days": 7.5, + "net_r_per_day": -0.0108, + "median_net_r": -1.033, + "profit_factor": 0.87, + "net_avg_r_ex_top5": -0.193 + }, + "by_direction": { + "long": { + "total": 504, + "wins": 195, + "losses": 267, + "expired": 42, + "hit_rate": 42.2, + "avg_r": 0.317, + "total_r": 159.61, + "net_avg_r": 0.271, + "net_total_r": 136.44, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0232, + "median_net_r": -1.026, + "profit_factor": 1.45, + "net_avg_r_ex_top5": 0.136 + }, + "short": { + "total": 0, + "wins": 0, + "losses": 0, + "expired": 0, + "hit_rate": null, + "avg_r": null, + "total_r": null, + "net_avg_r": null, + "net_total_r": null, + "best_r": null, + "worst_r": null, + "avg_hold_days": null, + "net_r_per_day": null, + "median_net_r": null, + "profit_factor": null, + "net_avg_r_ex_top5": null + } + }, + "min_momentum_percentile": 80.0, + "sweep": [ + { + "min_momentum_percentile": 90.0, + "total": 253, + "wins": 102, + "losses": 129, + "expired": 22, + "hit_rate": 44.2, + "avg_r": 0.38, + "total_r": 96.26, + "net_avg_r": 0.339, + "net_total_r": 85.68, + "best_r": 3.03, + "worst_r": -3.38, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0291, + "median_net_r": -1.018, + "profit_factor": 1.59, + "net_avg_r_ex_top5": 0.209 + }, + { + "min_momentum_percentile": 80.0, + "total": 504, + "wins": 195, + "losses": 267, + "expired": 42, + "hit_rate": 42.2, + "avg_r": 0.317, + "total_r": 159.61, + "net_avg_r": 0.271, + "net_total_r": 136.44, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0232, + "median_net_r": -1.026, + "profit_factor": 1.45, + "net_avg_r_ex_top5": 0.136 + }, + { + "min_momentum_percentile": 70.0, + "total": 802, + "wins": 299, + "losses": 433, + "expired": 70, + "hit_rate": 40.8, + "avg_r": 0.276, + "total_r": 221.71, + "net_avg_r": 0.229, + "net_total_r": 183.35, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0196, + "median_net_r": -1.03, + "profit_factor": 1.38, + "net_avg_r_ex_top5": 0.094 + }, + { + "min_momentum_percentile": 60.0, + "total": 1179, + "wins": 428, + "losses": 649, + "expired": 102, + "hit_rate": 39.7, + "avg_r": 0.241, + "total_r": 284.29, + "net_avg_r": 0.192, + "net_total_r": 225.87, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0161, + "median_net_r": -1.035, + "profit_factor": 1.31, + "net_avg_r_ex_top5": 0.057 + }, + { + "min_momentum_percentile": 50.0, + "total": 1628, + "wins": 556, + "losses": 923, + "expired": 149, + "hit_rate": 37.6, + "avg_r": 0.18, + "total_r": 292.79, + "net_avg_r": 0.129, + "net_total_r": 210.48, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 12.0, + "net_r_per_day": 0.0108, + "median_net_r": -1.038, + "profit_factor": 1.2, + "net_avg_r_ex_top5": -0.008 + }, + { + "min_momentum_percentile": 0.0, + "total": 6166, + "wins": 1689, + "losses": 3854, + "expired": 623, + "hit_rate": 30.5, + "avg_r": -0.017, + "total_r": -104.51, + "net_avg_r": -0.067, + "net_total_r": -410.79, + "best_r": 4.87, + "worst_r": -5.16, + "avg_hold_days": 12.1, + "net_r_per_day": -0.0055, + "median_net_r": -1.042, + "profit_factor": 0.9, + "net_avg_r_ex_top5": -0.216 + } + ], + "gate_ablation": [ + { + "variant": "all_floors", + "total": 504, + "wins": 195, + "losses": 267, + "expired": 42, + "hit_rate": 42.2, + "avg_r": 0.317, + "total_r": 159.61, + "net_avg_r": 0.271, + "net_total_r": 136.44, + "best_r": 4.24, + "worst_r": -5.16, + "avg_hold_days": 11.7, + "net_r_per_day": 0.0232, + "median_net_r": -1.026, + "profit_factor": 1.45, + "net_avg_r_ex_top5": 0.136, + "hold_days": 30, + "hold_avg_r": 0.639, + "hold_net_avg_r": 0.593, + "hold_total_r": 322.09 + }, + { + "variant": "no_confidence_floor", + "total": 531, + "wins": 207, + "losses": 282, + "expired": 42, + "hit_rate": 42.3, + "avg_r": 0.346, + "total_r": 183.63, + "net_avg_r": 0.301, + "net_total_r": 159.71, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 11.5, + "net_r_per_day": 0.0261, + "median_net_r": -1.025, + "profit_factor": 1.5, + "net_avg_r_ex_top5": 0.15, + "hold_days": 30, + "hold_avg_r": 0.678, + "hold_net_avg_r": 0.633, + "hold_total_r": 360.13 + }, + { + "variant": "no_rr_floor", + "total": 3765, + "wins": 1811, + "losses": 1872, + "expired": 82, + "hit_rate": 49.2, + "avg_r": 0.126, + "total_r": 473.61, + "net_avg_r": 0.073, + "net_total_r": 275.81, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 7.6, + "net_r_per_day": 0.0096, + "median_net_r": -0.058, + "profit_factor": 1.13, + "net_avg_r_ex_top5": -0.047, + "hold_days": 30, + "hold_avg_r": 0.387, + "hold_net_avg_r": 0.335, + "hold_total_r": 1457.46 + }, + { + "variant": "no_neutral_exclusion", + "total": 700, + "wins": 275, + "losses": 370, + "expired": 55, + "hit_rate": 42.6, + "avg_r": 0.356, + "total_r": 249.22, + "net_avg_r": 0.311, + "net_total_r": 217.94, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 11.9, + "net_r_per_day": 0.0261, + "median_net_r": -1.024, + "profit_factor": 1.53, + "net_avg_r_ex_top5": 0.163, + "hold_days": 30, + "hold_avg_r": 0.689, + "hold_net_avg_r": 0.645, + "hold_total_r": 482.55 + }, + { + "variant": "momentum_only", + "total": 7729, + "wins": 3793, + "losses": 3776, + "expired": 160, + "hit_rate": 50.1, + "avg_r": 0.114, + "total_r": 881.88, + "net_avg_r": 0.063, + "net_total_r": 485.46, + "best_r": 5.94, + "worst_r": -5.16, + "avg_hold_days": 7.7, + "net_r_per_day": 0.0082, + "median_net_r": -0.04, + "profit_factor": 1.12, + "net_avg_r_ex_top5": -0.049, + "hold_days": 30, + "hold_avg_r": 0.428, + "hold_net_avg_r": 0.376, + "hold_total_r": 3306.21 + } + ], + "gate_ablation_note": "Each row re-qualifies the same candidates at the current momentum cutoff (80) with one floor removed (long-only while the momentum gate is active). If dropping a floor doesn't hurt net expectancy, that floor isn't pulling its weight. The Hold columns grade the same variants under the hold-to-horizon time exit instead of the S/R target \u2014 the view that matters if the exit policy moves to a fixed hold.", + "time_exit_sweep": [ + { + "hold_days": 5, + "total": 504, + "wins": 285, + "win_rate": 56.5, + "avg_r": 0.194, + "total_r": 97.99, + "net_avg_r": 0.148, + "net_total_r": 74.81, + "best_r": 3.78, + "worst_r": -5.16, + "avg_hold_days": 4.5, + "net_r_per_day": 0.0327, + "median_net_r": 0.134, + "profit_factor": 1.43, + "net_avg_r_ex_top5": 0.012 + }, + { + "hold_days": 10, + "total": 504, + "wins": 264, + "win_rate": 52.4, + "avg_r": 0.358, + "total_r": 180.63, + "net_avg_r": 0.312, + "net_total_r": 157.45, + "best_r": 5.76, + "worst_r": -5.16, + "avg_hold_days": 8.0, + "net_r_per_day": 0.0391, + "median_net_r": 0.103, + "profit_factor": 1.67, + "net_avg_r_ex_top5": 0.124 + }, + { + "hold_days": 21, + "total": 504, + "wins": 229, + "win_rate": 45.4, + "avg_r": 0.504, + "total_r": 254.25, + "net_avg_r": 0.458, + "net_total_r": 231.07, + "best_r": 13.71, + "worst_r": -5.16, + "avg_hold_days": 14.0, + "net_r_per_day": 0.0328, + "median_net_r": -1.021, + "profit_factor": 1.77, + "net_avg_r_ex_top5": 0.15 + }, + { + "hold_days": 30, + "total": 504, + "wins": 202, + "win_rate": 40.1, + "avg_r": 0.639, + "total_r": 322.09, + "net_avg_r": 0.593, + "net_total_r": 298.91, + "best_r": 27.38, + "worst_r": -5.16, + "avg_hold_days": 18.1, + "net_r_per_day": 0.0328, + "median_net_r": -1.032, + "profit_factor": 1.9, + "net_avg_r_ex_top5": 0.171 + } + ], + "portfolio_sim": { + "params": { + "starting_capital": 10000.0, + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "notional_cap_pct": 20.0, + "cost_per_side_pct": 0.1, + "hold_days": 30 + }, + "policies": [ + { + "policy": "target", + "starting_capital": 10000.0, + "final_equity": 15451.76, + "total_return_pct": 54.5, + "cagr_pct": 23.2, + "max_drawdown_pct": 15.2, + "sharpe": 1.24, + "trades": 200, + "win_rate": 43.5, + "avg_trade_pnl": 27.26, + "best_trade_r": 4.24, + "worst_trade_r": -4.21, + "best_trade_pnl": 413.44, + "worst_trade_pnl": -428.21, + "avg_hold_days": 11.2, + "exit_reasons": { + "stop": 110, + "target": 74, + "time": 16 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 8.3 + }, + { + "year": 2023, + "return_pct": 34.9 + }, + { + "year": 2024, + "return_pct": 5.8 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "policy": "hold", + "starting_capital": 10000.0, + "final_equity": 21683.06, + "total_return_pct": 116.8, + "cagr_pct": 44.8, + "max_drawdown_pct": 17.5, + "sharpe": 1.76, + "trades": 157, + "win_rate": 36.3, + "avg_trade_pnl": 74.41, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 4287.19, + "worst_trade_pnl": -550.83, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 96, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + } + ], + "note": "One capital-constrained book over the same qualified setups the tables above grade per-setup: at most 10 concurrent positions (one per ticker), best momentum first, fixed-fractional risk sizing with a no-leverage cap, entries at the detection close, stops filled at the worse of stop or open. 'target' races the S/R target against the stop (timeout at the horizon); 'hold' keeps the initial stop and exits at the horizon close. SPY return is price-only over the same window. In-sample; no dividends." + }, + "strategy_variants": { + "variants": [ + { + "variant": "production_residual_80_fixed10", + "label": "Production residual 80 / max 10", + "ranking": "residual", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 21683.06, + "total_return_pct": 116.8, + "cagr_pct": 44.8, + "max_drawdown_pct": 17.5, + "sharpe": 1.76, + "trades": 157, + "win_rate": 36.3, + "avg_trade_pnl": 74.41, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 4287.19, + "worst_trade_pnl": -550.83, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 96, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "legacy_raw_80_fixed10", + "label": "Legacy raw 80 / max 10", + "ranking": "raw", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 18018.77, + "total_return_pct": 80.2, + "cagr_pct": 32.6, + "max_drawdown_pct": 15.8, + "sharpe": 1.45, + "trades": 146, + "win_rate": 32.2, + "avg_trade_pnl": 54.92, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 3930.14, + "worst_trade_pnl": -549.72, + "avg_hold_days": 16.9, + "exit_reasons": { + "stop": 93, + "time": 53 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 11.7 + }, + { + "year": 2023, + "return_pct": 31.2 + }, + { + "year": 2024, + "return_pct": 23.0 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "raw_90_fixed10", + "label": "Raw 90 / max 10", + "ranking": "raw", + "cutoff": 90.0, + "filters": [ + { + "percentile_key": "momentum_percentile", + "cutoff": 90.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 17956.55, + "total_return_pct": 79.6, + "cagr_pct": 33.0, + "max_drawdown_pct": 13.1, + "sharpe": 1.54, + "trades": 115, + "win_rate": 33.0, + "avg_trade_pnl": 69.19, + "best_trade_r": 27.38, + "worst_trade_r": -2.29, + "best_trade_pnl": 3844.22, + "worst_trade_pnl": -299.04, + "avg_hold_days": 17.0, + "exit_reasons": { + "stop": 74, + "time": 41 + }, + "skipped_book_full": 0, + "spy_return_pct": 31.4, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 4.2 + }, + { + "year": 2023, + "return_pct": 36.5 + }, + { + "year": 2024, + "return_pct": 26.3 + } + ], + "start_date": "2022-07-20", + "end_date": "2024-08-07" + }, + { + "variant": "residual_80_fixed15", + "label": "Residual 80 / max 15 capacity check", + "ranking": "residual", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 15, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 21683.06, + "total_return_pct": 116.8, + "cagr_pct": 44.8, + "max_drawdown_pct": 17.5, + "sharpe": 1.76, + "trades": 157, + "win_rate": 36.3, + "avg_trade_pnl": 74.41, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 4287.19, + "worst_trade_pnl": -550.83, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 96, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_lowvol50_fixed10", + "label": "Residual 80 + low-vol 50 / max 10", + "ranking": "residual+low_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 50.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 12551.21, + "total_return_pct": 25.5, + "cagr_pct": 12.8, + "max_drawdown_pct": 5.6, + "sharpe": 1.31, + "trades": 45, + "win_rate": 53.3, + "avg_trade_pnl": 56.69, + "best_trade_r": 4.49, + "worst_trade_r": -1.0, + "best_trade_pnl": 327.48, + "worst_trade_pnl": -97.6, + "avg_hold_days": 20.2, + "exit_reasons": { + "stop": 21, + "time": 24 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.7, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 12.9 + }, + { + "year": 2023, + "return_pct": 11.6 + }, + { + "year": 2024, + "return_pct": -0.4 + } + ], + "start_date": "2022-07-20", + "end_date": "2024-06-10" + }, + { + "variant": "residual80_lowvol70_fixed10", + "label": "Residual 80 + low-vol 70 / max 10", + "ranking": "residual+low_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 12183.17, + "total_return_pct": 21.8, + "cagr_pct": 15.1, + "max_drawdown_pct": 5.1, + "sharpe": 1.67, + "trades": 24, + "win_rate": 66.7, + "avg_trade_pnl": 90.97, + "best_trade_r": 4.23, + "worst_trade_r": -1.16, + "best_trade_pnl": 311.24, + "worst_trade_pnl": -93.41, + "avg_hold_days": 22.6, + "exit_reasons": { + "stop": 8, + "time": 16 + }, + "skipped_book_full": 0, + "spy_return_pct": 18.9, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 12.4 + }, + { + "year": 2023, + "return_pct": 8.4 + } + ], + "start_date": "2022-07-20", + "end_date": "2023-12-15" + }, + { + "variant": "residual80_lowvol_blend_fixed10", + "label": "Residual 80 + low-vol blend / max 10", + "ranking": "residual_low_vol_blend", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 14495.87, + "total_return_pct": 45.0, + "cagr_pct": 19.5, + "max_drawdown_pct": 17.0, + "sharpe": 1.04, + "trades": 151, + "win_rate": 32.5, + "avg_trade_pnl": 29.77, + "best_trade_r": 11.51, + "worst_trade_r": -4.21, + "best_trade_pnl": 1183.63, + "worst_trade_pnl": -425.47, + "avg_hold_days": 15.8, + "exit_reasons": { + "stop": 100, + "time": 51 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 12.1 + }, + { + "year": 2023, + "return_pct": 26.7 + }, + { + "year": 2024, + "return_pct": 2.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol50_fixed10", + "label": "Residual 80 + high-vol 50 / max 10", + "ranking": "residual+high_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "vol_6m_percentile", + "cutoff": 50.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 20044.95, + "total_return_pct": 100.4, + "cagr_pct": 39.5, + "max_drawdown_pct": 16.2, + "sharpe": 1.62, + "trades": 154, + "win_rate": 34.4, + "avg_trade_pnl": 65.23, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 3955.15, + "worst_trade_pnl": -508.38, + "avg_hold_days": 16.3, + "exit_reasons": { + "stop": 98, + "time": 56 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 6.2 + }, + { + "year": 2023, + "return_pct": 43.3 + }, + { + "year": 2024, + "return_pct": 31.7 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol70_fixed10", + "label": "Residual 80 + high-vol 70 / max 10", + "ranking": "residual+high_vol_filter", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + }, + { + "percentile_key": "vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 20166.11, + "total_return_pct": 101.7, + "cagr_pct": 39.9, + "max_drawdown_pct": 16.5, + "sharpe": 1.6, + "trades": 144, + "win_rate": 34.7, + "avg_trade_pnl": 70.6, + "best_trade_r": 27.38, + "worst_trade_r": -2.29, + "best_trade_pnl": 3612.2, + "worst_trade_pnl": -298.29, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 91, + "time": 53 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 5.1 + }, + { + "year": 2023, + "return_pct": 32.1 + }, + { + "year": 2024, + "return_pct": 45.3 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend90_10_fixed10", + "label": "Residual 80 + high-vol 90/10 blend / max 10", + "ranking": "residual_high_vol_blend_90_10", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 20102.63, + "total_return_pct": 101.0, + "cagr_pct": 39.7, + "max_drawdown_pct": 19.1, + "sharpe": 1.57, + "trades": 165, + "win_rate": 34.5, + "avg_trade_pnl": 61.23, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 3991.89, + "worst_trade_pnl": -510.69, + "avg_hold_days": 16.0, + "exit_reasons": { + "stop": 105, + "time": 60 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.5 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend80_20_fixed10", + "label": "Residual 80 + high-vol 80/20 blend / max 10", + "ranking": "residual_high_vol_blend_80_20", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 21703.77, + "total_return_pct": 117.0, + "cagr_pct": 44.9, + "max_drawdown_pct": 19.1, + "sharpe": 1.73, + "trades": 163, + "win_rate": 35.6, + "avg_trade_pnl": 71.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4285.65, + "worst_trade_pnl": -609.41, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 102, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 63.8 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend_fixed10", + "label": "Residual 80 + high-vol 70/30 blend / max 10", + "ranking": "residual_high_vol_blend_70_30", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 22231.89, + "total_return_pct": 122.3, + "cagr_pct": 46.6, + "max_drawdown_pct": 19.3, + "sharpe": 1.73, + "trades": 162, + "win_rate": 35.2, + "avg_trade_pnl": 75.51, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4389.93, + "worst_trade_pnl": -624.24, + "avg_hold_days": 16.3, + "exit_reasons": { + "stop": 102, + "time": 60 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.6 + }, + { + "year": 2023, + "return_pct": 68.1 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "residual80_highvol_blend60_40_fixed10", + "label": "Residual 80 + high-vol 60/40 blend / max 10", + "ranking": "residual_high_vol_blend_60_40", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "activation_momentum_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 22114.76, + "total_return_pct": 121.1, + "cagr_pct": 46.2, + "max_drawdown_pct": 19.3, + "sharpe": 1.73, + "trades": 161, + "win_rate": 35.4, + "avg_trade_pnl": 75.25, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4374.82, + "worst_trade_pnl": -621.07, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 101, + "time": 60 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.3 + }, + { + "year": 2023, + "return_pct": 67.4 + }, + { + "year": 2024, + "return_pct": 32.6 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "variant": "highvol70_fixed10", + "label": "High-vol 70 / max 10", + "ranking": "high_vol", + "cutoff": 70.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 70.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 12132.63, + "total_return_pct": 21.3, + "cagr_pct": 7.7, + "max_drawdown_pct": 46.0, + "sharpe": 0.4, + "trades": 294, + "win_rate": 27.6, + "avg_trade_pnl": 7.25, + "best_trade_r": 27.38, + "worst_trade_r": -3.5, + "best_trade_pnl": 2394.45, + "worst_trade_pnl": -152.15, + "avg_hold_days": 14.9, + "exit_reasons": { + "stop": 205, + "time": 89 + }, + "skipped_book_full": 315, + "spy_return_pct": 8.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -1.0 + }, + { + "year": 2022, + "return_pct": -41.3 + }, + { + "year": 2023, + "return_pct": 59.8 + }, + { + "year": 2024, + "return_pct": 30.8 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-08-07" + }, + { + "variant": "highvol80_fixed10", + "label": "High-vol 80 / max 10", + "ranking": "high_vol", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 13021.52, + "total_return_pct": 30.2, + "cagr_pct": 10.6, + "max_drawdown_pct": 45.7, + "sharpe": 0.49, + "trades": 287, + "win_rate": 28.2, + "avg_trade_pnl": 10.53, + "best_trade_r": 27.38, + "worst_trade_r": -3.5, + "best_trade_pnl": 2629.85, + "worst_trade_pnl": -151.69, + "avg_hold_days": 15.1, + "exit_reasons": { + "stop": 197, + "time": 90 + }, + "skipped_book_full": 172, + "spy_return_pct": 8.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -1.0 + }, + { + "year": 2022, + "return_pct": -40.4 + }, + { + "year": 2023, + "return_pct": 72.1 + }, + { + "year": 2024, + "return_pct": 28.4 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-08-07" + }, + { + "variant": "highvol90_fixed10", + "label": "High-vol 90 / max 10", + "ranking": "high_vol", + "cutoff": 90.0, + "filters": [ + { + "percentile_key": "vol_6m_percentile", + "cutoff": 90.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 13237.9, + "total_return_pct": 32.4, + "cagr_pct": 11.3, + "max_drawdown_pct": 42.1, + "sharpe": 0.52, + "trades": 257, + "win_rate": 28.8, + "avg_trade_pnl": 12.6, + "best_trade_r": 27.38, + "worst_trade_r": -3.5, + "best_trade_pnl": 2687.07, + "worst_trade_pnl": -149.23, + "avg_hold_days": 15.2, + "exit_reasons": { + "stop": 178, + "time": 79 + }, + "skipped_book_full": 57, + "spy_return_pct": 8.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": -0.0 + }, + { + "year": 2022, + "return_pct": -40.7 + }, + { + "year": 2023, + "return_pct": 75.3 + }, + { + "year": 2024, + "return_pct": 27.4 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-08-07" + }, + { + "variant": "lowvol80_fixed10", + "label": "Low-vol 80 / max 10", + "ranking": "low_vol", + "cutoff": 80.0, + "filters": [ + { + "percentile_key": "low_vol_6m_percentile", + "cutoff": 80.0 + } + ], + "max_positions": 10, + "risk_per_trade_pct": 1.0, + "risk_scale": null, + "starting_capital": 10000.0, + "final_equity": 11683.19, + "total_return_pct": 16.8, + "cagr_pct": 7.2, + "max_drawdown_pct": 13.2, + "sharpe": 0.64, + "trades": 109, + "win_rate": 34.9, + "avg_trade_pnl": 15.44, + "best_trade_r": 8.62, + "worst_trade_r": -2.77, + "best_trade_pnl": 580.9, + "worst_trade_pnl": -195.23, + "avg_hold_days": 16.3, + "exit_reasons": { + "stop": 69, + "time": 40 + }, + "skipped_book_full": 0, + "spy_return_pct": 9.5, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.3 + }, + { + "year": 2022, + "return_pct": 13.7 + }, + { + "year": 2023, + "return_pct": 2.7 + }, + { + "year": 2024, + "return_pct": -0.1 + } + ], + "start_date": "2021-12-28", + "end_date": "2024-03-21" + } + ], + "note": "Research-only hold-to-horizon portfolio variants. Production now uses residual 12-1 momentum at cutoff 80; the remaining rows compare the legacy raw rank, raw cutoff 90, one max-15 capacity check, and volatility overlays." + }, + "exit_policy_variants": { + "variants": [ + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "label": "80/20 entry + 30d hold / initial stop", + "description": "Baseline: keep the initial ATR stop and exit at 30 trading days.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 21703.77, + "total_return_pct": 117.0, + "cagr_pct": 44.9, + "max_drawdown_pct": 19.1, + "sharpe": 1.73, + "trades": 163, + "win_rate": 35.6, + "avg_trade_pnl": 71.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4285.65, + "worst_trade_pnl": -609.41, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 102, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 63.8 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "sma50", + "label": "80/20 entry + SMA50 break", + "description": "Exit at the close when price closes below its 50-day SMA.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 20278.7, + "total_return_pct": 102.8, + "cagr_pct": 40.3, + "max_drawdown_pct": 16.6, + "sharpe": 1.69, + "trades": 184, + "win_rate": 34.2, + "avg_trade_pnl": 55.86, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 3681.75, + "worst_trade_pnl": -542.93, + "avg_hold_days": 12.8, + "exit_reasons": { + "sma50": 56, + "stop": 80, + "time": 48 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.0 + }, + { + "year": 2023, + "return_pct": 40.0 + }, + { + "year": 2024, + "return_pct": 44.9 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "low20", + "label": "80/20 entry + 20-day low break", + "description": "Exit at the close when price closes below the prior 20-day low.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 21741.69, + "total_return_pct": 117.4, + "cagr_pct": 45.0, + "max_drawdown_pct": 19.1, + "sharpe": 1.75, + "trades": 164, + "win_rate": 36.6, + "avg_trade_pnl": 71.6, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4277.64, + "worst_trade_pnl": -603.67, + "avg_hold_days": 16.3, + "exit_reasons": { + "low20": 9, + "stop": 98, + "time": 57 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.2 + }, + { + "year": 2023, + "return_pct": 63.2 + }, + { + "year": 2024, + "return_pct": 33.5 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "technical40", + "label": "80/20 entry + technical score < 40", + "description": "Exit at the close when the price-derived technical score deteriorates below 40.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 21703.77, + "total_return_pct": 117.0, + "cagr_pct": 44.9, + "max_drawdown_pct": 19.1, + "sharpe": 1.73, + "trades": 163, + "win_rate": 35.6, + "avg_trade_pnl": 71.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4285.65, + "worst_trade_pnl": -609.41, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 102, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 63.8 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + }, + { + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "label": "80/20 entry + 3x ATR trailing stop", + "description": "Trail the stop upward to highest close minus 3 ATR, evaluated from prior data.", + "hold_days": 30, + "starting_capital": 10000.0, + "final_equity": 20750.75, + "total_return_pct": 107.5, + "cagr_pct": 41.8, + "max_drawdown_pct": 16.8, + "sharpe": 1.72, + "trades": 166, + "win_rate": 36.7, + "avg_trade_pnl": 64.76, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4328.43, + "worst_trade_pnl": -604.82, + "avg_hold_days": 15.0, + "exit_reasons": { + "stop": 79, + "time": 39, + "trailing_stop": 48 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 0.9 + }, + { + "year": 2023, + "return_pct": 63.0 + }, + { + "year": 2024, + "return_pct": 26.2 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07" + } + ], + "note": "Research-only exit policies over the residual/high-vol 80/20 entry candidate. Every row uses the same entry qualification/ranking and changes only the exit discipline." + }, + "portfolio_monitor": { + "production_strategy": "residual80_highvol80_20_atr3", + "strategies": [ + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true + } + ], + "lookbacks": [ + { + "lookback": "6m", + "label": "6 months" + }, + { + "lookback": "1y", + "label": "1 year" + }, + { + "lookback": "3y", + "label": "3 years" + }, + { + "lookback": "5y", + "label": "5 years" + }, + { + "lookback": "all", + "label": "All history" + } + ], + "runs": [ + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 13596.81, + "total_return_pct": 36.0, + "cagr_pct": 32.3, + "max_drawdown_pct": 22.3, + "sharpe": 1.3, + "trades": 85, + "win_rate": 30.6, + "avg_trade_pnl": 42.32, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 2688.37, + "worst_trade_pnl": -345.41, + "avg_hold_days": 15.8, + "exit_reasons": { + "stop": 57, + "time": 28 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 3.4 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9910.5, + "return_pct": -0.9 + }, + { + "date": "2023-07-07", + "equity": 9945.08, + "return_pct": -0.55 + }, + { + "date": "2023-07-10", + "equity": 10208.55, + "return_pct": 2.09 + }, + { + "date": "2023-07-11", + "equity": 10314.51, + "return_pct": 3.15 + }, + { + "date": "2023-07-12", + "equity": 10291.53, + "return_pct": 2.92 + }, + { + "date": "2023-07-13", + "equity": 10503.35, + "return_pct": 5.03 + }, + { + "date": "2023-07-14", + "equity": 10419.15, + "return_pct": 4.19 + }, + { + "date": "2023-07-17", + "equity": 10379.15, + "return_pct": 3.79 + }, + { + "date": "2023-07-18", + "equity": 10461.85, + "return_pct": 4.62 + }, + { + "date": "2023-07-19", + "equity": 10402.7, + "return_pct": 4.03 + }, + { + "date": "2023-07-20", + "equity": 10238.55, + "return_pct": 2.39 + }, + { + "date": "2023-07-21", + "equity": 10202.67, + "return_pct": 2.03 + }, + { + "date": "2023-07-24", + "equity": 10221.75, + "return_pct": 2.22 + }, + { + "date": "2023-07-25", + "equity": 10236.96, + "return_pct": 2.37 + }, + { + "date": "2023-07-26", + "equity": 10376.07, + "return_pct": 3.76 + }, + { + "date": "2023-07-27", + "equity": 10297.94, + "return_pct": 2.98 + }, + { + "date": "2023-07-28", + "equity": 10452.68, + "return_pct": 4.53 + }, + { + "date": "2023-07-31", + "equity": 10545.66, + "return_pct": 5.46 + }, + { + "date": "2023-08-01", + "equity": 10217.06, + "return_pct": 2.17 + }, + { + "date": "2023-08-02", + "equity": 10020.38, + "return_pct": 0.2 + }, + { + "date": "2023-08-03", + "equity": 9823.51, + "return_pct": -1.76 + }, + { + "date": "2023-08-04", + "equity": 9650.35, + "return_pct": -3.5 + }, + { + "date": "2023-08-07", + "equity": 9744.19, + "return_pct": -2.56 + }, + { + "date": "2023-08-08", + "equity": 9778.25, + "return_pct": -2.22 + }, + { + "date": "2023-08-09", + "equity": 9667.56, + "return_pct": -3.32 + }, + { + "date": "2023-08-10", + "equity": 9661.82, + "return_pct": -3.38 + }, + { + "date": "2023-08-11", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-08-14", + "equity": 9560.63, + "return_pct": -4.39 + }, + { + "date": "2023-08-15", + "equity": 9443.97, + "return_pct": -5.56 + }, + { + "date": "2023-08-16", + "equity": 9384.11, + "return_pct": -6.16 + }, + { + "date": "2023-08-17", + "equity": 9383.22, + "return_pct": -6.17 + }, + { + "date": "2023-08-18", + "equity": 9383.22, + "return_pct": -6.17 + }, + { + "date": "2023-08-21", + "equity": 9383.22, + "return_pct": -6.17 + }, + { + "date": "2023-08-22", + "equity": 9383.22, + "return_pct": -6.17 + }, + { + "date": "2023-08-23", + "equity": 9379.46, + "return_pct": -6.21 + }, + { + "date": "2023-08-24", + "equity": 9255.81, + "return_pct": -7.44 + }, + { + "date": "2023-08-25", + "equity": 9278.47, + "return_pct": -7.22 + }, + { + "date": "2023-08-28", + "equity": 9299.83, + "return_pct": -7.0 + }, + { + "date": "2023-08-29", + "equity": 9341.33, + "return_pct": -6.59 + }, + { + "date": "2023-08-30", + "equity": 9393.4, + "return_pct": -6.07 + }, + { + "date": "2023-08-31", + "equity": 9417.22, + "return_pct": -5.83 + }, + { + "date": "2023-09-01", + "equity": 9495.4, + "return_pct": -5.05 + }, + { + "date": "2023-09-05", + "equity": 9424.32, + "return_pct": -5.76 + }, + { + "date": "2023-09-06", + "equity": 9450.73, + "return_pct": -5.49 + }, + { + "date": "2023-09-07", + "equity": 9407.77, + "return_pct": -5.92 + }, + { + "date": "2023-09-08", + "equity": 9405.54, + "return_pct": -5.94 + }, + { + "date": "2023-09-11", + "equity": 9479.55, + "return_pct": -5.2 + }, + { + "date": "2023-09-12", + "equity": 9313.51, + "return_pct": -6.86 + }, + { + "date": "2023-09-13", + "equity": 9239.8, + "return_pct": -7.6 + }, + { + "date": "2023-09-14", + "equity": 9262.88, + "return_pct": -7.37 + }, + { + "date": "2023-09-15", + "equity": 9031.78, + "return_pct": -9.68 + }, + { + "date": "2023-09-18", + "equity": 9014.94, + "return_pct": -9.85 + }, + { + "date": "2023-09-19", + "equity": 8900.25, + "return_pct": -11.0 + }, + { + "date": "2023-09-20", + "equity": 8848.89, + "return_pct": -11.51 + }, + { + "date": "2023-09-21", + "equity": 8748.91, + "return_pct": -12.51 + }, + { + "date": "2023-09-22", + "equity": 8742.26, + "return_pct": -12.58 + }, + { + "date": "2023-09-25", + "equity": 8721.84, + "return_pct": -12.78 + }, + { + "date": "2023-09-26", + "equity": 8695.7, + "return_pct": -13.04 + }, + { + "date": "2023-09-27", + "equity": 8695.7, + "return_pct": -13.04 + }, + { + "date": "2023-09-28", + "equity": 8689.99, + "return_pct": -13.1 + }, + { + "date": "2023-09-29", + "equity": 8725.27, + "return_pct": -12.75 + }, + { + "date": "2023-10-02", + "equity": 8796.39, + "return_pct": -12.04 + }, + { + "date": "2023-10-03", + "equity": 8614.23, + "return_pct": -13.86 + }, + { + "date": "2023-10-04", + "equity": 8749.09, + "return_pct": -12.51 + }, + { + "date": "2023-10-05", + "equity": 8785.31, + "return_pct": -12.15 + }, + { + "date": "2023-10-06", + "equity": 8935.21, + "return_pct": -10.65 + }, + { + "date": "2023-10-09", + "equity": 9035.83, + "return_pct": -9.64 + }, + { + "date": "2023-10-10", + "equity": 9165.87, + "return_pct": -8.34 + }, + { + "date": "2023-10-11", + "equity": 9215.58, + "return_pct": -7.84 + }, + { + "date": "2023-10-12", + "equity": 9055.43, + "return_pct": -9.45 + }, + { + "date": "2023-10-13", + "equity": 8826.38, + "return_pct": -11.74 + }, + { + "date": "2023-10-16", + "equity": 8875.53, + "return_pct": -11.24 + }, + { + "date": "2023-10-17", + "equity": 9018.28, + "return_pct": -9.82 + }, + { + "date": "2023-10-18", + "equity": 8815.15, + "return_pct": -11.85 + }, + { + "date": "2023-10-19", + "equity": 8659.65, + "return_pct": -13.4 + }, + { + "date": "2023-10-20", + "equity": 8437.72, + "return_pct": -15.62 + }, + { + "date": "2023-10-23", + "equity": 8487.97, + "return_pct": -15.12 + }, + { + "date": "2023-10-24", + "equity": 8540.07, + "return_pct": -14.6 + }, + { + "date": "2023-10-25", + "equity": 8377.45, + "return_pct": -16.23 + }, + { + "date": "2023-10-26", + "equity": 8269.8, + "return_pct": -17.3 + }, + { + "date": "2023-10-27", + "equity": 8197.26, + "return_pct": -18.03 + }, + { + "date": "2023-10-30", + "equity": 8270.79, + "return_pct": -17.29 + }, + { + "date": "2023-10-31", + "equity": 8272.6, + "return_pct": -17.27 + }, + { + "date": "2023-11-01", + "equity": 8289.33, + "return_pct": -17.11 + }, + { + "date": "2023-11-02", + "equity": 8438.51, + "return_pct": -15.61 + }, + { + "date": "2023-11-03", + "equity": 8602.14, + "return_pct": -13.98 + }, + { + "date": "2023-11-06", + "equity": 8614.12, + "return_pct": -13.86 + }, + { + "date": "2023-11-07", + "equity": 8651.18, + "return_pct": -13.49 + }, + { + "date": "2023-11-08", + "equity": 8630.72, + "return_pct": -13.69 + }, + { + "date": "2023-11-09", + "equity": 8618.92, + "return_pct": -13.81 + }, + { + "date": "2023-11-10", + "equity": 8843.63, + "return_pct": -11.56 + }, + { + "date": "2023-11-13", + "equity": 8810.72, + "return_pct": -11.89 + }, + { + "date": "2023-11-14", + "equity": 9006.25, + "return_pct": -9.94 + }, + { + "date": "2023-11-15", + "equity": 9032.54, + "return_pct": -9.67 + }, + { + "date": "2023-11-16", + "equity": 9025.07, + "return_pct": -9.75 + }, + { + "date": "2023-11-17", + "equity": 9087.11, + "return_pct": -9.13 + }, + { + "date": "2023-11-20", + "equity": 9257.92, + "return_pct": -7.42 + }, + { + "date": "2023-11-21", + "equity": 9120.87, + "return_pct": -8.79 + }, + { + "date": "2023-11-22", + "equity": 9194.11, + "return_pct": -8.06 + }, + { + "date": "2023-11-24", + "equity": 9193.25, + "return_pct": -8.07 + }, + { + "date": "2023-11-27", + "equity": 9114.58, + "return_pct": -8.85 + }, + { + "date": "2023-11-28", + "equity": 9119.24, + "return_pct": -8.81 + }, + { + "date": "2023-11-29", + "equity": 9030.35, + "return_pct": -9.7 + }, + { + "date": "2023-11-30", + "equity": 8968.55, + "return_pct": -10.31 + }, + { + "date": "2023-12-01", + "equity": 9061.2, + "return_pct": -9.39 + }, + { + "date": "2023-12-04", + "equity": 9028.78, + "return_pct": -9.71 + }, + { + "date": "2023-12-05", + "equity": 9120.51, + "return_pct": -8.79 + }, + { + "date": "2023-12-06", + "equity": 8984.9, + "return_pct": -10.15 + }, + { + "date": "2023-12-07", + "equity": 9252.93, + "return_pct": -7.47 + }, + { + "date": "2023-12-08", + "equity": 9495.72, + "return_pct": -5.04 + }, + { + "date": "2023-12-11", + "equity": 9416.92, + "return_pct": -5.83 + }, + { + "date": "2023-12-12", + "equity": 9520.77, + "return_pct": -4.79 + }, + { + "date": "2023-12-13", + "equity": 9825.68, + "return_pct": -1.74 + }, + { + "date": "2023-12-14", + "equity": 10124.95, + "return_pct": 1.25 + }, + { + "date": "2023-12-15", + "equity": 10044.42, + "return_pct": 0.44 + }, + { + "date": "2023-12-18", + "equity": 10298.51, + "return_pct": 2.99 + }, + { + "date": "2023-12-19", + "equity": 10435.58, + "return_pct": 4.36 + }, + { + "date": "2023-12-20", + "equity": 10155.78, + "return_pct": 1.56 + }, + { + "date": "2023-12-21", + "equity": 10422.8, + "return_pct": 4.23 + }, + { + "date": "2023-12-22", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2023-12-26", + "equity": 10369.24, + "return_pct": 3.69 + }, + { + "date": "2023-12-27", + "equity": 10547.42, + "return_pct": 5.47 + }, + { + "date": "2023-12-28", + "equity": 10575.39, + "return_pct": 5.75 + }, + { + "date": "2023-12-29", + "equity": 10344.23, + "return_pct": 3.44 + }, + { + "date": "2024-01-02", + "equity": 9836.85, + "return_pct": -1.63 + }, + { + "date": "2024-01-03", + "equity": 9550.39, + "return_pct": -4.5 + }, + { + "date": "2024-01-04", + "equity": 9619.84, + "return_pct": -3.8 + }, + { + "date": "2024-01-05", + "equity": 9674.86, + "return_pct": -3.25 + }, + { + "date": "2024-01-08", + "equity": 10015.82, + "return_pct": 0.16 + }, + { + "date": "2024-01-09", + "equity": 10070.99, + "return_pct": 0.71 + }, + { + "date": "2024-01-10", + "equity": 10090.32, + "return_pct": 0.9 + }, + { + "date": "2024-01-11", + "equity": 9956.01, + "return_pct": -0.44 + }, + { + "date": "2024-01-12", + "equity": 9771.27, + "return_pct": -2.29 + }, + { + "date": "2024-01-16", + "equity": 9871.71, + "return_pct": -1.28 + }, + { + "date": "2024-01-17", + "equity": 9856.54, + "return_pct": -1.43 + }, + { + "date": "2024-01-18", + "equity": 9942.21, + "return_pct": -0.58 + }, + { + "date": "2024-01-19", + "equity": 10506.44, + "return_pct": 5.06 + }, + { + "date": "2024-01-22", + "equity": 10765.19, + "return_pct": 7.65 + }, + { + "date": "2024-01-23", + "equity": 10868.95, + "return_pct": 8.69 + }, + { + "date": "2024-01-24", + "equity": 10839.54, + "return_pct": 8.4 + }, + { + "date": "2024-01-25", + "equity": 11060.73, + "return_pct": 10.61 + }, + { + "date": "2024-01-26", + "equity": 10776.43, + "return_pct": 7.76 + }, + { + "date": "2024-01-29", + "equity": 11016.38, + "return_pct": 10.16 + }, + { + "date": "2024-01-30", + "equity": 10887.32, + "return_pct": 8.87 + }, + { + "date": "2024-01-31", + "equity": 10883.7, + "return_pct": 8.84 + }, + { + "date": "2024-02-01", + "equity": 11197.25, + "return_pct": 11.97 + }, + { + "date": "2024-02-02", + "equity": 11474.41, + "return_pct": 14.74 + }, + { + "date": "2024-02-05", + "equity": 11802.47, + "return_pct": 18.02 + }, + { + "date": "2024-02-06", + "equity": 11784.64, + "return_pct": 17.85 + }, + { + "date": "2024-02-07", + "equity": 11881.8, + "return_pct": 18.82 + }, + { + "date": "2024-02-08", + "equity": 11885.88, + "return_pct": 18.86 + }, + { + "date": "2024-02-09", + "equity": 12106.84, + "return_pct": 21.07 + }, + { + "date": "2024-02-12", + "equity": 12234.58, + "return_pct": 22.35 + }, + { + "date": "2024-02-13", + "equity": 12129.04, + "return_pct": 21.29 + }, + { + "date": "2024-02-14", + "equity": 12718.96, + "return_pct": 27.19 + }, + { + "date": "2024-02-15", + "equity": 13140.93, + "return_pct": 31.41 + }, + { + "date": "2024-02-16", + "equity": 12858.91, + "return_pct": 28.59 + }, + { + "date": "2024-02-20", + "equity": 12685.23, + "return_pct": 26.85 + }, + { + "date": "2024-02-21", + "equity": 12453.44, + "return_pct": 24.53 + }, + { + "date": "2024-02-22", + "equity": 12728.78, + "return_pct": 27.29 + }, + { + "date": "2024-02-23", + "equity": 12687.82, + "return_pct": 26.88 + }, + { + "date": "2024-02-26", + "equity": 12974.27, + "return_pct": 29.74 + }, + { + "date": "2024-02-27", + "equity": 13095.53, + "return_pct": 30.96 + }, + { + "date": "2024-02-28", + "equity": 13085.65, + "return_pct": 30.86 + }, + { + "date": "2024-02-29", + "equity": 13198.78, + "return_pct": 31.99 + }, + { + "date": "2024-03-01", + "equity": 13542.3, + "return_pct": 35.42 + }, + { + "date": "2024-03-04", + "equity": 13650.58, + "return_pct": 36.51 + }, + { + "date": "2024-03-05", + "equity": 13296.86, + "return_pct": 32.97 + }, + { + "date": "2024-03-06", + "equity": 13748.33, + "return_pct": 37.48 + }, + { + "date": "2024-03-07", + "equity": 13846.58, + "return_pct": 38.47 + }, + { + "date": "2024-03-08", + "equity": 13867.9, + "return_pct": 38.68 + }, + { + "date": "2024-03-11", + "equity": 13632.52, + "return_pct": 36.33 + }, + { + "date": "2024-03-12", + "equity": 13729.79, + "return_pct": 37.3 + }, + { + "date": "2024-03-13", + "equity": 13745.6, + "return_pct": 37.46 + }, + { + "date": "2024-03-14", + "equity": 13491.48, + "return_pct": 34.91 + }, + { + "date": "2024-03-15", + "equity": 13414.73, + "return_pct": 34.15 + }, + { + "date": "2024-03-18", + "equity": 13621.48, + "return_pct": 36.21 + }, + { + "date": "2024-03-19", + "equity": 13505.93, + "return_pct": 35.06 + }, + { + "date": "2024-03-20", + "equity": 13890.15, + "return_pct": 38.9 + }, + { + "date": "2024-03-21", + "equity": 14083.22, + "return_pct": 40.83 + }, + { + "date": "2024-03-22", + "equity": 13670.38, + "return_pct": 36.7 + }, + { + "date": "2024-03-25", + "equity": 13997.17, + "return_pct": 39.97 + }, + { + "date": "2024-03-26", + "equity": 14029.83, + "return_pct": 40.3 + }, + { + "date": "2024-03-27", + "equity": 13774.4, + "return_pct": 37.74 + }, + { + "date": "2024-03-28", + "equity": 13811.14, + "return_pct": 38.11 + }, + { + "date": "2024-04-01", + "equity": 14050.96, + "return_pct": 40.51 + }, + { + "date": "2024-04-02", + "equity": 13891.4, + "return_pct": 38.91 + }, + { + "date": "2024-04-03", + "equity": 14383.64, + "return_pct": 43.84 + }, + { + "date": "2024-04-04", + "equity": 14246.04, + "return_pct": 42.46 + }, + { + "date": "2024-04-05", + "equity": 14642.66, + "return_pct": 46.43 + }, + { + "date": "2024-04-08", + "equity": 14536.31, + "return_pct": 45.36 + }, + { + "date": "2024-04-09", + "equity": 14366.3, + "return_pct": 43.66 + }, + { + "date": "2024-04-10", + "equity": 14199.23, + "return_pct": 41.99 + }, + { + "date": "2024-04-11", + "equity": 14391.53, + "return_pct": 43.92 + }, + { + "date": "2024-04-12", + "equity": 14058.68, + "return_pct": 40.59 + }, + { + "date": "2024-04-15", + "equity": 13792.38, + "return_pct": 37.92 + }, + { + "date": "2024-04-16", + "equity": 13897.68, + "return_pct": 38.98 + }, + { + "date": "2024-04-17", + "equity": 13734.68, + "return_pct": 37.35 + }, + { + "date": "2024-04-18", + "equity": 13727.65, + "return_pct": 37.28 + }, + { + "date": "2024-04-19", + "equity": 13374.07, + "return_pct": 33.74 + }, + { + "date": "2024-04-22", + "equity": 13387.65, + "return_pct": 33.88 + }, + { + "date": "2024-04-23", + "equity": 13490.87, + "return_pct": 34.91 + }, + { + "date": "2024-04-24", + "equity": 13482.15, + "return_pct": 34.82 + }, + { + "date": "2024-04-25", + "equity": 13577.66, + "return_pct": 35.78 + }, + { + "date": "2024-04-26", + "equity": 13573.67, + "return_pct": 35.74 + }, + { + "date": "2024-04-29", + "equity": 13714.57, + "return_pct": 37.15 + }, + { + "date": "2024-04-30", + "equity": 13536.36, + "return_pct": 35.36 + }, + { + "date": "2024-05-01", + "equity": 13298.94, + "return_pct": 32.99 + }, + { + "date": "2024-05-02", + "equity": 13441.56, + "return_pct": 34.42 + }, + { + "date": "2024-05-03", + "equity": 13544.88, + "return_pct": 35.45 + }, + { + "date": "2024-05-06", + "equity": 14028.15, + "return_pct": 40.28 + }, + { + "date": "2024-05-07", + "equity": 13664.82, + "return_pct": 36.65 + }, + { + "date": "2024-05-08", + "equity": 13690.15, + "return_pct": 36.9 + }, + { + "date": "2024-05-09", + "equity": 14041.32, + "return_pct": 40.41 + }, + { + "date": "2024-05-10", + "equity": 14199.72, + "return_pct": 42.0 + }, + { + "date": "2024-05-13", + "equity": 14143.65, + "return_pct": 41.44 + }, + { + "date": "2024-05-14", + "equity": 14285.18, + "return_pct": 42.85 + }, + { + "date": "2024-05-15", + "equity": 14506.38, + "return_pct": 45.06 + }, + { + "date": "2024-05-16", + "equity": 14453.35, + "return_pct": 44.53 + }, + { + "date": "2024-05-17", + "equity": 14511.54, + "return_pct": 45.12 + }, + { + "date": "2024-05-20", + "equity": 14686.43, + "return_pct": 46.86 + }, + { + "date": "2024-05-21", + "equity": 14472.06, + "return_pct": 44.72 + }, + { + "date": "2024-05-22", + "equity": 14242.39, + "return_pct": 42.42 + }, + { + "date": "2024-05-23", + "equity": 14032.84, + "return_pct": 40.33 + }, + { + "date": "2024-05-24", + "equity": 14316.21, + "return_pct": 43.16 + }, + { + "date": "2024-05-28", + "equity": 14332.61, + "return_pct": 43.33 + }, + { + "date": "2024-05-29", + "equity": 14289.09, + "return_pct": 42.89 + }, + { + "date": "2024-05-30", + "equity": 13827.12, + "return_pct": 38.27 + }, + { + "date": "2024-05-31", + "equity": 13732.45, + "return_pct": 37.32 + }, + { + "date": "2024-06-03", + "equity": 13801.02, + "return_pct": 38.01 + }, + { + "date": "2024-06-04", + "equity": 13729.1, + "return_pct": 37.29 + }, + { + "date": "2024-06-05", + "equity": 13984.43, + "return_pct": 39.84 + }, + { + "date": "2024-06-06", + "equity": 13883.94, + "return_pct": 38.84 + }, + { + "date": "2024-06-07", + "equity": 13789.08, + "return_pct": 37.89 + }, + { + "date": "2024-06-10", + "equity": 13869.63, + "return_pct": 38.7 + }, + { + "date": "2024-06-11", + "equity": 13892.79, + "return_pct": 38.93 + }, + { + "date": "2024-06-12", + "equity": 14176.51, + "return_pct": 41.77 + }, + { + "date": "2024-06-13", + "equity": 14062.36, + "return_pct": 40.62 + }, + { + "date": "2024-06-14", + "equity": 14051.28, + "return_pct": 40.51 + }, + { + "date": "2024-06-17", + "equity": 14103.36, + "return_pct": 41.03 + }, + { + "date": "2024-06-18", + "equity": 14050.88, + "return_pct": 40.51 + }, + { + "date": "2024-06-20", + "equity": 13948.37, + "return_pct": 39.48 + }, + { + "date": "2024-06-21", + "equity": 13840.51, + "return_pct": 38.41 + }, + { + "date": "2024-06-24", + "equity": 13758.52, + "return_pct": 37.59 + }, + { + "date": "2024-06-25", + "equity": 13889.29, + "return_pct": 38.89 + }, + { + "date": "2024-06-26", + "equity": 13809.94, + "return_pct": 38.1 + }, + { + "date": "2024-06-27", + "equity": 13923.91, + "return_pct": 39.24 + }, + { + "date": "2024-06-28", + "equity": 13798.35, + "return_pct": 37.98 + }, + { + "date": "2024-07-01", + "equity": 13646.22, + "return_pct": 36.46 + }, + { + "date": "2024-07-02", + "equity": 13711.24, + "return_pct": 37.11 + }, + { + "date": "2024-07-03", + "equity": 13735.69, + "return_pct": 37.36 + }, + { + "date": "2024-07-05", + "equity": 13910.28, + "return_pct": 39.1 + }, + { + "date": "2024-07-08", + "equity": 13911.91, + "return_pct": 39.12 + }, + { + "date": "2024-07-09", + "equity": 13938.78, + "return_pct": 39.39 + }, + { + "date": "2024-07-10", + "equity": 14045.46, + "return_pct": 40.45 + }, + { + "date": "2024-07-11", + "equity": 14105.47, + "return_pct": 41.05 + }, + { + "date": "2024-07-12", + "equity": 14069.91, + "return_pct": 40.7 + }, + { + "date": "2024-07-15", + "equity": 14177.34, + "return_pct": 41.77 + }, + { + "date": "2024-07-16", + "equity": 14220.58, + "return_pct": 42.21 + }, + { + "date": "2024-07-17", + "equity": 13695.78, + "return_pct": 36.96 + }, + { + "date": "2024-07-18", + "equity": 13590.73, + "return_pct": 35.91 + }, + { + "date": "2024-07-19", + "equity": 13558.42, + "return_pct": 35.58 + }, + { + "date": "2024-07-22", + "equity": 13632.11, + "return_pct": 36.32 + }, + { + "date": "2024-07-23", + "equity": 13581.01, + "return_pct": 35.81 + }, + { + "date": "2024-07-24", + "equity": 13672.74, + "return_pct": 36.73 + }, + { + "date": "2024-07-25", + "equity": 13723.09, + "return_pct": 37.23 + }, + { + "date": "2024-07-26", + "equity": 13763.37, + "return_pct": 37.63 + }, + { + "date": "2024-07-29", + "equity": 13756.51, + "return_pct": 37.57 + }, + { + "date": "2024-07-30", + "equity": 13790.04, + "return_pct": 37.9 + }, + { + "date": "2024-07-31", + "equity": 13856.35, + "return_pct": 38.56 + }, + { + "date": "2024-08-01", + "equity": 13778.26, + "return_pct": 37.78 + }, + { + "date": "2024-08-02", + "equity": 13634.6, + "return_pct": 36.35 + }, + { + "date": "2024-08-05", + "equity": 13539.16, + "return_pct": 35.39 + }, + { + "date": "2024-08-06", + "equity": 13599.36, + "return_pct": 35.99 + }, + { + "date": "2024-08-07", + "equity": 13596.81, + "return_pct": 35.97 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 21683.06, + "total_return_pct": 116.8, + "cagr_pct": 28.5, + "max_drawdown_pct": 17.5, + "sharpe": 1.44, + "trades": 157, + "win_rate": 36.3, + "avg_trade_pnl": 74.41, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 4287.19, + "worst_trade_pnl": -550.83, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 96, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 7.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": -0.03 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.58 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.5 + }, + { + "date": "2022-07-11", + "equity": 10001.06, + "return_pct": 0.01 + }, + { + "date": "2022-07-12", + "equity": 9891.6, + "return_pct": -1.08 + }, + { + "date": "2022-07-13", + "equity": 9846.84, + "return_pct": -1.53 + }, + { + "date": "2022-07-14", + "equity": 9855.0, + "return_pct": -1.45 + }, + { + "date": "2022-07-15", + "equity": 10070.84, + "return_pct": 0.71 + }, + { + "date": "2022-07-18", + "equity": 9948.22, + "return_pct": -0.52 + }, + { + "date": "2022-07-19", + "equity": 10239.0, + "return_pct": 2.39 + }, + { + "date": "2022-07-20", + "equity": 10335.4, + "return_pct": 3.35 + }, + { + "date": "2022-07-21", + "equity": 10586.3, + "return_pct": 5.86 + }, + { + "date": "2022-07-22", + "equity": 10463.7, + "return_pct": 4.64 + }, + { + "date": "2022-07-25", + "equity": 10540.9, + "return_pct": 5.41 + }, + { + "date": "2022-07-26", + "equity": 10379.41, + "return_pct": 3.79 + }, + { + "date": "2022-07-27", + "equity": 10824.84, + "return_pct": 8.25 + }, + { + "date": "2022-07-28", + "equity": 11160.16, + "return_pct": 11.6 + }, + { + "date": "2022-07-29", + "equity": 11400.18, + "return_pct": 14.0 + }, + { + "date": "2022-08-01", + "equity": 11400.85, + "return_pct": 14.01 + }, + { + "date": "2022-08-02", + "equity": 11364.62, + "return_pct": 13.65 + }, + { + "date": "2022-08-03", + "equity": 11425.47, + "return_pct": 14.25 + }, + { + "date": "2022-08-04", + "equity": 11244.5, + "return_pct": 12.45 + }, + { + "date": "2022-08-05", + "equity": 11287.69, + "return_pct": 12.88 + }, + { + "date": "2022-08-08", + "equity": 11240.24, + "return_pct": 12.4 + }, + { + "date": "2022-08-09", + "equity": 11180.42, + "return_pct": 11.8 + }, + { + "date": "2022-08-10", + "equity": 11407.49, + "return_pct": 14.07 + }, + { + "date": "2022-08-11", + "equity": 11431.24, + "return_pct": 14.31 + }, + { + "date": "2022-08-12", + "equity": 11650.63, + "return_pct": 16.51 + }, + { + "date": "2022-08-15", + "equity": 11770.64, + "return_pct": 17.71 + }, + { + "date": "2022-08-16", + "equity": 11731.66, + "return_pct": 17.32 + }, + { + "date": "2022-08-17", + "equity": 11634.03, + "return_pct": 16.34 + }, + { + "date": "2022-08-18", + "equity": 11842.25, + "return_pct": 18.42 + }, + { + "date": "2022-08-19", + "equity": 11704.02, + "return_pct": 17.04 + }, + { + "date": "2022-08-22", + "equity": 11545.19, + "return_pct": 15.45 + }, + { + "date": "2022-08-23", + "equity": 11849.83, + "return_pct": 18.5 + }, + { + "date": "2022-08-24", + "equity": 11862.61, + "return_pct": 18.63 + }, + { + "date": "2022-08-25", + "equity": 12025.03, + "return_pct": 20.25 + }, + { + "date": "2022-08-26", + "equity": 11868.81, + "return_pct": 18.69 + }, + { + "date": "2022-08-29", + "equity": 11901.15, + "return_pct": 19.01 + }, + { + "date": "2022-08-30", + "equity": 11539.52, + "return_pct": 15.4 + }, + { + "date": "2022-08-31", + "equity": 11471.23, + "return_pct": 14.71 + }, + { + "date": "2022-09-01", + "equity": 11182.18, + "return_pct": 11.82 + }, + { + "date": "2022-09-02", + "equity": 11252.83, + "return_pct": 12.53 + }, + { + "date": "2022-09-06", + "equity": 11055.88, + "return_pct": 10.56 + }, + { + "date": "2022-09-07", + "equity": 10912.81, + "return_pct": 9.13 + }, + { + "date": "2022-09-08", + "equity": 10940.17, + "return_pct": 9.4 + }, + { + "date": "2022-09-09", + "equity": 11068.06, + "return_pct": 10.68 + }, + { + "date": "2022-09-12", + "equity": 11272.88, + "return_pct": 12.73 + }, + { + "date": "2022-09-13", + "equity": 10950.46, + "return_pct": 9.5 + }, + { + "date": "2022-09-14", + "equity": 11164.24, + "return_pct": 11.64 + }, + { + "date": "2022-09-15", + "equity": 11146.9, + "return_pct": 11.47 + }, + { + "date": "2022-09-16", + "equity": 10951.6, + "return_pct": 9.52 + }, + { + "date": "2022-09-19", + "equity": 10956.75, + "return_pct": 9.57 + }, + { + "date": "2022-09-20", + "equity": 10883.08, + "return_pct": 8.83 + }, + { + "date": "2022-09-21", + "equity": 10724.35, + "return_pct": 7.24 + }, + { + "date": "2022-09-22", + "equity": 10592.6, + "return_pct": 5.93 + }, + { + "date": "2022-09-23", + "equity": 10482.77, + "return_pct": 4.83 + }, + { + "date": "2022-09-26", + "equity": 10453.95, + "return_pct": 4.54 + }, + { + "date": "2022-09-27", + "equity": 10461.89, + "return_pct": 4.62 + }, + { + "date": "2022-09-28", + "equity": 10506.76, + "return_pct": 5.07 + }, + { + "date": "2022-09-29", + "equity": 10476.13, + "return_pct": 4.76 + }, + { + "date": "2022-09-30", + "equity": 10350.8, + "return_pct": 3.51 + }, + { + "date": "2022-10-03", + "equity": 10381.18, + "return_pct": 3.81 + }, + { + "date": "2022-10-04", + "equity": 10436.87, + "return_pct": 4.37 + }, + { + "date": "2022-10-05", + "equity": 10395.93, + "return_pct": 3.96 + }, + { + "date": "2022-10-06", + "equity": 10376.62, + "return_pct": 3.77 + }, + { + "date": "2022-10-07", + "equity": 10258.66, + "return_pct": 2.59 + }, + { + "date": "2022-10-10", + "equity": 10203.12, + "return_pct": 2.03 + }, + { + "date": "2022-10-11", + "equity": 10167.96, + "return_pct": 1.68 + }, + { + "date": "2022-10-12", + "equity": 10140.03, + "return_pct": 1.4 + }, + { + "date": "2022-10-13", + "equity": 10128.55, + "return_pct": 1.29 + }, + { + "date": "2022-10-14", + "equity": 10043.22, + "return_pct": 0.43 + }, + { + "date": "2022-10-17", + "equity": 10072.33, + "return_pct": 0.72 + }, + { + "date": "2022-10-18", + "equity": 10095.92, + "return_pct": 0.96 + }, + { + "date": "2022-10-19", + "equity": 10171.22, + "return_pct": 1.71 + }, + { + "date": "2022-10-20", + "equity": 10154.13, + "return_pct": 1.54 + }, + { + "date": "2022-10-21", + "equity": 10346.17, + "return_pct": 3.46 + }, + { + "date": "2022-10-24", + "equity": 10383.09, + "return_pct": 3.83 + }, + { + "date": "2022-10-25", + "equity": 10413.32, + "return_pct": 4.13 + }, + { + "date": "2022-10-26", + "equity": 10437.27, + "return_pct": 4.37 + }, + { + "date": "2022-10-27", + "equity": 10442.89, + "return_pct": 4.43 + }, + { + "date": "2022-10-28", + "equity": 10586.78, + "return_pct": 5.87 + }, + { + "date": "2022-10-31", + "equity": 10637.94, + "return_pct": 6.38 + }, + { + "date": "2022-11-01", + "equity": 10761.66, + "return_pct": 7.62 + }, + { + "date": "2022-11-02", + "equity": 10512.98, + "return_pct": 5.13 + }, + { + "date": "2022-11-03", + "equity": 10582.09, + "return_pct": 5.82 + }, + { + "date": "2022-11-04", + "equity": 10699.02, + "return_pct": 6.99 + }, + { + "date": "2022-11-07", + "equity": 10831.59, + "return_pct": 8.32 + }, + { + "date": "2022-11-08", + "equity": 10842.62, + "return_pct": 8.43 + }, + { + "date": "2022-11-09", + "equity": 10498.06, + "return_pct": 4.98 + }, + { + "date": "2022-11-10", + "equity": 10851.69, + "return_pct": 8.52 + }, + { + "date": "2022-11-11", + "equity": 11000.29, + "return_pct": 10.0 + }, + { + "date": "2022-11-14", + "equity": 10905.33, + "return_pct": 9.05 + }, + { + "date": "2022-11-15", + "equity": 11089.6, + "return_pct": 10.9 + }, + { + "date": "2022-11-16", + "equity": 10992.36, + "return_pct": 9.92 + }, + { + "date": "2022-11-17", + "equity": 10945.44, + "return_pct": 9.45 + }, + { + "date": "2022-11-18", + "equity": 10976.32, + "return_pct": 9.76 + }, + { + "date": "2022-11-21", + "equity": 10881.96, + "return_pct": 8.82 + }, + { + "date": "2022-11-22", + "equity": 10786.36, + "return_pct": 7.86 + }, + { + "date": "2022-11-23", + "equity": 10806.68, + "return_pct": 8.07 + }, + { + "date": "2022-11-25", + "equity": 10795.73, + "return_pct": 7.96 + }, + { + "date": "2022-11-28", + "equity": 10719.86, + "return_pct": 7.2 + }, + { + "date": "2022-11-29", + "equity": 10738.68, + "return_pct": 7.39 + }, + { + "date": "2022-11-30", + "equity": 11100.36, + "return_pct": 11.0 + }, + { + "date": "2022-12-01", + "equity": 11194.86, + "return_pct": 11.95 + }, + { + "date": "2022-12-02", + "equity": 11201.71, + "return_pct": 12.02 + }, + { + "date": "2022-12-05", + "equity": 11026.98, + "return_pct": 10.27 + }, + { + "date": "2022-12-06", + "equity": 10900.66, + "return_pct": 9.01 + }, + { + "date": "2022-12-07", + "equity": 10852.58, + "return_pct": 8.53 + }, + { + "date": "2022-12-08", + "equity": 10939.85, + "return_pct": 9.4 + }, + { + "date": "2022-12-09", + "equity": 10782.64, + "return_pct": 7.83 + }, + { + "date": "2022-12-12", + "equity": 10837.89, + "return_pct": 8.38 + }, + { + "date": "2022-12-13", + "equity": 10844.38, + "return_pct": 8.44 + }, + { + "date": "2022-12-14", + "equity": 10848.77, + "return_pct": 8.49 + }, + { + "date": "2022-12-15", + "equity": 10822.96, + "return_pct": 8.23 + }, + { + "date": "2022-12-16", + "equity": 10753.83, + "return_pct": 7.54 + }, + { + "date": "2022-12-19", + "equity": 10676.63, + "return_pct": 6.77 + }, + { + "date": "2022-12-20", + "equity": 10690.48, + "return_pct": 6.9 + }, + { + "date": "2022-12-21", + "equity": 10758.69, + "return_pct": 7.59 + }, + { + "date": "2022-12-22", + "equity": 10715.82, + "return_pct": 7.16 + }, + { + "date": "2022-12-23", + "equity": 10730.58, + "return_pct": 7.31 + }, + { + "date": "2022-12-27", + "equity": 10784.2, + "return_pct": 7.84 + }, + { + "date": "2022-12-28", + "equity": 10673.77, + "return_pct": 6.74 + }, + { + "date": "2022-12-29", + "equity": 10740.62, + "return_pct": 7.41 + }, + { + "date": "2022-12-30", + "equity": 10741.66, + "return_pct": 7.42 + }, + { + "date": "2023-01-03", + "equity": 10690.99, + "return_pct": 6.91 + }, + { + "date": "2023-01-04", + "equity": 10668.36, + "return_pct": 6.68 + }, + { + "date": "2023-01-05", + "equity": 10705.05, + "return_pct": 7.05 + }, + { + "date": "2023-01-06", + "equity": 10846.57, + "return_pct": 8.47 + }, + { + "date": "2023-01-09", + "equity": 10824.92, + "return_pct": 8.25 + }, + { + "date": "2023-01-10", + "equity": 10881.58, + "return_pct": 8.82 + }, + { + "date": "2023-01-11", + "equity": 10986.59, + "return_pct": 9.87 + }, + { + "date": "2023-01-12", + "equity": 11117.72, + "return_pct": 11.18 + }, + { + "date": "2023-01-13", + "equity": 11126.62, + "return_pct": 11.27 + }, + { + "date": "2023-01-17", + "equity": 11083.35, + "return_pct": 10.83 + }, + { + "date": "2023-01-18", + "equity": 10958.47, + "return_pct": 9.58 + }, + { + "date": "2023-01-19", + "equity": 10907.18, + "return_pct": 9.07 + }, + { + "date": "2023-01-20", + "equity": 11112.28, + "return_pct": 11.12 + }, + { + "date": "2023-01-23", + "equity": 11294.53, + "return_pct": 12.95 + }, + { + "date": "2023-01-24", + "equity": 11034.44, + "return_pct": 10.34 + }, + { + "date": "2023-01-25", + "equity": 11133.1, + "return_pct": 11.33 + }, + { + "date": "2023-01-26", + "equity": 11210.8, + "return_pct": 12.11 + }, + { + "date": "2023-01-27", + "equity": 11162.36, + "return_pct": 11.62 + }, + { + "date": "2023-01-30", + "equity": 10896.88, + "return_pct": 8.97 + }, + { + "date": "2023-01-31", + "equity": 11109.44, + "return_pct": 11.09 + }, + { + "date": "2023-02-01", + "equity": 11161.24, + "return_pct": 11.61 + }, + { + "date": "2023-02-02", + "equity": 11075.41, + "return_pct": 10.75 + }, + { + "date": "2023-02-03", + "equity": 10884.54, + "return_pct": 8.85 + }, + { + "date": "2023-02-06", + "equity": 10861.27, + "return_pct": 8.61 + }, + { + "date": "2023-02-07", + "equity": 10990.6, + "return_pct": 9.91 + }, + { + "date": "2023-02-08", + "equity": 10905.54, + "return_pct": 9.06 + }, + { + "date": "2023-02-09", + "equity": 11203.78, + "return_pct": 12.04 + }, + { + "date": "2023-02-10", + "equity": 11073.92, + "return_pct": 10.74 + }, + { + "date": "2023-02-13", + "equity": 11198.92, + "return_pct": 11.99 + }, + { + "date": "2023-02-14", + "equity": 11282.5, + "return_pct": 12.82 + }, + { + "date": "2023-02-15", + "equity": 11208.96, + "return_pct": 12.09 + }, + { + "date": "2023-02-16", + "equity": 11047.78, + "return_pct": 10.48 + }, + { + "date": "2023-02-17", + "equity": 10920.91, + "return_pct": 9.21 + }, + { + "date": "2023-02-21", + "equity": 10729.94, + "return_pct": 7.3 + }, + { + "date": "2023-02-22", + "equity": 10793.37, + "return_pct": 7.93 + }, + { + "date": "2023-02-23", + "equity": 10856.71, + "return_pct": 8.57 + }, + { + "date": "2023-02-24", + "equity": 10850.46, + "return_pct": 8.5 + }, + { + "date": "2023-02-27", + "equity": 10884.62, + "return_pct": 8.85 + }, + { + "date": "2023-02-28", + "equity": 10957.72, + "return_pct": 9.58 + }, + { + "date": "2023-03-01", + "equity": 11069.01, + "return_pct": 10.69 + }, + { + "date": "2023-03-02", + "equity": 11167.55, + "return_pct": 11.68 + }, + { + "date": "2023-03-03", + "equity": 11355.88, + "return_pct": 13.56 + }, + { + "date": "2023-03-06", + "equity": 11225.7, + "return_pct": 12.26 + }, + { + "date": "2023-03-07", + "equity": 11105.86, + "return_pct": 11.06 + }, + { + "date": "2023-03-08", + "equity": 11086.4, + "return_pct": 10.86 + }, + { + "date": "2023-03-09", + "equity": 10883.42, + "return_pct": 8.83 + }, + { + "date": "2023-03-10", + "equity": 10712.57, + "return_pct": 7.13 + }, + { + "date": "2023-03-13", + "equity": 10601.12, + "return_pct": 6.01 + }, + { + "date": "2023-03-14", + "equity": 10693.03, + "return_pct": 6.93 + }, + { + "date": "2023-03-15", + "equity": 10519.07, + "return_pct": 5.19 + }, + { + "date": "2023-03-16", + "equity": 10569.17, + "return_pct": 5.69 + }, + { + "date": "2023-03-17", + "equity": 10512.29, + "return_pct": 5.12 + }, + { + "date": "2023-03-20", + "equity": 10523.14, + "return_pct": 5.23 + }, + { + "date": "2023-03-21", + "equity": 10584.35, + "return_pct": 5.84 + }, + { + "date": "2023-03-22", + "equity": 10481.43, + "return_pct": 4.81 + }, + { + "date": "2023-03-23", + "equity": 10550.6, + "return_pct": 5.51 + }, + { + "date": "2023-03-24", + "equity": 10610.52, + "return_pct": 6.11 + }, + { + "date": "2023-03-27", + "equity": 10439.49, + "return_pct": 4.39 + }, + { + "date": "2023-03-28", + "equity": 10424.96, + "return_pct": 4.25 + }, + { + "date": "2023-03-29", + "equity": 10482.44, + "return_pct": 4.82 + }, + { + "date": "2023-03-30", + "equity": 10498.64, + "return_pct": 4.99 + }, + { + "date": "2023-03-31", + "equity": 10660.15, + "return_pct": 6.6 + }, + { + "date": "2023-04-03", + "equity": 10613.3, + "return_pct": 6.13 + }, + { + "date": "2023-04-04", + "equity": 10540.97, + "return_pct": 5.41 + }, + { + "date": "2023-04-05", + "equity": 10653.28, + "return_pct": 6.53 + }, + { + "date": "2023-04-06", + "equity": 10696.24, + "return_pct": 6.96 + }, + { + "date": "2023-04-10", + "equity": 10717.09, + "return_pct": 7.17 + }, + { + "date": "2023-04-11", + "equity": 10798.45, + "return_pct": 7.98 + }, + { + "date": "2023-04-12", + "equity": 10764.87, + "return_pct": 7.65 + }, + { + "date": "2023-04-13", + "equity": 10864.49, + "return_pct": 8.64 + }, + { + "date": "2023-04-14", + "equity": 10841.81, + "return_pct": 8.42 + }, + { + "date": "2023-04-17", + "equity": 10822.59, + "return_pct": 8.23 + }, + { + "date": "2023-04-18", + "equity": 10883.53, + "return_pct": 8.84 + }, + { + "date": "2023-04-19", + "equity": 10887.72, + "return_pct": 8.88 + }, + { + "date": "2023-04-20", + "equity": 10999.93, + "return_pct": 10.0 + }, + { + "date": "2023-04-21", + "equity": 11029.8, + "return_pct": 10.3 + }, + { + "date": "2023-04-24", + "equity": 11063.93, + "return_pct": 10.64 + }, + { + "date": "2023-04-25", + "equity": 10893.48, + "return_pct": 8.93 + }, + { + "date": "2023-04-26", + "equity": 10819.57, + "return_pct": 8.2 + }, + { + "date": "2023-04-27", + "equity": 11164.98, + "return_pct": 11.65 + }, + { + "date": "2023-04-28", + "equity": 11291.31, + "return_pct": 12.91 + }, + { + "date": "2023-05-01", + "equity": 11248.25, + "return_pct": 12.48 + }, + { + "date": "2023-05-02", + "equity": 11178.19, + "return_pct": 11.78 + }, + { + "date": "2023-05-03", + "equity": 11176.39, + "return_pct": 11.76 + }, + { + "date": "2023-05-04", + "equity": 11221.99, + "return_pct": 12.22 + }, + { + "date": "2023-05-05", + "equity": 11321.58, + "return_pct": 13.22 + }, + { + "date": "2023-05-08", + "equity": 11367.43, + "return_pct": 13.67 + }, + { + "date": "2023-05-09", + "equity": 11283.93, + "return_pct": 12.84 + }, + { + "date": "2023-05-10", + "equity": 11398.15, + "return_pct": 13.98 + }, + { + "date": "2023-05-11", + "equity": 11297.41, + "return_pct": 12.97 + }, + { + "date": "2023-05-12", + "equity": 11274.32, + "return_pct": 12.74 + }, + { + "date": "2023-05-15", + "equity": 11295.67, + "return_pct": 12.96 + }, + { + "date": "2023-05-16", + "equity": 11224.4, + "return_pct": 12.24 + }, + { + "date": "2023-05-17", + "equity": 11435.07, + "return_pct": 14.35 + }, + { + "date": "2023-05-18", + "equity": 11863.91, + "return_pct": 18.64 + }, + { + "date": "2023-05-19", + "equity": 11833.66, + "return_pct": 18.34 + }, + { + "date": "2023-05-22", + "equity": 11887.53, + "return_pct": 18.88 + }, + { + "date": "2023-05-23", + "equity": 11877.13, + "return_pct": 18.77 + }, + { + "date": "2023-05-24", + "equity": 11725.57, + "return_pct": 17.26 + }, + { + "date": "2023-05-25", + "equity": 12398.14, + "return_pct": 23.98 + }, + { + "date": "2023-05-26", + "equity": 12645.05, + "return_pct": 26.45 + }, + { + "date": "2023-05-30", + "equity": 12924.27, + "return_pct": 29.24 + }, + { + "date": "2023-05-31", + "equity": 12786.53, + "return_pct": 27.87 + }, + { + "date": "2023-06-01", + "equity": 13125.02, + "return_pct": 31.25 + }, + { + "date": "2023-06-02", + "equity": 13100.72, + "return_pct": 31.01 + }, + { + "date": "2023-06-05", + "equity": 13222.89, + "return_pct": 32.23 + }, + { + "date": "2023-06-06", + "equity": 13155.76, + "return_pct": 31.56 + }, + { + "date": "2023-06-07", + "equity": 12848.08, + "return_pct": 28.48 + }, + { + "date": "2023-06-08", + "equity": 13120.79, + "return_pct": 31.21 + }, + { + "date": "2023-06-09", + "equity": 13224.01, + "return_pct": 32.24 + }, + { + "date": "2023-06-12", + "equity": 13445.95, + "return_pct": 34.46 + }, + { + "date": "2023-06-13", + "equity": 13773.58, + "return_pct": 37.74 + }, + { + "date": "2023-06-14", + "equity": 13899.99, + "return_pct": 39.0 + }, + { + "date": "2023-06-15", + "equity": 14226.32, + "return_pct": 42.26 + }, + { + "date": "2023-06-16", + "equity": 14069.98, + "return_pct": 40.7 + }, + { + "date": "2023-06-20", + "equity": 13918.91, + "return_pct": 39.19 + }, + { + "date": "2023-06-21", + "equity": 13722.69, + "return_pct": 37.23 + }, + { + "date": "2023-06-22", + "equity": 13618.32, + "return_pct": 36.18 + }, + { + "date": "2023-06-23", + "equity": 13533.61, + "return_pct": 35.34 + }, + { + "date": "2023-06-26", + "equity": 13268.46, + "return_pct": 32.68 + }, + { + "date": "2023-06-27", + "equity": 13630.22, + "return_pct": 36.3 + }, + { + "date": "2023-06-28", + "equity": 13818.95, + "return_pct": 38.19 + }, + { + "date": "2023-06-29", + "equity": 13719.36, + "return_pct": 37.19 + }, + { + "date": "2023-06-30", + "equity": 13921.71, + "return_pct": 39.22 + }, + { + "date": "2023-07-03", + "equity": 14102.83, + "return_pct": 41.03 + }, + { + "date": "2023-07-05", + "equity": 14187.95, + "return_pct": 41.88 + }, + { + "date": "2023-07-06", + "equity": 13935.29, + "return_pct": 39.35 + }, + { + "date": "2023-07-07", + "equity": 14195.23, + "return_pct": 41.95 + }, + { + "date": "2023-07-10", + "equity": 14583.44, + "return_pct": 45.83 + }, + { + "date": "2023-07-11", + "equity": 14755.58, + "return_pct": 47.56 + }, + { + "date": "2023-07-12", + "equity": 15008.78, + "return_pct": 50.09 + }, + { + "date": "2023-07-13", + "equity": 15376.79, + "return_pct": 53.77 + }, + { + "date": "2023-07-14", + "equity": 15292.11, + "return_pct": 52.92 + }, + { + "date": "2023-07-17", + "equity": 15164.73, + "return_pct": 51.65 + }, + { + "date": "2023-07-18", + "equity": 15296.39, + "return_pct": 52.96 + }, + { + "date": "2023-07-19", + "equity": 15842.04, + "return_pct": 58.42 + }, + { + "date": "2023-07-20", + "equity": 15292.95, + "return_pct": 52.93 + }, + { + "date": "2023-07-21", + "equity": 15114.53, + "return_pct": 51.15 + }, + { + "date": "2023-07-24", + "equity": 15128.93, + "return_pct": 51.29 + }, + { + "date": "2023-07-25", + "equity": 15192.16, + "return_pct": 51.92 + }, + { + "date": "2023-07-26", + "equity": 15379.2, + "return_pct": 53.79 + }, + { + "date": "2023-07-27", + "equity": 15297.97, + "return_pct": 52.98 + }, + { + "date": "2023-07-28", + "equity": 15637.95, + "return_pct": 56.38 + }, + { + "date": "2023-07-31", + "equity": 15718.81, + "return_pct": 57.19 + }, + { + "date": "2023-08-01", + "equity": 15580.76, + "return_pct": 55.81 + }, + { + "date": "2023-08-02", + "equity": 15674.94, + "return_pct": 56.75 + }, + { + "date": "2023-08-03", + "equity": 15593.59, + "return_pct": 55.94 + }, + { + "date": "2023-08-04", + "equity": 15393.39, + "return_pct": 53.93 + }, + { + "date": "2023-08-07", + "equity": 15482.32, + "return_pct": 54.82 + }, + { + "date": "2023-08-08", + "equity": 15433.91, + "return_pct": 54.34 + }, + { + "date": "2023-08-09", + "equity": 15361.53, + "return_pct": 53.62 + }, + { + "date": "2023-08-10", + "equity": 15326.62, + "return_pct": 53.27 + }, + { + "date": "2023-08-11", + "equity": 15233.2, + "return_pct": 52.33 + }, + { + "date": "2023-08-14", + "equity": 15156.86, + "return_pct": 51.57 + }, + { + "date": "2023-08-15", + "equity": 15078.55, + "return_pct": 50.79 + }, + { + "date": "2023-08-16", + "equity": 14979.21, + "return_pct": 49.79 + }, + { + "date": "2023-08-17", + "equity": 14965.33, + "return_pct": 49.65 + }, + { + "date": "2023-08-18", + "equity": 14969.6, + "return_pct": 49.7 + }, + { + "date": "2023-08-21", + "equity": 14951.61, + "return_pct": 49.52 + }, + { + "date": "2023-08-22", + "equity": 14920.19, + "return_pct": 49.2 + }, + { + "date": "2023-08-23", + "equity": 14957.58, + "return_pct": 49.58 + }, + { + "date": "2023-08-24", + "equity": 14760.38, + "return_pct": 47.6 + }, + { + "date": "2023-08-25", + "equity": 14796.53, + "return_pct": 47.97 + }, + { + "date": "2023-08-28", + "equity": 14830.59, + "return_pct": 48.31 + }, + { + "date": "2023-08-29", + "equity": 14896.77, + "return_pct": 48.97 + }, + { + "date": "2023-08-30", + "equity": 14979.81, + "return_pct": 49.8 + }, + { + "date": "2023-08-31", + "equity": 15017.79, + "return_pct": 50.18 + }, + { + "date": "2023-09-01", + "equity": 15142.48, + "return_pct": 51.42 + }, + { + "date": "2023-09-05", + "equity": 15029.12, + "return_pct": 50.29 + }, + { + "date": "2023-09-06", + "equity": 15071.23, + "return_pct": 50.71 + }, + { + "date": "2023-09-07", + "equity": 15002.72, + "return_pct": 50.03 + }, + { + "date": "2023-09-08", + "equity": 14999.17, + "return_pct": 49.99 + }, + { + "date": "2023-09-11", + "equity": 15117.2, + "return_pct": 51.17 + }, + { + "date": "2023-09-12", + "equity": 14852.4, + "return_pct": 48.52 + }, + { + "date": "2023-09-13", + "equity": 14734.86, + "return_pct": 47.35 + }, + { + "date": "2023-09-14", + "equity": 14771.66, + "return_pct": 47.72 + }, + { + "date": "2023-09-15", + "equity": 14403.13, + "return_pct": 44.03 + }, + { + "date": "2023-09-18", + "equity": 14376.27, + "return_pct": 43.76 + }, + { + "date": "2023-09-19", + "equity": 14193.37, + "return_pct": 41.93 + }, + { + "date": "2023-09-20", + "equity": 14111.48, + "return_pct": 41.11 + }, + { + "date": "2023-09-21", + "equity": 13952.03, + "return_pct": 39.52 + }, + { + "date": "2023-09-22", + "equity": 13941.42, + "return_pct": 39.41 + }, + { + "date": "2023-09-25", + "equity": 13908.86, + "return_pct": 39.09 + }, + { + "date": "2023-09-26", + "equity": 13867.17, + "return_pct": 38.67 + }, + { + "date": "2023-09-27", + "equity": 13867.17, + "return_pct": 38.67 + }, + { + "date": "2023-09-28", + "equity": 13858.07, + "return_pct": 38.58 + }, + { + "date": "2023-09-29", + "equity": 13914.33, + "return_pct": 39.14 + }, + { + "date": "2023-10-02", + "equity": 14027.75, + "return_pct": 40.28 + }, + { + "date": "2023-10-03", + "equity": 13737.25, + "return_pct": 37.37 + }, + { + "date": "2023-10-04", + "equity": 13952.32, + "return_pct": 39.52 + }, + { + "date": "2023-10-05", + "equity": 14010.07, + "return_pct": 40.1 + }, + { + "date": "2023-10-06", + "equity": 14249.12, + "return_pct": 42.49 + }, + { + "date": "2023-10-09", + "equity": 14409.58, + "return_pct": 44.1 + }, + { + "date": "2023-10-10", + "equity": 14616.95, + "return_pct": 46.17 + }, + { + "date": "2023-10-11", + "equity": 14696.24, + "return_pct": 46.96 + }, + { + "date": "2023-10-12", + "equity": 14440.84, + "return_pct": 44.41 + }, + { + "date": "2023-10-13", + "equity": 14075.58, + "return_pct": 40.76 + }, + { + "date": "2023-10-16", + "equity": 14153.95, + "return_pct": 41.54 + }, + { + "date": "2023-10-17", + "equity": 14381.59, + "return_pct": 43.82 + }, + { + "date": "2023-10-18", + "equity": 14057.67, + "return_pct": 40.58 + }, + { + "date": "2023-10-19", + "equity": 13809.69, + "return_pct": 38.1 + }, + { + "date": "2023-10-20", + "equity": 13455.77, + "return_pct": 34.56 + }, + { + "date": "2023-10-23", + "equity": 13535.9, + "return_pct": 35.36 + }, + { + "date": "2023-10-24", + "equity": 13618.99, + "return_pct": 36.19 + }, + { + "date": "2023-10-25", + "equity": 13359.65, + "return_pct": 33.6 + }, + { + "date": "2023-10-26", + "equity": 13187.98, + "return_pct": 31.88 + }, + { + "date": "2023-10-27", + "equity": 13072.31, + "return_pct": 30.72 + }, + { + "date": "2023-10-30", + "equity": 13189.56, + "return_pct": 31.9 + }, + { + "date": "2023-10-31", + "equity": 13192.46, + "return_pct": 31.92 + }, + { + "date": "2023-11-01", + "equity": 13219.12, + "return_pct": 32.19 + }, + { + "date": "2023-11-02", + "equity": 13457.03, + "return_pct": 34.57 + }, + { + "date": "2023-11-03", + "equity": 13717.97, + "return_pct": 37.18 + }, + { + "date": "2023-11-06", + "equity": 13737.08, + "return_pct": 37.37 + }, + { + "date": "2023-11-07", + "equity": 13796.18, + "return_pct": 37.96 + }, + { + "date": "2023-11-08", + "equity": 13763.55, + "return_pct": 37.64 + }, + { + "date": "2023-11-09", + "equity": 13744.73, + "return_pct": 37.45 + }, + { + "date": "2023-11-10", + "equity": 14103.08, + "return_pct": 41.03 + }, + { + "date": "2023-11-13", + "equity": 14050.61, + "return_pct": 40.51 + }, + { + "date": "2023-11-14", + "equity": 14362.41, + "return_pct": 43.62 + }, + { + "date": "2023-11-15", + "equity": 14404.34, + "return_pct": 44.04 + }, + { + "date": "2023-11-16", + "equity": 14392.42, + "return_pct": 43.92 + }, + { + "date": "2023-11-17", + "equity": 14491.36, + "return_pct": 44.91 + }, + { + "date": "2023-11-20", + "equity": 14763.75, + "return_pct": 47.64 + }, + { + "date": "2023-11-21", + "equity": 14545.21, + "return_pct": 45.45 + }, + { + "date": "2023-11-22", + "equity": 14661.99, + "return_pct": 46.62 + }, + { + "date": "2023-11-24", + "equity": 14660.63, + "return_pct": 46.61 + }, + { + "date": "2023-11-27", + "equity": 14535.17, + "return_pct": 45.35 + }, + { + "date": "2023-11-28", + "equity": 14542.6, + "return_pct": 45.43 + }, + { + "date": "2023-11-29", + "equity": 14400.85, + "return_pct": 44.01 + }, + { + "date": "2023-11-30", + "equity": 14302.29, + "return_pct": 43.02 + }, + { + "date": "2023-12-01", + "equity": 14450.05, + "return_pct": 44.5 + }, + { + "date": "2023-12-04", + "equity": 14398.34, + "return_pct": 43.98 + }, + { + "date": "2023-12-05", + "equity": 14544.63, + "return_pct": 45.45 + }, + { + "date": "2023-12-06", + "equity": 14328.37, + "return_pct": 43.28 + }, + { + "date": "2023-12-07", + "equity": 14755.8, + "return_pct": 47.56 + }, + { + "date": "2023-12-08", + "equity": 15142.98, + "return_pct": 51.43 + }, + { + "date": "2023-12-11", + "equity": 15017.32, + "return_pct": 50.17 + }, + { + "date": "2023-12-12", + "equity": 15182.93, + "return_pct": 51.83 + }, + { + "date": "2023-12-13", + "equity": 15669.17, + "return_pct": 56.69 + }, + { + "date": "2023-12-14", + "equity": 16146.43, + "return_pct": 61.46 + }, + { + "date": "2023-12-15", + "equity": 16017.99, + "return_pct": 60.18 + }, + { + "date": "2023-12-18", + "equity": 16423.2, + "return_pct": 64.23 + }, + { + "date": "2023-12-19", + "equity": 16641.79, + "return_pct": 66.42 + }, + { + "date": "2023-12-20", + "equity": 16195.58, + "return_pct": 61.96 + }, + { + "date": "2023-12-21", + "equity": 16621.42, + "return_pct": 66.21 + }, + { + "date": "2023-12-22", + "equity": 16475.01, + "return_pct": 64.75 + }, + { + "date": "2023-12-26", + "equity": 16535.99, + "return_pct": 65.36 + }, + { + "date": "2023-12-27", + "equity": 16820.15, + "return_pct": 68.2 + }, + { + "date": "2023-12-28", + "equity": 16864.75, + "return_pct": 68.65 + }, + { + "date": "2023-12-29", + "equity": 16496.11, + "return_pct": 64.96 + }, + { + "date": "2024-01-02", + "equity": 15686.98, + "return_pct": 56.87 + }, + { + "date": "2024-01-03", + "equity": 15230.16, + "return_pct": 52.3 + }, + { + "date": "2024-01-04", + "equity": 15340.92, + "return_pct": 53.41 + }, + { + "date": "2024-01-05", + "equity": 15428.65, + "return_pct": 54.29 + }, + { + "date": "2024-01-08", + "equity": 15972.4, + "return_pct": 59.72 + }, + { + "date": "2024-01-09", + "equity": 16060.37, + "return_pct": 60.6 + }, + { + "date": "2024-01-10", + "equity": 16091.2, + "return_pct": 60.91 + }, + { + "date": "2024-01-11", + "equity": 15877.01, + "return_pct": 58.77 + }, + { + "date": "2024-01-12", + "equity": 15582.41, + "return_pct": 55.82 + }, + { + "date": "2024-01-16", + "equity": 15742.57, + "return_pct": 57.43 + }, + { + "date": "2024-01-17", + "equity": 15718.39, + "return_pct": 57.18 + }, + { + "date": "2024-01-18", + "equity": 15855.0, + "return_pct": 58.55 + }, + { + "date": "2024-01-19", + "equity": 16754.79, + "return_pct": 67.55 + }, + { + "date": "2024-01-22", + "equity": 17167.43, + "return_pct": 71.67 + }, + { + "date": "2024-01-23", + "equity": 17332.9, + "return_pct": 73.33 + }, + { + "date": "2024-01-24", + "equity": 17285.99, + "return_pct": 72.86 + }, + { + "date": "2024-01-25", + "equity": 17638.73, + "return_pct": 76.39 + }, + { + "date": "2024-01-26", + "equity": 17185.35, + "return_pct": 71.85 + }, + { + "date": "2024-01-29", + "equity": 17568.01, + "return_pct": 75.68 + }, + { + "date": "2024-01-30", + "equity": 17362.19, + "return_pct": 73.62 + }, + { + "date": "2024-01-31", + "equity": 17356.42, + "return_pct": 73.56 + }, + { + "date": "2024-02-01", + "equity": 17856.43, + "return_pct": 78.56 + }, + { + "date": "2024-02-02", + "equity": 18298.42, + "return_pct": 82.98 + }, + { + "date": "2024-02-05", + "equity": 18821.59, + "return_pct": 88.22 + }, + { + "date": "2024-02-06", + "equity": 18793.15, + "return_pct": 87.93 + }, + { + "date": "2024-02-07", + "equity": 18948.1, + "return_pct": 89.48 + }, + { + "date": "2024-02-08", + "equity": 18954.61, + "return_pct": 89.55 + }, + { + "date": "2024-02-09", + "equity": 19306.98, + "return_pct": 93.07 + }, + { + "date": "2024-02-12", + "equity": 19510.68, + "return_pct": 95.11 + }, + { + "date": "2024-02-13", + "equity": 19342.37, + "return_pct": 93.42 + }, + { + "date": "2024-02-14", + "equity": 20283.13, + "return_pct": 102.83 + }, + { + "date": "2024-02-15", + "equity": 20956.05, + "return_pct": 109.56 + }, + { + "date": "2024-02-16", + "equity": 20506.32, + "return_pct": 105.06 + }, + { + "date": "2024-02-20", + "equity": 20229.34, + "return_pct": 102.29 + }, + { + "date": "2024-02-21", + "equity": 19859.71, + "return_pct": 98.6 + }, + { + "date": "2024-02-22", + "equity": 20298.8, + "return_pct": 102.99 + }, + { + "date": "2024-02-23", + "equity": 20233.48, + "return_pct": 102.33 + }, + { + "date": "2024-02-26", + "equity": 20690.29, + "return_pct": 106.9 + }, + { + "date": "2024-02-27", + "equity": 20883.66, + "return_pct": 108.84 + }, + { + "date": "2024-02-28", + "equity": 20867.9, + "return_pct": 108.68 + }, + { + "date": "2024-02-29", + "equity": 21048.31, + "return_pct": 110.48 + }, + { + "date": "2024-03-01", + "equity": 21596.13, + "return_pct": 115.96 + }, + { + "date": "2024-03-04", + "equity": 21768.8, + "return_pct": 117.69 + }, + { + "date": "2024-03-05", + "equity": 21204.71, + "return_pct": 112.05 + }, + { + "date": "2024-03-06", + "equity": 21924.69, + "return_pct": 119.25 + }, + { + "date": "2024-03-07", + "equity": 22081.37, + "return_pct": 120.81 + }, + { + "date": "2024-03-08", + "equity": 22115.36, + "return_pct": 121.15 + }, + { + "date": "2024-03-11", + "equity": 21740.0, + "return_pct": 117.4 + }, + { + "date": "2024-03-12", + "equity": 21895.12, + "return_pct": 118.95 + }, + { + "date": "2024-03-13", + "equity": 21920.34, + "return_pct": 119.2 + }, + { + "date": "2024-03-14", + "equity": 21515.09, + "return_pct": 115.15 + }, + { + "date": "2024-03-15", + "equity": 21392.68, + "return_pct": 113.93 + }, + { + "date": "2024-03-18", + "equity": 21722.4, + "return_pct": 117.22 + }, + { + "date": "2024-03-19", + "equity": 21538.13, + "return_pct": 115.38 + }, + { + "date": "2024-03-20", + "equity": 22150.85, + "return_pct": 121.51 + }, + { + "date": "2024-03-21", + "equity": 22458.74, + "return_pct": 124.59 + }, + { + "date": "2024-03-22", + "equity": 21800.38, + "return_pct": 118.0 + }, + { + "date": "2024-03-25", + "equity": 22321.52, + "return_pct": 123.22 + }, + { + "date": "2024-03-26", + "equity": 22373.6, + "return_pct": 123.74 + }, + { + "date": "2024-03-27", + "equity": 21966.25, + "return_pct": 119.66 + }, + { + "date": "2024-03-28", + "equity": 22024.85, + "return_pct": 120.25 + }, + { + "date": "2024-04-01", + "equity": 22407.29, + "return_pct": 124.07 + }, + { + "date": "2024-04-02", + "equity": 22152.85, + "return_pct": 121.53 + }, + { + "date": "2024-04-03", + "equity": 22937.83, + "return_pct": 129.38 + }, + { + "date": "2024-04-04", + "equity": 22718.39, + "return_pct": 127.18 + }, + { + "date": "2024-04-05", + "equity": 23350.88, + "return_pct": 133.51 + }, + { + "date": "2024-04-08", + "equity": 23181.3, + "return_pct": 131.81 + }, + { + "date": "2024-04-09", + "equity": 22910.17, + "return_pct": 129.1 + }, + { + "date": "2024-04-10", + "equity": 22643.74, + "return_pct": 126.44 + }, + { + "date": "2024-04-11", + "equity": 22950.41, + "return_pct": 129.5 + }, + { + "date": "2024-04-12", + "equity": 22419.61, + "return_pct": 124.2 + }, + { + "date": "2024-04-15", + "equity": 21994.93, + "return_pct": 119.95 + }, + { + "date": "2024-04-16", + "equity": 22162.86, + "return_pct": 121.63 + }, + { + "date": "2024-04-17", + "equity": 21902.92, + "return_pct": 119.03 + }, + { + "date": "2024-04-18", + "equity": 21891.71, + "return_pct": 118.92 + }, + { + "date": "2024-04-19", + "equity": 21327.84, + "return_pct": 113.28 + }, + { + "date": "2024-04-22", + "equity": 21349.51, + "return_pct": 113.5 + }, + { + "date": "2024-04-23", + "equity": 21514.11, + "return_pct": 115.14 + }, + { + "date": "2024-04-24", + "equity": 21500.2, + "return_pct": 115.0 + }, + { + "date": "2024-04-25", + "equity": 21652.52, + "return_pct": 116.53 + }, + { + "date": "2024-04-26", + "equity": 21646.15, + "return_pct": 116.46 + }, + { + "date": "2024-04-29", + "equity": 21870.85, + "return_pct": 118.71 + }, + { + "date": "2024-04-30", + "equity": 21586.65, + "return_pct": 115.87 + }, + { + "date": "2024-05-01", + "equity": 21208.03, + "return_pct": 112.08 + }, + { + "date": "2024-05-02", + "equity": 21435.47, + "return_pct": 114.35 + }, + { + "date": "2024-05-03", + "equity": 21600.24, + "return_pct": 116.0 + }, + { + "date": "2024-05-06", + "equity": 22370.92, + "return_pct": 123.71 + }, + { + "date": "2024-05-07", + "equity": 21791.5, + "return_pct": 117.92 + }, + { + "date": "2024-05-08", + "equity": 21831.9, + "return_pct": 118.32 + }, + { + "date": "2024-05-09", + "equity": 22391.93, + "return_pct": 123.92 + }, + { + "date": "2024-05-10", + "equity": 22644.53, + "return_pct": 126.45 + }, + { + "date": "2024-05-13", + "equity": 22555.11, + "return_pct": 125.55 + }, + { + "date": "2024-05-14", + "equity": 22780.8, + "return_pct": 127.81 + }, + { + "date": "2024-05-15", + "equity": 23133.56, + "return_pct": 131.34 + }, + { + "date": "2024-05-16", + "equity": 23048.99, + "return_pct": 130.49 + }, + { + "date": "2024-05-17", + "equity": 23141.79, + "return_pct": 131.42 + }, + { + "date": "2024-05-20", + "equity": 23420.69, + "return_pct": 134.21 + }, + { + "date": "2024-05-21", + "equity": 23078.83, + "return_pct": 130.79 + }, + { + "date": "2024-05-22", + "equity": 22712.56, + "return_pct": 127.13 + }, + { + "date": "2024-05-23", + "equity": 22378.4, + "return_pct": 123.78 + }, + { + "date": "2024-05-24", + "equity": 22830.29, + "return_pct": 128.3 + }, + { + "date": "2024-05-28", + "equity": 22856.44, + "return_pct": 128.56 + }, + { + "date": "2024-05-29", + "equity": 22787.05, + "return_pct": 127.87 + }, + { + "date": "2024-05-30", + "equity": 22050.33, + "return_pct": 120.5 + }, + { + "date": "2024-05-31", + "equity": 21899.37, + "return_pct": 118.99 + }, + { + "date": "2024-06-03", + "equity": 22008.71, + "return_pct": 120.09 + }, + { + "date": "2024-06-04", + "equity": 21894.01, + "return_pct": 118.94 + }, + { + "date": "2024-06-05", + "equity": 22301.19, + "return_pct": 123.01 + }, + { + "date": "2024-06-06", + "equity": 22140.94, + "return_pct": 121.41 + }, + { + "date": "2024-06-07", + "equity": 21989.67, + "return_pct": 119.9 + }, + { + "date": "2024-06-10", + "equity": 22118.12, + "return_pct": 121.18 + }, + { + "date": "2024-06-11", + "equity": 22155.06, + "return_pct": 121.55 + }, + { + "date": "2024-06-12", + "equity": 22607.51, + "return_pct": 126.08 + }, + { + "date": "2024-06-13", + "equity": 22425.47, + "return_pct": 124.25 + }, + { + "date": "2024-06-14", + "equity": 22407.8, + "return_pct": 124.08 + }, + { + "date": "2024-06-17", + "equity": 22490.87, + "return_pct": 124.91 + }, + { + "date": "2024-06-18", + "equity": 22407.17, + "return_pct": 124.07 + }, + { + "date": "2024-06-20", + "equity": 22243.7, + "return_pct": 122.44 + }, + { + "date": "2024-06-21", + "equity": 22071.69, + "return_pct": 120.72 + }, + { + "date": "2024-06-24", + "equity": 21940.94, + "return_pct": 119.41 + }, + { + "date": "2024-06-25", + "equity": 22149.48, + "return_pct": 121.49 + }, + { + "date": "2024-06-26", + "equity": 22022.94, + "return_pct": 120.23 + }, + { + "date": "2024-06-27", + "equity": 22204.68, + "return_pct": 122.05 + }, + { + "date": "2024-06-28", + "equity": 22004.46, + "return_pct": 120.04 + }, + { + "date": "2024-07-01", + "equity": 21761.84, + "return_pct": 117.62 + }, + { + "date": "2024-07-02", + "equity": 21865.54, + "return_pct": 118.66 + }, + { + "date": "2024-07-03", + "equity": 21904.53, + "return_pct": 119.05 + }, + { + "date": "2024-07-05", + "equity": 22182.94, + "return_pct": 121.83 + }, + { + "date": "2024-07-08", + "equity": 22185.54, + "return_pct": 121.86 + }, + { + "date": "2024-07-09", + "equity": 22228.4, + "return_pct": 122.28 + }, + { + "date": "2024-07-10", + "equity": 22398.52, + "return_pct": 123.99 + }, + { + "date": "2024-07-11", + "equity": 22494.22, + "return_pct": 124.94 + }, + { + "date": "2024-07-12", + "equity": 22437.51, + "return_pct": 124.38 + }, + { + "date": "2024-07-15", + "equity": 22608.84, + "return_pct": 126.09 + }, + { + "date": "2024-07-16", + "equity": 22677.79, + "return_pct": 126.78 + }, + { + "date": "2024-07-17", + "equity": 21840.89, + "return_pct": 118.41 + }, + { + "date": "2024-07-18", + "equity": 21673.35, + "return_pct": 116.73 + }, + { + "date": "2024-07-19", + "equity": 21621.83, + "return_pct": 116.22 + }, + { + "date": "2024-07-22", + "equity": 21739.34, + "return_pct": 117.39 + }, + { + "date": "2024-07-23", + "equity": 21657.85, + "return_pct": 116.58 + }, + { + "date": "2024-07-24", + "equity": 21804.14, + "return_pct": 118.04 + }, + { + "date": "2024-07-25", + "equity": 21884.43, + "return_pct": 118.84 + }, + { + "date": "2024-07-26", + "equity": 21948.66, + "return_pct": 119.49 + }, + { + "date": "2024-07-29", + "equity": 21937.73, + "return_pct": 119.38 + }, + { + "date": "2024-07-30", + "equity": 21991.2, + "return_pct": 119.91 + }, + { + "date": "2024-07-31", + "equity": 22096.95, + "return_pct": 120.97 + }, + { + "date": "2024-08-01", + "equity": 21972.41, + "return_pct": 119.72 + }, + { + "date": "2024-08-02", + "equity": 21743.33, + "return_pct": 117.43 + }, + { + "date": "2024-08-05", + "equity": 21591.12, + "return_pct": 115.91 + }, + { + "date": "2024-08-06", + "equity": 21687.12, + "return_pct": 116.87 + }, + { + "date": "2024-08-07", + "equity": 21683.06, + "return_pct": 116.83 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "legacy_residual80_hold", + "label": "Legacy residual 80 + 30d hold", + "description": "Previous production baseline: residual momentum gate/rank with 30-trading-day hold.", + "is_production": false, + "entry_variant": "production_residual_80_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 21683.06, + "total_return_pct": 116.8, + "cagr_pct": 44.8, + "max_drawdown_pct": 17.5, + "sharpe": 1.76, + "trades": 157, + "win_rate": 36.3, + "avg_trade_pnl": 74.41, + "best_trade_r": 27.38, + "worst_trade_r": -5.16, + "best_trade_pnl": 4287.19, + "worst_trade_pnl": -550.83, + "avg_hold_days": 16.7, + "exit_reasons": { + "stop": 96, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 7.4 + }, + { + "year": 2023, + "return_pct": 53.6 + }, + { + "year": 2024, + "return_pct": 31.4 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.6 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.53 + }, + { + "date": "2022-07-11", + "equity": 10001.06, + "return_pct": 0.04 + }, + { + "date": "2022-07-12", + "equity": 9891.6, + "return_pct": -1.06 + }, + { + "date": "2022-07-13", + "equity": 9846.84, + "return_pct": -1.5 + }, + { + "date": "2022-07-14", + "equity": 9855.0, + "return_pct": -1.42 + }, + { + "date": "2022-07-15", + "equity": 10070.84, + "return_pct": 0.74 + }, + { + "date": "2022-07-18", + "equity": 9948.22, + "return_pct": -0.49 + }, + { + "date": "2022-07-19", + "equity": 10239.0, + "return_pct": 2.42 + }, + { + "date": "2022-07-20", + "equity": 10335.4, + "return_pct": 3.38 + }, + { + "date": "2022-07-21", + "equity": 10586.3, + "return_pct": 5.89 + }, + { + "date": "2022-07-22", + "equity": 10463.7, + "return_pct": 4.67 + }, + { + "date": "2022-07-25", + "equity": 10540.9, + "return_pct": 5.44 + }, + { + "date": "2022-07-26", + "equity": 10379.41, + "return_pct": 3.82 + }, + { + "date": "2022-07-27", + "equity": 10824.84, + "return_pct": 8.28 + }, + { + "date": "2022-07-28", + "equity": 11160.16, + "return_pct": 11.63 + }, + { + "date": "2022-07-29", + "equity": 11400.18, + "return_pct": 14.03 + }, + { + "date": "2022-08-01", + "equity": 11400.85, + "return_pct": 14.04 + }, + { + "date": "2022-08-02", + "equity": 11364.62, + "return_pct": 13.68 + }, + { + "date": "2022-08-03", + "equity": 11425.47, + "return_pct": 14.29 + }, + { + "date": "2022-08-04", + "equity": 11244.5, + "return_pct": 12.48 + }, + { + "date": "2022-08-05", + "equity": 11287.69, + "return_pct": 12.91 + }, + { + "date": "2022-08-08", + "equity": 11240.24, + "return_pct": 12.43 + }, + { + "date": "2022-08-09", + "equity": 11180.42, + "return_pct": 11.84 + }, + { + "date": "2022-08-10", + "equity": 11407.49, + "return_pct": 14.11 + }, + { + "date": "2022-08-11", + "equity": 11431.24, + "return_pct": 14.34 + }, + { + "date": "2022-08-12", + "equity": 11650.63, + "return_pct": 16.54 + }, + { + "date": "2022-08-15", + "equity": 11770.64, + "return_pct": 17.74 + }, + { + "date": "2022-08-16", + "equity": 11731.66, + "return_pct": 17.35 + }, + { + "date": "2022-08-17", + "equity": 11634.03, + "return_pct": 16.37 + }, + { + "date": "2022-08-18", + "equity": 11842.25, + "return_pct": 18.46 + }, + { + "date": "2022-08-19", + "equity": 11704.02, + "return_pct": 17.07 + }, + { + "date": "2022-08-22", + "equity": 11545.19, + "return_pct": 15.48 + }, + { + "date": "2022-08-23", + "equity": 11849.83, + "return_pct": 18.53 + }, + { + "date": "2022-08-24", + "equity": 11862.61, + "return_pct": 18.66 + }, + { + "date": "2022-08-25", + "equity": 12025.03, + "return_pct": 20.28 + }, + { + "date": "2022-08-26", + "equity": 11868.81, + "return_pct": 18.72 + }, + { + "date": "2022-08-29", + "equity": 11901.15, + "return_pct": 19.05 + }, + { + "date": "2022-08-30", + "equity": 11539.52, + "return_pct": 15.43 + }, + { + "date": "2022-08-31", + "equity": 11471.23, + "return_pct": 14.74 + }, + { + "date": "2022-09-01", + "equity": 11182.18, + "return_pct": 11.85 + }, + { + "date": "2022-09-02", + "equity": 11252.83, + "return_pct": 12.56 + }, + { + "date": "2022-09-06", + "equity": 11055.88, + "return_pct": 10.59 + }, + { + "date": "2022-09-07", + "equity": 10912.81, + "return_pct": 9.16 + }, + { + "date": "2022-09-08", + "equity": 10940.17, + "return_pct": 9.43 + }, + { + "date": "2022-09-09", + "equity": 11068.06, + "return_pct": 10.71 + }, + { + "date": "2022-09-12", + "equity": 11272.88, + "return_pct": 12.76 + }, + { + "date": "2022-09-13", + "equity": 10950.46, + "return_pct": 9.54 + }, + { + "date": "2022-09-14", + "equity": 11164.24, + "return_pct": 11.67 + }, + { + "date": "2022-09-15", + "equity": 11146.9, + "return_pct": 11.5 + }, + { + "date": "2022-09-16", + "equity": 10951.6, + "return_pct": 9.55 + }, + { + "date": "2022-09-19", + "equity": 10956.75, + "return_pct": 9.6 + }, + { + "date": "2022-09-20", + "equity": 10883.08, + "return_pct": 8.86 + }, + { + "date": "2022-09-21", + "equity": 10724.35, + "return_pct": 7.27 + }, + { + "date": "2022-09-22", + "equity": 10592.6, + "return_pct": 5.96 + }, + { + "date": "2022-09-23", + "equity": 10482.77, + "return_pct": 4.86 + }, + { + "date": "2022-09-26", + "equity": 10453.95, + "return_pct": 4.57 + }, + { + "date": "2022-09-27", + "equity": 10461.89, + "return_pct": 4.65 + }, + { + "date": "2022-09-28", + "equity": 10506.76, + "return_pct": 5.1 + }, + { + "date": "2022-09-29", + "equity": 10476.13, + "return_pct": 4.79 + }, + { + "date": "2022-09-30", + "equity": 10350.8, + "return_pct": 3.54 + }, + { + "date": "2022-10-03", + "equity": 10381.18, + "return_pct": 3.84 + }, + { + "date": "2022-10-04", + "equity": 10436.87, + "return_pct": 4.4 + }, + { + "date": "2022-10-05", + "equity": 10395.93, + "return_pct": 3.99 + }, + { + "date": "2022-10-06", + "equity": 10376.62, + "return_pct": 3.8 + }, + { + "date": "2022-10-07", + "equity": 10258.66, + "return_pct": 2.62 + }, + { + "date": "2022-10-10", + "equity": 10203.12, + "return_pct": 2.06 + }, + { + "date": "2022-10-11", + "equity": 10167.96, + "return_pct": 1.71 + }, + { + "date": "2022-10-12", + "equity": 10140.03, + "return_pct": 1.43 + }, + { + "date": "2022-10-13", + "equity": 10128.55, + "return_pct": 1.31 + }, + { + "date": "2022-10-14", + "equity": 10043.22, + "return_pct": 0.46 + }, + { + "date": "2022-10-17", + "equity": 10072.33, + "return_pct": 0.75 + }, + { + "date": "2022-10-18", + "equity": 10095.92, + "return_pct": 0.99 + }, + { + "date": "2022-10-19", + "equity": 10171.22, + "return_pct": 1.74 + }, + { + "date": "2022-10-20", + "equity": 10154.13, + "return_pct": 1.57 + }, + { + "date": "2022-10-21", + "equity": 10346.17, + "return_pct": 3.49 + }, + { + "date": "2022-10-24", + "equity": 10383.09, + "return_pct": 3.86 + }, + { + "date": "2022-10-25", + "equity": 10413.32, + "return_pct": 4.16 + }, + { + "date": "2022-10-26", + "equity": 10437.27, + "return_pct": 4.4 + }, + { + "date": "2022-10-27", + "equity": 10442.89, + "return_pct": 4.46 + }, + { + "date": "2022-10-28", + "equity": 10586.78, + "return_pct": 5.9 + }, + { + "date": "2022-10-31", + "equity": 10637.94, + "return_pct": 6.41 + }, + { + "date": "2022-11-01", + "equity": 10761.66, + "return_pct": 7.65 + }, + { + "date": "2022-11-02", + "equity": 10512.98, + "return_pct": 5.16 + }, + { + "date": "2022-11-03", + "equity": 10582.09, + "return_pct": 5.85 + }, + { + "date": "2022-11-04", + "equity": 10699.02, + "return_pct": 7.02 + }, + { + "date": "2022-11-07", + "equity": 10831.59, + "return_pct": 8.35 + }, + { + "date": "2022-11-08", + "equity": 10842.62, + "return_pct": 8.46 + }, + { + "date": "2022-11-09", + "equity": 10498.06, + "return_pct": 5.01 + }, + { + "date": "2022-11-10", + "equity": 10851.69, + "return_pct": 8.55 + }, + { + "date": "2022-11-11", + "equity": 11000.29, + "return_pct": 10.03 + }, + { + "date": "2022-11-14", + "equity": 10905.33, + "return_pct": 9.08 + }, + { + "date": "2022-11-15", + "equity": 11089.6, + "return_pct": 10.93 + }, + { + "date": "2022-11-16", + "equity": 10992.36, + "return_pct": 9.95 + }, + { + "date": "2022-11-17", + "equity": 10945.44, + "return_pct": 9.49 + }, + { + "date": "2022-11-18", + "equity": 10976.32, + "return_pct": 9.79 + }, + { + "date": "2022-11-21", + "equity": 10881.96, + "return_pct": 8.85 + }, + { + "date": "2022-11-22", + "equity": 10786.36, + "return_pct": 7.89 + }, + { + "date": "2022-11-23", + "equity": 10806.68, + "return_pct": 8.1 + }, + { + "date": "2022-11-25", + "equity": 10795.73, + "return_pct": 7.99 + }, + { + "date": "2022-11-28", + "equity": 10719.86, + "return_pct": 7.23 + }, + { + "date": "2022-11-29", + "equity": 10738.68, + "return_pct": 7.42 + }, + { + "date": "2022-11-30", + "equity": 11100.36, + "return_pct": 11.04 + }, + { + "date": "2022-12-01", + "equity": 11194.86, + "return_pct": 11.98 + }, + { + "date": "2022-12-02", + "equity": 11201.71, + "return_pct": 12.05 + }, + { + "date": "2022-12-05", + "equity": 11026.98, + "return_pct": 10.3 + }, + { + "date": "2022-12-06", + "equity": 10900.66, + "return_pct": 9.04 + }, + { + "date": "2022-12-07", + "equity": 10852.58, + "return_pct": 8.56 + }, + { + "date": "2022-12-08", + "equity": 10939.85, + "return_pct": 9.43 + }, + { + "date": "2022-12-09", + "equity": 10782.64, + "return_pct": 7.86 + }, + { + "date": "2022-12-12", + "equity": 10837.89, + "return_pct": 8.41 + }, + { + "date": "2022-12-13", + "equity": 10844.38, + "return_pct": 8.47 + }, + { + "date": "2022-12-14", + "equity": 10848.77, + "return_pct": 8.52 + }, + { + "date": "2022-12-15", + "equity": 10822.96, + "return_pct": 8.26 + }, + { + "date": "2022-12-16", + "equity": 10753.83, + "return_pct": 7.57 + }, + { + "date": "2022-12-19", + "equity": 10676.63, + "return_pct": 6.8 + }, + { + "date": "2022-12-20", + "equity": 10690.48, + "return_pct": 6.94 + }, + { + "date": "2022-12-21", + "equity": 10758.69, + "return_pct": 7.62 + }, + { + "date": "2022-12-22", + "equity": 10715.82, + "return_pct": 7.19 + }, + { + "date": "2022-12-23", + "equity": 10730.58, + "return_pct": 7.34 + }, + { + "date": "2022-12-27", + "equity": 10784.2, + "return_pct": 7.87 + }, + { + "date": "2022-12-28", + "equity": 10673.77, + "return_pct": 6.77 + }, + { + "date": "2022-12-29", + "equity": 10740.62, + "return_pct": 7.44 + }, + { + "date": "2022-12-30", + "equity": 10741.66, + "return_pct": 7.45 + }, + { + "date": "2023-01-03", + "equity": 10690.99, + "return_pct": 6.94 + }, + { + "date": "2023-01-04", + "equity": 10668.36, + "return_pct": 6.71 + }, + { + "date": "2023-01-05", + "equity": 10705.05, + "return_pct": 7.08 + }, + { + "date": "2023-01-06", + "equity": 10846.57, + "return_pct": 8.5 + }, + { + "date": "2023-01-09", + "equity": 10824.92, + "return_pct": 8.28 + }, + { + "date": "2023-01-10", + "equity": 10881.58, + "return_pct": 8.85 + }, + { + "date": "2023-01-11", + "equity": 10986.59, + "return_pct": 9.9 + }, + { + "date": "2023-01-12", + "equity": 11117.72, + "return_pct": 11.21 + }, + { + "date": "2023-01-13", + "equity": 11126.62, + "return_pct": 11.3 + }, + { + "date": "2023-01-17", + "equity": 11083.35, + "return_pct": 10.87 + }, + { + "date": "2023-01-18", + "equity": 10958.47, + "return_pct": 9.62 + }, + { + "date": "2023-01-19", + "equity": 10907.18, + "return_pct": 9.1 + }, + { + "date": "2023-01-20", + "equity": 11112.28, + "return_pct": 11.15 + }, + { + "date": "2023-01-23", + "equity": 11294.53, + "return_pct": 12.98 + }, + { + "date": "2023-01-24", + "equity": 11034.44, + "return_pct": 10.38 + }, + { + "date": "2023-01-25", + "equity": 11133.1, + "return_pct": 11.36 + }, + { + "date": "2023-01-26", + "equity": 11210.8, + "return_pct": 12.14 + }, + { + "date": "2023-01-27", + "equity": 11162.36, + "return_pct": 11.66 + }, + { + "date": "2023-01-30", + "equity": 10896.88, + "return_pct": 9.0 + }, + { + "date": "2023-01-31", + "equity": 11109.44, + "return_pct": 11.13 + }, + { + "date": "2023-02-01", + "equity": 11161.24, + "return_pct": 11.64 + }, + { + "date": "2023-02-02", + "equity": 11075.41, + "return_pct": 10.79 + }, + { + "date": "2023-02-03", + "equity": 10884.54, + "return_pct": 8.88 + }, + { + "date": "2023-02-06", + "equity": 10861.27, + "return_pct": 8.64 + }, + { + "date": "2023-02-07", + "equity": 10990.6, + "return_pct": 9.94 + }, + { + "date": "2023-02-08", + "equity": 10905.54, + "return_pct": 9.09 + }, + { + "date": "2023-02-09", + "equity": 11203.78, + "return_pct": 12.07 + }, + { + "date": "2023-02-10", + "equity": 11073.92, + "return_pct": 10.77 + }, + { + "date": "2023-02-13", + "equity": 11198.92, + "return_pct": 12.02 + }, + { + "date": "2023-02-14", + "equity": 11282.5, + "return_pct": 12.86 + }, + { + "date": "2023-02-15", + "equity": 11208.96, + "return_pct": 12.12 + }, + { + "date": "2023-02-16", + "equity": 11047.78, + "return_pct": 10.51 + }, + { + "date": "2023-02-17", + "equity": 10920.91, + "return_pct": 9.24 + }, + { + "date": "2023-02-21", + "equity": 10729.94, + "return_pct": 7.33 + }, + { + "date": "2023-02-22", + "equity": 10793.37, + "return_pct": 7.96 + }, + { + "date": "2023-02-23", + "equity": 10856.71, + "return_pct": 8.6 + }, + { + "date": "2023-02-24", + "equity": 10850.46, + "return_pct": 8.54 + }, + { + "date": "2023-02-27", + "equity": 10884.62, + "return_pct": 8.88 + }, + { + "date": "2023-02-28", + "equity": 10957.72, + "return_pct": 9.61 + }, + { + "date": "2023-03-01", + "equity": 11069.01, + "return_pct": 10.72 + }, + { + "date": "2023-03-02", + "equity": 11167.55, + "return_pct": 11.71 + }, + { + "date": "2023-03-03", + "equity": 11355.88, + "return_pct": 13.59 + }, + { + "date": "2023-03-06", + "equity": 11225.7, + "return_pct": 12.29 + }, + { + "date": "2023-03-07", + "equity": 11105.86, + "return_pct": 11.09 + }, + { + "date": "2023-03-08", + "equity": 11086.4, + "return_pct": 10.9 + }, + { + "date": "2023-03-09", + "equity": 10883.42, + "return_pct": 8.87 + }, + { + "date": "2023-03-10", + "equity": 10712.57, + "return_pct": 7.16 + }, + { + "date": "2023-03-13", + "equity": 10601.12, + "return_pct": 6.04 + }, + { + "date": "2023-03-14", + "equity": 10693.03, + "return_pct": 6.96 + }, + { + "date": "2023-03-15", + "equity": 10519.07, + "return_pct": 5.22 + }, + { + "date": "2023-03-16", + "equity": 10569.17, + "return_pct": 5.72 + }, + { + "date": "2023-03-17", + "equity": 10512.29, + "return_pct": 5.15 + }, + { + "date": "2023-03-20", + "equity": 10523.14, + "return_pct": 5.26 + }, + { + "date": "2023-03-21", + "equity": 10584.35, + "return_pct": 5.87 + }, + { + "date": "2023-03-22", + "equity": 10481.43, + "return_pct": 4.84 + }, + { + "date": "2023-03-23", + "equity": 10550.6, + "return_pct": 5.54 + }, + { + "date": "2023-03-24", + "equity": 10610.52, + "return_pct": 6.14 + }, + { + "date": "2023-03-27", + "equity": 10439.49, + "return_pct": 4.42 + }, + { + "date": "2023-03-28", + "equity": 10424.96, + "return_pct": 4.28 + }, + { + "date": "2023-03-29", + "equity": 10482.44, + "return_pct": 4.85 + }, + { + "date": "2023-03-30", + "equity": 10498.64, + "return_pct": 5.02 + }, + { + "date": "2023-03-31", + "equity": 10660.15, + "return_pct": 6.63 + }, + { + "date": "2023-04-03", + "equity": 10613.3, + "return_pct": 6.16 + }, + { + "date": "2023-04-04", + "equity": 10540.97, + "return_pct": 5.44 + }, + { + "date": "2023-04-05", + "equity": 10653.28, + "return_pct": 6.56 + }, + { + "date": "2023-04-06", + "equity": 10696.24, + "return_pct": 6.99 + }, + { + "date": "2023-04-10", + "equity": 10717.09, + "return_pct": 7.2 + }, + { + "date": "2023-04-11", + "equity": 10798.45, + "return_pct": 8.02 + }, + { + "date": "2023-04-12", + "equity": 10764.87, + "return_pct": 7.68 + }, + { + "date": "2023-04-13", + "equity": 10864.49, + "return_pct": 8.68 + }, + { + "date": "2023-04-14", + "equity": 10841.81, + "return_pct": 8.45 + }, + { + "date": "2023-04-17", + "equity": 10822.59, + "return_pct": 8.26 + }, + { + "date": "2023-04-18", + "equity": 10883.53, + "return_pct": 8.87 + }, + { + "date": "2023-04-19", + "equity": 10887.72, + "return_pct": 8.91 + }, + { + "date": "2023-04-20", + "equity": 10999.93, + "return_pct": 10.03 + }, + { + "date": "2023-04-21", + "equity": 11029.8, + "return_pct": 10.33 + }, + { + "date": "2023-04-24", + "equity": 11063.93, + "return_pct": 10.67 + }, + { + "date": "2023-04-25", + "equity": 10893.48, + "return_pct": 8.97 + }, + { + "date": "2023-04-26", + "equity": 10819.57, + "return_pct": 8.23 + }, + { + "date": "2023-04-27", + "equity": 11164.98, + "return_pct": 11.68 + }, + { + "date": "2023-04-28", + "equity": 11291.31, + "return_pct": 12.95 + }, + { + "date": "2023-05-01", + "equity": 11248.25, + "return_pct": 12.51 + }, + { + "date": "2023-05-02", + "equity": 11178.19, + "return_pct": 11.81 + }, + { + "date": "2023-05-03", + "equity": 11176.39, + "return_pct": 11.8 + }, + { + "date": "2023-05-04", + "equity": 11221.99, + "return_pct": 12.25 + }, + { + "date": "2023-05-05", + "equity": 11321.58, + "return_pct": 13.25 + }, + { + "date": "2023-05-08", + "equity": 11367.43, + "return_pct": 13.71 + }, + { + "date": "2023-05-09", + "equity": 11283.93, + "return_pct": 12.87 + }, + { + "date": "2023-05-10", + "equity": 11398.15, + "return_pct": 14.01 + }, + { + "date": "2023-05-11", + "equity": 11297.41, + "return_pct": 13.01 + }, + { + "date": "2023-05-12", + "equity": 11274.32, + "return_pct": 12.78 + }, + { + "date": "2023-05-15", + "equity": 11295.67, + "return_pct": 12.99 + }, + { + "date": "2023-05-16", + "equity": 11224.4, + "return_pct": 12.28 + }, + { + "date": "2023-05-17", + "equity": 11435.07, + "return_pct": 14.38 + }, + { + "date": "2023-05-18", + "equity": 11863.91, + "return_pct": 18.67 + }, + { + "date": "2023-05-19", + "equity": 11833.66, + "return_pct": 18.37 + }, + { + "date": "2023-05-22", + "equity": 11887.53, + "return_pct": 18.91 + }, + { + "date": "2023-05-23", + "equity": 11877.13, + "return_pct": 18.81 + }, + { + "date": "2023-05-24", + "equity": 11725.57, + "return_pct": 17.29 + }, + { + "date": "2023-05-25", + "equity": 12398.14, + "return_pct": 24.02 + }, + { + "date": "2023-05-26", + "equity": 12645.05, + "return_pct": 26.49 + }, + { + "date": "2023-05-30", + "equity": 12924.27, + "return_pct": 29.28 + }, + { + "date": "2023-05-31", + "equity": 12786.53, + "return_pct": 27.9 + }, + { + "date": "2023-06-01", + "equity": 13125.02, + "return_pct": 31.29 + }, + { + "date": "2023-06-02", + "equity": 13100.72, + "return_pct": 31.04 + }, + { + "date": "2023-06-05", + "equity": 13222.89, + "return_pct": 32.27 + }, + { + "date": "2023-06-06", + "equity": 13155.76, + "return_pct": 31.6 + }, + { + "date": "2023-06-07", + "equity": 12848.08, + "return_pct": 28.52 + }, + { + "date": "2023-06-08", + "equity": 13120.79, + "return_pct": 31.25 + }, + { + "date": "2023-06-09", + "equity": 13224.01, + "return_pct": 32.28 + }, + { + "date": "2023-06-12", + "equity": 13445.95, + "return_pct": 34.5 + }, + { + "date": "2023-06-13", + "equity": 13773.58, + "return_pct": 37.78 + }, + { + "date": "2023-06-14", + "equity": 13899.99, + "return_pct": 39.04 + }, + { + "date": "2023-06-15", + "equity": 14226.32, + "return_pct": 42.3 + }, + { + "date": "2023-06-16", + "equity": 14069.98, + "return_pct": 40.74 + }, + { + "date": "2023-06-20", + "equity": 13918.91, + "return_pct": 39.23 + }, + { + "date": "2023-06-21", + "equity": 13722.69, + "return_pct": 37.27 + }, + { + "date": "2023-06-22", + "equity": 13618.32, + "return_pct": 36.22 + }, + { + "date": "2023-06-23", + "equity": 13533.61, + "return_pct": 35.37 + }, + { + "date": "2023-06-26", + "equity": 13268.46, + "return_pct": 32.72 + }, + { + "date": "2023-06-27", + "equity": 13630.22, + "return_pct": 36.34 + }, + { + "date": "2023-06-28", + "equity": 13818.95, + "return_pct": 38.23 + }, + { + "date": "2023-06-29", + "equity": 13719.36, + "return_pct": 37.23 + }, + { + "date": "2023-06-30", + "equity": 13921.71, + "return_pct": 39.26 + }, + { + "date": "2023-07-03", + "equity": 14102.83, + "return_pct": 41.07 + }, + { + "date": "2023-07-05", + "equity": 14187.95, + "return_pct": 41.92 + }, + { + "date": "2023-07-06", + "equity": 13935.29, + "return_pct": 39.39 + }, + { + "date": "2023-07-07", + "equity": 14195.23, + "return_pct": 41.99 + }, + { + "date": "2023-07-10", + "equity": 14583.44, + "return_pct": 45.88 + }, + { + "date": "2023-07-11", + "equity": 14755.58, + "return_pct": 47.6 + }, + { + "date": "2023-07-12", + "equity": 15008.78, + "return_pct": 50.13 + }, + { + "date": "2023-07-13", + "equity": 15376.79, + "return_pct": 53.81 + }, + { + "date": "2023-07-14", + "equity": 15292.11, + "return_pct": 52.96 + }, + { + "date": "2023-07-17", + "equity": 15164.73, + "return_pct": 51.69 + }, + { + "date": "2023-07-18", + "equity": 15296.39, + "return_pct": 53.01 + }, + { + "date": "2023-07-19", + "equity": 15842.04, + "return_pct": 58.47 + }, + { + "date": "2023-07-20", + "equity": 15292.95, + "return_pct": 52.97 + }, + { + "date": "2023-07-21", + "equity": 15114.53, + "return_pct": 51.19 + }, + { + "date": "2023-07-24", + "equity": 15128.93, + "return_pct": 51.33 + }, + { + "date": "2023-07-25", + "equity": 15192.16, + "return_pct": 51.96 + }, + { + "date": "2023-07-26", + "equity": 15379.2, + "return_pct": 53.84 + }, + { + "date": "2023-07-27", + "equity": 15297.97, + "return_pct": 53.02 + }, + { + "date": "2023-07-28", + "equity": 15637.95, + "return_pct": 56.42 + }, + { + "date": "2023-07-31", + "equity": 15718.81, + "return_pct": 57.23 + }, + { + "date": "2023-08-01", + "equity": 15580.76, + "return_pct": 55.85 + }, + { + "date": "2023-08-02", + "equity": 15674.94, + "return_pct": 56.79 + }, + { + "date": "2023-08-03", + "equity": 15593.59, + "return_pct": 55.98 + }, + { + "date": "2023-08-04", + "equity": 15393.39, + "return_pct": 53.98 + }, + { + "date": "2023-08-07", + "equity": 15482.32, + "return_pct": 54.87 + }, + { + "date": "2023-08-08", + "equity": 15433.91, + "return_pct": 54.38 + }, + { + "date": "2023-08-09", + "equity": 15361.53, + "return_pct": 53.66 + }, + { + "date": "2023-08-10", + "equity": 15326.62, + "return_pct": 53.31 + }, + { + "date": "2023-08-11", + "equity": 15233.2, + "return_pct": 52.38 + }, + { + "date": "2023-08-14", + "equity": 15156.86, + "return_pct": 51.61 + }, + { + "date": "2023-08-15", + "equity": 15078.55, + "return_pct": 50.83 + }, + { + "date": "2023-08-16", + "equity": 14979.21, + "return_pct": 49.83 + }, + { + "date": "2023-08-17", + "equity": 14965.33, + "return_pct": 49.7 + }, + { + "date": "2023-08-18", + "equity": 14969.6, + "return_pct": 49.74 + }, + { + "date": "2023-08-21", + "equity": 14951.61, + "return_pct": 49.56 + }, + { + "date": "2023-08-22", + "equity": 14920.19, + "return_pct": 49.24 + }, + { + "date": "2023-08-23", + "equity": 14957.58, + "return_pct": 49.62 + }, + { + "date": "2023-08-24", + "equity": 14760.38, + "return_pct": 47.65 + }, + { + "date": "2023-08-25", + "equity": 14796.53, + "return_pct": 48.01 + }, + { + "date": "2023-08-28", + "equity": 14830.59, + "return_pct": 48.35 + }, + { + "date": "2023-08-29", + "equity": 14896.77, + "return_pct": 49.01 + }, + { + "date": "2023-08-30", + "equity": 14979.81, + "return_pct": 49.84 + }, + { + "date": "2023-08-31", + "equity": 15017.79, + "return_pct": 50.22 + }, + { + "date": "2023-09-01", + "equity": 15142.48, + "return_pct": 51.47 + }, + { + "date": "2023-09-05", + "equity": 15029.12, + "return_pct": 50.33 + }, + { + "date": "2023-09-06", + "equity": 15071.23, + "return_pct": 50.76 + }, + { + "date": "2023-09-07", + "equity": 15002.72, + "return_pct": 50.07 + }, + { + "date": "2023-09-08", + "equity": 14999.17, + "return_pct": 50.03 + }, + { + "date": "2023-09-11", + "equity": 15117.2, + "return_pct": 51.22 + }, + { + "date": "2023-09-12", + "equity": 14852.4, + "return_pct": 48.57 + }, + { + "date": "2023-09-13", + "equity": 14734.86, + "return_pct": 47.39 + }, + { + "date": "2023-09-14", + "equity": 14771.66, + "return_pct": 47.76 + }, + { + "date": "2023-09-15", + "equity": 14403.13, + "return_pct": 44.07 + }, + { + "date": "2023-09-18", + "equity": 14376.27, + "return_pct": 43.8 + }, + { + "date": "2023-09-19", + "equity": 14193.37, + "return_pct": 41.97 + }, + { + "date": "2023-09-20", + "equity": 14111.48, + "return_pct": 41.15 + }, + { + "date": "2023-09-21", + "equity": 13952.03, + "return_pct": 39.56 + }, + { + "date": "2023-09-22", + "equity": 13941.42, + "return_pct": 39.45 + }, + { + "date": "2023-09-25", + "equity": 13908.86, + "return_pct": 39.13 + }, + { + "date": "2023-09-26", + "equity": 13867.17, + "return_pct": 38.71 + }, + { + "date": "2023-09-27", + "equity": 13867.17, + "return_pct": 38.71 + }, + { + "date": "2023-09-28", + "equity": 13858.07, + "return_pct": 38.62 + }, + { + "date": "2023-09-29", + "equity": 13914.33, + "return_pct": 39.18 + }, + { + "date": "2023-10-02", + "equity": 14027.75, + "return_pct": 40.32 + }, + { + "date": "2023-10-03", + "equity": 13737.25, + "return_pct": 37.41 + }, + { + "date": "2023-10-04", + "equity": 13952.32, + "return_pct": 39.56 + }, + { + "date": "2023-10-05", + "equity": 14010.07, + "return_pct": 40.14 + }, + { + "date": "2023-10-06", + "equity": 14249.12, + "return_pct": 42.53 + }, + { + "date": "2023-10-09", + "equity": 14409.58, + "return_pct": 44.14 + }, + { + "date": "2023-10-10", + "equity": 14616.95, + "return_pct": 46.21 + }, + { + "date": "2023-10-11", + "equity": 14696.24, + "return_pct": 47.0 + }, + { + "date": "2023-10-12", + "equity": 14440.84, + "return_pct": 44.45 + }, + { + "date": "2023-10-13", + "equity": 14075.58, + "return_pct": 40.8 + }, + { + "date": "2023-10-16", + "equity": 14153.95, + "return_pct": 41.58 + }, + { + "date": "2023-10-17", + "equity": 14381.59, + "return_pct": 43.86 + }, + { + "date": "2023-10-18", + "equity": 14057.67, + "return_pct": 40.62 + }, + { + "date": "2023-10-19", + "equity": 13809.69, + "return_pct": 38.14 + }, + { + "date": "2023-10-20", + "equity": 13455.77, + "return_pct": 34.6 + }, + { + "date": "2023-10-23", + "equity": 13535.9, + "return_pct": 35.4 + }, + { + "date": "2023-10-24", + "equity": 13618.99, + "return_pct": 36.23 + }, + { + "date": "2023-10-25", + "equity": 13359.65, + "return_pct": 33.63 + }, + { + "date": "2023-10-26", + "equity": 13187.98, + "return_pct": 31.92 + }, + { + "date": "2023-10-27", + "equity": 13072.31, + "return_pct": 30.76 + }, + { + "date": "2023-10-30", + "equity": 13189.56, + "return_pct": 31.93 + }, + { + "date": "2023-10-31", + "equity": 13192.46, + "return_pct": 31.96 + }, + { + "date": "2023-11-01", + "equity": 13219.12, + "return_pct": 32.23 + }, + { + "date": "2023-11-02", + "equity": 13457.03, + "return_pct": 34.61 + }, + { + "date": "2023-11-03", + "equity": 13717.97, + "return_pct": 37.22 + }, + { + "date": "2023-11-06", + "equity": 13737.08, + "return_pct": 37.41 + }, + { + "date": "2023-11-07", + "equity": 13796.18, + "return_pct": 38.0 + }, + { + "date": "2023-11-08", + "equity": 13763.55, + "return_pct": 37.67 + }, + { + "date": "2023-11-09", + "equity": 13744.73, + "return_pct": 37.49 + }, + { + "date": "2023-11-10", + "equity": 14103.08, + "return_pct": 41.07 + }, + { + "date": "2023-11-13", + "equity": 14050.61, + "return_pct": 40.55 + }, + { + "date": "2023-11-14", + "equity": 14362.41, + "return_pct": 43.66 + }, + { + "date": "2023-11-15", + "equity": 14404.34, + "return_pct": 44.08 + }, + { + "date": "2023-11-16", + "equity": 14392.42, + "return_pct": 43.97 + }, + { + "date": "2023-11-17", + "equity": 14491.36, + "return_pct": 44.95 + }, + { + "date": "2023-11-20", + "equity": 14763.75, + "return_pct": 47.68 + }, + { + "date": "2023-11-21", + "equity": 14545.21, + "return_pct": 45.49 + }, + { + "date": "2023-11-22", + "equity": 14661.99, + "return_pct": 46.66 + }, + { + "date": "2023-11-24", + "equity": 14660.63, + "return_pct": 46.65 + }, + { + "date": "2023-11-27", + "equity": 14535.17, + "return_pct": 45.39 + }, + { + "date": "2023-11-28", + "equity": 14542.6, + "return_pct": 45.47 + }, + { + "date": "2023-11-29", + "equity": 14400.85, + "return_pct": 44.05 + }, + { + "date": "2023-11-30", + "equity": 14302.29, + "return_pct": 43.06 + }, + { + "date": "2023-12-01", + "equity": 14450.05, + "return_pct": 44.54 + }, + { + "date": "2023-12-04", + "equity": 14398.34, + "return_pct": 44.02 + }, + { + "date": "2023-12-05", + "equity": 14544.63, + "return_pct": 45.49 + }, + { + "date": "2023-12-06", + "equity": 14328.37, + "return_pct": 43.32 + }, + { + "date": "2023-12-07", + "equity": 14755.8, + "return_pct": 47.6 + }, + { + "date": "2023-12-08", + "equity": 15142.98, + "return_pct": 51.47 + }, + { + "date": "2023-12-11", + "equity": 15017.32, + "return_pct": 50.22 + }, + { + "date": "2023-12-12", + "equity": 15182.93, + "return_pct": 51.87 + }, + { + "date": "2023-12-13", + "equity": 15669.17, + "return_pct": 56.74 + }, + { + "date": "2023-12-14", + "equity": 16146.43, + "return_pct": 61.51 + }, + { + "date": "2023-12-15", + "equity": 16017.99, + "return_pct": 60.23 + }, + { + "date": "2023-12-18", + "equity": 16423.2, + "return_pct": 64.28 + }, + { + "date": "2023-12-19", + "equity": 16641.79, + "return_pct": 66.47 + }, + { + "date": "2023-12-20", + "equity": 16195.58, + "return_pct": 62.0 + }, + { + "date": "2023-12-21", + "equity": 16621.42, + "return_pct": 66.26 + }, + { + "date": "2023-12-22", + "equity": 16475.01, + "return_pct": 64.8 + }, + { + "date": "2023-12-26", + "equity": 16535.99, + "return_pct": 65.41 + }, + { + "date": "2023-12-27", + "equity": 16820.15, + "return_pct": 68.25 + }, + { + "date": "2023-12-28", + "equity": 16864.75, + "return_pct": 68.7 + }, + { + "date": "2023-12-29", + "equity": 16496.11, + "return_pct": 65.01 + }, + { + "date": "2024-01-02", + "equity": 15686.98, + "return_pct": 56.91 + }, + { + "date": "2024-01-03", + "equity": 15230.16, + "return_pct": 52.34 + }, + { + "date": "2024-01-04", + "equity": 15340.92, + "return_pct": 53.45 + }, + { + "date": "2024-01-05", + "equity": 15428.65, + "return_pct": 54.33 + }, + { + "date": "2024-01-08", + "equity": 15972.4, + "return_pct": 59.77 + }, + { + "date": "2024-01-09", + "equity": 16060.37, + "return_pct": 60.65 + }, + { + "date": "2024-01-10", + "equity": 16091.2, + "return_pct": 60.96 + }, + { + "date": "2024-01-11", + "equity": 15877.01, + "return_pct": 58.82 + }, + { + "date": "2024-01-12", + "equity": 15582.41, + "return_pct": 55.87 + }, + { + "date": "2024-01-16", + "equity": 15742.57, + "return_pct": 57.47 + }, + { + "date": "2024-01-17", + "equity": 15718.39, + "return_pct": 57.23 + }, + { + "date": "2024-01-18", + "equity": 15855.0, + "return_pct": 58.6 + }, + { + "date": "2024-01-19", + "equity": 16754.79, + "return_pct": 67.6 + }, + { + "date": "2024-01-22", + "equity": 17167.43, + "return_pct": 71.72 + }, + { + "date": "2024-01-23", + "equity": 17332.9, + "return_pct": 73.38 + }, + { + "date": "2024-01-24", + "equity": 17285.99, + "return_pct": 72.91 + }, + { + "date": "2024-01-25", + "equity": 17638.73, + "return_pct": 76.44 + }, + { + "date": "2024-01-26", + "equity": 17185.35, + "return_pct": 71.9 + }, + { + "date": "2024-01-29", + "equity": 17568.01, + "return_pct": 75.73 + }, + { + "date": "2024-01-30", + "equity": 17362.19, + "return_pct": 73.67 + }, + { + "date": "2024-01-31", + "equity": 17356.42, + "return_pct": 73.61 + }, + { + "date": "2024-02-01", + "equity": 17856.43, + "return_pct": 78.62 + }, + { + "date": "2024-02-02", + "equity": 18298.42, + "return_pct": 83.04 + }, + { + "date": "2024-02-05", + "equity": 18821.59, + "return_pct": 88.27 + }, + { + "date": "2024-02-06", + "equity": 18793.15, + "return_pct": 87.99 + }, + { + "date": "2024-02-07", + "equity": 18948.1, + "return_pct": 89.53 + }, + { + "date": "2024-02-08", + "equity": 18954.61, + "return_pct": 89.6 + }, + { + "date": "2024-02-09", + "equity": 19306.98, + "return_pct": 93.12 + }, + { + "date": "2024-02-12", + "equity": 19510.68, + "return_pct": 95.16 + }, + { + "date": "2024-02-13", + "equity": 19342.37, + "return_pct": 93.48 + }, + { + "date": "2024-02-14", + "equity": 20283.13, + "return_pct": 102.89 + }, + { + "date": "2024-02-15", + "equity": 20956.05, + "return_pct": 109.62 + }, + { + "date": "2024-02-16", + "equity": 20506.32, + "return_pct": 105.12 + }, + { + "date": "2024-02-20", + "equity": 20229.34, + "return_pct": 102.35 + }, + { + "date": "2024-02-21", + "equity": 19859.71, + "return_pct": 98.65 + }, + { + "date": "2024-02-22", + "equity": 20298.8, + "return_pct": 103.05 + }, + { + "date": "2024-02-23", + "equity": 20233.48, + "return_pct": 102.39 + }, + { + "date": "2024-02-26", + "equity": 20690.29, + "return_pct": 106.96 + }, + { + "date": "2024-02-27", + "equity": 20883.66, + "return_pct": 108.9 + }, + { + "date": "2024-02-28", + "equity": 20867.9, + "return_pct": 108.74 + }, + { + "date": "2024-02-29", + "equity": 21048.31, + "return_pct": 110.54 + }, + { + "date": "2024-03-01", + "equity": 21596.13, + "return_pct": 116.02 + }, + { + "date": "2024-03-04", + "equity": 21768.8, + "return_pct": 117.75 + }, + { + "date": "2024-03-05", + "equity": 21204.71, + "return_pct": 112.11 + }, + { + "date": "2024-03-06", + "equity": 21924.69, + "return_pct": 119.31 + }, + { + "date": "2024-03-07", + "equity": 22081.37, + "return_pct": 120.88 + }, + { + "date": "2024-03-08", + "equity": 22115.36, + "return_pct": 121.22 + }, + { + "date": "2024-03-11", + "equity": 21740.0, + "return_pct": 117.46 + }, + { + "date": "2024-03-12", + "equity": 21895.12, + "return_pct": 119.01 + }, + { + "date": "2024-03-13", + "equity": 21920.34, + "return_pct": 119.27 + }, + { + "date": "2024-03-14", + "equity": 21515.09, + "return_pct": 115.21 + }, + { + "date": "2024-03-15", + "equity": 21392.68, + "return_pct": 113.99 + }, + { + "date": "2024-03-18", + "equity": 21722.4, + "return_pct": 117.29 + }, + { + "date": "2024-03-19", + "equity": 21538.13, + "return_pct": 115.44 + }, + { + "date": "2024-03-20", + "equity": 22150.85, + "return_pct": 121.57 + }, + { + "date": "2024-03-21", + "equity": 22458.74, + "return_pct": 124.65 + }, + { + "date": "2024-03-22", + "equity": 21800.38, + "return_pct": 118.07 + }, + { + "date": "2024-03-25", + "equity": 22321.52, + "return_pct": 123.28 + }, + { + "date": "2024-03-26", + "equity": 22373.6, + "return_pct": 123.8 + }, + { + "date": "2024-03-27", + "equity": 21966.25, + "return_pct": 119.73 + }, + { + "date": "2024-03-28", + "equity": 22024.85, + "return_pct": 120.31 + }, + { + "date": "2024-04-01", + "equity": 22407.29, + "return_pct": 124.14 + }, + { + "date": "2024-04-02", + "equity": 22152.85, + "return_pct": 121.59 + }, + { + "date": "2024-04-03", + "equity": 22937.83, + "return_pct": 129.44 + }, + { + "date": "2024-04-04", + "equity": 22718.39, + "return_pct": 127.25 + }, + { + "date": "2024-04-05", + "equity": 23350.88, + "return_pct": 133.58 + }, + { + "date": "2024-04-08", + "equity": 23181.3, + "return_pct": 131.88 + }, + { + "date": "2024-04-09", + "equity": 22910.17, + "return_pct": 129.17 + }, + { + "date": "2024-04-10", + "equity": 22643.74, + "return_pct": 126.5 + }, + { + "date": "2024-04-11", + "equity": 22950.41, + "return_pct": 129.57 + }, + { + "date": "2024-04-12", + "equity": 22419.61, + "return_pct": 124.26 + }, + { + "date": "2024-04-15", + "equity": 21994.93, + "return_pct": 120.01 + }, + { + "date": "2024-04-16", + "equity": 22162.86, + "return_pct": 121.69 + }, + { + "date": "2024-04-17", + "equity": 21902.92, + "return_pct": 119.09 + }, + { + "date": "2024-04-18", + "equity": 21891.71, + "return_pct": 118.98 + }, + { + "date": "2024-04-19", + "equity": 21327.84, + "return_pct": 113.34 + }, + { + "date": "2024-04-22", + "equity": 21349.51, + "return_pct": 113.56 + }, + { + "date": "2024-04-23", + "equity": 21514.11, + "return_pct": 115.2 + }, + { + "date": "2024-04-24", + "equity": 21500.2, + "return_pct": 115.06 + }, + { + "date": "2024-04-25", + "equity": 21652.52, + "return_pct": 116.59 + }, + { + "date": "2024-04-26", + "equity": 21646.15, + "return_pct": 116.52 + }, + { + "date": "2024-04-29", + "equity": 21870.85, + "return_pct": 118.77 + }, + { + "date": "2024-04-30", + "equity": 21586.65, + "return_pct": 115.93 + }, + { + "date": "2024-05-01", + "equity": 21208.03, + "return_pct": 112.14 + }, + { + "date": "2024-05-02", + "equity": 21435.47, + "return_pct": 114.42 + }, + { + "date": "2024-05-03", + "equity": 21600.24, + "return_pct": 116.06 + }, + { + "date": "2024-05-06", + "equity": 22370.92, + "return_pct": 123.77 + }, + { + "date": "2024-05-07", + "equity": 21791.5, + "return_pct": 117.98 + }, + { + "date": "2024-05-08", + "equity": 21831.9, + "return_pct": 118.38 + }, + { + "date": "2024-05-09", + "equity": 22391.93, + "return_pct": 123.98 + }, + { + "date": "2024-05-10", + "equity": 22644.53, + "return_pct": 126.51 + }, + { + "date": "2024-05-13", + "equity": 22555.11, + "return_pct": 125.62 + }, + { + "date": "2024-05-14", + "equity": 22780.8, + "return_pct": 127.87 + }, + { + "date": "2024-05-15", + "equity": 23133.56, + "return_pct": 131.4 + }, + { + "date": "2024-05-16", + "equity": 23048.99, + "return_pct": 130.56 + }, + { + "date": "2024-05-17", + "equity": 23141.79, + "return_pct": 131.48 + }, + { + "date": "2024-05-20", + "equity": 23420.69, + "return_pct": 134.27 + }, + { + "date": "2024-05-21", + "equity": 23078.83, + "return_pct": 130.85 + }, + { + "date": "2024-05-22", + "equity": 22712.56, + "return_pct": 127.19 + }, + { + "date": "2024-05-23", + "equity": 22378.4, + "return_pct": 123.85 + }, + { + "date": "2024-05-24", + "equity": 22830.29, + "return_pct": 128.37 + }, + { + "date": "2024-05-28", + "equity": 22856.44, + "return_pct": 128.63 + }, + { + "date": "2024-05-29", + "equity": 22787.05, + "return_pct": 127.94 + }, + { + "date": "2024-05-30", + "equity": 22050.33, + "return_pct": 120.57 + }, + { + "date": "2024-05-31", + "equity": 21899.37, + "return_pct": 119.06 + }, + { + "date": "2024-06-03", + "equity": 22008.71, + "return_pct": 120.15 + }, + { + "date": "2024-06-04", + "equity": 21894.01, + "return_pct": 119.0 + }, + { + "date": "2024-06-05", + "equity": 22301.19, + "return_pct": 123.08 + }, + { + "date": "2024-06-06", + "equity": 22140.94, + "return_pct": 121.47 + }, + { + "date": "2024-06-07", + "equity": 21989.67, + "return_pct": 119.96 + }, + { + "date": "2024-06-10", + "equity": 22118.12, + "return_pct": 121.24 + }, + { + "date": "2024-06-11", + "equity": 22155.06, + "return_pct": 121.61 + }, + { + "date": "2024-06-12", + "equity": 22607.51, + "return_pct": 126.14 + }, + { + "date": "2024-06-13", + "equity": 22425.47, + "return_pct": 124.32 + }, + { + "date": "2024-06-14", + "equity": 22407.8, + "return_pct": 124.14 + }, + { + "date": "2024-06-17", + "equity": 22490.87, + "return_pct": 124.97 + }, + { + "date": "2024-06-18", + "equity": 22407.17, + "return_pct": 124.14 + }, + { + "date": "2024-06-20", + "equity": 22243.7, + "return_pct": 122.5 + }, + { + "date": "2024-06-21", + "equity": 22071.69, + "return_pct": 120.78 + }, + { + "date": "2024-06-24", + "equity": 21940.94, + "return_pct": 119.47 + }, + { + "date": "2024-06-25", + "equity": 22149.48, + "return_pct": 121.56 + }, + { + "date": "2024-06-26", + "equity": 22022.94, + "return_pct": 120.29 + }, + { + "date": "2024-06-27", + "equity": 22204.68, + "return_pct": 122.11 + }, + { + "date": "2024-06-28", + "equity": 22004.46, + "return_pct": 120.11 + }, + { + "date": "2024-07-01", + "equity": 21761.84, + "return_pct": 117.68 + }, + { + "date": "2024-07-02", + "equity": 21865.54, + "return_pct": 118.72 + }, + { + "date": "2024-07-03", + "equity": 21904.53, + "return_pct": 119.11 + }, + { + "date": "2024-07-05", + "equity": 22182.94, + "return_pct": 121.89 + }, + { + "date": "2024-07-08", + "equity": 22185.54, + "return_pct": 121.92 + }, + { + "date": "2024-07-09", + "equity": 22228.4, + "return_pct": 122.35 + }, + { + "date": "2024-07-10", + "equity": 22398.52, + "return_pct": 124.05 + }, + { + "date": "2024-07-11", + "equity": 22494.22, + "return_pct": 125.01 + }, + { + "date": "2024-07-12", + "equity": 22437.51, + "return_pct": 124.44 + }, + { + "date": "2024-07-15", + "equity": 22608.84, + "return_pct": 126.15 + }, + { + "date": "2024-07-16", + "equity": 22677.79, + "return_pct": 126.84 + }, + { + "date": "2024-07-17", + "equity": 21840.89, + "return_pct": 118.47 + }, + { + "date": "2024-07-18", + "equity": 21673.35, + "return_pct": 116.8 + }, + { + "date": "2024-07-19", + "equity": 21621.83, + "return_pct": 116.28 + }, + { + "date": "2024-07-22", + "equity": 21739.34, + "return_pct": 117.46 + }, + { + "date": "2024-07-23", + "equity": 21657.85, + "return_pct": 116.64 + }, + { + "date": "2024-07-24", + "equity": 21804.14, + "return_pct": 118.1 + }, + { + "date": "2024-07-25", + "equity": 21884.43, + "return_pct": 118.91 + }, + { + "date": "2024-07-26", + "equity": 21948.66, + "return_pct": 119.55 + }, + { + "date": "2024-07-29", + "equity": 21937.73, + "return_pct": 119.44 + }, + { + "date": "2024-07-30", + "equity": 21991.2, + "return_pct": 119.97 + }, + { + "date": "2024-07-31", + "equity": 22096.95, + "return_pct": 121.03 + }, + { + "date": "2024-08-01", + "equity": 21972.41, + "return_pct": 119.79 + }, + { + "date": "2024-08-02", + "equity": 21743.33, + "return_pct": 117.5 + }, + { + "date": "2024-08-05", + "equity": 21591.12, + "return_pct": 115.97 + }, + { + "date": "2024-08-06", + "equity": 21687.12, + "return_pct": 116.93 + }, + { + "date": "2024-08-07", + "equity": 21683.06, + "return_pct": 116.89 + } + ], + "benchmark_curve": [ + { + "date": "2022-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10149.77, + "return_pct": 1.5 + }, + { + "date": "2022-07-08", + "equity": 10141.42, + "return_pct": 1.41 + }, + { + "date": "2022-07-11", + "equity": 10025.57, + "return_pct": 0.26 + }, + { + "date": "2022-07-12", + "equity": 9936.86, + "return_pct": -0.63 + }, + { + "date": "2022-07-13", + "equity": 9884.67, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9860.67, + "return_pct": -1.39 + }, + { + "date": "2022-07-15", + "equity": 10049.05, + "return_pct": 0.49 + }, + { + "date": "2022-07-18", + "equity": 9966.08, + "return_pct": -0.34 + }, + { + "date": "2022-07-19", + "equity": 10235.36, + "return_pct": 2.35 + }, + { + "date": "2022-07-20", + "equity": 10300.59, + "return_pct": 3.01 + }, + { + "date": "2022-07-21", + "equity": 10405.48, + "return_pct": 4.05 + }, + { + "date": "2022-07-22", + "equity": 10308.94, + "return_pct": 3.09 + }, + { + "date": "2022-07-25", + "equity": 10321.46, + "return_pct": 3.21 + }, + { + "date": "2022-07-26", + "equity": 10199.35, + "return_pct": 1.99 + }, + { + "date": "2022-07-27", + "equity": 10464.19, + "return_pct": 4.64 + }, + { + "date": "2022-07-28", + "equity": 10594.65, + "return_pct": 5.95 + }, + { + "date": "2022-07-29", + "equity": 10749.9, + "return_pct": 7.5 + }, + { + "date": "2022-08-01", + "equity": 10718.07, + "return_pct": 7.18 + }, + { + "date": "2022-08-02", + "equity": 10647.36, + "return_pct": 6.47 + }, + { + "date": "2022-08-03", + "equity": 10814.09, + "return_pct": 8.14 + }, + { + "date": "2022-08-04", + "equity": 10806.78, + "return_pct": 8.07 + }, + { + "date": "2022-08-05", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2022-08-08", + "equity": 10775.99, + "return_pct": 7.76 + }, + { + "date": "2022-08-09", + "equity": 10733.2, + "return_pct": 7.33 + }, + { + "date": "2022-08-10", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-11", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-12", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2022-08-15", + "equity": 11190.08, + "return_pct": 11.9 + }, + { + "date": "2022-08-16", + "equity": 11212.0, + "return_pct": 12.12 + }, + { + "date": "2022-08-17", + "equity": 11132.42, + "return_pct": 11.32 + }, + { + "date": "2022-08-18", + "equity": 11164.77, + "return_pct": 11.65 + }, + { + "date": "2022-08-19", + "equity": 11014.74, + "return_pct": 10.15 + }, + { + "date": "2022-08-22", + "equity": 10785.39, + "return_pct": 7.85 + }, + { + "date": "2022-08-23", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2022-08-24", + "equity": 10793.74, + "return_pct": 7.94 + }, + { + "date": "2022-08-25", + "equity": 10946.12, + "return_pct": 9.46 + }, + { + "date": "2022-08-26", + "equity": 10575.6, + "return_pct": 5.76 + }, + { + "date": "2022-08-29", + "equity": 10505.68, + "return_pct": 5.06 + }, + { + "date": "2022-08-30", + "equity": 10390.35, + "return_pct": 3.9 + }, + { + "date": "2022-08-31", + "equity": 10311.29, + "return_pct": 3.11 + }, + { + "date": "2022-09-01", + "equity": 10343.64, + "return_pct": 3.44 + }, + { + "date": "2022-09-02", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2022-09-06", + "equity": 10195.96, + "return_pct": 1.96 + }, + { + "date": "2022-09-07", + "equity": 10379.13, + "return_pct": 3.79 + }, + { + "date": "2022-09-08", + "equity": 10446.97, + "return_pct": 4.47 + }, + { + "date": "2022-09-09", + "equity": 10609.26, + "return_pct": 6.09 + }, + { + "date": "2022-09-12", + "equity": 10723.29, + "return_pct": 7.23 + }, + { + "date": "2022-09-13", + "equity": 10257.01, + "return_pct": 2.57 + }, + { + "date": "2022-09-14", + "equity": 10296.15, + "return_pct": 2.96 + }, + { + "date": "2022-09-15", + "equity": 10179.26, + "return_pct": 1.79 + }, + { + "date": "2022-09-16", + "equity": 10060.27, + "return_pct": 0.6 + }, + { + "date": "2022-09-19", + "equity": 10138.29, + "return_pct": 1.38 + }, + { + "date": "2022-09-20", + "equity": 10021.92, + "return_pct": 0.22 + }, + { + "date": "2022-09-21", + "equity": 9847.1, + "return_pct": -1.53 + }, + { + "date": "2022-09-22", + "equity": 9764.38, + "return_pct": -2.36 + }, + { + "date": "2022-09-23", + "equity": 9600.78, + "return_pct": -3.99 + }, + { + "date": "2022-09-26", + "equity": 9505.81, + "return_pct": -4.94 + }, + { + "date": "2022-09-27", + "equity": 9481.54, + "return_pct": -5.18 + }, + { + "date": "2022-09-28", + "equity": 9668.1, + "return_pct": -3.32 + }, + { + "date": "2022-09-29", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-09-30", + "equity": 9319.77, + "return_pct": -6.8 + }, + { + "date": "2022-10-03", + "equity": 9565.82, + "return_pct": -4.34 + }, + { + "date": "2022-10-04", + "equity": 9862.23, + "return_pct": -1.38 + }, + { + "date": "2022-10-05", + "equity": 9839.27, + "return_pct": -1.61 + }, + { + "date": "2022-10-06", + "equity": 9737.77, + "return_pct": -2.62 + }, + { + "date": "2022-10-07", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-10-10", + "equity": 9393.87, + "return_pct": -6.06 + }, + { + "date": "2022-10-11", + "equity": 9334.38, + "return_pct": -6.66 + }, + { + "date": "2022-10-12", + "equity": 9303.59, + "return_pct": -6.96 + }, + { + "date": "2022-10-13", + "equity": 9549.12, + "return_pct": -4.51 + }, + { + "date": "2022-10-14", + "equity": 9331.51, + "return_pct": -6.68 + }, + { + "date": "2022-10-17", + "equity": 9571.3, + "return_pct": -4.29 + }, + { + "date": "2022-10-18", + "equity": 9683.76, + "return_pct": -3.16 + }, + { + "date": "2022-10-19", + "equity": 9615.13, + "return_pct": -3.85 + }, + { + "date": "2022-10-20", + "equity": 9534.51, + "return_pct": -4.65 + }, + { + "date": "2022-10-21", + "equity": 9766.21, + "return_pct": -2.34 + }, + { + "date": "2022-10-24", + "equity": 9885.71, + "return_pct": -1.14 + }, + { + "date": "2022-10-25", + "equity": 10043.57, + "return_pct": 0.44 + }, + { + "date": "2022-10-26", + "equity": 9967.91, + "return_pct": -0.32 + }, + { + "date": "2022-10-27", + "equity": 9914.68, + "return_pct": -0.85 + }, + { + "date": "2022-10-28", + "equity": 10150.55, + "return_pct": 1.51 + }, + { + "date": "2022-10-31", + "equity": 10077.23, + "return_pct": 0.77 + }, + { + "date": "2022-11-01", + "equity": 10033.14, + "return_pct": 0.33 + }, + { + "date": "2022-11-02", + "equity": 9781.34, + "return_pct": -2.19 + }, + { + "date": "2022-11-03", + "equity": 9680.63, + "return_pct": -3.19 + }, + { + "date": "2022-11-04", + "equity": 9819.96, + "return_pct": -1.8 + }, + { + "date": "2022-11-07", + "equity": 9913.89, + "return_pct": -0.86 + }, + { + "date": "2022-11-08", + "equity": 9967.38, + "return_pct": -0.33 + }, + { + "date": "2022-11-09", + "equity": 9762.04, + "return_pct": -2.38 + }, + { + "date": "2022-11-10", + "equity": 10298.5, + "return_pct": 2.98 + }, + { + "date": "2022-11-11", + "equity": 10398.17, + "return_pct": 3.98 + }, + { + "date": "2022-11-14", + "equity": 10309.72, + "return_pct": 3.1 + }, + { + "date": "2022-11-15", + "equity": 10397.65, + "return_pct": 3.98 + }, + { + "date": "2022-11-16", + "equity": 10318.33, + "return_pct": 3.18 + }, + { + "date": "2022-11-17", + "equity": 10286.76, + "return_pct": 2.87 + }, + { + "date": "2022-11-18", + "equity": 10333.46, + "return_pct": 3.33 + }, + { + "date": "2022-11-21", + "equity": 10295.89, + "return_pct": 2.96 + }, + { + "date": "2022-11-22", + "equity": 10434.44, + "return_pct": 4.34 + }, + { + "date": "2022-11-23", + "equity": 10500.2, + "return_pct": 5.0 + }, + { + "date": "2022-11-25", + "equity": 10497.85, + "return_pct": 4.98 + }, + { + "date": "2022-11-28", + "equity": 10330.33, + "return_pct": 3.3 + }, + { + "date": "2022-11-29", + "equity": 10312.59, + "return_pct": 3.13 + }, + { + "date": "2022-11-30", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2022-12-01", + "equity": 10629.62, + "return_pct": 6.3 + }, + { + "date": "2022-12-02", + "equity": 10617.35, + "return_pct": 6.17 + }, + { + "date": "2022-12-05", + "equity": 10426.35, + "return_pct": 4.26 + }, + { + "date": "2022-12-06", + "equity": 10276.06, + "return_pct": 2.76 + }, + { + "date": "2022-12-07", + "equity": 10258.58, + "return_pct": 2.59 + }, + { + "date": "2022-12-08", + "equity": 10338.94, + "return_pct": 3.39 + }, + { + "date": "2022-12-09", + "equity": 10261.71, + "return_pct": 2.62 + }, + { + "date": "2022-12-12", + "equity": 10409.65, + "return_pct": 4.1 + }, + { + "date": "2022-12-13", + "equity": 10488.45, + "return_pct": 4.88 + }, + { + "date": "2022-12-14", + "equity": 10421.4, + "return_pct": 4.21 + }, + { + "date": "2022-12-15", + "equity": 10166.47, + "return_pct": 1.66 + }, + { + "date": "2022-12-16", + "equity": 10000.52, + "return_pct": 0.01 + }, + { + "date": "2022-12-19", + "equity": 9915.72, + "return_pct": -0.84 + }, + { + "date": "2022-12-20", + "equity": 9929.29, + "return_pct": -0.71 + }, + { + "date": "2022-12-21", + "equity": 10077.76, + "return_pct": 0.78 + }, + { + "date": "2022-12-22", + "equity": 9933.99, + "return_pct": -0.66 + }, + { + "date": "2022-12-23", + "equity": 9991.13, + "return_pct": -0.09 + }, + { + "date": "2022-12-27", + "equity": 9951.73, + "return_pct": -0.48 + }, + { + "date": "2022-12-28", + "equity": 9828.05, + "return_pct": -1.72 + }, + { + "date": "2022-12-29", + "equity": 10004.96, + "return_pct": 0.05 + }, + { + "date": "2022-12-30", + "equity": 9978.6, + "return_pct": -0.21 + }, + { + "date": "2023-01-03", + "equity": 9936.59, + "return_pct": -0.63 + }, + { + "date": "2023-01-04", + "equity": 10013.31, + "return_pct": 0.13 + }, + { + "date": "2023-01-05", + "equity": 9899.02, + "return_pct": -1.01 + }, + { + "date": "2023-01-06", + "equity": 10126.03, + "return_pct": 1.26 + }, + { + "date": "2023-01-09", + "equity": 10120.29, + "return_pct": 1.2 + }, + { + "date": "2023-01-10", + "equity": 10191.26, + "return_pct": 1.91 + }, + { + "date": "2023-01-11", + "equity": 10320.16, + "return_pct": 3.2 + }, + { + "date": "2023-01-12", + "equity": 10357.73, + "return_pct": 3.58 + }, + { + "date": "2023-01-13", + "equity": 10397.91, + "return_pct": 3.98 + }, + { + "date": "2023-01-17", + "equity": 10378.86, + "return_pct": 3.79 + }, + { + "date": "2023-01-18", + "equity": 10215.0, + "return_pct": 2.15 + }, + { + "date": "2023-01-19", + "equity": 10140.64, + "return_pct": 1.41 + }, + { + "date": "2023-01-20", + "equity": 10329.55, + "return_pct": 3.3 + }, + { + "date": "2023-01-23", + "equity": 10453.49, + "return_pct": 4.53 + }, + { + "date": "2023-01-24", + "equity": 10442.27, + "return_pct": 4.42 + }, + { + "date": "2023-01-25", + "equity": 10446.18, + "return_pct": 4.46 + }, + { + "date": "2023-01-26", + "equity": 10560.99, + "return_pct": 5.61 + }, + { + "date": "2023-01-27", + "equity": 10585.26, + "return_pct": 5.85 + }, + { + "date": "2023-01-30", + "equity": 10452.45, + "return_pct": 4.52 + }, + { + "date": "2023-01-31", + "equity": 10606.13, + "return_pct": 6.06 + }, + { + "date": "2023-02-01", + "equity": 10718.85, + "return_pct": 7.19 + }, + { + "date": "2023-02-02", + "equity": 10874.89, + "return_pct": 8.75 + }, + { + "date": "2023-02-03", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2023-02-06", + "equity": 10693.54, + "return_pct": 6.94 + }, + { + "date": "2023-02-07", + "equity": 10833.4, + "return_pct": 8.33 + }, + { + "date": "2023-02-08", + "equity": 10714.94, + "return_pct": 7.15 + }, + { + "date": "2023-02-09", + "equity": 10622.05, + "return_pct": 6.22 + }, + { + "date": "2023-02-10", + "equity": 10646.84, + "return_pct": 6.47 + }, + { + "date": "2023-02-13", + "equity": 10771.82, + "return_pct": 7.72 + }, + { + "date": "2023-02-14", + "equity": 10766.86, + "return_pct": 7.67 + }, + { + "date": "2023-02-15", + "equity": 10801.83, + "return_pct": 8.02 + }, + { + "date": "2023-02-16", + "equity": 10653.1, + "return_pct": 6.53 + }, + { + "date": "2023-02-17", + "equity": 10626.48, + "return_pct": 6.26 + }, + { + "date": "2023-02-21", + "equity": 10413.31, + "return_pct": 4.13 + }, + { + "date": "2023-02-22", + "equity": 10398.96, + "return_pct": 3.99 + }, + { + "date": "2023-02-23", + "equity": 10454.27, + "return_pct": 4.54 + }, + { + "date": "2023-02-24", + "equity": 10342.6, + "return_pct": 3.43 + }, + { + "date": "2023-02-27", + "equity": 10377.82, + "return_pct": 3.78 + }, + { + "date": "2023-02-28", + "equity": 10339.47, + "return_pct": 3.39 + }, + { + "date": "2023-03-01", + "equity": 10299.8, + "return_pct": 3.0 + }, + { + "date": "2023-03-02", + "equity": 10379.91, + "return_pct": 3.8 + }, + { + "date": "2023-03-03", + "equity": 10546.38, + "return_pct": 5.46 + }, + { + "date": "2023-03-06", + "equity": 10553.69, + "return_pct": 5.54 + }, + { + "date": "2023-03-07", + "equity": 10391.91, + "return_pct": 3.92 + }, + { + "date": "2023-03-08", + "equity": 10408.87, + "return_pct": 4.09 + }, + { + "date": "2023-03-09", + "equity": 10216.83, + "return_pct": 2.17 + }, + { + "date": "2023-03-10", + "equity": 10069.41, + "return_pct": 0.69 + }, + { + "date": "2023-03-13", + "equity": 10055.06, + "return_pct": 0.55 + }, + { + "date": "2023-03-14", + "equity": 10221.27, + "return_pct": 2.21 + }, + { + "date": "2023-03-15", + "equity": 10157.34, + "return_pct": 1.57 + }, + { + "date": "2023-03-16", + "equity": 10335.55, + "return_pct": 3.36 + }, + { + "date": "2023-03-17", + "equity": 10175.86, + "return_pct": 1.76 + }, + { + "date": "2023-03-20", + "equity": 10273.71, + "return_pct": 2.74 + }, + { + "date": "2023-03-21", + "equity": 10408.61, + "return_pct": 4.09 + }, + { + "date": "2023-03-22", + "equity": 10231.18, + "return_pct": 2.31 + }, + { + "date": "2023-03-23", + "equity": 10258.84, + "return_pct": 2.59 + }, + { + "date": "2023-03-24", + "equity": 10326.16, + "return_pct": 3.26 + }, + { + "date": "2023-03-27", + "equity": 10345.47, + "return_pct": 3.45 + }, + { + "date": "2023-03-28", + "equity": 10322.24, + "return_pct": 3.22 + }, + { + "date": "2023-03-29", + "equity": 10472.28, + "return_pct": 4.72 + }, + { + "date": "2023-03-30", + "equity": 10533.59, + "return_pct": 5.34 + }, + { + "date": "2023-03-31", + "equity": 10682.06, + "return_pct": 6.82 + }, + { + "date": "2023-04-03", + "equity": 10722.77, + "return_pct": 7.23 + }, + { + "date": "2023-04-04", + "equity": 10663.27, + "return_pct": 6.63 + }, + { + "date": "2023-04-05", + "equity": 10635.36, + "return_pct": 6.35 + }, + { + "date": "2023-04-06", + "equity": 10676.84, + "return_pct": 6.77 + }, + { + "date": "2023-04-10", + "equity": 10687.8, + "return_pct": 6.88 + }, + { + "date": "2023-04-11", + "equity": 10690.67, + "return_pct": 6.91 + }, + { + "date": "2023-04-12", + "equity": 10647.1, + "return_pct": 6.47 + }, + { + "date": "2023-04-13", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2023-04-14", + "equity": 10762.17, + "return_pct": 7.62 + }, + { + "date": "2023-04-17", + "equity": 10800.78, + "return_pct": 8.01 + }, + { + "date": "2023-04-18", + "equity": 10807.83, + "return_pct": 8.08 + }, + { + "date": "2023-04-19", + "equity": 10806.0, + "return_pct": 8.06 + }, + { + "date": "2023-04-20", + "equity": 10747.03, + "return_pct": 7.47 + }, + { + "date": "2023-04-21", + "equity": 10755.38, + "return_pct": 7.55 + }, + { + "date": "2023-04-24", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-04-25", + "equity": 10595.69, + "return_pct": 5.96 + }, + { + "date": "2023-04-26", + "equity": 10550.82, + "return_pct": 5.51 + }, + { + "date": "2023-04-27", + "equity": 10760.86, + "return_pct": 7.61 + }, + { + "date": "2023-04-28", + "equity": 10852.71, + "return_pct": 8.53 + }, + { + "date": "2023-05-01", + "equity": 10841.75, + "return_pct": 8.42 + }, + { + "date": "2023-05-02", + "equity": 10719.9, + "return_pct": 7.2 + }, + { + "date": "2023-05-03", + "equity": 10646.31, + "return_pct": 6.46 + }, + { + "date": "2023-05-04", + "equity": 10570.91, + "return_pct": 5.71 + }, + { + "date": "2023-05-05", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-05-08", + "equity": 10769.47, + "return_pct": 7.69 + }, + { + "date": "2023-05-09", + "equity": 10722.24, + "return_pct": 7.22 + }, + { + "date": "2023-05-10", + "equity": 10772.34, + "return_pct": 7.72 + }, + { + "date": "2023-05-11", + "equity": 10753.56, + "return_pct": 7.54 + }, + { + "date": "2023-05-12", + "equity": 10739.47, + "return_pct": 7.39 + }, + { + "date": "2023-05-15", + "equity": 10776.52, + "return_pct": 7.77 + }, + { + "date": "2023-05-16", + "equity": 10704.5, + "return_pct": 7.05 + }, + { + "date": "2023-05-17", + "equity": 10834.44, + "return_pct": 8.34 + }, + { + "date": "2023-05-18", + "equity": 10938.81, + "return_pct": 9.39 + }, + { + "date": "2023-05-19", + "equity": 10922.9, + "return_pct": 9.23 + }, + { + "date": "2023-05-22", + "equity": 10927.33, + "return_pct": 9.27 + }, + { + "date": "2023-05-23", + "equity": 10804.7, + "return_pct": 8.05 + }, + { + "date": "2023-05-24", + "equity": 10726.42, + "return_pct": 7.26 + }, + { + "date": "2023-05-25", + "equity": 10819.31, + "return_pct": 8.19 + }, + { + "date": "2023-05-26", + "equity": 10959.43, + "return_pct": 9.59 + }, + { + "date": "2023-05-30", + "equity": 10963.6, + "return_pct": 9.64 + }, + { + "date": "2023-05-31", + "equity": 10902.8, + "return_pct": 9.03 + }, + { + "date": "2023-06-01", + "equity": 11006.39, + "return_pct": 10.06 + }, + { + "date": "2023-06-02", + "equity": 11165.56, + "return_pct": 11.66 + }, + { + "date": "2023-06-05", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2023-06-06", + "equity": 11168.43, + "return_pct": 11.68 + }, + { + "date": "2023-06-07", + "equity": 11129.81, + "return_pct": 11.3 + }, + { + "date": "2023-06-08", + "equity": 11197.13, + "return_pct": 11.97 + }, + { + "date": "2023-06-09", + "equity": 11217.22, + "return_pct": 12.17 + }, + { + "date": "2023-06-12", + "equity": 11318.98, + "return_pct": 13.19 + }, + { + "date": "2023-06-13", + "equity": 11393.61, + "return_pct": 13.94 + }, + { + "date": "2023-06-14", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-15", + "equity": 11548.6, + "return_pct": 15.49 + }, + { + "date": "2023-06-16", + "equity": 11466.67, + "return_pct": 14.67 + }, + { + "date": "2023-06-20", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-21", + "equity": 11348.73, + "return_pct": 13.49 + }, + { + "date": "2023-06-22", + "equity": 11389.69, + "return_pct": 13.9 + }, + { + "date": "2023-06-23", + "equity": 11303.59, + "return_pct": 13.04 + }, + { + "date": "2023-06-26", + "equity": 11257.4, + "return_pct": 12.57 + }, + { + "date": "2023-06-27", + "equity": 11380.82, + "return_pct": 13.81 + }, + { + "date": "2023-06-28", + "equity": 11386.56, + "return_pct": 13.87 + }, + { + "date": "2023-06-29", + "equity": 11431.44, + "return_pct": 14.31 + }, + { + "date": "2023-06-30", + "equity": 11566.34, + "return_pct": 15.66 + }, + { + "date": "2023-07-03", + "equity": 11579.65, + "return_pct": 15.8 + }, + { + "date": "2023-07-05", + "equity": 11562.43, + "return_pct": 15.62 + }, + { + "date": "2023-07-06", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-07", + "equity": 11442.92, + "return_pct": 14.43 + }, + { + "date": "2023-07-10", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-11", + "equity": 11544.94, + "return_pct": 15.45 + }, + { + "date": "2023-07-12", + "equity": 11637.83, + "return_pct": 16.38 + }, + { + "date": "2023-07-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-07-14", + "equity": 11722.9, + "return_pct": 17.23 + }, + { + "date": "2023-07-17", + "equity": 11763.6, + "return_pct": 17.64 + }, + { + "date": "2023-07-18", + "equity": 11851.01, + "return_pct": 18.51 + }, + { + "date": "2023-07-19", + "equity": 11877.36, + "return_pct": 18.77 + }, + { + "date": "2023-07-20", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-21", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-24", + "equity": 11851.27, + "return_pct": 18.51 + }, + { + "date": "2023-07-25", + "equity": 11883.63, + "return_pct": 18.84 + }, + { + "date": "2023-07-26", + "equity": 11885.45, + "return_pct": 18.85 + }, + { + "date": "2023-07-27", + "equity": 11806.65, + "return_pct": 18.07 + }, + { + "date": "2023-07-28", + "equity": 11922.24, + "return_pct": 19.22 + }, + { + "date": "2023-07-31", + "equity": 11944.94, + "return_pct": 19.45 + }, + { + "date": "2023-08-01", + "equity": 11910.76, + "return_pct": 19.11 + }, + { + "date": "2023-08-02", + "equity": 11745.08, + "return_pct": 17.45 + }, + { + "date": "2023-08-03", + "equity": 11711.42, + "return_pct": 17.11 + }, + { + "date": "2023-08-04", + "equity": 11658.45, + "return_pct": 16.58 + }, + { + "date": "2023-08-07", + "equity": 11760.21, + "return_pct": 17.6 + }, + { + "date": "2023-08-08", + "equity": 11709.07, + "return_pct": 17.09 + }, + { + "date": "2023-08-09", + "equity": 11630.79, + "return_pct": 16.31 + }, + { + "date": "2023-08-10", + "equity": 11634.96, + "return_pct": 16.35 + }, + { + "date": "2023-08-11", + "equity": 11628.18, + "return_pct": 16.28 + }, + { + "date": "2023-08-14", + "equity": 11692.37, + "return_pct": 16.92 + }, + { + "date": "2023-08-15", + "equity": 11556.16, + "return_pct": 15.56 + }, + { + "date": "2023-08-16", + "equity": 11471.36, + "return_pct": 14.71 + }, + { + "date": "2023-08-17", + "equity": 11383.95, + "return_pct": 13.84 + }, + { + "date": "2023-08-18", + "equity": 11389.43, + "return_pct": 13.89 + }, + { + "date": "2023-08-21", + "equity": 11463.54, + "return_pct": 14.64 + }, + { + "date": "2023-08-22", + "equity": 11432.49, + "return_pct": 14.32 + }, + { + "date": "2023-08-23", + "equity": 11559.82, + "return_pct": 15.6 + }, + { + "date": "2023-08-24", + "equity": 11399.61, + "return_pct": 14.0 + }, + { + "date": "2023-08-25", + "equity": 11479.97, + "return_pct": 14.8 + }, + { + "date": "2023-08-28", + "equity": 11552.77, + "return_pct": 15.53 + }, + { + "date": "2023-08-29", + "equity": 11719.77, + "return_pct": 17.2 + }, + { + "date": "2023-08-30", + "equity": 11768.04, + "return_pct": 17.68 + }, + { + "date": "2023-08-31", + "equity": 11750.82, + "return_pct": 17.51 + }, + { + "date": "2023-09-01", + "equity": 11772.73, + "return_pct": 17.73 + }, + { + "date": "2023-09-05", + "equity": 11721.85, + "return_pct": 17.22 + }, + { + "date": "2023-09-06", + "equity": 11643.05, + "return_pct": 16.43 + }, + { + "date": "2023-09-07", + "equity": 11607.31, + "return_pct": 16.07 + }, + { + "date": "2023-09-08", + "equity": 11624.79, + "return_pct": 16.25 + }, + { + "date": "2023-09-11", + "equity": 11701.24, + "return_pct": 17.01 + }, + { + "date": "2023-09-12", + "equity": 11637.05, + "return_pct": 16.37 + }, + { + "date": "2023-09-13", + "equity": 11650.62, + "return_pct": 16.51 + }, + { + "date": "2023-09-14", + "equity": 11751.08, + "return_pct": 17.51 + }, + { + "date": "2023-09-15", + "equity": 11568.69, + "return_pct": 15.69 + }, + { + "date": "2023-09-18", + "equity": 11575.47, + "return_pct": 15.75 + }, + { + "date": "2023-09-19", + "equity": 11551.47, + "return_pct": 15.51 + }, + { + "date": "2023-09-20", + "equity": 11445.27, + "return_pct": 14.45 + }, + { + "date": "2023-09-21", + "equity": 11256.1, + "return_pct": 12.56 + }, + { + "date": "2023-09-22", + "equity": 11230.79, + "return_pct": 12.31 + }, + { + "date": "2023-09-25", + "equity": 11278.02, + "return_pct": 12.78 + }, + { + "date": "2023-09-26", + "equity": 11112.33, + "return_pct": 11.12 + }, + { + "date": "2023-09-27", + "equity": 11116.76, + "return_pct": 11.17 + }, + { + "date": "2023-09-28", + "equity": 11181.21, + "return_pct": 11.81 + }, + { + "date": "2023-09-29", + "equity": 11154.08, + "return_pct": 11.54 + }, + { + "date": "2023-10-02", + "equity": 11149.64, + "return_pct": 11.5 + }, + { + "date": "2023-10-03", + "equity": 11000.39, + "return_pct": 10.0 + }, + { + "date": "2023-10-04", + "equity": 11080.5, + "return_pct": 10.8 + }, + { + "date": "2023-10-05", + "equity": 11076.32, + "return_pct": 10.76 + }, + { + "date": "2023-10-06", + "equity": 11207.83, + "return_pct": 12.08 + }, + { + "date": "2023-10-09", + "equity": 11279.58, + "return_pct": 12.8 + }, + { + "date": "2023-10-10", + "equity": 11338.29, + "return_pct": 13.38 + }, + { + "date": "2023-10-11", + "equity": 11384.74, + "return_pct": 13.85 + }, + { + "date": "2023-10-12", + "equity": 11315.33, + "return_pct": 13.15 + }, + { + "date": "2023-10-13", + "equity": 11258.97, + "return_pct": 12.59 + }, + { + "date": "2023-10-16", + "equity": 11377.43, + "return_pct": 13.77 + }, + { + "date": "2023-10-17", + "equity": 11376.91, + "return_pct": 13.77 + }, + { + "date": "2023-10-18", + "equity": 11225.31, + "return_pct": 12.25 + }, + { + "date": "2023-10-19", + "equity": 11126.68, + "return_pct": 11.27 + }, + { + "date": "2023-10-20", + "equity": 10989.95, + "return_pct": 9.9 + }, + { + "date": "2023-10-23", + "equity": 10970.91, + "return_pct": 9.71 + }, + { + "date": "2023-10-24", + "equity": 11053.62, + "return_pct": 10.54 + }, + { + "date": "2023-10-25", + "equity": 10894.98, + "return_pct": 8.95 + }, + { + "date": "2023-10-26", + "equity": 10764.51, + "return_pct": 7.65 + }, + { + "date": "2023-10-27", + "equity": 10715.72, + "return_pct": 7.16 + }, + { + "date": "2023-10-30", + "equity": 10843.84, + "return_pct": 8.44 + }, + { + "date": "2023-10-31", + "equity": 10911.94, + "return_pct": 9.12 + }, + { + "date": "2023-11-01", + "equity": 11028.31, + "return_pct": 10.28 + }, + { + "date": "2023-11-02", + "equity": 11239.66, + "return_pct": 12.4 + }, + { + "date": "2023-11-03", + "equity": 11342.2, + "return_pct": 13.42 + }, + { + "date": "2023-11-06", + "equity": 11368.3, + "return_pct": 13.68 + }, + { + "date": "2023-11-07", + "equity": 11400.65, + "return_pct": 14.01 + }, + { + "date": "2023-11-08", + "equity": 11409.0, + "return_pct": 14.09 + }, + { + "date": "2023-11-09", + "equity": 11320.03, + "return_pct": 13.2 + }, + { + "date": "2023-11-10", + "equity": 11496.67, + "return_pct": 14.97 + }, + { + "date": "2023-11-13", + "equity": 11485.71, + "return_pct": 14.86 + }, + { + "date": "2023-11-14", + "equity": 11708.55, + "return_pct": 17.09 + }, + { + "date": "2023-11-15", + "equity": 11733.33, + "return_pct": 17.33 + }, + { + "date": "2023-11-16", + "equity": 11747.68, + "return_pct": 17.48 + }, + { + "date": "2023-11-17", + "equity": 11762.3, + "return_pct": 17.62 + }, + { + "date": "2023-11-20", + "equity": 11852.84, + "return_pct": 18.53 + }, + { + "date": "2023-11-21", + "equity": 11827.01, + "return_pct": 18.27 + }, + { + "date": "2023-11-22", + "equity": 11872.67, + "return_pct": 18.73 + }, + { + "date": "2023-11-24", + "equity": 11879.97, + "return_pct": 18.8 + }, + { + "date": "2023-11-27", + "equity": 11858.58, + "return_pct": 18.59 + }, + { + "date": "2023-11-28", + "equity": 11870.32, + "return_pct": 18.7 + }, + { + "date": "2023-11-29", + "equity": 11861.97, + "return_pct": 18.62 + }, + { + "date": "2023-11-30", + "equity": 11908.68, + "return_pct": 19.09 + }, + { + "date": "2023-12-01", + "equity": 11979.13, + "return_pct": 19.79 + }, + { + "date": "2023-12-04", + "equity": 11916.24, + "return_pct": 19.16 + }, + { + "date": "2023-12-05", + "equity": 11913.89, + "return_pct": 19.14 + }, + { + "date": "2023-12-06", + "equity": 11865.88, + "return_pct": 18.66 + }, + { + "date": "2023-12-07", + "equity": 11956.43, + "return_pct": 19.56 + }, + { + "date": "2023-12-08", + "equity": 12007.83, + "return_pct": 20.08 + }, + { + "date": "2023-12-11", + "equity": 12054.53, + "return_pct": 20.55 + }, + { + "date": "2023-12-12", + "equity": 12109.59, + "return_pct": 21.1 + }, + { + "date": "2023-12-13", + "equity": 12276.58, + "return_pct": 22.77 + }, + { + "date": "2023-12-14", + "equity": 12315.98, + "return_pct": 23.16 + }, + { + "date": "2023-12-15", + "equity": 12246.05, + "return_pct": 22.46 + }, + { + "date": "2023-12-18", + "equity": 12314.94, + "return_pct": 23.15 + }, + { + "date": "2023-12-19", + "equity": 12389.82, + "return_pct": 23.9 + }, + { + "date": "2023-12-20", + "equity": 12218.13, + "return_pct": 22.18 + }, + { + "date": "2023-12-21", + "equity": 12333.99, + "return_pct": 23.34 + }, + { + "date": "2023-12-22", + "equity": 12358.77, + "return_pct": 23.59 + }, + { + "date": "2023-12-26", + "equity": 12410.96, + "return_pct": 24.11 + }, + { + "date": "2023-12-27", + "equity": 12433.4, + "return_pct": 24.33 + }, + { + "date": "2023-12-28", + "equity": 12438.1, + "return_pct": 24.38 + }, + { + "date": "2023-12-29", + "equity": 12402.09, + "return_pct": 24.02 + }, + { + "date": "2024-01-02", + "equity": 12332.68, + "return_pct": 23.33 + }, + { + "date": "2024-01-03", + "equity": 12231.96, + "return_pct": 22.32 + }, + { + "date": "2024-01-04", + "equity": 12192.56, + "return_pct": 21.93 + }, + { + "date": "2024-01-05", + "equity": 12209.26, + "return_pct": 22.09 + }, + { + "date": "2024-01-08", + "equity": 12383.56, + "return_pct": 23.84 + }, + { + "date": "2024-01-09", + "equity": 12364.77, + "return_pct": 23.65 + }, + { + "date": "2024-01-10", + "equity": 12434.7, + "return_pct": 24.35 + }, + { + "date": "2024-01-11", + "equity": 12429.22, + "return_pct": 24.29 + }, + { + "date": "2024-01-12", + "equity": 12437.83, + "return_pct": 24.38 + }, + { + "date": "2024-01-16", + "equity": 12392.17, + "return_pct": 23.92 + }, + { + "date": "2024-01-17", + "equity": 12323.29, + "return_pct": 23.23 + }, + { + "date": "2024-01-18", + "equity": 12432.88, + "return_pct": 24.33 + }, + { + "date": "2024-01-19", + "equity": 12587.87, + "return_pct": 25.88 + }, + { + "date": "2024-01-22", + "equity": 12614.48, + "return_pct": 26.14 + }, + { + "date": "2024-01-23", + "equity": 12651.27, + "return_pct": 26.51 + }, + { + "date": "2024-01-24", + "equity": 12665.1, + "return_pct": 26.65 + }, + { + "date": "2024-01-25", + "equity": 12733.99, + "return_pct": 27.34 + }, + { + "date": "2024-01-26", + "equity": 12717.81, + "return_pct": 27.18 + }, + { + "date": "2024-01-29", + "equity": 12818.53, + "return_pct": 28.19 + }, + { + "date": "2024-01-30", + "equity": 12808.61, + "return_pct": 28.09 + }, + { + "date": "2024-01-31", + "equity": 12599.61, + "return_pct": 26.0 + }, + { + "date": "2024-02-01", + "equity": 12764.51, + "return_pct": 27.65 + }, + { + "date": "2024-02-02", + "equity": 12898.89, + "return_pct": 28.99 + }, + { + "date": "2024-02-05", + "equity": 12851.92, + "return_pct": 28.52 + }, + { + "date": "2024-02-06", + "equity": 12889.24, + "return_pct": 28.89 + }, + { + "date": "2024-02-07", + "equity": 12996.74, + "return_pct": 29.97 + }, + { + "date": "2024-02-08", + "equity": 13002.48, + "return_pct": 30.02 + }, + { + "date": "2024-02-09", + "equity": 13077.63, + "return_pct": 30.78 + }, + { + "date": "2024-02-12", + "equity": 13071.89, + "return_pct": 30.72 + }, + { + "date": "2024-02-13", + "equity": 12891.85, + "return_pct": 28.92 + }, + { + "date": "2024-02-14", + "equity": 13009.0, + "return_pct": 30.09 + }, + { + "date": "2024-02-15", + "equity": 13098.76, + "return_pct": 30.99 + }, + { + "date": "2024-02-16", + "equity": 13033.53, + "return_pct": 30.34 + }, + { + "date": "2024-02-20", + "equity": 12961.77, + "return_pct": 29.62 + }, + { + "date": "2024-02-21", + "equity": 12973.52, + "return_pct": 29.74 + }, + { + "date": "2024-02-22", + "equity": 13242.01, + "return_pct": 32.42 + }, + { + "date": "2024-02-23", + "equity": 13251.14, + "return_pct": 32.51 + }, + { + "date": "2024-02-26", + "equity": 13202.61, + "return_pct": 32.03 + }, + { + "date": "2024-02-27", + "equity": 13227.14, + "return_pct": 32.27 + }, + { + "date": "2024-02-28", + "equity": 13209.65, + "return_pct": 32.1 + }, + { + "date": "2024-02-29", + "equity": 13257.14, + "return_pct": 32.57 + }, + { + "date": "2024-03-01", + "equity": 13381.6, + "return_pct": 33.82 + }, + { + "date": "2024-03-04", + "equity": 13367.25, + "return_pct": 33.67 + }, + { + "date": "2024-03-05", + "equity": 13233.66, + "return_pct": 32.34 + }, + { + "date": "2024-03-06", + "equity": 13300.72, + "return_pct": 33.01 + }, + { + "date": "2024-03-07", + "equity": 13432.75, + "return_pct": 34.33 + }, + { + "date": "2024-03-08", + "equity": 13352.12, + "return_pct": 33.52 + }, + { + "date": "2024-03-11", + "equity": 13340.64, + "return_pct": 33.41 + }, + { + "date": "2024-03-12", + "equity": 13484.15, + "return_pct": 34.84 + }, + { + "date": "2024-03-13", + "equity": 13463.01, + "return_pct": 34.63 + }, + { + "date": "2024-03-14", + "equity": 13436.4, + "return_pct": 34.36 + }, + { + "date": "2024-03-15", + "equity": 13302.8, + "return_pct": 33.03 + }, + { + "date": "2024-03-18", + "equity": 13381.87, + "return_pct": 33.82 + }, + { + "date": "2024-03-19", + "equity": 13456.23, + "return_pct": 34.56 + }, + { + "date": "2024-03-20", + "equity": 13580.69, + "return_pct": 35.81 + }, + { + "date": "2024-03-21", + "equity": 13625.57, + "return_pct": 36.26 + }, + { + "date": "2024-03-22", + "equity": 13599.74, + "return_pct": 36.0 + }, + { + "date": "2024-03-25", + "equity": 13562.17, + "return_pct": 35.62 + }, + { + "date": "2024-03-26", + "equity": 13537.12, + "return_pct": 35.37 + }, + { + "date": "2024-03-27", + "equity": 13650.88, + "return_pct": 36.51 + }, + { + "date": "2024-03-28", + "equity": 13648.27, + "return_pct": 36.48 + }, + { + "date": "2024-04-01", + "equity": 13624.53, + "return_pct": 36.25 + }, + { + "date": "2024-04-02", + "equity": 13537.9, + "return_pct": 35.38 + }, + { + "date": "2024-04-03", + "equity": 13552.77, + "return_pct": 35.53 + }, + { + "date": "2024-04-04", + "equity": 13387.35, + "return_pct": 33.87 + }, + { + "date": "2024-04-05", + "equity": 13527.2, + "return_pct": 35.27 + }, + { + "date": "2024-04-08", + "equity": 13534.77, + "return_pct": 35.35 + }, + { + "date": "2024-04-09", + "equity": 13550.42, + "return_pct": 35.5 + }, + { + "date": "2024-04-10", + "equity": 13414.74, + "return_pct": 34.15 + }, + { + "date": "2024-04-11", + "equity": 13515.98, + "return_pct": 35.16 + }, + { + "date": "2024-04-12", + "equity": 13329.42, + "return_pct": 33.29 + }, + { + "date": "2024-04-15", + "equity": 13162.43, + "return_pct": 31.62 + }, + { + "date": "2024-04-16", + "equity": 13138.42, + "return_pct": 31.38 + }, + { + "date": "2024-04-17", + "equity": 13060.67, + "return_pct": 30.61 + }, + { + "date": "2024-04-18", + "equity": 13033.79, + "return_pct": 30.34 + }, + { + "date": "2024-04-19", + "equity": 12920.03, + "return_pct": 29.2 + }, + { + "date": "2024-04-22", + "equity": 13039.01, + "return_pct": 30.39 + }, + { + "date": "2024-04-23", + "equity": 13193.74, + "return_pct": 31.94 + }, + { + "date": "2024-04-24", + "equity": 13187.48, + "return_pct": 31.87 + }, + { + "date": "2024-04-25", + "equity": 13137.38, + "return_pct": 31.37 + }, + { + "date": "2024-04-26", + "equity": 13261.84, + "return_pct": 32.62 + }, + { + "date": "2024-04-29", + "equity": 13308.81, + "return_pct": 33.09 + }, + { + "date": "2024-04-30", + "equity": 13097.98, + "return_pct": 30.98 + }, + { + "date": "2024-05-01", + "equity": 13055.45, + "return_pct": 30.55 + }, + { + "date": "2024-05-02", + "equity": 13177.56, + "return_pct": 31.78 + }, + { + "date": "2024-05-03", + "equity": 13340.9, + "return_pct": 33.41 + }, + { + "date": "2024-05-06", + "equity": 13478.67, + "return_pct": 34.79 + }, + { + "date": "2024-05-07", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-05-08", + "equity": 13494.85, + "return_pct": 34.95 + }, + { + "date": "2024-05-09", + "equity": 13572.6, + "return_pct": 35.73 + }, + { + "date": "2024-05-10", + "equity": 13590.08, + "return_pct": 35.9 + }, + { + "date": "2024-05-13", + "equity": 13591.91, + "return_pct": 35.92 + }, + { + "date": "2024-05-14", + "equity": 13654.27, + "return_pct": 36.54 + }, + { + "date": "2024-05-15", + "equity": 13823.35, + "return_pct": 38.23 + }, + { + "date": "2024-05-16", + "equity": 13794.91, + "return_pct": 37.95 + }, + { + "date": "2024-05-17", + "equity": 13814.74, + "return_pct": 38.15 + }, + { + "date": "2024-05-20", + "equity": 13830.66, + "return_pct": 38.31 + }, + { + "date": "2024-05-21", + "equity": 13864.58, + "return_pct": 38.65 + }, + { + "date": "2024-05-22", + "equity": 13824.66, + "return_pct": 38.25 + }, + { + "date": "2024-05-23", + "equity": 13723.68, + "return_pct": 37.24 + }, + { + "date": "2024-05-24", + "equity": 13814.48, + "return_pct": 38.14 + }, + { + "date": "2024-05-28", + "equity": 13824.14, + "return_pct": 38.24 + }, + { + "date": "2024-05-29", + "equity": 13727.33, + "return_pct": 37.27 + }, + { + "date": "2024-05-30", + "equity": 13636.27, + "return_pct": 36.36 + }, + { + "date": "2024-05-31", + "equity": 13760.47, + "return_pct": 37.6 + }, + { + "date": "2024-06-03", + "equity": 13771.69, + "return_pct": 37.72 + }, + { + "date": "2024-06-04", + "equity": 13787.08, + "return_pct": 37.87 + }, + { + "date": "2024-06-05", + "equity": 13950.95, + "return_pct": 39.51 + }, + { + "date": "2024-06-06", + "equity": 13950.68, + "return_pct": 39.51 + }, + { + "date": "2024-06-07", + "equity": 13933.72, + "return_pct": 39.34 + }, + { + "date": "2024-06-10", + "equity": 13976.78, + "return_pct": 39.77 + }, + { + "date": "2024-06-11", + "equity": 14010.44, + "return_pct": 40.1 + }, + { + "date": "2024-06-12", + "equity": 14125.51, + "return_pct": 41.26 + }, + { + "date": "2024-06-13", + "equity": 14153.95, + "return_pct": 41.54 + }, + { + "date": "2024-06-14", + "equity": 14162.56, + "return_pct": 41.63 + }, + { + "date": "2024-06-17", + "equity": 14275.28, + "return_pct": 42.75 + }, + { + "date": "2024-06-18", + "equity": 14311.55, + "return_pct": 43.12 + }, + { + "date": "2024-06-20", + "equity": 14272.67, + "return_pct": 42.73 + }, + { + "date": "2024-06-21", + "equity": 14207.7, + "return_pct": 42.08 + }, + { + "date": "2024-06-24", + "equity": 14161.51, + "return_pct": 41.62 + }, + { + "date": "2024-06-25", + "equity": 14216.05, + "return_pct": 42.16 + }, + { + "date": "2024-06-26", + "equity": 14233.79, + "return_pct": 42.34 + }, + { + "date": "2024-06-27", + "equity": 14256.23, + "return_pct": 42.56 + }, + { + "date": "2024-06-28", + "equity": 14200.13, + "return_pct": 42.0 + }, + { + "date": "2024-07-01", + "equity": 14229.35, + "return_pct": 42.29 + }, + { + "date": "2024-07-02", + "equity": 14325.11, + "return_pct": 43.25 + }, + { + "date": "2024-07-03", + "equity": 14389.04, + "return_pct": 43.89 + }, + { + "date": "2024-07-05", + "equity": 14472.02, + "return_pct": 44.72 + }, + { + "date": "2024-07-08", + "equity": 14488.71, + "return_pct": 44.89 + }, + { + "date": "2024-07-09", + "equity": 14502.8, + "return_pct": 45.03 + }, + { + "date": "2024-07-10", + "equity": 14646.31, + "return_pct": 46.46 + }, + { + "date": "2024-07-11", + "equity": 14520.03, + "return_pct": 45.2 + }, + { + "date": "2024-07-12", + "equity": 14611.61, + "return_pct": 46.12 + }, + { + "date": "2024-07-15", + "equity": 14651.79, + "return_pct": 46.52 + }, + { + "date": "2024-07-16", + "equity": 14738.68, + "return_pct": 47.39 + }, + { + "date": "2024-07-17", + "equity": 14532.03, + "return_pct": 45.32 + }, + { + "date": "2024-07-18", + "equity": 14420.35, + "return_pct": 44.2 + }, + { + "date": "2024-07-19", + "equity": 14324.59, + "return_pct": 43.25 + }, + { + "date": "2024-07-22", + "equity": 14472.28, + "return_pct": 44.72 + }, + { + "date": "2024-07-23", + "equity": 14449.58, + "return_pct": 44.5 + }, + { + "date": "2024-07-24", + "equity": 14122.11, + "return_pct": 41.22 + }, + { + "date": "2024-07-25", + "equity": 14048.53, + "return_pct": 40.49 + }, + { + "date": "2024-07-26", + "equity": 14205.87, + "return_pct": 42.06 + }, + { + "date": "2024-07-29", + "equity": 14214.22, + "return_pct": 42.14 + }, + { + "date": "2024-07-30", + "equity": 14142.2, + "return_pct": 41.42 + }, + { + "date": "2024-07-31", + "equity": 14372.08, + "return_pct": 43.72 + }, + { + "date": "2024-08-01", + "equity": 14168.56, + "return_pct": 41.69 + }, + { + "date": "2024-08-02", + "equity": 13904.76, + "return_pct": 39.05 + }, + { + "date": "2024-08-05", + "equity": 13499.8, + "return_pct": 35.0 + }, + { + "date": "2024-08-06", + "equity": 13624.27, + "return_pct": 36.24 + }, + { + "date": "2024-08-07", + "equity": 13533.2, + "return_pct": 35.33 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 13986.68, + "total_return_pct": 39.9, + "cagr_pct": 35.7, + "max_drawdown_pct": 23.3, + "sharpe": 1.38, + "trades": 83, + "win_rate": 31.3, + "avg_trade_pnl": 48.03, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 2761.82, + "worst_trade_pnl": -392.73, + "avg_hold_days": 16.3, + "exit_reasons": { + "stop": 55, + "time": 28 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 5.1 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9905.43, + "return_pct": -0.95 + }, + { + "date": "2023-07-07", + "equity": 9971.03, + "return_pct": -0.29 + }, + { + "date": "2023-07-10", + "equity": 10293.65, + "return_pct": 2.94 + }, + { + "date": "2023-07-11", + "equity": 10421.8, + "return_pct": 4.22 + }, + { + "date": "2023-07-12", + "equity": 10399.33, + "return_pct": 3.99 + }, + { + "date": "2023-07-13", + "equity": 10644.47, + "return_pct": 6.44 + }, + { + "date": "2023-07-14", + "equity": 10527.13, + "return_pct": 5.27 + }, + { + "date": "2023-07-17", + "equity": 10488.78, + "return_pct": 4.89 + }, + { + "date": "2023-07-18", + "equity": 10595.45, + "return_pct": 5.95 + }, + { + "date": "2023-07-19", + "equity": 10555.32, + "return_pct": 5.55 + }, + { + "date": "2023-07-20", + "equity": 10502.33, + "return_pct": 5.02 + }, + { + "date": "2023-07-21", + "equity": 10471.9, + "return_pct": 4.72 + }, + { + "date": "2023-07-24", + "equity": 10475.88, + "return_pct": 4.76 + }, + { + "date": "2023-07-25", + "equity": 10503.54, + "return_pct": 5.04 + }, + { + "date": "2023-07-26", + "equity": 10681.47, + "return_pct": 6.81 + }, + { + "date": "2023-07-27", + "equity": 10591.85, + "return_pct": 5.92 + }, + { + "date": "2023-07-28", + "equity": 10773.23, + "return_pct": 7.73 + }, + { + "date": "2023-07-31", + "equity": 10855.71, + "return_pct": 8.56 + }, + { + "date": "2023-08-01", + "equity": 10496.52, + "return_pct": 4.97 + }, + { + "date": "2023-08-02", + "equity": 10301.5, + "return_pct": 3.02 + }, + { + "date": "2023-08-03", + "equity": 10029.12, + "return_pct": 0.29 + }, + { + "date": "2023-08-04", + "equity": 9832.31, + "return_pct": -1.68 + }, + { + "date": "2023-08-07", + "equity": 9915.51, + "return_pct": -0.84 + }, + { + "date": "2023-08-08", + "equity": 9964.23, + "return_pct": -0.36 + }, + { + "date": "2023-08-09", + "equity": 9866.69, + "return_pct": -1.33 + }, + { + "date": "2023-08-10", + "equity": 9878.47, + "return_pct": -1.22 + }, + { + "date": "2023-08-11", + "equity": 9814.28, + "return_pct": -1.86 + }, + { + "date": "2023-08-14", + "equity": 9770.49, + "return_pct": -2.3 + }, + { + "date": "2023-08-15", + "equity": 9618.55, + "return_pct": -3.81 + }, + { + "date": "2023-08-16", + "equity": 9545.43, + "return_pct": -4.55 + }, + { + "date": "2023-08-17", + "equity": 9544.1, + "return_pct": -4.56 + }, + { + "date": "2023-08-18", + "equity": 9544.1, + "return_pct": -4.56 + }, + { + "date": "2023-08-21", + "equity": 9544.1, + "return_pct": -4.56 + }, + { + "date": "2023-08-22", + "equity": 9544.1, + "return_pct": -4.56 + }, + { + "date": "2023-08-23", + "equity": 9540.29, + "return_pct": -4.6 + }, + { + "date": "2023-08-24", + "equity": 9414.51, + "return_pct": -5.85 + }, + { + "date": "2023-08-25", + "equity": 9437.56, + "return_pct": -5.62 + }, + { + "date": "2023-08-28", + "equity": 9459.29, + "return_pct": -5.41 + }, + { + "date": "2023-08-29", + "equity": 9501.5, + "return_pct": -4.99 + }, + { + "date": "2023-08-30", + "equity": 9554.46, + "return_pct": -4.46 + }, + { + "date": "2023-08-31", + "equity": 9578.69, + "return_pct": -4.21 + }, + { + "date": "2023-09-01", + "equity": 9658.22, + "return_pct": -3.42 + }, + { + "date": "2023-09-05", + "equity": 9585.92, + "return_pct": -4.14 + }, + { + "date": "2023-09-06", + "equity": 9612.77, + "return_pct": -3.87 + }, + { + "date": "2023-09-07", + "equity": 9569.08, + "return_pct": -4.31 + }, + { + "date": "2023-09-08", + "equity": 9564.75, + "return_pct": -4.35 + }, + { + "date": "2023-09-11", + "equity": 9641.02, + "return_pct": -3.59 + }, + { + "date": "2023-09-12", + "equity": 9466.74, + "return_pct": -5.33 + }, + { + "date": "2023-09-13", + "equity": 9394.37, + "return_pct": -6.06 + }, + { + "date": "2023-09-14", + "equity": 9417.66, + "return_pct": -5.82 + }, + { + "date": "2023-09-15", + "equity": 9184.93, + "return_pct": -8.15 + }, + { + "date": "2023-09-18", + "equity": 9168.15, + "return_pct": -8.32 + }, + { + "date": "2023-09-19", + "equity": 9046.52, + "return_pct": -9.53 + }, + { + "date": "2023-09-20", + "equity": 8992.72, + "return_pct": -10.07 + }, + { + "date": "2023-09-21", + "equity": 8891.02, + "return_pct": -11.09 + }, + { + "date": "2023-09-22", + "equity": 8884.26, + "return_pct": -11.16 + }, + { + "date": "2023-09-25", + "equity": 8863.48, + "return_pct": -11.37 + }, + { + "date": "2023-09-26", + "equity": 8836.9, + "return_pct": -11.63 + }, + { + "date": "2023-09-27", + "equity": 8836.9, + "return_pct": -11.63 + }, + { + "date": "2023-09-28", + "equity": 8831.1, + "return_pct": -11.69 + }, + { + "date": "2023-09-29", + "equity": 8866.95, + "return_pct": -11.33 + }, + { + "date": "2023-10-02", + "equity": 8939.22, + "return_pct": -10.61 + }, + { + "date": "2023-10-03", + "equity": 8754.09, + "return_pct": -12.46 + }, + { + "date": "2023-10-04", + "equity": 8891.15, + "return_pct": -11.09 + }, + { + "date": "2023-10-05", + "equity": 8927.96, + "return_pct": -10.72 + }, + { + "date": "2023-10-06", + "equity": 9080.3, + "return_pct": -9.2 + }, + { + "date": "2023-10-09", + "equity": 9182.57, + "return_pct": -8.17 + }, + { + "date": "2023-10-10", + "equity": 9314.71, + "return_pct": -6.85 + }, + { + "date": "2023-10-11", + "equity": 9365.23, + "return_pct": -6.35 + }, + { + "date": "2023-10-12", + "equity": 9202.48, + "return_pct": -7.98 + }, + { + "date": "2023-10-13", + "equity": 8952.65, + "return_pct": -10.47 + }, + { + "date": "2023-10-16", + "equity": 9000.98, + "return_pct": -9.99 + }, + { + "date": "2023-10-17", + "equity": 9138.45, + "return_pct": -8.62 + }, + { + "date": "2023-10-18", + "equity": 8933.83, + "return_pct": -10.66 + }, + { + "date": "2023-10-19", + "equity": 8777.54, + "return_pct": -12.22 + }, + { + "date": "2023-10-20", + "equity": 8566.97, + "return_pct": -14.33 + }, + { + "date": "2023-10-23", + "equity": 8617.97, + "return_pct": -13.82 + }, + { + "date": "2023-10-24", + "equity": 8670.86, + "return_pct": -13.29 + }, + { + "date": "2023-10-25", + "equity": 8505.61, + "return_pct": -14.94 + }, + { + "date": "2023-10-26", + "equity": 8396.3, + "return_pct": -16.04 + }, + { + "date": "2023-10-27", + "equity": 8322.68, + "return_pct": -16.77 + }, + { + "date": "2023-10-30", + "equity": 8397.21, + "return_pct": -16.03 + }, + { + "date": "2023-10-31", + "equity": 8399.04, + "return_pct": -16.01 + }, + { + "date": "2023-11-01", + "equity": 8415.97, + "return_pct": -15.84 + }, + { + "date": "2023-11-02", + "equity": 8567.4, + "return_pct": -14.33 + }, + { + "date": "2023-11-03", + "equity": 8785.76, + "return_pct": -12.14 + }, + { + "date": "2023-11-06", + "equity": 8779.29, + "return_pct": -12.21 + }, + { + "date": "2023-11-07", + "equity": 8826.6, + "return_pct": -11.73 + }, + { + "date": "2023-11-08", + "equity": 8798.35, + "return_pct": -12.02 + }, + { + "date": "2023-11-09", + "equity": 8777.35, + "return_pct": -12.23 + }, + { + "date": "2023-11-10", + "equity": 9047.28, + "return_pct": -9.53 + }, + { + "date": "2023-11-13", + "equity": 8988.03, + "return_pct": -10.12 + }, + { + "date": "2023-11-14", + "equity": 9193.58, + "return_pct": -8.06 + }, + { + "date": "2023-11-15", + "equity": 9214.8, + "return_pct": -7.85 + }, + { + "date": "2023-11-16", + "equity": 9222.05, + "return_pct": -7.78 + }, + { + "date": "2023-11-17", + "equity": 9299.59, + "return_pct": -7.0 + }, + { + "date": "2023-11-20", + "equity": 9468.27, + "return_pct": -5.32 + }, + { + "date": "2023-11-21", + "equity": 9294.87, + "return_pct": -7.05 + }, + { + "date": "2023-11-22", + "equity": 9389.33, + "return_pct": -6.11 + }, + { + "date": "2023-11-24", + "equity": 9397.54, + "return_pct": -6.02 + }, + { + "date": "2023-11-27", + "equity": 9340.46, + "return_pct": -6.6 + }, + { + "date": "2023-11-28", + "equity": 9320.18, + "return_pct": -6.8 + }, + { + "date": "2023-11-29", + "equity": 9294.35, + "return_pct": -7.06 + }, + { + "date": "2023-11-30", + "equity": 9224.63, + "return_pct": -7.75 + }, + { + "date": "2023-12-01", + "equity": 9338.15, + "return_pct": -6.62 + }, + { + "date": "2023-12-04", + "equity": 9302.49, + "return_pct": -6.98 + }, + { + "date": "2023-12-05", + "equity": 9364.36, + "return_pct": -6.36 + }, + { + "date": "2023-12-06", + "equity": 9240.27, + "return_pct": -7.6 + }, + { + "date": "2023-12-07", + "equity": 9469.58, + "return_pct": -5.3 + }, + { + "date": "2023-12-08", + "equity": 9731.99, + "return_pct": -2.68 + }, + { + "date": "2023-12-11", + "equity": 9718.61, + "return_pct": -2.81 + }, + { + "date": "2023-12-12", + "equity": 9781.64, + "return_pct": -2.18 + }, + { + "date": "2023-12-13", + "equity": 10159.8, + "return_pct": 1.6 + }, + { + "date": "2023-12-14", + "equity": 10476.57, + "return_pct": 4.77 + }, + { + "date": "2023-12-15", + "equity": 10356.47, + "return_pct": 3.56 + }, + { + "date": "2023-12-18", + "equity": 10590.44, + "return_pct": 5.9 + }, + { + "date": "2023-12-19", + "equity": 10740.48, + "return_pct": 7.4 + }, + { + "date": "2023-12-20", + "equity": 10425.43, + "return_pct": 4.25 + }, + { + "date": "2023-12-21", + "equity": 10720.96, + "return_pct": 7.21 + }, + { + "date": "2023-12-22", + "equity": 10620.26, + "return_pct": 6.2 + }, + { + "date": "2023-12-26", + "equity": 10647.6, + "return_pct": 6.48 + }, + { + "date": "2023-12-27", + "equity": 10819.87, + "return_pct": 8.2 + }, + { + "date": "2023-12-28", + "equity": 10779.16, + "return_pct": 7.79 + }, + { + "date": "2023-12-29", + "equity": 10508.73, + "return_pct": 5.09 + }, + { + "date": "2024-01-02", + "equity": 10105.39, + "return_pct": 1.05 + }, + { + "date": "2024-01-03", + "equity": 9753.59, + "return_pct": -2.46 + }, + { + "date": "2024-01-04", + "equity": 9793.69, + "return_pct": -2.06 + }, + { + "date": "2024-01-05", + "equity": 9789.93, + "return_pct": -2.1 + }, + { + "date": "2024-01-08", + "equity": 10026.38, + "return_pct": 0.26 + }, + { + "date": "2024-01-09", + "equity": 10015.97, + "return_pct": 0.16 + }, + { + "date": "2024-01-10", + "equity": 10112.05, + "return_pct": 1.12 + }, + { + "date": "2024-01-11", + "equity": 9981.39, + "return_pct": -0.19 + }, + { + "date": "2024-01-12", + "equity": 9835.88, + "return_pct": -1.64 + }, + { + "date": "2024-01-16", + "equity": 9792.57, + "return_pct": -2.07 + }, + { + "date": "2024-01-17", + "equity": 9729.48, + "return_pct": -2.71 + }, + { + "date": "2024-01-18", + "equity": 9842.17, + "return_pct": -1.58 + }, + { + "date": "2024-01-19", + "equity": 10364.4, + "return_pct": 3.64 + }, + { + "date": "2024-01-22", + "equity": 10677.33, + "return_pct": 6.77 + }, + { + "date": "2024-01-23", + "equity": 10806.12, + "return_pct": 8.06 + }, + { + "date": "2024-01-24", + "equity": 10735.07, + "return_pct": 7.35 + }, + { + "date": "2024-01-25", + "equity": 10967.26, + "return_pct": 9.67 + }, + { + "date": "2024-01-26", + "equity": 10689.14, + "return_pct": 6.89 + }, + { + "date": "2024-01-29", + "equity": 10968.49, + "return_pct": 9.68 + }, + { + "date": "2024-01-30", + "equity": 10754.04, + "return_pct": 7.54 + }, + { + "date": "2024-01-31", + "equity": 10741.56, + "return_pct": 7.42 + }, + { + "date": "2024-02-01", + "equity": 11082.07, + "return_pct": 10.82 + }, + { + "date": "2024-02-02", + "equity": 11280.32, + "return_pct": 12.8 + }, + { + "date": "2024-02-05", + "equity": 11645.61, + "return_pct": 16.46 + }, + { + "date": "2024-02-06", + "equity": 11755.96, + "return_pct": 17.56 + }, + { + "date": "2024-02-07", + "equity": 11824.44, + "return_pct": 18.24 + }, + { + "date": "2024-02-08", + "equity": 11791.5, + "return_pct": 17.92 + }, + { + "date": "2024-02-09", + "equity": 11960.61, + "return_pct": 19.61 + }, + { + "date": "2024-02-12", + "equity": 12235.27, + "return_pct": 22.35 + }, + { + "date": "2024-02-13", + "equity": 12165.71, + "return_pct": 21.66 + }, + { + "date": "2024-02-14", + "equity": 12932.84, + "return_pct": 29.33 + }, + { + "date": "2024-02-15", + "equity": 13619.27, + "return_pct": 36.19 + }, + { + "date": "2024-02-16", + "equity": 13423.67, + "return_pct": 34.24 + }, + { + "date": "2024-02-20", + "equity": 13233.94, + "return_pct": 32.34 + }, + { + "date": "2024-02-21", + "equity": 12978.24, + "return_pct": 29.78 + }, + { + "date": "2024-02-22", + "equity": 13337.6, + "return_pct": 33.38 + }, + { + "date": "2024-02-23", + "equity": 13336.11, + "return_pct": 33.36 + }, + { + "date": "2024-02-26", + "equity": 13620.72, + "return_pct": 36.21 + }, + { + "date": "2024-02-27", + "equity": 13786.32, + "return_pct": 37.86 + }, + { + "date": "2024-02-28", + "equity": 13766.28, + "return_pct": 37.66 + }, + { + "date": "2024-02-29", + "equity": 13880.05, + "return_pct": 38.8 + }, + { + "date": "2024-03-01", + "equity": 14084.64, + "return_pct": 40.85 + }, + { + "date": "2024-03-04", + "equity": 14171.96, + "return_pct": 41.72 + }, + { + "date": "2024-03-05", + "equity": 13984.47, + "return_pct": 39.84 + }, + { + "date": "2024-03-06", + "equity": 14370.77, + "return_pct": 43.71 + }, + { + "date": "2024-03-07", + "equity": 14518.55, + "return_pct": 45.19 + }, + { + "date": "2024-03-08", + "equity": 14595.1, + "return_pct": 45.95 + }, + { + "date": "2024-03-11", + "equity": 14388.87, + "return_pct": 43.89 + }, + { + "date": "2024-03-12", + "equity": 14518.2, + "return_pct": 45.18 + }, + { + "date": "2024-03-13", + "equity": 14535.77, + "return_pct": 45.36 + }, + { + "date": "2024-03-14", + "equity": 14286.14, + "return_pct": 42.86 + }, + { + "date": "2024-03-15", + "equity": 14234.55, + "return_pct": 42.35 + }, + { + "date": "2024-03-18", + "equity": 14467.57, + "return_pct": 44.68 + }, + { + "date": "2024-03-19", + "equity": 14333.18, + "return_pct": 43.33 + }, + { + "date": "2024-03-20", + "equity": 14700.9, + "return_pct": 47.01 + }, + { + "date": "2024-03-21", + "equity": 14807.93, + "return_pct": 48.08 + }, + { + "date": "2024-03-22", + "equity": 14340.09, + "return_pct": 43.4 + }, + { + "date": "2024-03-25", + "equity": 14644.2, + "return_pct": 46.44 + }, + { + "date": "2024-03-26", + "equity": 14583.24, + "return_pct": 45.83 + }, + { + "date": "2024-03-27", + "equity": 14333.73, + "return_pct": 43.34 + }, + { + "date": "2024-03-28", + "equity": 14351.36, + "return_pct": 43.51 + }, + { + "date": "2024-04-01", + "equity": 14520.52, + "return_pct": 45.21 + }, + { + "date": "2024-04-02", + "equity": 14416.15, + "return_pct": 44.16 + }, + { + "date": "2024-04-03", + "equity": 14843.83, + "return_pct": 48.44 + }, + { + "date": "2024-04-04", + "equity": 14733.4, + "return_pct": 47.33 + }, + { + "date": "2024-04-05", + "equity": 15067.75, + "return_pct": 50.68 + }, + { + "date": "2024-04-08", + "equity": 14950.87, + "return_pct": 49.51 + }, + { + "date": "2024-04-09", + "equity": 14778.88, + "return_pct": 47.79 + }, + { + "date": "2024-04-10", + "equity": 14594.6, + "return_pct": 45.95 + }, + { + "date": "2024-04-11", + "equity": 14744.96, + "return_pct": 47.45 + }, + { + "date": "2024-04-12", + "equity": 14456.69, + "return_pct": 44.57 + }, + { + "date": "2024-04-15", + "equity": 14181.42, + "return_pct": 41.81 + }, + { + "date": "2024-04-16", + "equity": 14291.38, + "return_pct": 42.91 + }, + { + "date": "2024-04-17", + "equity": 14123.09, + "return_pct": 41.23 + }, + { + "date": "2024-04-18", + "equity": 14115.3, + "return_pct": 41.15 + }, + { + "date": "2024-04-19", + "equity": 13746.96, + "return_pct": 37.47 + }, + { + "date": "2024-04-22", + "equity": 13761.07, + "return_pct": 37.61 + }, + { + "date": "2024-04-23", + "equity": 13868.33, + "return_pct": 38.68 + }, + { + "date": "2024-04-24", + "equity": 13859.27, + "return_pct": 38.59 + }, + { + "date": "2024-04-25", + "equity": 13958.51, + "return_pct": 39.59 + }, + { + "date": "2024-04-26", + "equity": 13954.44, + "return_pct": 39.54 + }, + { + "date": "2024-04-29", + "equity": 14099.89, + "return_pct": 41.0 + }, + { + "date": "2024-04-30", + "equity": 13915.99, + "return_pct": 39.16 + }, + { + "date": "2024-05-01", + "equity": 13670.6, + "return_pct": 36.71 + }, + { + "date": "2024-05-02", + "equity": 13818.25, + "return_pct": 38.18 + }, + { + "date": "2024-05-03", + "equity": 13924.88, + "return_pct": 39.25 + }, + { + "date": "2024-05-06", + "equity": 14422.34, + "return_pct": 44.22 + }, + { + "date": "2024-05-07", + "equity": 14048.06, + "return_pct": 40.48 + }, + { + "date": "2024-05-08", + "equity": 14075.01, + "return_pct": 40.75 + }, + { + "date": "2024-05-09", + "equity": 14436.17, + "return_pct": 44.36 + }, + { + "date": "2024-05-10", + "equity": 14599.25, + "return_pct": 45.99 + }, + { + "date": "2024-05-13", + "equity": 14541.16, + "return_pct": 45.41 + }, + { + "date": "2024-05-14", + "equity": 14687.65, + "return_pct": 46.88 + }, + { + "date": "2024-05-15", + "equity": 14915.68, + "return_pct": 49.16 + }, + { + "date": "2024-05-16", + "equity": 14860.64, + "return_pct": 48.61 + }, + { + "date": "2024-05-17", + "equity": 14920.4, + "return_pct": 49.2 + }, + { + "date": "2024-05-20", + "equity": 15100.82, + "return_pct": 51.01 + }, + { + "date": "2024-05-21", + "equity": 14880.24, + "return_pct": 48.8 + }, + { + "date": "2024-05-22", + "equity": 14645.35, + "return_pct": 46.45 + }, + { + "date": "2024-05-23", + "equity": 14430.54, + "return_pct": 44.31 + }, + { + "date": "2024-05-24", + "equity": 14726.25, + "return_pct": 47.26 + }, + { + "date": "2024-05-28", + "equity": 14744.58, + "return_pct": 47.45 + }, + { + "date": "2024-05-29", + "equity": 14699.68, + "return_pct": 47.0 + }, + { + "date": "2024-05-30", + "equity": 14225.73, + "return_pct": 42.26 + }, + { + "date": "2024-05-31", + "equity": 14129.29, + "return_pct": 41.29 + }, + { + "date": "2024-06-03", + "equity": 14199.55, + "return_pct": 42.0 + }, + { + "date": "2024-06-04", + "equity": 14124.96, + "return_pct": 41.25 + }, + { + "date": "2024-06-05", + "equity": 14387.38, + "return_pct": 43.87 + }, + { + "date": "2024-06-06", + "equity": 14283.19, + "return_pct": 42.83 + }, + { + "date": "2024-06-07", + "equity": 14184.99, + "return_pct": 41.85 + }, + { + "date": "2024-06-10", + "equity": 14267.64, + "return_pct": 42.68 + }, + { + "date": "2024-06-11", + "equity": 14290.76, + "return_pct": 42.91 + }, + { + "date": "2024-06-12", + "equity": 14582.35, + "return_pct": 45.82 + }, + { + "date": "2024-06-13", + "equity": 14464.88, + "return_pct": 44.65 + }, + { + "date": "2024-06-14", + "equity": 14453.25, + "return_pct": 44.53 + }, + { + "date": "2024-06-17", + "equity": 14506.45, + "return_pct": 45.06 + }, + { + "date": "2024-06-18", + "equity": 14452.56, + "return_pct": 44.53 + }, + { + "date": "2024-06-20", + "equity": 14346.34, + "return_pct": 43.46 + }, + { + "date": "2024-06-21", + "equity": 14235.47, + "return_pct": 42.35 + }, + { + "date": "2024-06-24", + "equity": 14150.84, + "return_pct": 41.51 + }, + { + "date": "2024-06-25", + "equity": 14284.56, + "return_pct": 42.85 + }, + { + "date": "2024-06-26", + "equity": 14202.79, + "return_pct": 42.03 + }, + { + "date": "2024-06-27", + "equity": 14319.65, + "return_pct": 43.2 + }, + { + "date": "2024-06-28", + "equity": 14191.39, + "return_pct": 41.91 + }, + { + "date": "2024-07-01", + "equity": 14034.87, + "return_pct": 40.35 + }, + { + "date": "2024-07-02", + "equity": 14101.48, + "return_pct": 41.01 + }, + { + "date": "2024-07-03", + "equity": 14126.59, + "return_pct": 41.27 + }, + { + "date": "2024-07-05", + "equity": 14304.46, + "return_pct": 43.04 + }, + { + "date": "2024-07-08", + "equity": 14306.74, + "return_pct": 43.07 + }, + { + "date": "2024-07-09", + "equity": 14334.35, + "return_pct": 43.34 + }, + { + "date": "2024-07-10", + "equity": 14443.8, + "return_pct": 44.44 + }, + { + "date": "2024-07-11", + "equity": 14506.78, + "return_pct": 45.07 + }, + { + "date": "2024-07-12", + "equity": 14470.99, + "return_pct": 44.71 + }, + { + "date": "2024-07-15", + "equity": 14581.65, + "return_pct": 45.82 + }, + { + "date": "2024-07-16", + "equity": 14626.48, + "return_pct": 46.26 + }, + { + "date": "2024-07-17", + "equity": 14088.44, + "return_pct": 40.88 + }, + { + "date": "2024-07-18", + "equity": 13980.38, + "return_pct": 39.8 + }, + { + "date": "2024-07-19", + "equity": 13947.14, + "return_pct": 39.47 + }, + { + "date": "2024-07-22", + "equity": 14022.95, + "return_pct": 40.23 + }, + { + "date": "2024-07-23", + "equity": 13970.39, + "return_pct": 39.7 + }, + { + "date": "2024-07-24", + "equity": 14064.76, + "return_pct": 40.65 + }, + { + "date": "2024-07-25", + "equity": 14116.54, + "return_pct": 41.17 + }, + { + "date": "2024-07-26", + "equity": 14157.97, + "return_pct": 41.58 + }, + { + "date": "2024-07-29", + "equity": 14150.92, + "return_pct": 41.51 + }, + { + "date": "2024-07-30", + "equity": 14185.4, + "return_pct": 41.85 + }, + { + "date": "2024-07-31", + "equity": 14253.6, + "return_pct": 42.54 + }, + { + "date": "2024-08-01", + "equity": 14173.28, + "return_pct": 41.73 + }, + { + "date": "2024-08-02", + "equity": 14025.54, + "return_pct": 40.26 + }, + { + "date": "2024-08-05", + "equity": 13927.38, + "return_pct": 39.27 + }, + { + "date": "2024-08-06", + "equity": 13989.29, + "return_pct": 39.89 + }, + { + "date": "2024-08-07", + "equity": 13986.68, + "return_pct": 39.87 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 21703.77, + "total_return_pct": 117.0, + "cagr_pct": 28.5, + "max_drawdown_pct": 19.1, + "sharpe": 1.42, + "trades": 163, + "win_rate": 35.6, + "avg_trade_pnl": 71.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4285.65, + "worst_trade_pnl": -609.41, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 102, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 63.8 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": -0.03 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.58 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.5 + }, + { + "date": "2022-07-11", + "equity": 10001.05, + "return_pct": 0.01 + }, + { + "date": "2022-07-12", + "equity": 9891.58, + "return_pct": -1.08 + }, + { + "date": "2022-07-13", + "equity": 9846.83, + "return_pct": -1.53 + }, + { + "date": "2022-07-14", + "equity": 9854.99, + "return_pct": -1.45 + }, + { + "date": "2022-07-15", + "equity": 10070.82, + "return_pct": 0.71 + }, + { + "date": "2022-07-18", + "equity": 9948.2, + "return_pct": -0.52 + }, + { + "date": "2022-07-19", + "equity": 10238.98, + "return_pct": 2.39 + }, + { + "date": "2022-07-20", + "equity": 10335.37, + "return_pct": 3.35 + }, + { + "date": "2022-07-21", + "equity": 10587.53, + "return_pct": 5.88 + }, + { + "date": "2022-07-22", + "equity": 10467.62, + "return_pct": 4.68 + }, + { + "date": "2022-07-25", + "equity": 10549.3, + "return_pct": 5.49 + }, + { + "date": "2022-07-26", + "equity": 10372.13, + "return_pct": 3.72 + }, + { + "date": "2022-07-27", + "equity": 10780.26, + "return_pct": 7.8 + }, + { + "date": "2022-07-28", + "equity": 11099.85, + "return_pct": 11.0 + }, + { + "date": "2022-07-29", + "equity": 11345.76, + "return_pct": 13.46 + }, + { + "date": "2022-08-01", + "equity": 11360.27, + "return_pct": 13.6 + }, + { + "date": "2022-08-02", + "equity": 11337.52, + "return_pct": 13.38 + }, + { + "date": "2022-08-03", + "equity": 11402.41, + "return_pct": 14.02 + }, + { + "date": "2022-08-04", + "equity": 11227.83, + "return_pct": 12.28 + }, + { + "date": "2022-08-05", + "equity": 11233.97, + "return_pct": 12.34 + }, + { + "date": "2022-08-08", + "equity": 11171.59, + "return_pct": 11.72 + }, + { + "date": "2022-08-09", + "equity": 11085.7, + "return_pct": 10.86 + }, + { + "date": "2022-08-10", + "equity": 11294.55, + "return_pct": 12.95 + }, + { + "date": "2022-08-11", + "equity": 11229.83, + "return_pct": 12.3 + }, + { + "date": "2022-08-12", + "equity": 11444.9, + "return_pct": 14.45 + }, + { + "date": "2022-08-15", + "equity": 11604.02, + "return_pct": 16.04 + }, + { + "date": "2022-08-16", + "equity": 11568.2, + "return_pct": 15.68 + }, + { + "date": "2022-08-17", + "equity": 11445.87, + "return_pct": 14.46 + }, + { + "date": "2022-08-18", + "equity": 11564.54, + "return_pct": 15.65 + }, + { + "date": "2022-08-19", + "equity": 11308.65, + "return_pct": 13.09 + }, + { + "date": "2022-08-22", + "equity": 11065.95, + "return_pct": 10.66 + }, + { + "date": "2022-08-23", + "equity": 11315.99, + "return_pct": 13.16 + }, + { + "date": "2022-08-24", + "equity": 11266.45, + "return_pct": 12.66 + }, + { + "date": "2022-08-25", + "equity": 11436.21, + "return_pct": 14.36 + }, + { + "date": "2022-08-26", + "equity": 11290.34, + "return_pct": 12.9 + }, + { + "date": "2022-08-29", + "equity": 11313.51, + "return_pct": 13.14 + }, + { + "date": "2022-08-30", + "equity": 10979.71, + "return_pct": 9.8 + }, + { + "date": "2022-08-31", + "equity": 10884.94, + "return_pct": 8.85 + }, + { + "date": "2022-09-01", + "equity": 10621.5, + "return_pct": 6.22 + }, + { + "date": "2022-09-02", + "equity": 10677.95, + "return_pct": 6.78 + }, + { + "date": "2022-09-06", + "equity": 10504.8, + "return_pct": 5.05 + }, + { + "date": "2022-09-07", + "equity": 10411.78, + "return_pct": 4.12 + }, + { + "date": "2022-09-08", + "equity": 10439.62, + "return_pct": 4.4 + }, + { + "date": "2022-09-09", + "equity": 10552.86, + "return_pct": 5.53 + }, + { + "date": "2022-09-12", + "equity": 10745.34, + "return_pct": 7.45 + }, + { + "date": "2022-09-13", + "equity": 10410.42, + "return_pct": 4.1 + }, + { + "date": "2022-09-14", + "equity": 10603.97, + "return_pct": 6.04 + }, + { + "date": "2022-09-15", + "equity": 10543.21, + "return_pct": 5.43 + }, + { + "date": "2022-09-16", + "equity": 10258.64, + "return_pct": 2.59 + }, + { + "date": "2022-09-19", + "equity": 10241.7, + "return_pct": 2.42 + }, + { + "date": "2022-09-20", + "equity": 10183.64, + "return_pct": 1.84 + }, + { + "date": "2022-09-21", + "equity": 10044.48, + "return_pct": 0.44 + }, + { + "date": "2022-09-22", + "equity": 9862.43, + "return_pct": -1.38 + }, + { + "date": "2022-09-23", + "equity": 9757.96, + "return_pct": -2.42 + }, + { + "date": "2022-09-26", + "equity": 9732.44, + "return_pct": -2.68 + }, + { + "date": "2022-09-27", + "equity": 9739.47, + "return_pct": -2.61 + }, + { + "date": "2022-09-28", + "equity": 9779.21, + "return_pct": -2.21 + }, + { + "date": "2022-09-29", + "equity": 9752.02, + "return_pct": -2.48 + }, + { + "date": "2022-09-30", + "equity": 9669.29, + "return_pct": -3.31 + }, + { + "date": "2022-10-03", + "equity": 9697.57, + "return_pct": -3.02 + }, + { + "date": "2022-10-04", + "equity": 9749.41, + "return_pct": -2.51 + }, + { + "date": "2022-10-05", + "equity": 9711.3, + "return_pct": -2.89 + }, + { + "date": "2022-10-06", + "equity": 9693.31, + "return_pct": -3.07 + }, + { + "date": "2022-10-07", + "equity": 9583.49, + "return_pct": -4.17 + }, + { + "date": "2022-10-10", + "equity": 9531.61, + "return_pct": -4.68 + }, + { + "date": "2022-10-11", + "equity": 9498.78, + "return_pct": -5.01 + }, + { + "date": "2022-10-12", + "equity": 9472.68, + "return_pct": -5.27 + }, + { + "date": "2022-10-13", + "equity": 9461.97, + "return_pct": -5.38 + }, + { + "date": "2022-10-14", + "equity": 9382.24, + "return_pct": -6.18 + }, + { + "date": "2022-10-17", + "equity": 9409.45, + "return_pct": -5.91 + }, + { + "date": "2022-10-18", + "equity": 9431.49, + "return_pct": -5.69 + }, + { + "date": "2022-10-19", + "equity": 9501.84, + "return_pct": -4.98 + }, + { + "date": "2022-10-20", + "equity": 9485.87, + "return_pct": -5.14 + }, + { + "date": "2022-10-21", + "equity": 9665.29, + "return_pct": -3.35 + }, + { + "date": "2022-10-24", + "equity": 9699.79, + "return_pct": -3.0 + }, + { + "date": "2022-10-25", + "equity": 9728.03, + "return_pct": -2.72 + }, + { + "date": "2022-10-26", + "equity": 9750.41, + "return_pct": -2.5 + }, + { + "date": "2022-10-27", + "equity": 9755.66, + "return_pct": -2.44 + }, + { + "date": "2022-10-28", + "equity": 9890.07, + "return_pct": -1.1 + }, + { + "date": "2022-10-31", + "equity": 9937.87, + "return_pct": -0.62 + }, + { + "date": "2022-11-01", + "equity": 10053.43, + "return_pct": 0.53 + }, + { + "date": "2022-11-02", + "equity": 9821.12, + "return_pct": -1.79 + }, + { + "date": "2022-11-03", + "equity": 9885.69, + "return_pct": -1.14 + }, + { + "date": "2022-11-04", + "equity": 9994.91, + "return_pct": -0.05 + }, + { + "date": "2022-11-07", + "equity": 10118.78, + "return_pct": 1.19 + }, + { + "date": "2022-11-08", + "equity": 10129.09, + "return_pct": 1.29 + }, + { + "date": "2022-11-09", + "equity": 9807.19, + "return_pct": -1.93 + }, + { + "date": "2022-11-10", + "equity": 10137.55, + "return_pct": 1.38 + }, + { + "date": "2022-11-11", + "equity": 10276.38, + "return_pct": 2.76 + }, + { + "date": "2022-11-14", + "equity": 10187.66, + "return_pct": 1.88 + }, + { + "date": "2022-11-15", + "equity": 10359.8, + "return_pct": 3.6 + }, + { + "date": "2022-11-16", + "equity": 10268.96, + "return_pct": 2.69 + }, + { + "date": "2022-11-17", + "equity": 10225.11, + "return_pct": 2.25 + }, + { + "date": "2022-11-18", + "equity": 10253.95, + "return_pct": 2.54 + }, + { + "date": "2022-11-21", + "equity": 10165.8, + "return_pct": 1.66 + }, + { + "date": "2022-11-22", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2022-11-23", + "equity": 10095.44, + "return_pct": 0.95 + }, + { + "date": "2022-11-25", + "equity": 10085.21, + "return_pct": 0.85 + }, + { + "date": "2022-11-28", + "equity": 10002.8, + "return_pct": 0.03 + }, + { + "date": "2022-11-29", + "equity": 10013.68, + "return_pct": 0.14 + }, + { + "date": "2022-11-30", + "equity": 10374.75, + "return_pct": 3.75 + }, + { + "date": "2022-12-01", + "equity": 10493.18, + "return_pct": 4.93 + }, + { + "date": "2022-12-02", + "equity": 10490.51, + "return_pct": 4.91 + }, + { + "date": "2022-12-05", + "equity": 10294.82, + "return_pct": 2.95 + }, + { + "date": "2022-12-06", + "equity": 10164.19, + "return_pct": 1.64 + }, + { + "date": "2022-12-07", + "equity": 10089.78, + "return_pct": 0.9 + }, + { + "date": "2022-12-08", + "equity": 10205.97, + "return_pct": 2.06 + }, + { + "date": "2022-12-09", + "equity": 10055.01, + "return_pct": 0.55 + }, + { + "date": "2022-12-12", + "equity": 10108.53, + "return_pct": 1.09 + }, + { + "date": "2022-12-13", + "equity": 10120.42, + "return_pct": 1.2 + }, + { + "date": "2022-12-14", + "equity": 10110.65, + "return_pct": 1.11 + }, + { + "date": "2022-12-15", + "equity": 10041.82, + "return_pct": 0.42 + }, + { + "date": "2022-12-16", + "equity": 10002.53, + "return_pct": 0.03 + }, + { + "date": "2022-12-19", + "equity": 9906.87, + "return_pct": -0.93 + }, + { + "date": "2022-12-20", + "equity": 9917.42, + "return_pct": -0.83 + }, + { + "date": "2022-12-21", + "equity": 9966.4, + "return_pct": -0.34 + }, + { + "date": "2022-12-22", + "equity": 9916.99, + "return_pct": -0.83 + }, + { + "date": "2022-12-23", + "equity": 9932.24, + "return_pct": -0.68 + }, + { + "date": "2022-12-27", + "equity": 9983.01, + "return_pct": -0.17 + }, + { + "date": "2022-12-28", + "equity": 9887.34, + "return_pct": -1.13 + }, + { + "date": "2022-12-29", + "equity": 9946.38, + "return_pct": -0.54 + }, + { + "date": "2022-12-30", + "equity": 9955.71, + "return_pct": -0.44 + }, + { + "date": "2023-01-03", + "equity": 9901.96, + "return_pct": -0.98 + }, + { + "date": "2023-01-04", + "equity": 9869.6, + "return_pct": -1.3 + }, + { + "date": "2023-01-05", + "equity": 9905.51, + "return_pct": -0.94 + }, + { + "date": "2023-01-06", + "equity": 10009.83, + "return_pct": 0.1 + }, + { + "date": "2023-01-09", + "equity": 10033.34, + "return_pct": 0.33 + }, + { + "date": "2023-01-10", + "equity": 10105.52, + "return_pct": 1.06 + }, + { + "date": "2023-01-11", + "equity": 10203.1, + "return_pct": 2.03 + }, + { + "date": "2023-01-12", + "equity": 10324.76, + "return_pct": 3.25 + }, + { + "date": "2023-01-13", + "equity": 10333.06, + "return_pct": 3.33 + }, + { + "date": "2023-01-17", + "equity": 10292.8, + "return_pct": 2.93 + }, + { + "date": "2023-01-18", + "equity": 10176.84, + "return_pct": 1.77 + }, + { + "date": "2023-01-19", + "equity": 10129.25, + "return_pct": 1.29 + }, + { + "date": "2023-01-20", + "equity": 10319.76, + "return_pct": 3.2 + }, + { + "date": "2023-01-23", + "equity": 10488.88, + "return_pct": 4.89 + }, + { + "date": "2023-01-24", + "equity": 10247.35, + "return_pct": 2.47 + }, + { + "date": "2023-01-25", + "equity": 10339.1, + "return_pct": 3.39 + }, + { + "date": "2023-01-26", + "equity": 10391.92, + "return_pct": 3.92 + }, + { + "date": "2023-01-27", + "equity": 10369.65, + "return_pct": 3.7 + }, + { + "date": "2023-01-30", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-01-31", + "equity": 10342.63, + "return_pct": 3.43 + }, + { + "date": "2023-02-01", + "equity": 10451.3, + "return_pct": 4.51 + }, + { + "date": "2023-02-02", + "equity": 10454.61, + "return_pct": 4.55 + }, + { + "date": "2023-02-03", + "equity": 10264.84, + "return_pct": 2.65 + }, + { + "date": "2023-02-06", + "equity": 10234.11, + "return_pct": 2.34 + }, + { + "date": "2023-02-07", + "equity": 10351.42, + "return_pct": 3.51 + }, + { + "date": "2023-02-08", + "equity": 10272.54, + "return_pct": 2.73 + }, + { + "date": "2023-02-09", + "equity": 10600.27, + "return_pct": 6.0 + }, + { + "date": "2023-02-10", + "equity": 10520.11, + "return_pct": 5.2 + }, + { + "date": "2023-02-13", + "equity": 10605.5, + "return_pct": 6.06 + }, + { + "date": "2023-02-14", + "equity": 10673.16, + "return_pct": 6.73 + }, + { + "date": "2023-02-15", + "equity": 10595.75, + "return_pct": 5.96 + }, + { + "date": "2023-02-16", + "equity": 10451.92, + "return_pct": 4.52 + }, + { + "date": "2023-02-17", + "equity": 10338.08, + "return_pct": 3.38 + }, + { + "date": "2023-02-21", + "equity": 10155.98, + "return_pct": 1.56 + }, + { + "date": "2023-02-22", + "equity": 10220.79, + "return_pct": 2.21 + }, + { + "date": "2023-02-23", + "equity": 10284.64, + "return_pct": 2.85 + }, + { + "date": "2023-02-24", + "equity": 10278.8, + "return_pct": 2.79 + }, + { + "date": "2023-02-27", + "equity": 10316.83, + "return_pct": 3.17 + }, + { + "date": "2023-02-28", + "equity": 10386.38, + "return_pct": 3.86 + }, + { + "date": "2023-03-01", + "equity": 10495.38, + "return_pct": 4.95 + }, + { + "date": "2023-03-02", + "equity": 10598.86, + "return_pct": 5.99 + }, + { + "date": "2023-03-03", + "equity": 10777.75, + "return_pct": 7.78 + }, + { + "date": "2023-03-06", + "equity": 10650.86, + "return_pct": 6.51 + }, + { + "date": "2023-03-07", + "equity": 10529.79, + "return_pct": 5.3 + }, + { + "date": "2023-03-08", + "equity": 10511.97, + "return_pct": 5.12 + }, + { + "date": "2023-03-09", + "equity": 10311.66, + "return_pct": 3.12 + }, + { + "date": "2023-03-10", + "equity": 10242.46, + "return_pct": 2.42 + }, + { + "date": "2023-03-13", + "equity": 10188.44, + "return_pct": 1.88 + }, + { + "date": "2023-03-14", + "equity": 10275.35, + "return_pct": 2.75 + }, + { + "date": "2023-03-15", + "equity": 10110.77, + "return_pct": 1.11 + }, + { + "date": "2023-03-16", + "equity": 10157.87, + "return_pct": 1.58 + }, + { + "date": "2023-03-17", + "equity": 10103.37, + "return_pct": 1.03 + }, + { + "date": "2023-03-20", + "equity": 10113.55, + "return_pct": 1.14 + }, + { + "date": "2023-03-21", + "equity": 10172.16, + "return_pct": 1.72 + }, + { + "date": "2023-03-22", + "equity": 10074.23, + "return_pct": 0.74 + }, + { + "date": "2023-03-23", + "equity": 10140.57, + "return_pct": 1.41 + }, + { + "date": "2023-03-24", + "equity": 10198.16, + "return_pct": 1.98 + }, + { + "date": "2023-03-27", + "equity": 10033.78, + "return_pct": 0.34 + }, + { + "date": "2023-03-28", + "equity": 10019.81, + "return_pct": 0.2 + }, + { + "date": "2023-03-29", + "equity": 10075.06, + "return_pct": 0.75 + }, + { + "date": "2023-03-30", + "equity": 10090.63, + "return_pct": 0.91 + }, + { + "date": "2023-03-31", + "equity": 10257.26, + "return_pct": 2.57 + }, + { + "date": "2023-04-03", + "equity": 10201.99, + "return_pct": 2.02 + }, + { + "date": "2023-04-04", + "equity": 10114.99, + "return_pct": 1.15 + }, + { + "date": "2023-04-05", + "equity": 10197.59, + "return_pct": 1.98 + }, + { + "date": "2023-04-06", + "equity": 10240.24, + "return_pct": 2.4 + }, + { + "date": "2023-04-10", + "equity": 10264.41, + "return_pct": 2.64 + }, + { + "date": "2023-04-11", + "equity": 10346.58, + "return_pct": 3.47 + }, + { + "date": "2023-04-12", + "equity": 10324.35, + "return_pct": 3.24 + }, + { + "date": "2023-04-13", + "equity": 10414.43, + "return_pct": 4.14 + }, + { + "date": "2023-04-14", + "equity": 10392.53, + "return_pct": 3.93 + }, + { + "date": "2023-04-17", + "equity": 10379.42, + "return_pct": 3.79 + }, + { + "date": "2023-04-18", + "equity": 10439.99, + "return_pct": 4.4 + }, + { + "date": "2023-04-19", + "equity": 10444.97, + "return_pct": 4.45 + }, + { + "date": "2023-04-20", + "equity": 10546.16, + "return_pct": 5.46 + }, + { + "date": "2023-04-21", + "equity": 10576.57, + "return_pct": 5.77 + }, + { + "date": "2023-04-24", + "equity": 10603.83, + "return_pct": 6.04 + }, + { + "date": "2023-04-25", + "equity": 10432.08, + "return_pct": 4.32 + }, + { + "date": "2023-04-26", + "equity": 10354.11, + "return_pct": 3.54 + }, + { + "date": "2023-04-27", + "equity": 10689.1, + "return_pct": 6.89 + }, + { + "date": "2023-04-28", + "equity": 10810.44, + "return_pct": 8.1 + }, + { + "date": "2023-05-01", + "equity": 10771.74, + "return_pct": 7.72 + }, + { + "date": "2023-05-02", + "equity": 10703.85, + "return_pct": 7.04 + }, + { + "date": "2023-05-03", + "equity": 10705.43, + "return_pct": 7.05 + }, + { + "date": "2023-05-04", + "equity": 10767.09, + "return_pct": 7.67 + }, + { + "date": "2023-05-05", + "equity": 10859.67, + "return_pct": 8.6 + }, + { + "date": "2023-05-08", + "equity": 10887.61, + "return_pct": 8.88 + }, + { + "date": "2023-05-09", + "equity": 10803.06, + "return_pct": 8.03 + }, + { + "date": "2023-05-10", + "equity": 10906.86, + "return_pct": 9.07 + }, + { + "date": "2023-05-11", + "equity": 10803.33, + "return_pct": 8.03 + }, + { + "date": "2023-05-12", + "equity": 10779.79, + "return_pct": 7.8 + }, + { + "date": "2023-05-15", + "equity": 10800.0, + "return_pct": 8.0 + }, + { + "date": "2023-05-16", + "equity": 10731.67, + "return_pct": 7.32 + }, + { + "date": "2023-05-17", + "equity": 10933.42, + "return_pct": 9.33 + }, + { + "date": "2023-05-18", + "equity": 11344.19, + "return_pct": 13.44 + }, + { + "date": "2023-05-19", + "equity": 11314.55, + "return_pct": 13.15 + }, + { + "date": "2023-05-22", + "equity": 11365.88, + "return_pct": 13.66 + }, + { + "date": "2023-05-23", + "equity": 11355.06, + "return_pct": 13.55 + }, + { + "date": "2023-05-24", + "equity": 11210.25, + "return_pct": 12.1 + }, + { + "date": "2023-05-25", + "equity": 11855.35, + "return_pct": 18.55 + }, + { + "date": "2023-05-26", + "equity": 12091.34, + "return_pct": 20.91 + }, + { + "date": "2023-05-30", + "equity": 12353.71, + "return_pct": 23.54 + }, + { + "date": "2023-05-31", + "equity": 12213.88, + "return_pct": 22.14 + }, + { + "date": "2023-06-01", + "equity": 12582.59, + "return_pct": 25.83 + }, + { + "date": "2023-06-02", + "equity": 12597.4, + "return_pct": 25.97 + }, + { + "date": "2023-06-05", + "equity": 12729.89, + "return_pct": 27.3 + }, + { + "date": "2023-06-06", + "equity": 12671.38, + "return_pct": 26.71 + }, + { + "date": "2023-06-07", + "equity": 12342.18, + "return_pct": 23.42 + }, + { + "date": "2023-06-08", + "equity": 12581.55, + "return_pct": 25.82 + }, + { + "date": "2023-06-09", + "equity": 12632.33, + "return_pct": 26.32 + }, + { + "date": "2023-06-12", + "equity": 12849.67, + "return_pct": 28.5 + }, + { + "date": "2023-06-13", + "equity": 13198.55, + "return_pct": 31.99 + }, + { + "date": "2023-06-14", + "equity": 13261.92, + "return_pct": 32.62 + }, + { + "date": "2023-06-15", + "equity": 13572.95, + "return_pct": 35.73 + }, + { + "date": "2023-06-16", + "equity": 13437.86, + "return_pct": 34.38 + }, + { + "date": "2023-06-20", + "equity": 13255.87, + "return_pct": 32.56 + }, + { + "date": "2023-06-21", + "equity": 13136.67, + "return_pct": 31.37 + }, + { + "date": "2023-06-22", + "equity": 13084.74, + "return_pct": 30.85 + }, + { + "date": "2023-06-23", + "equity": 13008.45, + "return_pct": 30.08 + }, + { + "date": "2023-06-26", + "equity": 12805.24, + "return_pct": 28.05 + }, + { + "date": "2023-06-27", + "equity": 13215.47, + "return_pct": 32.15 + }, + { + "date": "2023-06-28", + "equity": 13340.6, + "return_pct": 33.41 + }, + { + "date": "2023-06-29", + "equity": 13322.39, + "return_pct": 33.22 + }, + { + "date": "2023-06-30", + "equity": 13466.83, + "return_pct": 34.67 + }, + { + "date": "2023-07-03", + "equity": 13667.37, + "return_pct": 36.67 + }, + { + "date": "2023-07-05", + "equity": 13599.15, + "return_pct": 35.99 + }, + { + "date": "2023-07-06", + "equity": 13329.28, + "return_pct": 33.29 + }, + { + "date": "2023-07-07", + "equity": 13649.94, + "return_pct": 36.5 + }, + { + "date": "2023-07-10", + "equity": 14064.21, + "return_pct": 40.64 + }, + { + "date": "2023-07-11", + "equity": 14260.46, + "return_pct": 42.6 + }, + { + "date": "2023-07-12", + "equity": 14454.33, + "return_pct": 44.54 + }, + { + "date": "2023-07-13", + "equity": 14839.05, + "return_pct": 48.39 + }, + { + "date": "2023-07-14", + "equity": 14768.8, + "return_pct": 47.69 + }, + { + "date": "2023-07-17", + "equity": 14750.09, + "return_pct": 47.5 + }, + { + "date": "2023-07-18", + "equity": 14844.04, + "return_pct": 48.44 + }, + { + "date": "2023-07-19", + "equity": 15323.25, + "return_pct": 53.23 + }, + { + "date": "2023-07-20", + "equity": 14677.07, + "return_pct": 46.77 + }, + { + "date": "2023-07-21", + "equity": 14550.15, + "return_pct": 45.5 + }, + { + "date": "2023-07-24", + "equity": 14498.4, + "return_pct": 44.98 + }, + { + "date": "2023-07-25", + "equity": 14585.33, + "return_pct": 45.85 + }, + { + "date": "2023-07-26", + "equity": 14591.25, + "return_pct": 45.91 + }, + { + "date": "2023-07-27", + "equity": 14602.4, + "return_pct": 46.02 + }, + { + "date": "2023-07-28", + "equity": 15030.07, + "return_pct": 50.3 + }, + { + "date": "2023-07-31", + "equity": 15147.79, + "return_pct": 51.48 + }, + { + "date": "2023-08-01", + "equity": 14963.53, + "return_pct": 49.64 + }, + { + "date": "2023-08-02", + "equity": 15431.42, + "return_pct": 54.31 + }, + { + "date": "2023-08-03", + "equity": 15320.01, + "return_pct": 53.2 + }, + { + "date": "2023-08-04", + "equity": 15091.92, + "return_pct": 50.92 + }, + { + "date": "2023-08-07", + "equity": 15246.8, + "return_pct": 52.47 + }, + { + "date": "2023-08-08", + "equity": 15212.3, + "return_pct": 52.12 + }, + { + "date": "2023-08-09", + "equity": 14973.03, + "return_pct": 49.73 + }, + { + "date": "2023-08-10", + "equity": 14919.45, + "return_pct": 49.19 + }, + { + "date": "2023-08-11", + "equity": 14828.53, + "return_pct": 48.29 + }, + { + "date": "2023-08-14", + "equity": 14712.17, + "return_pct": 47.12 + }, + { + "date": "2023-08-15", + "equity": 14639.86, + "return_pct": 46.4 + }, + { + "date": "2023-08-16", + "equity": 14548.16, + "return_pct": 45.48 + }, + { + "date": "2023-08-17", + "equity": 14537.27, + "return_pct": 45.37 + }, + { + "date": "2023-08-18", + "equity": 14545.74, + "return_pct": 45.46 + }, + { + "date": "2023-08-21", + "equity": 14513.53, + "return_pct": 45.14 + }, + { + "date": "2023-08-22", + "equity": 14458.52, + "return_pct": 44.59 + }, + { + "date": "2023-08-23", + "equity": 14532.89, + "return_pct": 45.33 + }, + { + "date": "2023-08-24", + "equity": 14281.64, + "return_pct": 42.82 + }, + { + "date": "2023-08-25", + "equity": 14299.43, + "return_pct": 42.99 + }, + { + "date": "2023-08-28", + "equity": 14407.6, + "return_pct": 44.08 + }, + { + "date": "2023-08-29", + "equity": 14493.09, + "return_pct": 44.93 + }, + { + "date": "2023-08-30", + "equity": 14615.53, + "return_pct": 46.16 + }, + { + "date": "2023-08-31", + "equity": 14650.67, + "return_pct": 46.51 + }, + { + "date": "2023-09-01", + "equity": 14836.0, + "return_pct": 48.36 + }, + { + "date": "2023-09-05", + "equity": 14731.06, + "return_pct": 47.31 + }, + { + "date": "2023-09-06", + "equity": 14814.88, + "return_pct": 48.15 + }, + { + "date": "2023-09-07", + "equity": 14741.76, + "return_pct": 47.42 + }, + { + "date": "2023-09-08", + "equity": 14673.52, + "return_pct": 46.74 + }, + { + "date": "2023-09-11", + "equity": 14812.6, + "return_pct": 48.13 + }, + { + "date": "2023-09-12", + "equity": 14684.05, + "return_pct": 46.84 + }, + { + "date": "2023-09-13", + "equity": 14527.51, + "return_pct": 45.28 + }, + { + "date": "2023-09-14", + "equity": 14611.12, + "return_pct": 46.11 + }, + { + "date": "2023-09-15", + "equity": 14291.16, + "return_pct": 42.91 + }, + { + "date": "2023-09-18", + "equity": 14267.12, + "return_pct": 42.67 + }, + { + "date": "2023-09-19", + "equity": 14044.01, + "return_pct": 40.44 + }, + { + "date": "2023-09-20", + "equity": 13950.19, + "return_pct": 39.5 + }, + { + "date": "2023-09-21", + "equity": 13795.07, + "return_pct": 37.95 + }, + { + "date": "2023-09-22", + "equity": 13784.76, + "return_pct": 37.85 + }, + { + "date": "2023-09-25", + "equity": 13753.12, + "return_pct": 37.53 + }, + { + "date": "2023-09-26", + "equity": 13712.62, + "return_pct": 37.13 + }, + { + "date": "2023-09-27", + "equity": 13712.62, + "return_pct": 37.13 + }, + { + "date": "2023-09-28", + "equity": 13703.62, + "return_pct": 37.04 + }, + { + "date": "2023-09-29", + "equity": 13759.25, + "return_pct": 37.59 + }, + { + "date": "2023-10-02", + "equity": 13871.4, + "return_pct": 38.71 + }, + { + "date": "2023-10-03", + "equity": 13584.12, + "return_pct": 35.84 + }, + { + "date": "2023-10-04", + "equity": 13796.81, + "return_pct": 37.97 + }, + { + "date": "2023-10-05", + "equity": 13853.93, + "return_pct": 38.54 + }, + { + "date": "2023-10-06", + "equity": 14090.31, + "return_pct": 40.9 + }, + { + "date": "2023-10-09", + "equity": 14249.01, + "return_pct": 42.49 + }, + { + "date": "2023-10-10", + "equity": 14454.07, + "return_pct": 44.54 + }, + { + "date": "2023-10-11", + "equity": 14532.46, + "return_pct": 45.32 + }, + { + "date": "2023-10-12", + "equity": 14279.92, + "return_pct": 42.8 + }, + { + "date": "2023-10-13", + "equity": 13892.24, + "return_pct": 38.92 + }, + { + "date": "2023-10-16", + "equity": 13967.23, + "return_pct": 39.67 + }, + { + "date": "2023-10-17", + "equity": 14180.56, + "return_pct": 41.81 + }, + { + "date": "2023-10-18", + "equity": 13863.03, + "return_pct": 38.63 + }, + { + "date": "2023-10-19", + "equity": 13620.51, + "return_pct": 36.21 + }, + { + "date": "2023-10-20", + "equity": 13293.76, + "return_pct": 32.94 + }, + { + "date": "2023-10-23", + "equity": 13372.9, + "return_pct": 33.73 + }, + { + "date": "2023-10-24", + "equity": 13454.96, + "return_pct": 34.55 + }, + { + "date": "2023-10-25", + "equity": 13198.55, + "return_pct": 31.99 + }, + { + "date": "2023-10-26", + "equity": 13028.93, + "return_pct": 30.29 + }, + { + "date": "2023-10-27", + "equity": 12914.68, + "return_pct": 29.15 + }, + { + "date": "2023-10-30", + "equity": 13030.33, + "return_pct": 30.3 + }, + { + "date": "2023-10-31", + "equity": 13033.18, + "return_pct": 30.33 + }, + { + "date": "2023-11-01", + "equity": 13059.44, + "return_pct": 30.59 + }, + { + "date": "2023-11-02", + "equity": 13294.43, + "return_pct": 32.94 + }, + { + "date": "2023-11-03", + "equity": 13633.27, + "return_pct": 36.33 + }, + { + "date": "2023-11-06", + "equity": 13623.23, + "return_pct": 36.23 + }, + { + "date": "2023-11-07", + "equity": 13696.64, + "return_pct": 36.97 + }, + { + "date": "2023-11-08", + "equity": 13652.81, + "return_pct": 36.53 + }, + { + "date": "2023-11-09", + "equity": 13620.22, + "return_pct": 36.2 + }, + { + "date": "2023-11-10", + "equity": 14039.08, + "return_pct": 40.39 + }, + { + "date": "2023-11-13", + "equity": 13947.14, + "return_pct": 39.47 + }, + { + "date": "2023-11-14", + "equity": 14266.1, + "return_pct": 42.66 + }, + { + "date": "2023-11-15", + "equity": 14299.03, + "return_pct": 42.99 + }, + { + "date": "2023-11-16", + "equity": 14310.28, + "return_pct": 43.1 + }, + { + "date": "2023-11-17", + "equity": 14430.6, + "return_pct": 44.31 + }, + { + "date": "2023-11-20", + "equity": 14692.35, + "return_pct": 46.92 + }, + { + "date": "2023-11-21", + "equity": 14423.28, + "return_pct": 44.23 + }, + { + "date": "2023-11-22", + "equity": 14569.86, + "return_pct": 45.7 + }, + { + "date": "2023-11-24", + "equity": 14582.6, + "return_pct": 45.83 + }, + { + "date": "2023-11-27", + "equity": 14494.01, + "return_pct": 44.94 + }, + { + "date": "2023-11-28", + "equity": 14462.55, + "return_pct": 44.63 + }, + { + "date": "2023-11-29", + "equity": 14422.46, + "return_pct": 44.22 + }, + { + "date": "2023-11-30", + "equity": 14314.27, + "return_pct": 43.14 + }, + { + "date": "2023-12-01", + "equity": 14490.43, + "return_pct": 44.9 + }, + { + "date": "2023-12-04", + "equity": 14435.09, + "return_pct": 44.35 + }, + { + "date": "2023-12-05", + "equity": 14531.1, + "return_pct": 45.31 + }, + { + "date": "2023-12-06", + "equity": 14338.54, + "return_pct": 43.39 + }, + { + "date": "2023-12-07", + "equity": 14694.38, + "return_pct": 46.94 + }, + { + "date": "2023-12-08", + "equity": 15101.57, + "return_pct": 51.02 + }, + { + "date": "2023-12-11", + "equity": 15080.82, + "return_pct": 50.81 + }, + { + "date": "2023-12-12", + "equity": 15178.62, + "return_pct": 51.79 + }, + { + "date": "2023-12-13", + "equity": 15765.43, + "return_pct": 57.65 + }, + { + "date": "2023-12-14", + "equity": 16256.98, + "return_pct": 62.57 + }, + { + "date": "2023-12-15", + "equity": 16070.61, + "return_pct": 60.71 + }, + { + "date": "2023-12-18", + "equity": 16433.67, + "return_pct": 64.34 + }, + { + "date": "2023-12-19", + "equity": 16666.5, + "return_pct": 66.66 + }, + { + "date": "2023-12-20", + "equity": 16177.61, + "return_pct": 61.78 + }, + { + "date": "2023-12-21", + "equity": 16636.2, + "return_pct": 66.36 + }, + { + "date": "2023-12-22", + "equity": 16479.94, + "return_pct": 64.8 + }, + { + "date": "2023-12-26", + "equity": 16522.38, + "return_pct": 65.22 + }, + { + "date": "2023-12-27", + "equity": 16789.7, + "return_pct": 67.9 + }, + { + "date": "2023-12-28", + "equity": 16726.52, + "return_pct": 67.27 + }, + { + "date": "2023-12-29", + "equity": 16306.88, + "return_pct": 63.07 + }, + { + "date": "2024-01-02", + "equity": 15681.0, + "return_pct": 56.81 + }, + { + "date": "2024-01-03", + "equity": 15135.09, + "return_pct": 51.35 + }, + { + "date": "2024-01-04", + "equity": 15197.32, + "return_pct": 51.97 + }, + { + "date": "2024-01-05", + "equity": 15191.49, + "return_pct": 51.91 + }, + { + "date": "2024-01-08", + "equity": 15558.4, + "return_pct": 55.58 + }, + { + "date": "2024-01-09", + "equity": 15542.24, + "return_pct": 55.42 + }, + { + "date": "2024-01-10", + "equity": 15691.34, + "return_pct": 56.91 + }, + { + "date": "2024-01-11", + "equity": 15488.58, + "return_pct": 54.89 + }, + { + "date": "2024-01-12", + "equity": 15262.78, + "return_pct": 52.63 + }, + { + "date": "2024-01-16", + "equity": 15195.58, + "return_pct": 51.96 + }, + { + "date": "2024-01-17", + "equity": 15097.68, + "return_pct": 50.98 + }, + { + "date": "2024-01-18", + "equity": 15272.55, + "return_pct": 52.73 + }, + { + "date": "2024-01-19", + "equity": 16082.91, + "return_pct": 60.83 + }, + { + "date": "2024-01-22", + "equity": 16568.5, + "return_pct": 65.68 + }, + { + "date": "2024-01-23", + "equity": 16768.34, + "return_pct": 67.68 + }, + { + "date": "2024-01-24", + "equity": 16658.11, + "return_pct": 66.58 + }, + { + "date": "2024-01-25", + "equity": 17018.4, + "return_pct": 70.18 + }, + { + "date": "2024-01-26", + "equity": 16586.82, + "return_pct": 65.87 + }, + { + "date": "2024-01-29", + "equity": 17020.31, + "return_pct": 70.2 + }, + { + "date": "2024-01-30", + "equity": 16687.54, + "return_pct": 66.88 + }, + { + "date": "2024-01-31", + "equity": 16668.17, + "return_pct": 66.68 + }, + { + "date": "2024-02-01", + "equity": 17196.56, + "return_pct": 71.97 + }, + { + "date": "2024-02-02", + "equity": 17504.19, + "return_pct": 75.04 + }, + { + "date": "2024-02-05", + "equity": 18071.02, + "return_pct": 80.71 + }, + { + "date": "2024-02-06", + "equity": 18242.26, + "return_pct": 82.42 + }, + { + "date": "2024-02-07", + "equity": 18348.52, + "return_pct": 83.49 + }, + { + "date": "2024-02-08", + "equity": 18297.42, + "return_pct": 82.97 + }, + { + "date": "2024-02-09", + "equity": 18559.83, + "return_pct": 85.6 + }, + { + "date": "2024-02-12", + "equity": 18986.02, + "return_pct": 89.86 + }, + { + "date": "2024-02-13", + "equity": 18878.09, + "return_pct": 88.78 + }, + { + "date": "2024-02-14", + "equity": 20068.49, + "return_pct": 100.68 + }, + { + "date": "2024-02-15", + "equity": 21133.64, + "return_pct": 111.34 + }, + { + "date": "2024-02-16", + "equity": 20830.12, + "return_pct": 108.3 + }, + { + "date": "2024-02-20", + "equity": 20535.71, + "return_pct": 105.36 + }, + { + "date": "2024-02-21", + "equity": 20138.93, + "return_pct": 101.39 + }, + { + "date": "2024-02-22", + "equity": 20696.56, + "return_pct": 106.97 + }, + { + "date": "2024-02-23", + "equity": 20694.25, + "return_pct": 106.94 + }, + { + "date": "2024-02-26", + "equity": 21135.9, + "return_pct": 111.36 + }, + { + "date": "2024-02-27", + "equity": 21392.86, + "return_pct": 113.93 + }, + { + "date": "2024-02-28", + "equity": 21361.77, + "return_pct": 113.62 + }, + { + "date": "2024-02-29", + "equity": 21538.32, + "return_pct": 115.38 + }, + { + "date": "2024-03-01", + "equity": 21855.79, + "return_pct": 118.56 + }, + { + "date": "2024-03-04", + "equity": 21991.28, + "return_pct": 119.91 + }, + { + "date": "2024-03-05", + "equity": 21700.35, + "return_pct": 117.0 + }, + { + "date": "2024-03-06", + "equity": 22299.78, + "return_pct": 123.0 + }, + { + "date": "2024-03-07", + "equity": 22529.09, + "return_pct": 125.29 + }, + { + "date": "2024-03-08", + "equity": 22647.88, + "return_pct": 126.48 + }, + { + "date": "2024-03-11", + "equity": 22327.88, + "return_pct": 123.28 + }, + { + "date": "2024-03-12", + "equity": 22528.56, + "return_pct": 125.29 + }, + { + "date": "2024-03-13", + "equity": 22555.82, + "return_pct": 125.56 + }, + { + "date": "2024-03-14", + "equity": 22168.46, + "return_pct": 121.68 + }, + { + "date": "2024-03-15", + "equity": 22088.41, + "return_pct": 120.88 + }, + { + "date": "2024-03-18", + "equity": 22450.0, + "return_pct": 124.5 + }, + { + "date": "2024-03-19", + "equity": 22241.46, + "return_pct": 122.41 + }, + { + "date": "2024-03-20", + "equity": 22812.06, + "return_pct": 128.12 + }, + { + "date": "2024-03-21", + "equity": 22978.14, + "return_pct": 129.78 + }, + { + "date": "2024-03-22", + "equity": 22252.17, + "return_pct": 122.52 + }, + { + "date": "2024-03-25", + "equity": 22724.08, + "return_pct": 127.24 + }, + { + "date": "2024-03-26", + "equity": 22629.48, + "return_pct": 126.29 + }, + { + "date": "2024-03-27", + "equity": 22242.3, + "return_pct": 122.42 + }, + { + "date": "2024-03-28", + "equity": 22269.67, + "return_pct": 122.7 + }, + { + "date": "2024-04-01", + "equity": 22532.16, + "return_pct": 125.32 + }, + { + "date": "2024-04-02", + "equity": 22370.21, + "return_pct": 123.7 + }, + { + "date": "2024-04-03", + "equity": 23033.85, + "return_pct": 130.34 + }, + { + "date": "2024-04-04", + "equity": 22862.5, + "return_pct": 128.62 + }, + { + "date": "2024-04-05", + "equity": 23381.32, + "return_pct": 133.81 + }, + { + "date": "2024-04-08", + "equity": 23199.95, + "return_pct": 132.0 + }, + { + "date": "2024-04-09", + "equity": 22933.07, + "return_pct": 129.33 + }, + { + "date": "2024-04-10", + "equity": 22647.11, + "return_pct": 126.47 + }, + { + "date": "2024-04-11", + "equity": 22880.43, + "return_pct": 128.8 + }, + { + "date": "2024-04-12", + "equity": 22433.11, + "return_pct": 124.33 + }, + { + "date": "2024-04-15", + "equity": 22005.96, + "return_pct": 120.06 + }, + { + "date": "2024-04-16", + "equity": 22176.58, + "return_pct": 121.77 + }, + { + "date": "2024-04-17", + "equity": 21915.44, + "return_pct": 119.15 + }, + { + "date": "2024-04-18", + "equity": 21903.35, + "return_pct": 119.03 + }, + { + "date": "2024-04-19", + "equity": 21331.78, + "return_pct": 113.32 + }, + { + "date": "2024-04-22", + "equity": 21353.69, + "return_pct": 113.54 + }, + { + "date": "2024-04-23", + "equity": 21520.12, + "return_pct": 115.2 + }, + { + "date": "2024-04-24", + "equity": 21506.06, + "return_pct": 115.06 + }, + { + "date": "2024-04-25", + "equity": 21660.07, + "return_pct": 116.6 + }, + { + "date": "2024-04-26", + "equity": 21653.75, + "return_pct": 116.54 + }, + { + "date": "2024-04-29", + "equity": 21879.45, + "return_pct": 118.79 + }, + { + "date": "2024-04-30", + "equity": 21594.08, + "return_pct": 115.94 + }, + { + "date": "2024-05-01", + "equity": 21213.29, + "return_pct": 112.13 + }, + { + "date": "2024-05-02", + "equity": 21442.42, + "return_pct": 114.42 + }, + { + "date": "2024-05-03", + "equity": 21607.88, + "return_pct": 116.08 + }, + { + "date": "2024-05-06", + "equity": 22379.8, + "return_pct": 123.8 + }, + { + "date": "2024-05-07", + "equity": 21799.02, + "return_pct": 117.99 + }, + { + "date": "2024-05-08", + "equity": 21840.84, + "return_pct": 118.41 + }, + { + "date": "2024-05-09", + "equity": 22401.26, + "return_pct": 124.01 + }, + { + "date": "2024-05-10", + "equity": 22654.33, + "return_pct": 126.54 + }, + { + "date": "2024-05-13", + "equity": 22564.18, + "return_pct": 125.64 + }, + { + "date": "2024-05-14", + "equity": 22791.5, + "return_pct": 127.92 + }, + { + "date": "2024-05-15", + "equity": 23145.35, + "return_pct": 131.45 + }, + { + "date": "2024-05-16", + "equity": 23059.94, + "return_pct": 130.6 + }, + { + "date": "2024-05-17", + "equity": 23152.67, + "return_pct": 131.53 + }, + { + "date": "2024-05-20", + "equity": 23432.64, + "return_pct": 134.33 + }, + { + "date": "2024-05-21", + "equity": 23090.34, + "return_pct": 130.9 + }, + { + "date": "2024-05-22", + "equity": 22725.86, + "return_pct": 127.26 + }, + { + "date": "2024-05-23", + "equity": 22392.52, + "return_pct": 123.93 + }, + { + "date": "2024-05-24", + "equity": 22851.4, + "return_pct": 128.51 + }, + { + "date": "2024-05-28", + "equity": 22879.84, + "return_pct": 128.8 + }, + { + "date": "2024-05-29", + "equity": 22810.16, + "return_pct": 128.1 + }, + { + "date": "2024-05-30", + "equity": 22074.72, + "return_pct": 120.75 + }, + { + "date": "2024-05-31", + "equity": 21925.07, + "return_pct": 119.25 + }, + { + "date": "2024-06-03", + "equity": 22034.1, + "return_pct": 120.34 + }, + { + "date": "2024-06-04", + "equity": 21918.35, + "return_pct": 119.18 + }, + { + "date": "2024-06-05", + "equity": 22325.55, + "return_pct": 123.26 + }, + { + "date": "2024-06-06", + "equity": 22163.89, + "return_pct": 121.64 + }, + { + "date": "2024-06-07", + "equity": 22011.51, + "return_pct": 120.12 + }, + { + "date": "2024-06-10", + "equity": 22139.75, + "return_pct": 121.4 + }, + { + "date": "2024-06-11", + "equity": 22175.62, + "return_pct": 121.76 + }, + { + "date": "2024-06-12", + "equity": 22628.1, + "return_pct": 126.28 + }, + { + "date": "2024-06-13", + "equity": 22445.82, + "return_pct": 124.46 + }, + { + "date": "2024-06-14", + "equity": 22427.77, + "return_pct": 124.28 + }, + { + "date": "2024-06-17", + "equity": 22510.32, + "return_pct": 125.1 + }, + { + "date": "2024-06-18", + "equity": 22426.7, + "return_pct": 124.27 + }, + { + "date": "2024-06-20", + "equity": 22261.88, + "return_pct": 122.62 + }, + { + "date": "2024-06-21", + "equity": 22089.84, + "return_pct": 120.9 + }, + { + "date": "2024-06-24", + "equity": 21958.5, + "return_pct": 119.59 + }, + { + "date": "2024-06-25", + "equity": 22166.0, + "return_pct": 121.66 + }, + { + "date": "2024-06-26", + "equity": 22039.12, + "return_pct": 120.39 + }, + { + "date": "2024-06-27", + "equity": 22220.46, + "return_pct": 122.2 + }, + { + "date": "2024-06-28", + "equity": 22021.42, + "return_pct": 120.21 + }, + { + "date": "2024-07-01", + "equity": 21778.56, + "return_pct": 117.79 + }, + { + "date": "2024-07-02", + "equity": 21881.92, + "return_pct": 118.82 + }, + { + "date": "2024-07-03", + "equity": 21920.88, + "return_pct": 119.21 + }, + { + "date": "2024-07-05", + "equity": 22196.89, + "return_pct": 121.97 + }, + { + "date": "2024-07-08", + "equity": 22200.43, + "return_pct": 122.0 + }, + { + "date": "2024-07-09", + "equity": 22243.27, + "return_pct": 122.43 + }, + { + "date": "2024-07-10", + "equity": 22413.11, + "return_pct": 124.13 + }, + { + "date": "2024-07-11", + "equity": 22510.84, + "return_pct": 125.11 + }, + { + "date": "2024-07-12", + "equity": 22455.3, + "return_pct": 124.55 + }, + { + "date": "2024-07-15", + "equity": 22627.01, + "return_pct": 126.27 + }, + { + "date": "2024-07-16", + "equity": 22696.58, + "return_pct": 126.97 + }, + { + "date": "2024-07-17", + "equity": 21861.68, + "return_pct": 118.62 + }, + { + "date": "2024-07-18", + "equity": 21693.99, + "return_pct": 116.94 + }, + { + "date": "2024-07-19", + "equity": 21642.42, + "return_pct": 116.42 + }, + { + "date": "2024-07-22", + "equity": 21760.05, + "return_pct": 117.6 + }, + { + "date": "2024-07-23", + "equity": 21678.49, + "return_pct": 116.78 + }, + { + "date": "2024-07-24", + "equity": 21824.94, + "return_pct": 118.25 + }, + { + "date": "2024-07-25", + "equity": 21905.29, + "return_pct": 119.05 + }, + { + "date": "2024-07-26", + "equity": 21969.57, + "return_pct": 119.7 + }, + { + "date": "2024-07-29", + "equity": 21958.63, + "return_pct": 119.59 + }, + { + "date": "2024-07-30", + "equity": 22012.14, + "return_pct": 120.12 + }, + { + "date": "2024-07-31", + "equity": 22117.96, + "return_pct": 121.18 + }, + { + "date": "2024-08-01", + "equity": 21993.33, + "return_pct": 119.93 + }, + { + "date": "2024-08-02", + "equity": 21764.08, + "return_pct": 117.64 + }, + { + "date": "2024-08-05", + "equity": 21611.75, + "return_pct": 116.12 + }, + { + "date": "2024-08-06", + "equity": 21707.83, + "return_pct": 117.08 + }, + { + "date": "2024-08-07", + "equity": 21703.77, + "return_pct": 117.04 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "residual80_highvol80_20_hold", + "label": "Residual/high-vol 80/20 + 30d hold", + "description": "Promoted entry candidate before adding the ATR trailing exit.", + "is_production": false, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "hold", + "live_exit_mode": null, + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 21703.77, + "total_return_pct": 117.0, + "cagr_pct": 44.9, + "max_drawdown_pct": 19.1, + "sharpe": 1.73, + "trades": 163, + "win_rate": 35.6, + "avg_trade_pnl": 71.8, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4285.65, + "worst_trade_pnl": -609.41, + "avg_hold_days": 16.4, + "exit_reasons": { + "stop": 102, + "time": 61 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": -0.4 + }, + { + "year": 2023, + "return_pct": 63.8 + }, + { + "year": 2024, + "return_pct": 33.1 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.6 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.53 + }, + { + "date": "2022-07-11", + "equity": 10001.05, + "return_pct": 0.04 + }, + { + "date": "2022-07-12", + "equity": 9891.58, + "return_pct": -1.06 + }, + { + "date": "2022-07-13", + "equity": 9846.83, + "return_pct": -1.5 + }, + { + "date": "2022-07-14", + "equity": 9854.99, + "return_pct": -1.42 + }, + { + "date": "2022-07-15", + "equity": 10070.82, + "return_pct": 0.74 + }, + { + "date": "2022-07-18", + "equity": 9948.2, + "return_pct": -0.49 + }, + { + "date": "2022-07-19", + "equity": 10238.98, + "return_pct": 2.42 + }, + { + "date": "2022-07-20", + "equity": 10335.37, + "return_pct": 3.38 + }, + { + "date": "2022-07-21", + "equity": 10587.53, + "return_pct": 5.91 + }, + { + "date": "2022-07-22", + "equity": 10467.62, + "return_pct": 4.71 + }, + { + "date": "2022-07-25", + "equity": 10549.3, + "return_pct": 5.52 + }, + { + "date": "2022-07-26", + "equity": 10372.13, + "return_pct": 3.75 + }, + { + "date": "2022-07-27", + "equity": 10780.26, + "return_pct": 7.83 + }, + { + "date": "2022-07-28", + "equity": 11099.85, + "return_pct": 11.03 + }, + { + "date": "2022-07-29", + "equity": 11345.76, + "return_pct": 13.49 + }, + { + "date": "2022-08-01", + "equity": 11360.27, + "return_pct": 13.64 + }, + { + "date": "2022-08-02", + "equity": 11337.52, + "return_pct": 13.41 + }, + { + "date": "2022-08-03", + "equity": 11402.41, + "return_pct": 14.06 + }, + { + "date": "2022-08-04", + "equity": 11227.83, + "return_pct": 12.31 + }, + { + "date": "2022-08-05", + "equity": 11233.97, + "return_pct": 12.37 + }, + { + "date": "2022-08-08", + "equity": 11171.59, + "return_pct": 11.75 + }, + { + "date": "2022-08-09", + "equity": 11085.7, + "return_pct": 10.89 + }, + { + "date": "2022-08-10", + "equity": 11294.55, + "return_pct": 12.98 + }, + { + "date": "2022-08-11", + "equity": 11229.83, + "return_pct": 12.33 + }, + { + "date": "2022-08-12", + "equity": 11444.9, + "return_pct": 14.48 + }, + { + "date": "2022-08-15", + "equity": 11604.02, + "return_pct": 16.07 + }, + { + "date": "2022-08-16", + "equity": 11568.2, + "return_pct": 15.71 + }, + { + "date": "2022-08-17", + "equity": 11445.87, + "return_pct": 14.49 + }, + { + "date": "2022-08-18", + "equity": 11564.54, + "return_pct": 15.68 + }, + { + "date": "2022-08-19", + "equity": 11308.65, + "return_pct": 13.12 + }, + { + "date": "2022-08-22", + "equity": 11065.95, + "return_pct": 10.69 + }, + { + "date": "2022-08-23", + "equity": 11315.99, + "return_pct": 13.19 + }, + { + "date": "2022-08-24", + "equity": 11266.45, + "return_pct": 12.7 + }, + { + "date": "2022-08-25", + "equity": 11436.21, + "return_pct": 14.39 + }, + { + "date": "2022-08-26", + "equity": 11290.34, + "return_pct": 12.94 + }, + { + "date": "2022-08-29", + "equity": 11313.51, + "return_pct": 13.17 + }, + { + "date": "2022-08-30", + "equity": 10979.71, + "return_pct": 9.83 + }, + { + "date": "2022-08-31", + "equity": 10884.94, + "return_pct": 8.88 + }, + { + "date": "2022-09-01", + "equity": 10621.5, + "return_pct": 6.25 + }, + { + "date": "2022-09-02", + "equity": 10677.95, + "return_pct": 6.81 + }, + { + "date": "2022-09-06", + "equity": 10504.8, + "return_pct": 5.08 + }, + { + "date": "2022-09-07", + "equity": 10411.78, + "return_pct": 4.15 + }, + { + "date": "2022-09-08", + "equity": 10439.62, + "return_pct": 4.43 + }, + { + "date": "2022-09-09", + "equity": 10552.86, + "return_pct": 5.56 + }, + { + "date": "2022-09-12", + "equity": 10745.34, + "return_pct": 7.48 + }, + { + "date": "2022-09-13", + "equity": 10410.42, + "return_pct": 4.13 + }, + { + "date": "2022-09-14", + "equity": 10603.97, + "return_pct": 6.07 + }, + { + "date": "2022-09-15", + "equity": 10543.21, + "return_pct": 5.46 + }, + { + "date": "2022-09-16", + "equity": 10258.64, + "return_pct": 2.62 + }, + { + "date": "2022-09-19", + "equity": 10241.7, + "return_pct": 2.45 + }, + { + "date": "2022-09-20", + "equity": 10183.64, + "return_pct": 1.87 + }, + { + "date": "2022-09-21", + "equity": 10044.48, + "return_pct": 0.47 + }, + { + "date": "2022-09-22", + "equity": 9862.43, + "return_pct": -1.35 + }, + { + "date": "2022-09-23", + "equity": 9757.96, + "return_pct": -2.39 + }, + { + "date": "2022-09-26", + "equity": 9732.44, + "return_pct": -2.65 + }, + { + "date": "2022-09-27", + "equity": 9739.47, + "return_pct": -2.58 + }, + { + "date": "2022-09-28", + "equity": 9779.21, + "return_pct": -2.18 + }, + { + "date": "2022-09-29", + "equity": 9752.02, + "return_pct": -2.45 + }, + { + "date": "2022-09-30", + "equity": 9669.29, + "return_pct": -3.28 + }, + { + "date": "2022-10-03", + "equity": 9697.57, + "return_pct": -3.0 + }, + { + "date": "2022-10-04", + "equity": 9749.41, + "return_pct": -2.48 + }, + { + "date": "2022-10-05", + "equity": 9711.3, + "return_pct": -2.86 + }, + { + "date": "2022-10-06", + "equity": 9693.31, + "return_pct": -3.04 + }, + { + "date": "2022-10-07", + "equity": 9583.49, + "return_pct": -4.14 + }, + { + "date": "2022-10-10", + "equity": 9531.61, + "return_pct": -4.66 + }, + { + "date": "2022-10-11", + "equity": 9498.78, + "return_pct": -4.99 + }, + { + "date": "2022-10-12", + "equity": 9472.68, + "return_pct": -5.25 + }, + { + "date": "2022-10-13", + "equity": 9461.97, + "return_pct": -5.35 + }, + { + "date": "2022-10-14", + "equity": 9382.24, + "return_pct": -6.15 + }, + { + "date": "2022-10-17", + "equity": 9409.45, + "return_pct": -5.88 + }, + { + "date": "2022-10-18", + "equity": 9431.49, + "return_pct": -5.66 + }, + { + "date": "2022-10-19", + "equity": 9501.84, + "return_pct": -4.95 + }, + { + "date": "2022-10-20", + "equity": 9485.87, + "return_pct": -5.11 + }, + { + "date": "2022-10-21", + "equity": 9665.29, + "return_pct": -3.32 + }, + { + "date": "2022-10-24", + "equity": 9699.79, + "return_pct": -2.97 + }, + { + "date": "2022-10-25", + "equity": 9728.03, + "return_pct": -2.69 + }, + { + "date": "2022-10-26", + "equity": 9750.41, + "return_pct": -2.47 + }, + { + "date": "2022-10-27", + "equity": 9755.66, + "return_pct": -2.42 + }, + { + "date": "2022-10-28", + "equity": 9890.07, + "return_pct": -1.07 + }, + { + "date": "2022-10-31", + "equity": 9937.87, + "return_pct": -0.59 + }, + { + "date": "2022-11-01", + "equity": 10053.43, + "return_pct": 0.56 + }, + { + "date": "2022-11-02", + "equity": 9821.12, + "return_pct": -1.76 + }, + { + "date": "2022-11-03", + "equity": 9885.69, + "return_pct": -1.11 + }, + { + "date": "2022-11-04", + "equity": 9994.91, + "return_pct": -0.02 + }, + { + "date": "2022-11-07", + "equity": 10118.78, + "return_pct": 1.22 + }, + { + "date": "2022-11-08", + "equity": 10129.09, + "return_pct": 1.32 + }, + { + "date": "2022-11-09", + "equity": 9807.19, + "return_pct": -1.9 + }, + { + "date": "2022-11-10", + "equity": 10137.55, + "return_pct": 1.4 + }, + { + "date": "2022-11-11", + "equity": 10276.38, + "return_pct": 2.79 + }, + { + "date": "2022-11-14", + "equity": 10187.66, + "return_pct": 1.91 + }, + { + "date": "2022-11-15", + "equity": 10359.8, + "return_pct": 3.63 + }, + { + "date": "2022-11-16", + "equity": 10268.96, + "return_pct": 2.72 + }, + { + "date": "2022-11-17", + "equity": 10225.11, + "return_pct": 2.28 + }, + { + "date": "2022-11-18", + "equity": 10253.95, + "return_pct": 2.57 + }, + { + "date": "2022-11-21", + "equity": 10165.8, + "return_pct": 1.69 + }, + { + "date": "2022-11-22", + "equity": 10076.46, + "return_pct": 0.79 + }, + { + "date": "2022-11-23", + "equity": 10095.44, + "return_pct": 0.98 + }, + { + "date": "2022-11-25", + "equity": 10085.21, + "return_pct": 0.88 + }, + { + "date": "2022-11-28", + "equity": 10002.8, + "return_pct": 0.06 + }, + { + "date": "2022-11-29", + "equity": 10013.68, + "return_pct": 0.17 + }, + { + "date": "2022-11-30", + "equity": 10374.75, + "return_pct": 3.78 + }, + { + "date": "2022-12-01", + "equity": 10493.18, + "return_pct": 4.96 + }, + { + "date": "2022-12-02", + "equity": 10490.51, + "return_pct": 4.93 + }, + { + "date": "2022-12-05", + "equity": 10294.82, + "return_pct": 2.98 + }, + { + "date": "2022-12-06", + "equity": 10164.19, + "return_pct": 1.67 + }, + { + "date": "2022-12-07", + "equity": 10089.78, + "return_pct": 0.93 + }, + { + "date": "2022-12-08", + "equity": 10205.97, + "return_pct": 2.09 + }, + { + "date": "2022-12-09", + "equity": 10055.01, + "return_pct": 0.58 + }, + { + "date": "2022-12-12", + "equity": 10108.53, + "return_pct": 1.11 + }, + { + "date": "2022-12-13", + "equity": 10120.42, + "return_pct": 1.23 + }, + { + "date": "2022-12-14", + "equity": 10110.65, + "return_pct": 1.14 + }, + { + "date": "2022-12-15", + "equity": 10041.82, + "return_pct": 0.45 + }, + { + "date": "2022-12-16", + "equity": 10002.53, + "return_pct": 0.05 + }, + { + "date": "2022-12-19", + "equity": 9906.87, + "return_pct": -0.9 + }, + { + "date": "2022-12-20", + "equity": 9917.42, + "return_pct": -0.8 + }, + { + "date": "2022-12-21", + "equity": 9966.4, + "return_pct": -0.31 + }, + { + "date": "2022-12-22", + "equity": 9916.99, + "return_pct": -0.8 + }, + { + "date": "2022-12-23", + "equity": 9932.24, + "return_pct": -0.65 + }, + { + "date": "2022-12-27", + "equity": 9983.01, + "return_pct": -0.14 + }, + { + "date": "2022-12-28", + "equity": 9887.34, + "return_pct": -1.1 + }, + { + "date": "2022-12-29", + "equity": 9946.38, + "return_pct": -0.51 + }, + { + "date": "2022-12-30", + "equity": 9955.71, + "return_pct": -0.41 + }, + { + "date": "2023-01-03", + "equity": 9901.96, + "return_pct": -0.95 + }, + { + "date": "2023-01-04", + "equity": 9869.6, + "return_pct": -1.28 + }, + { + "date": "2023-01-05", + "equity": 9905.51, + "return_pct": -0.92 + }, + { + "date": "2023-01-06", + "equity": 10009.83, + "return_pct": 0.13 + }, + { + "date": "2023-01-09", + "equity": 10033.34, + "return_pct": 0.36 + }, + { + "date": "2023-01-10", + "equity": 10105.52, + "return_pct": 1.08 + }, + { + "date": "2023-01-11", + "equity": 10203.1, + "return_pct": 2.06 + }, + { + "date": "2023-01-12", + "equity": 10324.76, + "return_pct": 3.28 + }, + { + "date": "2023-01-13", + "equity": 10333.06, + "return_pct": 3.36 + }, + { + "date": "2023-01-17", + "equity": 10292.8, + "return_pct": 2.96 + }, + { + "date": "2023-01-18", + "equity": 10176.84, + "return_pct": 1.8 + }, + { + "date": "2023-01-19", + "equity": 10129.25, + "return_pct": 1.32 + }, + { + "date": "2023-01-20", + "equity": 10319.76, + "return_pct": 3.23 + }, + { + "date": "2023-01-23", + "equity": 10488.88, + "return_pct": 4.92 + }, + { + "date": "2023-01-24", + "equity": 10247.35, + "return_pct": 2.5 + }, + { + "date": "2023-01-25", + "equity": 10339.1, + "return_pct": 3.42 + }, + { + "date": "2023-01-26", + "equity": 10391.92, + "return_pct": 3.95 + }, + { + "date": "2023-01-27", + "equity": 10369.65, + "return_pct": 3.73 + }, + { + "date": "2023-01-30", + "equity": 10129.81, + "return_pct": 1.33 + }, + { + "date": "2023-01-31", + "equity": 10342.63, + "return_pct": 3.46 + }, + { + "date": "2023-02-01", + "equity": 10451.3, + "return_pct": 4.54 + }, + { + "date": "2023-02-02", + "equity": 10454.61, + "return_pct": 4.58 + }, + { + "date": "2023-02-03", + "equity": 10264.84, + "return_pct": 2.68 + }, + { + "date": "2023-02-06", + "equity": 10234.11, + "return_pct": 2.37 + }, + { + "date": "2023-02-07", + "equity": 10351.42, + "return_pct": 3.54 + }, + { + "date": "2023-02-08", + "equity": 10272.54, + "return_pct": 2.75 + }, + { + "date": "2023-02-09", + "equity": 10600.27, + "return_pct": 6.03 + }, + { + "date": "2023-02-10", + "equity": 10520.11, + "return_pct": 5.23 + }, + { + "date": "2023-02-13", + "equity": 10605.5, + "return_pct": 6.09 + }, + { + "date": "2023-02-14", + "equity": 10673.16, + "return_pct": 6.76 + }, + { + "date": "2023-02-15", + "equity": 10595.75, + "return_pct": 5.99 + }, + { + "date": "2023-02-16", + "equity": 10451.92, + "return_pct": 4.55 + }, + { + "date": "2023-02-17", + "equity": 10338.08, + "return_pct": 3.41 + }, + { + "date": "2023-02-21", + "equity": 10155.98, + "return_pct": 1.59 + }, + { + "date": "2023-02-22", + "equity": 10220.79, + "return_pct": 2.24 + }, + { + "date": "2023-02-23", + "equity": 10284.64, + "return_pct": 2.88 + }, + { + "date": "2023-02-24", + "equity": 10278.8, + "return_pct": 2.82 + }, + { + "date": "2023-02-27", + "equity": 10316.83, + "return_pct": 3.2 + }, + { + "date": "2023-02-28", + "equity": 10386.38, + "return_pct": 3.89 + }, + { + "date": "2023-03-01", + "equity": 10495.38, + "return_pct": 4.98 + }, + { + "date": "2023-03-02", + "equity": 10598.86, + "return_pct": 6.02 + }, + { + "date": "2023-03-03", + "equity": 10777.75, + "return_pct": 7.81 + }, + { + "date": "2023-03-06", + "equity": 10650.86, + "return_pct": 6.54 + }, + { + "date": "2023-03-07", + "equity": 10529.79, + "return_pct": 5.33 + }, + { + "date": "2023-03-08", + "equity": 10511.97, + "return_pct": 5.15 + }, + { + "date": "2023-03-09", + "equity": 10311.66, + "return_pct": 3.15 + }, + { + "date": "2023-03-10", + "equity": 10242.46, + "return_pct": 2.45 + }, + { + "date": "2023-03-13", + "equity": 10188.44, + "return_pct": 1.91 + }, + { + "date": "2023-03-14", + "equity": 10275.35, + "return_pct": 2.78 + }, + { + "date": "2023-03-15", + "equity": 10110.77, + "return_pct": 1.14 + }, + { + "date": "2023-03-16", + "equity": 10157.87, + "return_pct": 1.61 + }, + { + "date": "2023-03-17", + "equity": 10103.37, + "return_pct": 1.06 + }, + { + "date": "2023-03-20", + "equity": 10113.55, + "return_pct": 1.16 + }, + { + "date": "2023-03-21", + "equity": 10172.16, + "return_pct": 1.75 + }, + { + "date": "2023-03-22", + "equity": 10074.23, + "return_pct": 0.77 + }, + { + "date": "2023-03-23", + "equity": 10140.57, + "return_pct": 1.43 + }, + { + "date": "2023-03-24", + "equity": 10198.16, + "return_pct": 2.01 + }, + { + "date": "2023-03-27", + "equity": 10033.78, + "return_pct": 0.37 + }, + { + "date": "2023-03-28", + "equity": 10019.81, + "return_pct": 0.23 + }, + { + "date": "2023-03-29", + "equity": 10075.06, + "return_pct": 0.78 + }, + { + "date": "2023-03-30", + "equity": 10090.63, + "return_pct": 0.94 + }, + { + "date": "2023-03-31", + "equity": 10257.26, + "return_pct": 2.6 + }, + { + "date": "2023-04-03", + "equity": 10201.99, + "return_pct": 2.05 + }, + { + "date": "2023-04-04", + "equity": 10114.99, + "return_pct": 1.18 + }, + { + "date": "2023-04-05", + "equity": 10197.59, + "return_pct": 2.0 + }, + { + "date": "2023-04-06", + "equity": 10240.24, + "return_pct": 2.43 + }, + { + "date": "2023-04-10", + "equity": 10264.41, + "return_pct": 2.67 + }, + { + "date": "2023-04-11", + "equity": 10346.58, + "return_pct": 3.5 + }, + { + "date": "2023-04-12", + "equity": 10324.35, + "return_pct": 3.27 + }, + { + "date": "2023-04-13", + "equity": 10414.43, + "return_pct": 4.17 + }, + { + "date": "2023-04-14", + "equity": 10392.53, + "return_pct": 3.95 + }, + { + "date": "2023-04-17", + "equity": 10379.42, + "return_pct": 3.82 + }, + { + "date": "2023-04-18", + "equity": 10439.99, + "return_pct": 4.43 + }, + { + "date": "2023-04-19", + "equity": 10444.97, + "return_pct": 4.48 + }, + { + "date": "2023-04-20", + "equity": 10546.16, + "return_pct": 5.49 + }, + { + "date": "2023-04-21", + "equity": 10576.57, + "return_pct": 5.8 + }, + { + "date": "2023-04-24", + "equity": 10603.83, + "return_pct": 6.07 + }, + { + "date": "2023-04-25", + "equity": 10432.08, + "return_pct": 4.35 + }, + { + "date": "2023-04-26", + "equity": 10354.11, + "return_pct": 3.57 + }, + { + "date": "2023-04-27", + "equity": 10689.1, + "return_pct": 6.92 + }, + { + "date": "2023-04-28", + "equity": 10810.44, + "return_pct": 8.14 + }, + { + "date": "2023-05-01", + "equity": 10771.74, + "return_pct": 7.75 + }, + { + "date": "2023-05-02", + "equity": 10703.85, + "return_pct": 7.07 + }, + { + "date": "2023-05-03", + "equity": 10705.43, + "return_pct": 7.08 + }, + { + "date": "2023-05-04", + "equity": 10767.09, + "return_pct": 7.7 + }, + { + "date": "2023-05-05", + "equity": 10859.67, + "return_pct": 8.63 + }, + { + "date": "2023-05-08", + "equity": 10887.61, + "return_pct": 8.91 + }, + { + "date": "2023-05-09", + "equity": 10803.06, + "return_pct": 8.06 + }, + { + "date": "2023-05-10", + "equity": 10906.86, + "return_pct": 9.1 + }, + { + "date": "2023-05-11", + "equity": 10803.33, + "return_pct": 8.06 + }, + { + "date": "2023-05-12", + "equity": 10779.79, + "return_pct": 7.83 + }, + { + "date": "2023-05-15", + "equity": 10800.0, + "return_pct": 8.03 + }, + { + "date": "2023-05-16", + "equity": 10731.67, + "return_pct": 7.35 + }, + { + "date": "2023-05-17", + "equity": 10933.42, + "return_pct": 9.37 + }, + { + "date": "2023-05-18", + "equity": 11344.19, + "return_pct": 13.47 + }, + { + "date": "2023-05-19", + "equity": 11314.55, + "return_pct": 13.18 + }, + { + "date": "2023-05-22", + "equity": 11365.88, + "return_pct": 13.69 + }, + { + "date": "2023-05-23", + "equity": 11355.06, + "return_pct": 13.58 + }, + { + "date": "2023-05-24", + "equity": 11210.25, + "return_pct": 12.13 + }, + { + "date": "2023-05-25", + "equity": 11855.35, + "return_pct": 18.59 + }, + { + "date": "2023-05-26", + "equity": 12091.34, + "return_pct": 20.95 + }, + { + "date": "2023-05-30", + "equity": 12353.71, + "return_pct": 23.57 + }, + { + "date": "2023-05-31", + "equity": 12213.88, + "return_pct": 22.17 + }, + { + "date": "2023-06-01", + "equity": 12582.59, + "return_pct": 25.86 + }, + { + "date": "2023-06-02", + "equity": 12597.4, + "return_pct": 26.01 + }, + { + "date": "2023-06-05", + "equity": 12729.89, + "return_pct": 27.34 + }, + { + "date": "2023-06-06", + "equity": 12671.38, + "return_pct": 26.75 + }, + { + "date": "2023-06-07", + "equity": 12342.18, + "return_pct": 23.46 + }, + { + "date": "2023-06-08", + "equity": 12581.55, + "return_pct": 25.85 + }, + { + "date": "2023-06-09", + "equity": 12632.33, + "return_pct": 26.36 + }, + { + "date": "2023-06-12", + "equity": 12849.67, + "return_pct": 28.53 + }, + { + "date": "2023-06-13", + "equity": 13198.55, + "return_pct": 32.02 + }, + { + "date": "2023-06-14", + "equity": 13261.92, + "return_pct": 32.66 + }, + { + "date": "2023-06-15", + "equity": 13572.95, + "return_pct": 35.77 + }, + { + "date": "2023-06-16", + "equity": 13437.86, + "return_pct": 34.42 + }, + { + "date": "2023-06-20", + "equity": 13255.87, + "return_pct": 32.6 + }, + { + "date": "2023-06-21", + "equity": 13136.67, + "return_pct": 31.4 + }, + { + "date": "2023-06-22", + "equity": 13084.74, + "return_pct": 30.88 + }, + { + "date": "2023-06-23", + "equity": 13008.45, + "return_pct": 30.12 + }, + { + "date": "2023-06-26", + "equity": 12805.24, + "return_pct": 28.09 + }, + { + "date": "2023-06-27", + "equity": 13215.47, + "return_pct": 32.19 + }, + { + "date": "2023-06-28", + "equity": 13340.6, + "return_pct": 33.44 + }, + { + "date": "2023-06-29", + "equity": 13322.39, + "return_pct": 33.26 + }, + { + "date": "2023-06-30", + "equity": 13466.83, + "return_pct": 34.71 + }, + { + "date": "2023-07-03", + "equity": 13667.37, + "return_pct": 36.71 + }, + { + "date": "2023-07-05", + "equity": 13599.15, + "return_pct": 36.03 + }, + { + "date": "2023-07-06", + "equity": 13329.28, + "return_pct": 33.33 + }, + { + "date": "2023-07-07", + "equity": 13649.94, + "return_pct": 36.54 + }, + { + "date": "2023-07-10", + "equity": 14064.21, + "return_pct": 40.68 + }, + { + "date": "2023-07-11", + "equity": 14260.46, + "return_pct": 42.65 + }, + { + "date": "2023-07-12", + "equity": 14454.33, + "return_pct": 44.58 + }, + { + "date": "2023-07-13", + "equity": 14839.05, + "return_pct": 48.43 + }, + { + "date": "2023-07-14", + "equity": 14768.8, + "return_pct": 47.73 + }, + { + "date": "2023-07-17", + "equity": 14750.09, + "return_pct": 47.54 + }, + { + "date": "2023-07-18", + "equity": 14844.04, + "return_pct": 48.48 + }, + { + "date": "2023-07-19", + "equity": 15323.25, + "return_pct": 53.28 + }, + { + "date": "2023-07-20", + "equity": 14677.07, + "return_pct": 46.81 + }, + { + "date": "2023-07-21", + "equity": 14550.15, + "return_pct": 45.54 + }, + { + "date": "2023-07-24", + "equity": 14498.4, + "return_pct": 45.03 + }, + { + "date": "2023-07-25", + "equity": 14585.33, + "return_pct": 45.89 + }, + { + "date": "2023-07-26", + "equity": 14591.25, + "return_pct": 45.95 + }, + { + "date": "2023-07-27", + "equity": 14602.4, + "return_pct": 46.07 + }, + { + "date": "2023-07-28", + "equity": 15030.07, + "return_pct": 50.34 + }, + { + "date": "2023-07-31", + "equity": 15147.79, + "return_pct": 51.52 + }, + { + "date": "2023-08-01", + "equity": 14963.53, + "return_pct": 49.68 + }, + { + "date": "2023-08-02", + "equity": 15431.42, + "return_pct": 54.36 + }, + { + "date": "2023-08-03", + "equity": 15320.01, + "return_pct": 53.24 + }, + { + "date": "2023-08-04", + "equity": 15091.92, + "return_pct": 50.96 + }, + { + "date": "2023-08-07", + "equity": 15246.8, + "return_pct": 52.51 + }, + { + "date": "2023-08-08", + "equity": 15212.3, + "return_pct": 52.17 + }, + { + "date": "2023-08-09", + "equity": 14973.03, + "return_pct": 49.77 + }, + { + "date": "2023-08-10", + "equity": 14919.45, + "return_pct": 49.24 + }, + { + "date": "2023-08-11", + "equity": 14828.53, + "return_pct": 48.33 + }, + { + "date": "2023-08-14", + "equity": 14712.17, + "return_pct": 47.16 + }, + { + "date": "2023-08-15", + "equity": 14639.86, + "return_pct": 46.44 + }, + { + "date": "2023-08-16", + "equity": 14548.16, + "return_pct": 45.52 + }, + { + "date": "2023-08-17", + "equity": 14537.27, + "return_pct": 45.41 + }, + { + "date": "2023-08-18", + "equity": 14545.74, + "return_pct": 45.5 + }, + { + "date": "2023-08-21", + "equity": 14513.53, + "return_pct": 45.18 + }, + { + "date": "2023-08-22", + "equity": 14458.52, + "return_pct": 44.63 + }, + { + "date": "2023-08-23", + "equity": 14532.89, + "return_pct": 45.37 + }, + { + "date": "2023-08-24", + "equity": 14281.64, + "return_pct": 42.86 + }, + { + "date": "2023-08-25", + "equity": 14299.43, + "return_pct": 43.03 + }, + { + "date": "2023-08-28", + "equity": 14407.6, + "return_pct": 44.12 + }, + { + "date": "2023-08-29", + "equity": 14493.09, + "return_pct": 44.97 + }, + { + "date": "2023-08-30", + "equity": 14615.53, + "return_pct": 46.2 + }, + { + "date": "2023-08-31", + "equity": 14650.67, + "return_pct": 46.55 + }, + { + "date": "2023-09-01", + "equity": 14836.0, + "return_pct": 48.4 + }, + { + "date": "2023-09-05", + "equity": 14731.06, + "return_pct": 47.35 + }, + { + "date": "2023-09-06", + "equity": 14814.88, + "return_pct": 48.19 + }, + { + "date": "2023-09-07", + "equity": 14741.76, + "return_pct": 47.46 + }, + { + "date": "2023-09-08", + "equity": 14673.52, + "return_pct": 46.78 + }, + { + "date": "2023-09-11", + "equity": 14812.6, + "return_pct": 48.17 + }, + { + "date": "2023-09-12", + "equity": 14684.05, + "return_pct": 46.88 + }, + { + "date": "2023-09-13", + "equity": 14527.51, + "return_pct": 45.32 + }, + { + "date": "2023-09-14", + "equity": 14611.12, + "return_pct": 46.15 + }, + { + "date": "2023-09-15", + "equity": 14291.16, + "return_pct": 42.95 + }, + { + "date": "2023-09-18", + "equity": 14267.12, + "return_pct": 42.71 + }, + { + "date": "2023-09-19", + "equity": 14044.01, + "return_pct": 40.48 + }, + { + "date": "2023-09-20", + "equity": 13950.19, + "return_pct": 39.54 + }, + { + "date": "2023-09-21", + "equity": 13795.07, + "return_pct": 37.99 + }, + { + "date": "2023-09-22", + "equity": 13784.76, + "return_pct": 37.89 + }, + { + "date": "2023-09-25", + "equity": 13753.12, + "return_pct": 37.57 + }, + { + "date": "2023-09-26", + "equity": 13712.62, + "return_pct": 37.17 + }, + { + "date": "2023-09-27", + "equity": 13712.62, + "return_pct": 37.17 + }, + { + "date": "2023-09-28", + "equity": 13703.62, + "return_pct": 37.08 + }, + { + "date": "2023-09-29", + "equity": 13759.25, + "return_pct": 37.63 + }, + { + "date": "2023-10-02", + "equity": 13871.4, + "return_pct": 38.75 + }, + { + "date": "2023-10-03", + "equity": 13584.12, + "return_pct": 35.88 + }, + { + "date": "2023-10-04", + "equity": 13796.81, + "return_pct": 38.01 + }, + { + "date": "2023-10-05", + "equity": 13853.93, + "return_pct": 38.58 + }, + { + "date": "2023-10-06", + "equity": 14090.31, + "return_pct": 40.94 + }, + { + "date": "2023-10-09", + "equity": 14249.01, + "return_pct": 42.53 + }, + { + "date": "2023-10-10", + "equity": 14454.07, + "return_pct": 44.58 + }, + { + "date": "2023-10-11", + "equity": 14532.46, + "return_pct": 45.37 + }, + { + "date": "2023-10-12", + "equity": 14279.92, + "return_pct": 42.84 + }, + { + "date": "2023-10-13", + "equity": 13892.24, + "return_pct": 38.96 + }, + { + "date": "2023-10-16", + "equity": 13967.23, + "return_pct": 39.71 + }, + { + "date": "2023-10-17", + "equity": 14180.56, + "return_pct": 41.85 + }, + { + "date": "2023-10-18", + "equity": 13863.03, + "return_pct": 38.67 + }, + { + "date": "2023-10-19", + "equity": 13620.51, + "return_pct": 36.24 + }, + { + "date": "2023-10-20", + "equity": 13293.76, + "return_pct": 32.98 + }, + { + "date": "2023-10-23", + "equity": 13372.9, + "return_pct": 33.77 + }, + { + "date": "2023-10-24", + "equity": 13454.96, + "return_pct": 34.59 + }, + { + "date": "2023-10-25", + "equity": 13198.55, + "return_pct": 32.02 + }, + { + "date": "2023-10-26", + "equity": 13028.93, + "return_pct": 30.33 + }, + { + "date": "2023-10-27", + "equity": 12914.68, + "return_pct": 29.18 + }, + { + "date": "2023-10-30", + "equity": 13030.33, + "return_pct": 30.34 + }, + { + "date": "2023-10-31", + "equity": 13033.18, + "return_pct": 30.37 + }, + { + "date": "2023-11-01", + "equity": 13059.44, + "return_pct": 30.63 + }, + { + "date": "2023-11-02", + "equity": 13294.43, + "return_pct": 32.98 + }, + { + "date": "2023-11-03", + "equity": 13633.27, + "return_pct": 36.37 + }, + { + "date": "2023-11-06", + "equity": 13623.23, + "return_pct": 36.27 + }, + { + "date": "2023-11-07", + "equity": 13696.64, + "return_pct": 37.01 + }, + { + "date": "2023-11-08", + "equity": 13652.81, + "return_pct": 36.57 + }, + { + "date": "2023-11-09", + "equity": 13620.22, + "return_pct": 36.24 + }, + { + "date": "2023-11-10", + "equity": 14039.08, + "return_pct": 40.43 + }, + { + "date": "2023-11-13", + "equity": 13947.14, + "return_pct": 39.51 + }, + { + "date": "2023-11-14", + "equity": 14266.1, + "return_pct": 42.7 + }, + { + "date": "2023-11-15", + "equity": 14299.03, + "return_pct": 43.03 + }, + { + "date": "2023-11-16", + "equity": 14310.28, + "return_pct": 43.14 + }, + { + "date": "2023-11-17", + "equity": 14430.6, + "return_pct": 44.35 + }, + { + "date": "2023-11-20", + "equity": 14692.35, + "return_pct": 46.97 + }, + { + "date": "2023-11-21", + "equity": 14423.28, + "return_pct": 44.27 + }, + { + "date": "2023-11-22", + "equity": 14569.86, + "return_pct": 45.74 + }, + { + "date": "2023-11-24", + "equity": 14582.6, + "return_pct": 45.87 + }, + { + "date": "2023-11-27", + "equity": 14494.01, + "return_pct": 44.98 + }, + { + "date": "2023-11-28", + "equity": 14462.55, + "return_pct": 44.67 + }, + { + "date": "2023-11-29", + "equity": 14422.46, + "return_pct": 44.27 + }, + { + "date": "2023-11-30", + "equity": 14314.27, + "return_pct": 43.18 + }, + { + "date": "2023-12-01", + "equity": 14490.43, + "return_pct": 44.95 + }, + { + "date": "2023-12-04", + "equity": 14435.09, + "return_pct": 44.39 + }, + { + "date": "2023-12-05", + "equity": 14531.1, + "return_pct": 45.35 + }, + { + "date": "2023-12-06", + "equity": 14338.54, + "return_pct": 43.43 + }, + { + "date": "2023-12-07", + "equity": 14694.38, + "return_pct": 46.99 + }, + { + "date": "2023-12-08", + "equity": 15101.57, + "return_pct": 51.06 + }, + { + "date": "2023-12-11", + "equity": 15080.82, + "return_pct": 50.85 + }, + { + "date": "2023-12-12", + "equity": 15178.62, + "return_pct": 51.83 + }, + { + "date": "2023-12-13", + "equity": 15765.43, + "return_pct": 57.7 + }, + { + "date": "2023-12-14", + "equity": 16256.98, + "return_pct": 62.62 + }, + { + "date": "2023-12-15", + "equity": 16070.61, + "return_pct": 60.75 + }, + { + "date": "2023-12-18", + "equity": 16433.67, + "return_pct": 64.38 + }, + { + "date": "2023-12-19", + "equity": 16666.5, + "return_pct": 66.71 + }, + { + "date": "2023-12-20", + "equity": 16177.61, + "return_pct": 61.82 + }, + { + "date": "2023-12-21", + "equity": 16636.2, + "return_pct": 66.41 + }, + { + "date": "2023-12-22", + "equity": 16479.94, + "return_pct": 64.85 + }, + { + "date": "2023-12-26", + "equity": 16522.38, + "return_pct": 65.27 + }, + { + "date": "2023-12-27", + "equity": 16789.7, + "return_pct": 67.94 + }, + { + "date": "2023-12-28", + "equity": 16726.52, + "return_pct": 67.31 + }, + { + "date": "2023-12-29", + "equity": 16306.88, + "return_pct": 63.12 + }, + { + "date": "2024-01-02", + "equity": 15681.0, + "return_pct": 56.85 + }, + { + "date": "2024-01-03", + "equity": 15135.09, + "return_pct": 51.39 + }, + { + "date": "2024-01-04", + "equity": 15197.32, + "return_pct": 52.02 + }, + { + "date": "2024-01-05", + "equity": 15191.49, + "return_pct": 51.96 + }, + { + "date": "2024-01-08", + "equity": 15558.4, + "return_pct": 55.63 + }, + { + "date": "2024-01-09", + "equity": 15542.24, + "return_pct": 55.47 + }, + { + "date": "2024-01-10", + "equity": 15691.34, + "return_pct": 56.96 + }, + { + "date": "2024-01-11", + "equity": 15488.58, + "return_pct": 54.93 + }, + { + "date": "2024-01-12", + "equity": 15262.78, + "return_pct": 52.67 + }, + { + "date": "2024-01-16", + "equity": 15195.58, + "return_pct": 52.0 + }, + { + "date": "2024-01-17", + "equity": 15097.68, + "return_pct": 51.02 + }, + { + "date": "2024-01-18", + "equity": 15272.55, + "return_pct": 52.77 + }, + { + "date": "2024-01-19", + "equity": 16082.91, + "return_pct": 60.87 + }, + { + "date": "2024-01-22", + "equity": 16568.5, + "return_pct": 65.73 + }, + { + "date": "2024-01-23", + "equity": 16768.34, + "return_pct": 67.73 + }, + { + "date": "2024-01-24", + "equity": 16658.11, + "return_pct": 66.63 + }, + { + "date": "2024-01-25", + "equity": 17018.4, + "return_pct": 70.23 + }, + { + "date": "2024-01-26", + "equity": 16586.82, + "return_pct": 65.92 + }, + { + "date": "2024-01-29", + "equity": 17020.31, + "return_pct": 70.25 + }, + { + "date": "2024-01-30", + "equity": 16687.54, + "return_pct": 66.92 + }, + { + "date": "2024-01-31", + "equity": 16668.17, + "return_pct": 66.73 + }, + { + "date": "2024-02-01", + "equity": 17196.56, + "return_pct": 72.01 + }, + { + "date": "2024-02-02", + "equity": 17504.19, + "return_pct": 75.09 + }, + { + "date": "2024-02-05", + "equity": 18071.02, + "return_pct": 80.76 + }, + { + "date": "2024-02-06", + "equity": 18242.26, + "return_pct": 82.47 + }, + { + "date": "2024-02-07", + "equity": 18348.52, + "return_pct": 83.54 + }, + { + "date": "2024-02-08", + "equity": 18297.42, + "return_pct": 83.03 + }, + { + "date": "2024-02-09", + "equity": 18559.83, + "return_pct": 85.65 + }, + { + "date": "2024-02-12", + "equity": 18986.02, + "return_pct": 89.91 + }, + { + "date": "2024-02-13", + "equity": 18878.09, + "return_pct": 88.83 + }, + { + "date": "2024-02-14", + "equity": 20068.49, + "return_pct": 100.74 + }, + { + "date": "2024-02-15", + "equity": 21133.64, + "return_pct": 111.4 + }, + { + "date": "2024-02-16", + "equity": 20830.12, + "return_pct": 108.36 + }, + { + "date": "2024-02-20", + "equity": 20535.71, + "return_pct": 105.42 + }, + { + "date": "2024-02-21", + "equity": 20138.93, + "return_pct": 101.45 + }, + { + "date": "2024-02-22", + "equity": 20696.56, + "return_pct": 107.02 + }, + { + "date": "2024-02-23", + "equity": 20694.25, + "return_pct": 107.0 + }, + { + "date": "2024-02-26", + "equity": 21135.9, + "return_pct": 111.42 + }, + { + "date": "2024-02-27", + "equity": 21392.86, + "return_pct": 113.99 + }, + { + "date": "2024-02-28", + "equity": 21361.77, + "return_pct": 113.68 + }, + { + "date": "2024-02-29", + "equity": 21538.32, + "return_pct": 115.44 + }, + { + "date": "2024-03-01", + "equity": 21855.79, + "return_pct": 118.62 + }, + { + "date": "2024-03-04", + "equity": 21991.28, + "return_pct": 119.98 + }, + { + "date": "2024-03-05", + "equity": 21700.35, + "return_pct": 117.07 + }, + { + "date": "2024-03-06", + "equity": 22299.78, + "return_pct": 123.06 + }, + { + "date": "2024-03-07", + "equity": 22529.09, + "return_pct": 125.36 + }, + { + "date": "2024-03-08", + "equity": 22647.88, + "return_pct": 126.54 + }, + { + "date": "2024-03-11", + "equity": 22327.88, + "return_pct": 123.34 + }, + { + "date": "2024-03-12", + "equity": 22528.56, + "return_pct": 125.35 + }, + { + "date": "2024-03-13", + "equity": 22555.82, + "return_pct": 125.62 + }, + { + "date": "2024-03-14", + "equity": 22168.46, + "return_pct": 121.75 + }, + { + "date": "2024-03-15", + "equity": 22088.41, + "return_pct": 120.95 + }, + { + "date": "2024-03-18", + "equity": 22450.0, + "return_pct": 124.56 + }, + { + "date": "2024-03-19", + "equity": 22241.46, + "return_pct": 122.48 + }, + { + "date": "2024-03-20", + "equity": 22812.06, + "return_pct": 128.19 + }, + { + "date": "2024-03-21", + "equity": 22978.14, + "return_pct": 129.85 + }, + { + "date": "2024-03-22", + "equity": 22252.17, + "return_pct": 122.59 + }, + { + "date": "2024-03-25", + "equity": 22724.08, + "return_pct": 127.31 + }, + { + "date": "2024-03-26", + "equity": 22629.48, + "return_pct": 126.36 + }, + { + "date": "2024-03-27", + "equity": 22242.3, + "return_pct": 122.49 + }, + { + "date": "2024-03-28", + "equity": 22269.67, + "return_pct": 122.76 + }, + { + "date": "2024-04-01", + "equity": 22532.16, + "return_pct": 125.39 + }, + { + "date": "2024-04-02", + "equity": 22370.21, + "return_pct": 123.77 + }, + { + "date": "2024-04-03", + "equity": 23033.85, + "return_pct": 130.4 + }, + { + "date": "2024-04-04", + "equity": 22862.5, + "return_pct": 128.69 + }, + { + "date": "2024-04-05", + "equity": 23381.32, + "return_pct": 133.88 + }, + { + "date": "2024-04-08", + "equity": 23199.95, + "return_pct": 132.07 + }, + { + "date": "2024-04-09", + "equity": 22933.07, + "return_pct": 129.4 + }, + { + "date": "2024-04-10", + "equity": 22647.11, + "return_pct": 126.54 + }, + { + "date": "2024-04-11", + "equity": 22880.43, + "return_pct": 128.87 + }, + { + "date": "2024-04-12", + "equity": 22433.11, + "return_pct": 124.39 + }, + { + "date": "2024-04-15", + "equity": 22005.96, + "return_pct": 120.12 + }, + { + "date": "2024-04-16", + "equity": 22176.58, + "return_pct": 121.83 + }, + { + "date": "2024-04-17", + "equity": 21915.44, + "return_pct": 119.22 + }, + { + "date": "2024-04-18", + "equity": 21903.35, + "return_pct": 119.1 + }, + { + "date": "2024-04-19", + "equity": 21331.78, + "return_pct": 113.38 + }, + { + "date": "2024-04-22", + "equity": 21353.69, + "return_pct": 113.6 + }, + { + "date": "2024-04-23", + "equity": 21520.12, + "return_pct": 115.26 + }, + { + "date": "2024-04-24", + "equity": 21506.06, + "return_pct": 115.12 + }, + { + "date": "2024-04-25", + "equity": 21660.07, + "return_pct": 116.66 + }, + { + "date": "2024-04-26", + "equity": 21653.75, + "return_pct": 116.6 + }, + { + "date": "2024-04-29", + "equity": 21879.45, + "return_pct": 118.86 + }, + { + "date": "2024-04-30", + "equity": 21594.08, + "return_pct": 116.0 + }, + { + "date": "2024-05-01", + "equity": 21213.29, + "return_pct": 112.19 + }, + { + "date": "2024-05-02", + "equity": 21442.42, + "return_pct": 114.49 + }, + { + "date": "2024-05-03", + "equity": 21607.88, + "return_pct": 116.14 + }, + { + "date": "2024-05-06", + "equity": 22379.8, + "return_pct": 123.86 + }, + { + "date": "2024-05-07", + "equity": 21799.02, + "return_pct": 118.05 + }, + { + "date": "2024-05-08", + "equity": 21840.84, + "return_pct": 118.47 + }, + { + "date": "2024-05-09", + "equity": 22401.26, + "return_pct": 124.08 + }, + { + "date": "2024-05-10", + "equity": 22654.33, + "return_pct": 126.61 + }, + { + "date": "2024-05-13", + "equity": 22564.18, + "return_pct": 125.71 + }, + { + "date": "2024-05-14", + "equity": 22791.5, + "return_pct": 127.98 + }, + { + "date": "2024-05-15", + "equity": 23145.35, + "return_pct": 131.52 + }, + { + "date": "2024-05-16", + "equity": 23059.94, + "return_pct": 130.67 + }, + { + "date": "2024-05-17", + "equity": 23152.67, + "return_pct": 131.59 + }, + { + "date": "2024-05-20", + "equity": 23432.64, + "return_pct": 134.39 + }, + { + "date": "2024-05-21", + "equity": 23090.34, + "return_pct": 130.97 + }, + { + "date": "2024-05-22", + "equity": 22725.86, + "return_pct": 127.32 + }, + { + "date": "2024-05-23", + "equity": 22392.52, + "return_pct": 123.99 + }, + { + "date": "2024-05-24", + "equity": 22851.4, + "return_pct": 128.58 + }, + { + "date": "2024-05-28", + "equity": 22879.84, + "return_pct": 128.86 + }, + { + "date": "2024-05-29", + "equity": 22810.16, + "return_pct": 128.17 + }, + { + "date": "2024-05-30", + "equity": 22074.72, + "return_pct": 120.81 + }, + { + "date": "2024-05-31", + "equity": 21925.07, + "return_pct": 119.31 + }, + { + "date": "2024-06-03", + "equity": 22034.1, + "return_pct": 120.4 + }, + { + "date": "2024-06-04", + "equity": 21918.35, + "return_pct": 119.25 + }, + { + "date": "2024-06-05", + "equity": 22325.55, + "return_pct": 123.32 + }, + { + "date": "2024-06-06", + "equity": 22163.89, + "return_pct": 121.7 + }, + { + "date": "2024-06-07", + "equity": 22011.51, + "return_pct": 120.18 + }, + { + "date": "2024-06-10", + "equity": 22139.75, + "return_pct": 121.46 + }, + { + "date": "2024-06-11", + "equity": 22175.62, + "return_pct": 121.82 + }, + { + "date": "2024-06-12", + "equity": 22628.1, + "return_pct": 126.35 + }, + { + "date": "2024-06-13", + "equity": 22445.82, + "return_pct": 124.52 + }, + { + "date": "2024-06-14", + "equity": 22427.77, + "return_pct": 124.34 + }, + { + "date": "2024-06-17", + "equity": 22510.32, + "return_pct": 125.17 + }, + { + "date": "2024-06-18", + "equity": 22426.7, + "return_pct": 124.33 + }, + { + "date": "2024-06-20", + "equity": 22261.88, + "return_pct": 122.68 + }, + { + "date": "2024-06-21", + "equity": 22089.84, + "return_pct": 120.96 + }, + { + "date": "2024-06-24", + "equity": 21958.5, + "return_pct": 119.65 + }, + { + "date": "2024-06-25", + "equity": 22166.0, + "return_pct": 121.72 + }, + { + "date": "2024-06-26", + "equity": 22039.12, + "return_pct": 120.45 + }, + { + "date": "2024-06-27", + "equity": 22220.46, + "return_pct": 122.27 + }, + { + "date": "2024-06-28", + "equity": 22021.42, + "return_pct": 120.28 + }, + { + "date": "2024-07-01", + "equity": 21778.56, + "return_pct": 117.85 + }, + { + "date": "2024-07-02", + "equity": 21881.92, + "return_pct": 118.88 + }, + { + "date": "2024-07-03", + "equity": 21920.88, + "return_pct": 119.27 + }, + { + "date": "2024-07-05", + "equity": 22196.89, + "return_pct": 122.03 + }, + { + "date": "2024-07-08", + "equity": 22200.43, + "return_pct": 122.07 + }, + { + "date": "2024-07-09", + "equity": 22243.27, + "return_pct": 122.5 + }, + { + "date": "2024-07-10", + "equity": 22413.11, + "return_pct": 124.19 + }, + { + "date": "2024-07-11", + "equity": 22510.84, + "return_pct": 125.17 + }, + { + "date": "2024-07-12", + "equity": 22455.3, + "return_pct": 124.62 + }, + { + "date": "2024-07-15", + "equity": 22627.01, + "return_pct": 126.33 + }, + { + "date": "2024-07-16", + "equity": 22696.58, + "return_pct": 127.03 + }, + { + "date": "2024-07-17", + "equity": 21861.68, + "return_pct": 118.68 + }, + { + "date": "2024-07-18", + "equity": 21693.99, + "return_pct": 117.0 + }, + { + "date": "2024-07-19", + "equity": 21642.42, + "return_pct": 116.49 + }, + { + "date": "2024-07-22", + "equity": 21760.05, + "return_pct": 117.66 + }, + { + "date": "2024-07-23", + "equity": 21678.49, + "return_pct": 116.85 + }, + { + "date": "2024-07-24", + "equity": 21824.94, + "return_pct": 118.31 + }, + { + "date": "2024-07-25", + "equity": 21905.29, + "return_pct": 119.12 + }, + { + "date": "2024-07-26", + "equity": 21969.57, + "return_pct": 119.76 + }, + { + "date": "2024-07-29", + "equity": 21958.63, + "return_pct": 119.65 + }, + { + "date": "2024-07-30", + "equity": 22012.14, + "return_pct": 120.18 + }, + { + "date": "2024-07-31", + "equity": 22117.96, + "return_pct": 121.24 + }, + { + "date": "2024-08-01", + "equity": 21993.33, + "return_pct": 120.0 + }, + { + "date": "2024-08-02", + "equity": 21764.08, + "return_pct": 117.7 + }, + { + "date": "2024-08-05", + "equity": 21611.75, + "return_pct": 116.18 + }, + { + "date": "2024-08-06", + "equity": 21707.83, + "return_pct": 117.14 + }, + { + "date": "2024-08-07", + "equity": 21703.77, + "return_pct": 117.1 + } + ], + "benchmark_curve": [ + { + "date": "2022-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10149.77, + "return_pct": 1.5 + }, + { + "date": "2022-07-08", + "equity": 10141.42, + "return_pct": 1.41 + }, + { + "date": "2022-07-11", + "equity": 10025.57, + "return_pct": 0.26 + }, + { + "date": "2022-07-12", + "equity": 9936.86, + "return_pct": -0.63 + }, + { + "date": "2022-07-13", + "equity": 9884.67, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9860.67, + "return_pct": -1.39 + }, + { + "date": "2022-07-15", + "equity": 10049.05, + "return_pct": 0.49 + }, + { + "date": "2022-07-18", + "equity": 9966.08, + "return_pct": -0.34 + }, + { + "date": "2022-07-19", + "equity": 10235.36, + "return_pct": 2.35 + }, + { + "date": "2022-07-20", + "equity": 10300.59, + "return_pct": 3.01 + }, + { + "date": "2022-07-21", + "equity": 10405.48, + "return_pct": 4.05 + }, + { + "date": "2022-07-22", + "equity": 10308.94, + "return_pct": 3.09 + }, + { + "date": "2022-07-25", + "equity": 10321.46, + "return_pct": 3.21 + }, + { + "date": "2022-07-26", + "equity": 10199.35, + "return_pct": 1.99 + }, + { + "date": "2022-07-27", + "equity": 10464.19, + "return_pct": 4.64 + }, + { + "date": "2022-07-28", + "equity": 10594.65, + "return_pct": 5.95 + }, + { + "date": "2022-07-29", + "equity": 10749.9, + "return_pct": 7.5 + }, + { + "date": "2022-08-01", + "equity": 10718.07, + "return_pct": 7.18 + }, + { + "date": "2022-08-02", + "equity": 10647.36, + "return_pct": 6.47 + }, + { + "date": "2022-08-03", + "equity": 10814.09, + "return_pct": 8.14 + }, + { + "date": "2022-08-04", + "equity": 10806.78, + "return_pct": 8.07 + }, + { + "date": "2022-08-05", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2022-08-08", + "equity": 10775.99, + "return_pct": 7.76 + }, + { + "date": "2022-08-09", + "equity": 10733.2, + "return_pct": 7.33 + }, + { + "date": "2022-08-10", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-11", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-12", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2022-08-15", + "equity": 11190.08, + "return_pct": 11.9 + }, + { + "date": "2022-08-16", + "equity": 11212.0, + "return_pct": 12.12 + }, + { + "date": "2022-08-17", + "equity": 11132.42, + "return_pct": 11.32 + }, + { + "date": "2022-08-18", + "equity": 11164.77, + "return_pct": 11.65 + }, + { + "date": "2022-08-19", + "equity": 11014.74, + "return_pct": 10.15 + }, + { + "date": "2022-08-22", + "equity": 10785.39, + "return_pct": 7.85 + }, + { + "date": "2022-08-23", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2022-08-24", + "equity": 10793.74, + "return_pct": 7.94 + }, + { + "date": "2022-08-25", + "equity": 10946.12, + "return_pct": 9.46 + }, + { + "date": "2022-08-26", + "equity": 10575.6, + "return_pct": 5.76 + }, + { + "date": "2022-08-29", + "equity": 10505.68, + "return_pct": 5.06 + }, + { + "date": "2022-08-30", + "equity": 10390.35, + "return_pct": 3.9 + }, + { + "date": "2022-08-31", + "equity": 10311.29, + "return_pct": 3.11 + }, + { + "date": "2022-09-01", + "equity": 10343.64, + "return_pct": 3.44 + }, + { + "date": "2022-09-02", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2022-09-06", + "equity": 10195.96, + "return_pct": 1.96 + }, + { + "date": "2022-09-07", + "equity": 10379.13, + "return_pct": 3.79 + }, + { + "date": "2022-09-08", + "equity": 10446.97, + "return_pct": 4.47 + }, + { + "date": "2022-09-09", + "equity": 10609.26, + "return_pct": 6.09 + }, + { + "date": "2022-09-12", + "equity": 10723.29, + "return_pct": 7.23 + }, + { + "date": "2022-09-13", + "equity": 10257.01, + "return_pct": 2.57 + }, + { + "date": "2022-09-14", + "equity": 10296.15, + "return_pct": 2.96 + }, + { + "date": "2022-09-15", + "equity": 10179.26, + "return_pct": 1.79 + }, + { + "date": "2022-09-16", + "equity": 10060.27, + "return_pct": 0.6 + }, + { + "date": "2022-09-19", + "equity": 10138.29, + "return_pct": 1.38 + }, + { + "date": "2022-09-20", + "equity": 10021.92, + "return_pct": 0.22 + }, + { + "date": "2022-09-21", + "equity": 9847.1, + "return_pct": -1.53 + }, + { + "date": "2022-09-22", + "equity": 9764.38, + "return_pct": -2.36 + }, + { + "date": "2022-09-23", + "equity": 9600.78, + "return_pct": -3.99 + }, + { + "date": "2022-09-26", + "equity": 9505.81, + "return_pct": -4.94 + }, + { + "date": "2022-09-27", + "equity": 9481.54, + "return_pct": -5.18 + }, + { + "date": "2022-09-28", + "equity": 9668.1, + "return_pct": -3.32 + }, + { + "date": "2022-09-29", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-09-30", + "equity": 9319.77, + "return_pct": -6.8 + }, + { + "date": "2022-10-03", + "equity": 9565.82, + "return_pct": -4.34 + }, + { + "date": "2022-10-04", + "equity": 9862.23, + "return_pct": -1.38 + }, + { + "date": "2022-10-05", + "equity": 9839.27, + "return_pct": -1.61 + }, + { + "date": "2022-10-06", + "equity": 9737.77, + "return_pct": -2.62 + }, + { + "date": "2022-10-07", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-10-10", + "equity": 9393.87, + "return_pct": -6.06 + }, + { + "date": "2022-10-11", + "equity": 9334.38, + "return_pct": -6.66 + }, + { + "date": "2022-10-12", + "equity": 9303.59, + "return_pct": -6.96 + }, + { + "date": "2022-10-13", + "equity": 9549.12, + "return_pct": -4.51 + }, + { + "date": "2022-10-14", + "equity": 9331.51, + "return_pct": -6.68 + }, + { + "date": "2022-10-17", + "equity": 9571.3, + "return_pct": -4.29 + }, + { + "date": "2022-10-18", + "equity": 9683.76, + "return_pct": -3.16 + }, + { + "date": "2022-10-19", + "equity": 9615.13, + "return_pct": -3.85 + }, + { + "date": "2022-10-20", + "equity": 9534.51, + "return_pct": -4.65 + }, + { + "date": "2022-10-21", + "equity": 9766.21, + "return_pct": -2.34 + }, + { + "date": "2022-10-24", + "equity": 9885.71, + "return_pct": -1.14 + }, + { + "date": "2022-10-25", + "equity": 10043.57, + "return_pct": 0.44 + }, + { + "date": "2022-10-26", + "equity": 9967.91, + "return_pct": -0.32 + }, + { + "date": "2022-10-27", + "equity": 9914.68, + "return_pct": -0.85 + }, + { + "date": "2022-10-28", + "equity": 10150.55, + "return_pct": 1.51 + }, + { + "date": "2022-10-31", + "equity": 10077.23, + "return_pct": 0.77 + }, + { + "date": "2022-11-01", + "equity": 10033.14, + "return_pct": 0.33 + }, + { + "date": "2022-11-02", + "equity": 9781.34, + "return_pct": -2.19 + }, + { + "date": "2022-11-03", + "equity": 9680.63, + "return_pct": -3.19 + }, + { + "date": "2022-11-04", + "equity": 9819.96, + "return_pct": -1.8 + }, + { + "date": "2022-11-07", + "equity": 9913.89, + "return_pct": -0.86 + }, + { + "date": "2022-11-08", + "equity": 9967.38, + "return_pct": -0.33 + }, + { + "date": "2022-11-09", + "equity": 9762.04, + "return_pct": -2.38 + }, + { + "date": "2022-11-10", + "equity": 10298.5, + "return_pct": 2.98 + }, + { + "date": "2022-11-11", + "equity": 10398.17, + "return_pct": 3.98 + }, + { + "date": "2022-11-14", + "equity": 10309.72, + "return_pct": 3.1 + }, + { + "date": "2022-11-15", + "equity": 10397.65, + "return_pct": 3.98 + }, + { + "date": "2022-11-16", + "equity": 10318.33, + "return_pct": 3.18 + }, + { + "date": "2022-11-17", + "equity": 10286.76, + "return_pct": 2.87 + }, + { + "date": "2022-11-18", + "equity": 10333.46, + "return_pct": 3.33 + }, + { + "date": "2022-11-21", + "equity": 10295.89, + "return_pct": 2.96 + }, + { + "date": "2022-11-22", + "equity": 10434.44, + "return_pct": 4.34 + }, + { + "date": "2022-11-23", + "equity": 10500.2, + "return_pct": 5.0 + }, + { + "date": "2022-11-25", + "equity": 10497.85, + "return_pct": 4.98 + }, + { + "date": "2022-11-28", + "equity": 10330.33, + "return_pct": 3.3 + }, + { + "date": "2022-11-29", + "equity": 10312.59, + "return_pct": 3.13 + }, + { + "date": "2022-11-30", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2022-12-01", + "equity": 10629.62, + "return_pct": 6.3 + }, + { + "date": "2022-12-02", + "equity": 10617.35, + "return_pct": 6.17 + }, + { + "date": "2022-12-05", + "equity": 10426.35, + "return_pct": 4.26 + }, + { + "date": "2022-12-06", + "equity": 10276.06, + "return_pct": 2.76 + }, + { + "date": "2022-12-07", + "equity": 10258.58, + "return_pct": 2.59 + }, + { + "date": "2022-12-08", + "equity": 10338.94, + "return_pct": 3.39 + }, + { + "date": "2022-12-09", + "equity": 10261.71, + "return_pct": 2.62 + }, + { + "date": "2022-12-12", + "equity": 10409.65, + "return_pct": 4.1 + }, + { + "date": "2022-12-13", + "equity": 10488.45, + "return_pct": 4.88 + }, + { + "date": "2022-12-14", + "equity": 10421.4, + "return_pct": 4.21 + }, + { + "date": "2022-12-15", + "equity": 10166.47, + "return_pct": 1.66 + }, + { + "date": "2022-12-16", + "equity": 10000.52, + "return_pct": 0.01 + }, + { + "date": "2022-12-19", + "equity": 9915.72, + "return_pct": -0.84 + }, + { + "date": "2022-12-20", + "equity": 9929.29, + "return_pct": -0.71 + }, + { + "date": "2022-12-21", + "equity": 10077.76, + "return_pct": 0.78 + }, + { + "date": "2022-12-22", + "equity": 9933.99, + "return_pct": -0.66 + }, + { + "date": "2022-12-23", + "equity": 9991.13, + "return_pct": -0.09 + }, + { + "date": "2022-12-27", + "equity": 9951.73, + "return_pct": -0.48 + }, + { + "date": "2022-12-28", + "equity": 9828.05, + "return_pct": -1.72 + }, + { + "date": "2022-12-29", + "equity": 10004.96, + "return_pct": 0.05 + }, + { + "date": "2022-12-30", + "equity": 9978.6, + "return_pct": -0.21 + }, + { + "date": "2023-01-03", + "equity": 9936.59, + "return_pct": -0.63 + }, + { + "date": "2023-01-04", + "equity": 10013.31, + "return_pct": 0.13 + }, + { + "date": "2023-01-05", + "equity": 9899.02, + "return_pct": -1.01 + }, + { + "date": "2023-01-06", + "equity": 10126.03, + "return_pct": 1.26 + }, + { + "date": "2023-01-09", + "equity": 10120.29, + "return_pct": 1.2 + }, + { + "date": "2023-01-10", + "equity": 10191.26, + "return_pct": 1.91 + }, + { + "date": "2023-01-11", + "equity": 10320.16, + "return_pct": 3.2 + }, + { + "date": "2023-01-12", + "equity": 10357.73, + "return_pct": 3.58 + }, + { + "date": "2023-01-13", + "equity": 10397.91, + "return_pct": 3.98 + }, + { + "date": "2023-01-17", + "equity": 10378.86, + "return_pct": 3.79 + }, + { + "date": "2023-01-18", + "equity": 10215.0, + "return_pct": 2.15 + }, + { + "date": "2023-01-19", + "equity": 10140.64, + "return_pct": 1.41 + }, + { + "date": "2023-01-20", + "equity": 10329.55, + "return_pct": 3.3 + }, + { + "date": "2023-01-23", + "equity": 10453.49, + "return_pct": 4.53 + }, + { + "date": "2023-01-24", + "equity": 10442.27, + "return_pct": 4.42 + }, + { + "date": "2023-01-25", + "equity": 10446.18, + "return_pct": 4.46 + }, + { + "date": "2023-01-26", + "equity": 10560.99, + "return_pct": 5.61 + }, + { + "date": "2023-01-27", + "equity": 10585.26, + "return_pct": 5.85 + }, + { + "date": "2023-01-30", + "equity": 10452.45, + "return_pct": 4.52 + }, + { + "date": "2023-01-31", + "equity": 10606.13, + "return_pct": 6.06 + }, + { + "date": "2023-02-01", + "equity": 10718.85, + "return_pct": 7.19 + }, + { + "date": "2023-02-02", + "equity": 10874.89, + "return_pct": 8.75 + }, + { + "date": "2023-02-03", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2023-02-06", + "equity": 10693.54, + "return_pct": 6.94 + }, + { + "date": "2023-02-07", + "equity": 10833.4, + "return_pct": 8.33 + }, + { + "date": "2023-02-08", + "equity": 10714.94, + "return_pct": 7.15 + }, + { + "date": "2023-02-09", + "equity": 10622.05, + "return_pct": 6.22 + }, + { + "date": "2023-02-10", + "equity": 10646.84, + "return_pct": 6.47 + }, + { + "date": "2023-02-13", + "equity": 10771.82, + "return_pct": 7.72 + }, + { + "date": "2023-02-14", + "equity": 10766.86, + "return_pct": 7.67 + }, + { + "date": "2023-02-15", + "equity": 10801.83, + "return_pct": 8.02 + }, + { + "date": "2023-02-16", + "equity": 10653.1, + "return_pct": 6.53 + }, + { + "date": "2023-02-17", + "equity": 10626.48, + "return_pct": 6.26 + }, + { + "date": "2023-02-21", + "equity": 10413.31, + "return_pct": 4.13 + }, + { + "date": "2023-02-22", + "equity": 10398.96, + "return_pct": 3.99 + }, + { + "date": "2023-02-23", + "equity": 10454.27, + "return_pct": 4.54 + }, + { + "date": "2023-02-24", + "equity": 10342.6, + "return_pct": 3.43 + }, + { + "date": "2023-02-27", + "equity": 10377.82, + "return_pct": 3.78 + }, + { + "date": "2023-02-28", + "equity": 10339.47, + "return_pct": 3.39 + }, + { + "date": "2023-03-01", + "equity": 10299.8, + "return_pct": 3.0 + }, + { + "date": "2023-03-02", + "equity": 10379.91, + "return_pct": 3.8 + }, + { + "date": "2023-03-03", + "equity": 10546.38, + "return_pct": 5.46 + }, + { + "date": "2023-03-06", + "equity": 10553.69, + "return_pct": 5.54 + }, + { + "date": "2023-03-07", + "equity": 10391.91, + "return_pct": 3.92 + }, + { + "date": "2023-03-08", + "equity": 10408.87, + "return_pct": 4.09 + }, + { + "date": "2023-03-09", + "equity": 10216.83, + "return_pct": 2.17 + }, + { + "date": "2023-03-10", + "equity": 10069.41, + "return_pct": 0.69 + }, + { + "date": "2023-03-13", + "equity": 10055.06, + "return_pct": 0.55 + }, + { + "date": "2023-03-14", + "equity": 10221.27, + "return_pct": 2.21 + }, + { + "date": "2023-03-15", + "equity": 10157.34, + "return_pct": 1.57 + }, + { + "date": "2023-03-16", + "equity": 10335.55, + "return_pct": 3.36 + }, + { + "date": "2023-03-17", + "equity": 10175.86, + "return_pct": 1.76 + }, + { + "date": "2023-03-20", + "equity": 10273.71, + "return_pct": 2.74 + }, + { + "date": "2023-03-21", + "equity": 10408.61, + "return_pct": 4.09 + }, + { + "date": "2023-03-22", + "equity": 10231.18, + "return_pct": 2.31 + }, + { + "date": "2023-03-23", + "equity": 10258.84, + "return_pct": 2.59 + }, + { + "date": "2023-03-24", + "equity": 10326.16, + "return_pct": 3.26 + }, + { + "date": "2023-03-27", + "equity": 10345.47, + "return_pct": 3.45 + }, + { + "date": "2023-03-28", + "equity": 10322.24, + "return_pct": 3.22 + }, + { + "date": "2023-03-29", + "equity": 10472.28, + "return_pct": 4.72 + }, + { + "date": "2023-03-30", + "equity": 10533.59, + "return_pct": 5.34 + }, + { + "date": "2023-03-31", + "equity": 10682.06, + "return_pct": 6.82 + }, + { + "date": "2023-04-03", + "equity": 10722.77, + "return_pct": 7.23 + }, + { + "date": "2023-04-04", + "equity": 10663.27, + "return_pct": 6.63 + }, + { + "date": "2023-04-05", + "equity": 10635.36, + "return_pct": 6.35 + }, + { + "date": "2023-04-06", + "equity": 10676.84, + "return_pct": 6.77 + }, + { + "date": "2023-04-10", + "equity": 10687.8, + "return_pct": 6.88 + }, + { + "date": "2023-04-11", + "equity": 10690.67, + "return_pct": 6.91 + }, + { + "date": "2023-04-12", + "equity": 10647.1, + "return_pct": 6.47 + }, + { + "date": "2023-04-13", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2023-04-14", + "equity": 10762.17, + "return_pct": 7.62 + }, + { + "date": "2023-04-17", + "equity": 10800.78, + "return_pct": 8.01 + }, + { + "date": "2023-04-18", + "equity": 10807.83, + "return_pct": 8.08 + }, + { + "date": "2023-04-19", + "equity": 10806.0, + "return_pct": 8.06 + }, + { + "date": "2023-04-20", + "equity": 10747.03, + "return_pct": 7.47 + }, + { + "date": "2023-04-21", + "equity": 10755.38, + "return_pct": 7.55 + }, + { + "date": "2023-04-24", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-04-25", + "equity": 10595.69, + "return_pct": 5.96 + }, + { + "date": "2023-04-26", + "equity": 10550.82, + "return_pct": 5.51 + }, + { + "date": "2023-04-27", + "equity": 10760.86, + "return_pct": 7.61 + }, + { + "date": "2023-04-28", + "equity": 10852.71, + "return_pct": 8.53 + }, + { + "date": "2023-05-01", + "equity": 10841.75, + "return_pct": 8.42 + }, + { + "date": "2023-05-02", + "equity": 10719.9, + "return_pct": 7.2 + }, + { + "date": "2023-05-03", + "equity": 10646.31, + "return_pct": 6.46 + }, + { + "date": "2023-05-04", + "equity": 10570.91, + "return_pct": 5.71 + }, + { + "date": "2023-05-05", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-05-08", + "equity": 10769.47, + "return_pct": 7.69 + }, + { + "date": "2023-05-09", + "equity": 10722.24, + "return_pct": 7.22 + }, + { + "date": "2023-05-10", + "equity": 10772.34, + "return_pct": 7.72 + }, + { + "date": "2023-05-11", + "equity": 10753.56, + "return_pct": 7.54 + }, + { + "date": "2023-05-12", + "equity": 10739.47, + "return_pct": 7.39 + }, + { + "date": "2023-05-15", + "equity": 10776.52, + "return_pct": 7.77 + }, + { + "date": "2023-05-16", + "equity": 10704.5, + "return_pct": 7.05 + }, + { + "date": "2023-05-17", + "equity": 10834.44, + "return_pct": 8.34 + }, + { + "date": "2023-05-18", + "equity": 10938.81, + "return_pct": 9.39 + }, + { + "date": "2023-05-19", + "equity": 10922.9, + "return_pct": 9.23 + }, + { + "date": "2023-05-22", + "equity": 10927.33, + "return_pct": 9.27 + }, + { + "date": "2023-05-23", + "equity": 10804.7, + "return_pct": 8.05 + }, + { + "date": "2023-05-24", + "equity": 10726.42, + "return_pct": 7.26 + }, + { + "date": "2023-05-25", + "equity": 10819.31, + "return_pct": 8.19 + }, + { + "date": "2023-05-26", + "equity": 10959.43, + "return_pct": 9.59 + }, + { + "date": "2023-05-30", + "equity": 10963.6, + "return_pct": 9.64 + }, + { + "date": "2023-05-31", + "equity": 10902.8, + "return_pct": 9.03 + }, + { + "date": "2023-06-01", + "equity": 11006.39, + "return_pct": 10.06 + }, + { + "date": "2023-06-02", + "equity": 11165.56, + "return_pct": 11.66 + }, + { + "date": "2023-06-05", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2023-06-06", + "equity": 11168.43, + "return_pct": 11.68 + }, + { + "date": "2023-06-07", + "equity": 11129.81, + "return_pct": 11.3 + }, + { + "date": "2023-06-08", + "equity": 11197.13, + "return_pct": 11.97 + }, + { + "date": "2023-06-09", + "equity": 11217.22, + "return_pct": 12.17 + }, + { + "date": "2023-06-12", + "equity": 11318.98, + "return_pct": 13.19 + }, + { + "date": "2023-06-13", + "equity": 11393.61, + "return_pct": 13.94 + }, + { + "date": "2023-06-14", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-15", + "equity": 11548.6, + "return_pct": 15.49 + }, + { + "date": "2023-06-16", + "equity": 11466.67, + "return_pct": 14.67 + }, + { + "date": "2023-06-20", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-21", + "equity": 11348.73, + "return_pct": 13.49 + }, + { + "date": "2023-06-22", + "equity": 11389.69, + "return_pct": 13.9 + }, + { + "date": "2023-06-23", + "equity": 11303.59, + "return_pct": 13.04 + }, + { + "date": "2023-06-26", + "equity": 11257.4, + "return_pct": 12.57 + }, + { + "date": "2023-06-27", + "equity": 11380.82, + "return_pct": 13.81 + }, + { + "date": "2023-06-28", + "equity": 11386.56, + "return_pct": 13.87 + }, + { + "date": "2023-06-29", + "equity": 11431.44, + "return_pct": 14.31 + }, + { + "date": "2023-06-30", + "equity": 11566.34, + "return_pct": 15.66 + }, + { + "date": "2023-07-03", + "equity": 11579.65, + "return_pct": 15.8 + }, + { + "date": "2023-07-05", + "equity": 11562.43, + "return_pct": 15.62 + }, + { + "date": "2023-07-06", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-07", + "equity": 11442.92, + "return_pct": 14.43 + }, + { + "date": "2023-07-10", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-11", + "equity": 11544.94, + "return_pct": 15.45 + }, + { + "date": "2023-07-12", + "equity": 11637.83, + "return_pct": 16.38 + }, + { + "date": "2023-07-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-07-14", + "equity": 11722.9, + "return_pct": 17.23 + }, + { + "date": "2023-07-17", + "equity": 11763.6, + "return_pct": 17.64 + }, + { + "date": "2023-07-18", + "equity": 11851.01, + "return_pct": 18.51 + }, + { + "date": "2023-07-19", + "equity": 11877.36, + "return_pct": 18.77 + }, + { + "date": "2023-07-20", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-21", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-24", + "equity": 11851.27, + "return_pct": 18.51 + }, + { + "date": "2023-07-25", + "equity": 11883.63, + "return_pct": 18.84 + }, + { + "date": "2023-07-26", + "equity": 11885.45, + "return_pct": 18.85 + }, + { + "date": "2023-07-27", + "equity": 11806.65, + "return_pct": 18.07 + }, + { + "date": "2023-07-28", + "equity": 11922.24, + "return_pct": 19.22 + }, + { + "date": "2023-07-31", + "equity": 11944.94, + "return_pct": 19.45 + }, + { + "date": "2023-08-01", + "equity": 11910.76, + "return_pct": 19.11 + }, + { + "date": "2023-08-02", + "equity": 11745.08, + "return_pct": 17.45 + }, + { + "date": "2023-08-03", + "equity": 11711.42, + "return_pct": 17.11 + }, + { + "date": "2023-08-04", + "equity": 11658.45, + "return_pct": 16.58 + }, + { + "date": "2023-08-07", + "equity": 11760.21, + "return_pct": 17.6 + }, + { + "date": "2023-08-08", + "equity": 11709.07, + "return_pct": 17.09 + }, + { + "date": "2023-08-09", + "equity": 11630.79, + "return_pct": 16.31 + }, + { + "date": "2023-08-10", + "equity": 11634.96, + "return_pct": 16.35 + }, + { + "date": "2023-08-11", + "equity": 11628.18, + "return_pct": 16.28 + }, + { + "date": "2023-08-14", + "equity": 11692.37, + "return_pct": 16.92 + }, + { + "date": "2023-08-15", + "equity": 11556.16, + "return_pct": 15.56 + }, + { + "date": "2023-08-16", + "equity": 11471.36, + "return_pct": 14.71 + }, + { + "date": "2023-08-17", + "equity": 11383.95, + "return_pct": 13.84 + }, + { + "date": "2023-08-18", + "equity": 11389.43, + "return_pct": 13.89 + }, + { + "date": "2023-08-21", + "equity": 11463.54, + "return_pct": 14.64 + }, + { + "date": "2023-08-22", + "equity": 11432.49, + "return_pct": 14.32 + }, + { + "date": "2023-08-23", + "equity": 11559.82, + "return_pct": 15.6 + }, + { + "date": "2023-08-24", + "equity": 11399.61, + "return_pct": 14.0 + }, + { + "date": "2023-08-25", + "equity": 11479.97, + "return_pct": 14.8 + }, + { + "date": "2023-08-28", + "equity": 11552.77, + "return_pct": 15.53 + }, + { + "date": "2023-08-29", + "equity": 11719.77, + "return_pct": 17.2 + }, + { + "date": "2023-08-30", + "equity": 11768.04, + "return_pct": 17.68 + }, + { + "date": "2023-08-31", + "equity": 11750.82, + "return_pct": 17.51 + }, + { + "date": "2023-09-01", + "equity": 11772.73, + "return_pct": 17.73 + }, + { + "date": "2023-09-05", + "equity": 11721.85, + "return_pct": 17.22 + }, + { + "date": "2023-09-06", + "equity": 11643.05, + "return_pct": 16.43 + }, + { + "date": "2023-09-07", + "equity": 11607.31, + "return_pct": 16.07 + }, + { + "date": "2023-09-08", + "equity": 11624.79, + "return_pct": 16.25 + }, + { + "date": "2023-09-11", + "equity": 11701.24, + "return_pct": 17.01 + }, + { + "date": "2023-09-12", + "equity": 11637.05, + "return_pct": 16.37 + }, + { + "date": "2023-09-13", + "equity": 11650.62, + "return_pct": 16.51 + }, + { + "date": "2023-09-14", + "equity": 11751.08, + "return_pct": 17.51 + }, + { + "date": "2023-09-15", + "equity": 11568.69, + "return_pct": 15.69 + }, + { + "date": "2023-09-18", + "equity": 11575.47, + "return_pct": 15.75 + }, + { + "date": "2023-09-19", + "equity": 11551.47, + "return_pct": 15.51 + }, + { + "date": "2023-09-20", + "equity": 11445.27, + "return_pct": 14.45 + }, + { + "date": "2023-09-21", + "equity": 11256.1, + "return_pct": 12.56 + }, + { + "date": "2023-09-22", + "equity": 11230.79, + "return_pct": 12.31 + }, + { + "date": "2023-09-25", + "equity": 11278.02, + "return_pct": 12.78 + }, + { + "date": "2023-09-26", + "equity": 11112.33, + "return_pct": 11.12 + }, + { + "date": "2023-09-27", + "equity": 11116.76, + "return_pct": 11.17 + }, + { + "date": "2023-09-28", + "equity": 11181.21, + "return_pct": 11.81 + }, + { + "date": "2023-09-29", + "equity": 11154.08, + "return_pct": 11.54 + }, + { + "date": "2023-10-02", + "equity": 11149.64, + "return_pct": 11.5 + }, + { + "date": "2023-10-03", + "equity": 11000.39, + "return_pct": 10.0 + }, + { + "date": "2023-10-04", + "equity": 11080.5, + "return_pct": 10.8 + }, + { + "date": "2023-10-05", + "equity": 11076.32, + "return_pct": 10.76 + }, + { + "date": "2023-10-06", + "equity": 11207.83, + "return_pct": 12.08 + }, + { + "date": "2023-10-09", + "equity": 11279.58, + "return_pct": 12.8 + }, + { + "date": "2023-10-10", + "equity": 11338.29, + "return_pct": 13.38 + }, + { + "date": "2023-10-11", + "equity": 11384.74, + "return_pct": 13.85 + }, + { + "date": "2023-10-12", + "equity": 11315.33, + "return_pct": 13.15 + }, + { + "date": "2023-10-13", + "equity": 11258.97, + "return_pct": 12.59 + }, + { + "date": "2023-10-16", + "equity": 11377.43, + "return_pct": 13.77 + }, + { + "date": "2023-10-17", + "equity": 11376.91, + "return_pct": 13.77 + }, + { + "date": "2023-10-18", + "equity": 11225.31, + "return_pct": 12.25 + }, + { + "date": "2023-10-19", + "equity": 11126.68, + "return_pct": 11.27 + }, + { + "date": "2023-10-20", + "equity": 10989.95, + "return_pct": 9.9 + }, + { + "date": "2023-10-23", + "equity": 10970.91, + "return_pct": 9.71 + }, + { + "date": "2023-10-24", + "equity": 11053.62, + "return_pct": 10.54 + }, + { + "date": "2023-10-25", + "equity": 10894.98, + "return_pct": 8.95 + }, + { + "date": "2023-10-26", + "equity": 10764.51, + "return_pct": 7.65 + }, + { + "date": "2023-10-27", + "equity": 10715.72, + "return_pct": 7.16 + }, + { + "date": "2023-10-30", + "equity": 10843.84, + "return_pct": 8.44 + }, + { + "date": "2023-10-31", + "equity": 10911.94, + "return_pct": 9.12 + }, + { + "date": "2023-11-01", + "equity": 11028.31, + "return_pct": 10.28 + }, + { + "date": "2023-11-02", + "equity": 11239.66, + "return_pct": 12.4 + }, + { + "date": "2023-11-03", + "equity": 11342.2, + "return_pct": 13.42 + }, + { + "date": "2023-11-06", + "equity": 11368.3, + "return_pct": 13.68 + }, + { + "date": "2023-11-07", + "equity": 11400.65, + "return_pct": 14.01 + }, + { + "date": "2023-11-08", + "equity": 11409.0, + "return_pct": 14.09 + }, + { + "date": "2023-11-09", + "equity": 11320.03, + "return_pct": 13.2 + }, + { + "date": "2023-11-10", + "equity": 11496.67, + "return_pct": 14.97 + }, + { + "date": "2023-11-13", + "equity": 11485.71, + "return_pct": 14.86 + }, + { + "date": "2023-11-14", + "equity": 11708.55, + "return_pct": 17.09 + }, + { + "date": "2023-11-15", + "equity": 11733.33, + "return_pct": 17.33 + }, + { + "date": "2023-11-16", + "equity": 11747.68, + "return_pct": 17.48 + }, + { + "date": "2023-11-17", + "equity": 11762.3, + "return_pct": 17.62 + }, + { + "date": "2023-11-20", + "equity": 11852.84, + "return_pct": 18.53 + }, + { + "date": "2023-11-21", + "equity": 11827.01, + "return_pct": 18.27 + }, + { + "date": "2023-11-22", + "equity": 11872.67, + "return_pct": 18.73 + }, + { + "date": "2023-11-24", + "equity": 11879.97, + "return_pct": 18.8 + }, + { + "date": "2023-11-27", + "equity": 11858.58, + "return_pct": 18.59 + }, + { + "date": "2023-11-28", + "equity": 11870.32, + "return_pct": 18.7 + }, + { + "date": "2023-11-29", + "equity": 11861.97, + "return_pct": 18.62 + }, + { + "date": "2023-11-30", + "equity": 11908.68, + "return_pct": 19.09 + }, + { + "date": "2023-12-01", + "equity": 11979.13, + "return_pct": 19.79 + }, + { + "date": "2023-12-04", + "equity": 11916.24, + "return_pct": 19.16 + }, + { + "date": "2023-12-05", + "equity": 11913.89, + "return_pct": 19.14 + }, + { + "date": "2023-12-06", + "equity": 11865.88, + "return_pct": 18.66 + }, + { + "date": "2023-12-07", + "equity": 11956.43, + "return_pct": 19.56 + }, + { + "date": "2023-12-08", + "equity": 12007.83, + "return_pct": 20.08 + }, + { + "date": "2023-12-11", + "equity": 12054.53, + "return_pct": 20.55 + }, + { + "date": "2023-12-12", + "equity": 12109.59, + "return_pct": 21.1 + }, + { + "date": "2023-12-13", + "equity": 12276.58, + "return_pct": 22.77 + }, + { + "date": "2023-12-14", + "equity": 12315.98, + "return_pct": 23.16 + }, + { + "date": "2023-12-15", + "equity": 12246.05, + "return_pct": 22.46 + }, + { + "date": "2023-12-18", + "equity": 12314.94, + "return_pct": 23.15 + }, + { + "date": "2023-12-19", + "equity": 12389.82, + "return_pct": 23.9 + }, + { + "date": "2023-12-20", + "equity": 12218.13, + "return_pct": 22.18 + }, + { + "date": "2023-12-21", + "equity": 12333.99, + "return_pct": 23.34 + }, + { + "date": "2023-12-22", + "equity": 12358.77, + "return_pct": 23.59 + }, + { + "date": "2023-12-26", + "equity": 12410.96, + "return_pct": 24.11 + }, + { + "date": "2023-12-27", + "equity": 12433.4, + "return_pct": 24.33 + }, + { + "date": "2023-12-28", + "equity": 12438.1, + "return_pct": 24.38 + }, + { + "date": "2023-12-29", + "equity": 12402.09, + "return_pct": 24.02 + }, + { + "date": "2024-01-02", + "equity": 12332.68, + "return_pct": 23.33 + }, + { + "date": "2024-01-03", + "equity": 12231.96, + "return_pct": 22.32 + }, + { + "date": "2024-01-04", + "equity": 12192.56, + "return_pct": 21.93 + }, + { + "date": "2024-01-05", + "equity": 12209.26, + "return_pct": 22.09 + }, + { + "date": "2024-01-08", + "equity": 12383.56, + "return_pct": 23.84 + }, + { + "date": "2024-01-09", + "equity": 12364.77, + "return_pct": 23.65 + }, + { + "date": "2024-01-10", + "equity": 12434.7, + "return_pct": 24.35 + }, + { + "date": "2024-01-11", + "equity": 12429.22, + "return_pct": 24.29 + }, + { + "date": "2024-01-12", + "equity": 12437.83, + "return_pct": 24.38 + }, + { + "date": "2024-01-16", + "equity": 12392.17, + "return_pct": 23.92 + }, + { + "date": "2024-01-17", + "equity": 12323.29, + "return_pct": 23.23 + }, + { + "date": "2024-01-18", + "equity": 12432.88, + "return_pct": 24.33 + }, + { + "date": "2024-01-19", + "equity": 12587.87, + "return_pct": 25.88 + }, + { + "date": "2024-01-22", + "equity": 12614.48, + "return_pct": 26.14 + }, + { + "date": "2024-01-23", + "equity": 12651.27, + "return_pct": 26.51 + }, + { + "date": "2024-01-24", + "equity": 12665.1, + "return_pct": 26.65 + }, + { + "date": "2024-01-25", + "equity": 12733.99, + "return_pct": 27.34 + }, + { + "date": "2024-01-26", + "equity": 12717.81, + "return_pct": 27.18 + }, + { + "date": "2024-01-29", + "equity": 12818.53, + "return_pct": 28.19 + }, + { + "date": "2024-01-30", + "equity": 12808.61, + "return_pct": 28.09 + }, + { + "date": "2024-01-31", + "equity": 12599.61, + "return_pct": 26.0 + }, + { + "date": "2024-02-01", + "equity": 12764.51, + "return_pct": 27.65 + }, + { + "date": "2024-02-02", + "equity": 12898.89, + "return_pct": 28.99 + }, + { + "date": "2024-02-05", + "equity": 12851.92, + "return_pct": 28.52 + }, + { + "date": "2024-02-06", + "equity": 12889.24, + "return_pct": 28.89 + }, + { + "date": "2024-02-07", + "equity": 12996.74, + "return_pct": 29.97 + }, + { + "date": "2024-02-08", + "equity": 13002.48, + "return_pct": 30.02 + }, + { + "date": "2024-02-09", + "equity": 13077.63, + "return_pct": 30.78 + }, + { + "date": "2024-02-12", + "equity": 13071.89, + "return_pct": 30.72 + }, + { + "date": "2024-02-13", + "equity": 12891.85, + "return_pct": 28.92 + }, + { + "date": "2024-02-14", + "equity": 13009.0, + "return_pct": 30.09 + }, + { + "date": "2024-02-15", + "equity": 13098.76, + "return_pct": 30.99 + }, + { + "date": "2024-02-16", + "equity": 13033.53, + "return_pct": 30.34 + }, + { + "date": "2024-02-20", + "equity": 12961.77, + "return_pct": 29.62 + }, + { + "date": "2024-02-21", + "equity": 12973.52, + "return_pct": 29.74 + }, + { + "date": "2024-02-22", + "equity": 13242.01, + "return_pct": 32.42 + }, + { + "date": "2024-02-23", + "equity": 13251.14, + "return_pct": 32.51 + }, + { + "date": "2024-02-26", + "equity": 13202.61, + "return_pct": 32.03 + }, + { + "date": "2024-02-27", + "equity": 13227.14, + "return_pct": 32.27 + }, + { + "date": "2024-02-28", + "equity": 13209.65, + "return_pct": 32.1 + }, + { + "date": "2024-02-29", + "equity": 13257.14, + "return_pct": 32.57 + }, + { + "date": "2024-03-01", + "equity": 13381.6, + "return_pct": 33.82 + }, + { + "date": "2024-03-04", + "equity": 13367.25, + "return_pct": 33.67 + }, + { + "date": "2024-03-05", + "equity": 13233.66, + "return_pct": 32.34 + }, + { + "date": "2024-03-06", + "equity": 13300.72, + "return_pct": 33.01 + }, + { + "date": "2024-03-07", + "equity": 13432.75, + "return_pct": 34.33 + }, + { + "date": "2024-03-08", + "equity": 13352.12, + "return_pct": 33.52 + }, + { + "date": "2024-03-11", + "equity": 13340.64, + "return_pct": 33.41 + }, + { + "date": "2024-03-12", + "equity": 13484.15, + "return_pct": 34.84 + }, + { + "date": "2024-03-13", + "equity": 13463.01, + "return_pct": 34.63 + }, + { + "date": "2024-03-14", + "equity": 13436.4, + "return_pct": 34.36 + }, + { + "date": "2024-03-15", + "equity": 13302.8, + "return_pct": 33.03 + }, + { + "date": "2024-03-18", + "equity": 13381.87, + "return_pct": 33.82 + }, + { + "date": "2024-03-19", + "equity": 13456.23, + "return_pct": 34.56 + }, + { + "date": "2024-03-20", + "equity": 13580.69, + "return_pct": 35.81 + }, + { + "date": "2024-03-21", + "equity": 13625.57, + "return_pct": 36.26 + }, + { + "date": "2024-03-22", + "equity": 13599.74, + "return_pct": 36.0 + }, + { + "date": "2024-03-25", + "equity": 13562.17, + "return_pct": 35.62 + }, + { + "date": "2024-03-26", + "equity": 13537.12, + "return_pct": 35.37 + }, + { + "date": "2024-03-27", + "equity": 13650.88, + "return_pct": 36.51 + }, + { + "date": "2024-03-28", + "equity": 13648.27, + "return_pct": 36.48 + }, + { + "date": "2024-04-01", + "equity": 13624.53, + "return_pct": 36.25 + }, + { + "date": "2024-04-02", + "equity": 13537.9, + "return_pct": 35.38 + }, + { + "date": "2024-04-03", + "equity": 13552.77, + "return_pct": 35.53 + }, + { + "date": "2024-04-04", + "equity": 13387.35, + "return_pct": 33.87 + }, + { + "date": "2024-04-05", + "equity": 13527.2, + "return_pct": 35.27 + }, + { + "date": "2024-04-08", + "equity": 13534.77, + "return_pct": 35.35 + }, + { + "date": "2024-04-09", + "equity": 13550.42, + "return_pct": 35.5 + }, + { + "date": "2024-04-10", + "equity": 13414.74, + "return_pct": 34.15 + }, + { + "date": "2024-04-11", + "equity": 13515.98, + "return_pct": 35.16 + }, + { + "date": "2024-04-12", + "equity": 13329.42, + "return_pct": 33.29 + }, + { + "date": "2024-04-15", + "equity": 13162.43, + "return_pct": 31.62 + }, + { + "date": "2024-04-16", + "equity": 13138.42, + "return_pct": 31.38 + }, + { + "date": "2024-04-17", + "equity": 13060.67, + "return_pct": 30.61 + }, + { + "date": "2024-04-18", + "equity": 13033.79, + "return_pct": 30.34 + }, + { + "date": "2024-04-19", + "equity": 12920.03, + "return_pct": 29.2 + }, + { + "date": "2024-04-22", + "equity": 13039.01, + "return_pct": 30.39 + }, + { + "date": "2024-04-23", + "equity": 13193.74, + "return_pct": 31.94 + }, + { + "date": "2024-04-24", + "equity": 13187.48, + "return_pct": 31.87 + }, + { + "date": "2024-04-25", + "equity": 13137.38, + "return_pct": 31.37 + }, + { + "date": "2024-04-26", + "equity": 13261.84, + "return_pct": 32.62 + }, + { + "date": "2024-04-29", + "equity": 13308.81, + "return_pct": 33.09 + }, + { + "date": "2024-04-30", + "equity": 13097.98, + "return_pct": 30.98 + }, + { + "date": "2024-05-01", + "equity": 13055.45, + "return_pct": 30.55 + }, + { + "date": "2024-05-02", + "equity": 13177.56, + "return_pct": 31.78 + }, + { + "date": "2024-05-03", + "equity": 13340.9, + "return_pct": 33.41 + }, + { + "date": "2024-05-06", + "equity": 13478.67, + "return_pct": 34.79 + }, + { + "date": "2024-05-07", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-05-08", + "equity": 13494.85, + "return_pct": 34.95 + }, + { + "date": "2024-05-09", + "equity": 13572.6, + "return_pct": 35.73 + }, + { + "date": "2024-05-10", + "equity": 13590.08, + "return_pct": 35.9 + }, + { + "date": "2024-05-13", + "equity": 13591.91, + "return_pct": 35.92 + }, + { + "date": "2024-05-14", + "equity": 13654.27, + "return_pct": 36.54 + }, + { + "date": "2024-05-15", + "equity": 13823.35, + "return_pct": 38.23 + }, + { + "date": "2024-05-16", + "equity": 13794.91, + "return_pct": 37.95 + }, + { + "date": "2024-05-17", + "equity": 13814.74, + "return_pct": 38.15 + }, + { + "date": "2024-05-20", + "equity": 13830.66, + "return_pct": 38.31 + }, + { + "date": "2024-05-21", + "equity": 13864.58, + "return_pct": 38.65 + }, + { + "date": "2024-05-22", + "equity": 13824.66, + "return_pct": 38.25 + }, + { + "date": "2024-05-23", + "equity": 13723.68, + "return_pct": 37.24 + }, + { + "date": "2024-05-24", + "equity": 13814.48, + "return_pct": 38.14 + }, + { + "date": "2024-05-28", + "equity": 13824.14, + "return_pct": 38.24 + }, + { + "date": "2024-05-29", + "equity": 13727.33, + "return_pct": 37.27 + }, + { + "date": "2024-05-30", + "equity": 13636.27, + "return_pct": 36.36 + }, + { + "date": "2024-05-31", + "equity": 13760.47, + "return_pct": 37.6 + }, + { + "date": "2024-06-03", + "equity": 13771.69, + "return_pct": 37.72 + }, + { + "date": "2024-06-04", + "equity": 13787.08, + "return_pct": 37.87 + }, + { + "date": "2024-06-05", + "equity": 13950.95, + "return_pct": 39.51 + }, + { + "date": "2024-06-06", + "equity": 13950.68, + "return_pct": 39.51 + }, + { + "date": "2024-06-07", + "equity": 13933.72, + "return_pct": 39.34 + }, + { + "date": "2024-06-10", + "equity": 13976.78, + "return_pct": 39.77 + }, + { + "date": "2024-06-11", + "equity": 14010.44, + "return_pct": 40.1 + }, + { + "date": "2024-06-12", + "equity": 14125.51, + "return_pct": 41.26 + }, + { + "date": "2024-06-13", + "equity": 14153.95, + "return_pct": 41.54 + }, + { + "date": "2024-06-14", + "equity": 14162.56, + "return_pct": 41.63 + }, + { + "date": "2024-06-17", + "equity": 14275.28, + "return_pct": 42.75 + }, + { + "date": "2024-06-18", + "equity": 14311.55, + "return_pct": 43.12 + }, + { + "date": "2024-06-20", + "equity": 14272.67, + "return_pct": 42.73 + }, + { + "date": "2024-06-21", + "equity": 14207.7, + "return_pct": 42.08 + }, + { + "date": "2024-06-24", + "equity": 14161.51, + "return_pct": 41.62 + }, + { + "date": "2024-06-25", + "equity": 14216.05, + "return_pct": 42.16 + }, + { + "date": "2024-06-26", + "equity": 14233.79, + "return_pct": 42.34 + }, + { + "date": "2024-06-27", + "equity": 14256.23, + "return_pct": 42.56 + }, + { + "date": "2024-06-28", + "equity": 14200.13, + "return_pct": 42.0 + }, + { + "date": "2024-07-01", + "equity": 14229.35, + "return_pct": 42.29 + }, + { + "date": "2024-07-02", + "equity": 14325.11, + "return_pct": 43.25 + }, + { + "date": "2024-07-03", + "equity": 14389.04, + "return_pct": 43.89 + }, + { + "date": "2024-07-05", + "equity": 14472.02, + "return_pct": 44.72 + }, + { + "date": "2024-07-08", + "equity": 14488.71, + "return_pct": 44.89 + }, + { + "date": "2024-07-09", + "equity": 14502.8, + "return_pct": 45.03 + }, + { + "date": "2024-07-10", + "equity": 14646.31, + "return_pct": 46.46 + }, + { + "date": "2024-07-11", + "equity": 14520.03, + "return_pct": 45.2 + }, + { + "date": "2024-07-12", + "equity": 14611.61, + "return_pct": 46.12 + }, + { + "date": "2024-07-15", + "equity": 14651.79, + "return_pct": 46.52 + }, + { + "date": "2024-07-16", + "equity": 14738.68, + "return_pct": 47.39 + }, + { + "date": "2024-07-17", + "equity": 14532.03, + "return_pct": 45.32 + }, + { + "date": "2024-07-18", + "equity": 14420.35, + "return_pct": 44.2 + }, + { + "date": "2024-07-19", + "equity": 14324.59, + "return_pct": 43.25 + }, + { + "date": "2024-07-22", + "equity": 14472.28, + "return_pct": 44.72 + }, + { + "date": "2024-07-23", + "equity": 14449.58, + "return_pct": 44.5 + }, + { + "date": "2024-07-24", + "equity": 14122.11, + "return_pct": 41.22 + }, + { + "date": "2024-07-25", + "equity": 14048.53, + "return_pct": 40.49 + }, + { + "date": "2024-07-26", + "equity": 14205.87, + "return_pct": 42.06 + }, + { + "date": "2024-07-29", + "equity": 14214.22, + "return_pct": 42.14 + }, + { + "date": "2024-07-30", + "equity": 14142.2, + "return_pct": 41.42 + }, + { + "date": "2024-07-31", + "equity": 14372.08, + "return_pct": 43.72 + }, + { + "date": "2024-08-01", + "equity": 14168.56, + "return_pct": 41.69 + }, + { + "date": "2024-08-02", + "equity": 13904.76, + "return_pct": 39.05 + }, + { + "date": "2024-08-05", + "equity": 13499.8, + "return_pct": 35.0 + }, + { + "date": "2024-08-06", + "equity": 13624.27, + "return_pct": 36.24 + }, + { + "date": "2024-08-07", + "equity": 13533.2, + "return_pct": 35.33 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "3y", + "lookback_label": "3 years", + "starting_capital": 10000.0, + "final_equity": 14112.53, + "total_return_pct": 41.1, + "cagr_pct": 36.9, + "max_drawdown_pct": 18.8, + "sharpe": 1.55, + "trades": 89, + "win_rate": 34.8, + "avg_trade_pnl": 46.21, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 2943.75, + "worst_trade_pnl": -411.34, + "avg_hold_days": 14.1, + "exit_reasons": { + "stop": 40, + "time": 16, + "trailing_stop": 33 + }, + "skipped_book_full": 0, + "spy_return_pct": 16.9, + "yearly_returns": [ + { + "year": 2023, + "return_pct": 11.8 + }, + { + "year": 2024, + "return_pct": 26.2 + } + ], + "start_date": "2023-07-03", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9990.01, + "return_pct": -0.1 + }, + { + "date": "2023-07-06", + "equity": 9905.43, + "return_pct": -0.95 + }, + { + "date": "2023-07-07", + "equity": 9971.03, + "return_pct": -0.29 + }, + { + "date": "2023-07-10", + "equity": 10293.65, + "return_pct": 2.94 + }, + { + "date": "2023-07-11", + "equity": 10421.8, + "return_pct": 4.22 + }, + { + "date": "2023-07-12", + "equity": 10399.33, + "return_pct": 3.99 + }, + { + "date": "2023-07-13", + "equity": 10644.47, + "return_pct": 6.44 + }, + { + "date": "2023-07-14", + "equity": 10527.13, + "return_pct": 5.27 + }, + { + "date": "2023-07-17", + "equity": 10488.78, + "return_pct": 4.89 + }, + { + "date": "2023-07-18", + "equity": 10595.45, + "return_pct": 5.95 + }, + { + "date": "2023-07-19", + "equity": 10555.32, + "return_pct": 5.55 + }, + { + "date": "2023-07-20", + "equity": 10502.33, + "return_pct": 5.02 + }, + { + "date": "2023-07-21", + "equity": 10471.9, + "return_pct": 4.72 + }, + { + "date": "2023-07-24", + "equity": 10475.88, + "return_pct": 4.76 + }, + { + "date": "2023-07-25", + "equity": 10503.54, + "return_pct": 5.04 + }, + { + "date": "2023-07-26", + "equity": 10681.47, + "return_pct": 6.81 + }, + { + "date": "2023-07-27", + "equity": 10591.85, + "return_pct": 5.92 + }, + { + "date": "2023-07-28", + "equity": 10773.23, + "return_pct": 7.73 + }, + { + "date": "2023-07-31", + "equity": 10855.71, + "return_pct": 8.56 + }, + { + "date": "2023-08-01", + "equity": 10496.52, + "return_pct": 4.97 + }, + { + "date": "2023-08-02", + "equity": 10301.5, + "return_pct": 3.02 + }, + { + "date": "2023-08-03", + "equity": 10142.31, + "return_pct": 1.42 + }, + { + "date": "2023-08-04", + "equity": 10024.18, + "return_pct": 0.24 + }, + { + "date": "2023-08-07", + "equity": 10105.69, + "return_pct": 1.06 + }, + { + "date": "2023-08-08", + "equity": 10081.88, + "return_pct": 0.82 + }, + { + "date": "2023-08-09", + "equity": 10035.14, + "return_pct": 0.35 + }, + { + "date": "2023-08-10", + "equity": 10008.64, + "return_pct": 0.09 + }, + { + "date": "2023-08-11", + "equity": 9968.31, + "return_pct": -0.32 + }, + { + "date": "2023-08-14", + "equity": 9914.21, + "return_pct": -0.86 + }, + { + "date": "2023-08-15", + "equity": 9867.24, + "return_pct": -1.33 + }, + { + "date": "2023-08-16", + "equity": 9802.36, + "return_pct": -1.98 + }, + { + "date": "2023-08-17", + "equity": 9790.91, + "return_pct": -2.09 + }, + { + "date": "2023-08-18", + "equity": 9790.91, + "return_pct": -2.09 + }, + { + "date": "2023-08-21", + "equity": 9790.91, + "return_pct": -2.09 + }, + { + "date": "2023-08-22", + "equity": 9790.91, + "return_pct": -2.09 + }, + { + "date": "2023-08-23", + "equity": 9786.99, + "return_pct": -2.13 + }, + { + "date": "2023-08-24", + "equity": 9657.96, + "return_pct": -3.42 + }, + { + "date": "2023-08-25", + "equity": 9681.61, + "return_pct": -3.18 + }, + { + "date": "2023-08-28", + "equity": 9703.9, + "return_pct": -2.96 + }, + { + "date": "2023-08-29", + "equity": 9747.2, + "return_pct": -2.53 + }, + { + "date": "2023-08-30", + "equity": 9801.53, + "return_pct": -1.98 + }, + { + "date": "2023-08-31", + "equity": 9826.38, + "return_pct": -1.74 + }, + { + "date": "2023-09-01", + "equity": 9907.97, + "return_pct": -0.92 + }, + { + "date": "2023-09-05", + "equity": 9833.8, + "return_pct": -1.66 + }, + { + "date": "2023-09-06", + "equity": 9861.35, + "return_pct": -1.39 + }, + { + "date": "2023-09-07", + "equity": 9816.53, + "return_pct": -1.83 + }, + { + "date": "2023-09-08", + "equity": 9812.09, + "return_pct": -1.88 + }, + { + "date": "2023-09-11", + "equity": 9890.33, + "return_pct": -1.1 + }, + { + "date": "2023-09-12", + "equity": 9711.54, + "return_pct": -2.88 + }, + { + "date": "2023-09-13", + "equity": 9637.3, + "return_pct": -3.63 + }, + { + "date": "2023-09-14", + "equity": 9661.19, + "return_pct": -3.39 + }, + { + "date": "2023-09-15", + "equity": 9422.45, + "return_pct": -5.78 + }, + { + "date": "2023-09-18", + "equity": 9405.23, + "return_pct": -5.95 + }, + { + "date": "2023-09-19", + "equity": 9280.46, + "return_pct": -7.2 + }, + { + "date": "2023-09-20", + "equity": 9225.26, + "return_pct": -7.75 + }, + { + "date": "2023-09-21", + "equity": 9173.56, + "return_pct": -8.26 + }, + { + "date": "2023-09-22", + "equity": 9173.56, + "return_pct": -8.26 + }, + { + "date": "2023-09-25", + "equity": 9173.56, + "return_pct": -8.26 + }, + { + "date": "2023-09-26", + "equity": 9173.56, + "return_pct": -8.26 + }, + { + "date": "2023-09-27", + "equity": 9173.56, + "return_pct": -8.26 + }, + { + "date": "2023-09-28", + "equity": 9167.54, + "return_pct": -8.32 + }, + { + "date": "2023-09-29", + "equity": 9204.76, + "return_pct": -7.95 + }, + { + "date": "2023-10-02", + "equity": 9279.79, + "return_pct": -7.2 + }, + { + "date": "2023-10-03", + "equity": 9087.6, + "return_pct": -9.12 + }, + { + "date": "2023-10-04", + "equity": 9229.89, + "return_pct": -7.7 + }, + { + "date": "2023-10-05", + "equity": 9268.1, + "return_pct": -7.32 + }, + { + "date": "2023-10-06", + "equity": 9426.24, + "return_pct": -5.74 + }, + { + "date": "2023-10-09", + "equity": 9532.4, + "return_pct": -4.68 + }, + { + "date": "2023-10-10", + "equity": 9669.58, + "return_pct": -3.3 + }, + { + "date": "2023-10-11", + "equity": 9722.03, + "return_pct": -2.78 + }, + { + "date": "2023-10-12", + "equity": 9553.08, + "return_pct": -4.47 + }, + { + "date": "2023-10-13", + "equity": 9293.73, + "return_pct": -7.06 + }, + { + "date": "2023-10-16", + "equity": 9343.89, + "return_pct": -6.56 + }, + { + "date": "2023-10-17", + "equity": 9486.61, + "return_pct": -5.13 + }, + { + "date": "2023-10-18", + "equity": 9274.19, + "return_pct": -7.26 + }, + { + "date": "2023-10-19", + "equity": 9127.25, + "return_pct": -8.73 + }, + { + "date": "2023-10-20", + "equity": 8967.78, + "return_pct": -10.32 + }, + { + "date": "2023-10-23", + "equity": 8967.58, + "return_pct": -10.32 + }, + { + "date": "2023-10-24", + "equity": 8987.79, + "return_pct": -10.12 + }, + { + "date": "2023-10-25", + "equity": 8912.18, + "return_pct": -10.88 + }, + { + "date": "2023-10-26", + "equity": 8876.49, + "return_pct": -11.24 + }, + { + "date": "2023-10-27", + "equity": 8816.74, + "return_pct": -11.83 + }, + { + "date": "2023-10-30", + "equity": 8932.98, + "return_pct": -10.67 + }, + { + "date": "2023-10-31", + "equity": 8934.81, + "return_pct": -10.65 + }, + { + "date": "2023-11-01", + "equity": 8952.11, + "return_pct": -10.48 + }, + { + "date": "2023-11-02", + "equity": 9111.81, + "return_pct": -8.88 + }, + { + "date": "2023-11-03", + "equity": 9346.41, + "return_pct": -6.54 + }, + { + "date": "2023-11-06", + "equity": 9336.83, + "return_pct": -6.63 + }, + { + "date": "2023-11-07", + "equity": 9387.04, + "return_pct": -6.13 + }, + { + "date": "2023-11-08", + "equity": 9355.75, + "return_pct": -6.44 + }, + { + "date": "2023-11-09", + "equity": 9331.43, + "return_pct": -6.69 + }, + { + "date": "2023-11-10", + "equity": 9619.12, + "return_pct": -3.81 + }, + { + "date": "2023-11-13", + "equity": 9558.0, + "return_pct": -4.42 + }, + { + "date": "2023-11-14", + "equity": 9778.85, + "return_pct": -2.21 + }, + { + "date": "2023-11-15", + "equity": 9800.75, + "return_pct": -1.99 + }, + { + "date": "2023-11-16", + "equity": 9808.23, + "return_pct": -1.92 + }, + { + "date": "2023-11-17", + "equity": 9890.95, + "return_pct": -1.09 + }, + { + "date": "2023-11-20", + "equity": 10069.47, + "return_pct": 0.69 + }, + { + "date": "2023-11-21", + "equity": 9884.45, + "return_pct": -1.16 + }, + { + "date": "2023-11-22", + "equity": 9984.92, + "return_pct": -0.15 + }, + { + "date": "2023-11-24", + "equity": 9992.35, + "return_pct": -0.08 + }, + { + "date": "2023-11-27", + "equity": 9932.25, + "return_pct": -0.68 + }, + { + "date": "2023-11-28", + "equity": 9911.07, + "return_pct": -0.89 + }, + { + "date": "2023-11-29", + "equity": 9900.24, + "return_pct": -1.0 + }, + { + "date": "2023-11-30", + "equity": 9825.88, + "return_pct": -1.74 + }, + { + "date": "2023-12-01", + "equity": 9948.77, + "return_pct": -0.51 + }, + { + "date": "2023-12-04", + "equity": 9923.22, + "return_pct": -0.77 + }, + { + "date": "2023-12-05", + "equity": 9992.75, + "return_pct": -0.07 + }, + { + "date": "2023-12-06", + "equity": 9933.2, + "return_pct": -0.67 + }, + { + "date": "2023-12-07", + "equity": 10172.34, + "return_pct": 1.72 + }, + { + "date": "2023-12-08", + "equity": 10417.17, + "return_pct": 4.17 + }, + { + "date": "2023-12-11", + "equity": 10347.7, + "return_pct": 3.48 + }, + { + "date": "2023-12-12", + "equity": 10430.22, + "return_pct": 4.3 + }, + { + "date": "2023-12-13", + "equity": 10815.4, + "return_pct": 8.15 + }, + { + "date": "2023-12-14", + "equity": 11140.69, + "return_pct": 11.41 + }, + { + "date": "2023-12-15", + "equity": 11017.82, + "return_pct": 10.18 + }, + { + "date": "2023-12-18", + "equity": 11265.09, + "return_pct": 12.65 + }, + { + "date": "2023-12-19", + "equity": 11426.37, + "return_pct": 14.26 + }, + { + "date": "2023-12-20", + "equity": 11093.21, + "return_pct": 10.93 + }, + { + "date": "2023-12-21", + "equity": 11407.55, + "return_pct": 14.08 + }, + { + "date": "2023-12-22", + "equity": 11300.26, + "return_pct": 13.0 + }, + { + "date": "2023-12-26", + "equity": 11332.74, + "return_pct": 13.33 + }, + { + "date": "2023-12-27", + "equity": 11514.66, + "return_pct": 15.15 + }, + { + "date": "2023-12-28", + "equity": 11471.83, + "return_pct": 14.72 + }, + { + "date": "2023-12-29", + "equity": 11183.02, + "return_pct": 11.83 + }, + { + "date": "2024-01-02", + "equity": 10769.46, + "return_pct": 7.69 + }, + { + "date": "2024-01-03", + "equity": 10434.47, + "return_pct": 4.34 + }, + { + "date": "2024-01-04", + "equity": 10407.9, + "return_pct": 4.08 + }, + { + "date": "2024-01-05", + "equity": 10429.44, + "return_pct": 4.29 + }, + { + "date": "2024-01-08", + "equity": 10574.3, + "return_pct": 5.74 + }, + { + "date": "2024-01-09", + "equity": 10672.72, + "return_pct": 6.73 + }, + { + "date": "2024-01-10", + "equity": 10709.59, + "return_pct": 7.1 + }, + { + "date": "2024-01-11", + "equity": 10717.16, + "return_pct": 7.17 + }, + { + "date": "2024-01-12", + "equity": 10720.18, + "return_pct": 7.2 + }, + { + "date": "2024-01-16", + "equity": 10582.08, + "return_pct": 5.82 + }, + { + "date": "2024-01-17", + "equity": 10603.77, + "return_pct": 6.04 + }, + { + "date": "2024-01-18", + "equity": 10744.83, + "return_pct": 7.45 + }, + { + "date": "2024-01-19", + "equity": 11315.06, + "return_pct": 13.15 + }, + { + "date": "2024-01-22", + "equity": 11630.0, + "return_pct": 16.3 + }, + { + "date": "2024-01-23", + "equity": 11772.1, + "return_pct": 17.72 + }, + { + "date": "2024-01-24", + "equity": 11684.45, + "return_pct": 16.84 + }, + { + "date": "2024-01-25", + "equity": 11853.77, + "return_pct": 18.54 + }, + { + "date": "2024-01-26", + "equity": 11560.23, + "return_pct": 15.6 + }, + { + "date": "2024-01-29", + "equity": 11855.5, + "return_pct": 18.56 + }, + { + "date": "2024-01-30", + "equity": 11656.76, + "return_pct": 16.57 + }, + { + "date": "2024-01-31", + "equity": 11637.96, + "return_pct": 16.38 + }, + { + "date": "2024-02-01", + "equity": 12075.15, + "return_pct": 20.75 + }, + { + "date": "2024-02-02", + "equity": 12173.71, + "return_pct": 21.74 + }, + { + "date": "2024-02-05", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-02-06", + "equity": 12645.59, + "return_pct": 26.46 + }, + { + "date": "2024-02-07", + "equity": 12730.24, + "return_pct": 27.3 + }, + { + "date": "2024-02-08", + "equity": 12743.63, + "return_pct": 27.44 + }, + { + "date": "2024-02-09", + "equity": 12957.5, + "return_pct": 29.57 + }, + { + "date": "2024-02-12", + "equity": 13165.75, + "return_pct": 31.66 + }, + { + "date": "2024-02-13", + "equity": 13082.87, + "return_pct": 30.83 + }, + { + "date": "2024-02-14", + "equity": 13781.03, + "return_pct": 37.81 + }, + { + "date": "2024-02-15", + "equity": 14202.8, + "return_pct": 42.03 + }, + { + "date": "2024-02-16", + "equity": 14092.86, + "return_pct": 40.93 + }, + { + "date": "2024-02-20", + "equity": 13894.79, + "return_pct": 38.95 + }, + { + "date": "2024-02-21", + "equity": 13599.5, + "return_pct": 36.0 + }, + { + "date": "2024-02-22", + "equity": 13832.16, + "return_pct": 38.32 + }, + { + "date": "2024-02-23", + "equity": 13797.1, + "return_pct": 37.97 + }, + { + "date": "2024-02-26", + "equity": 14134.41, + "return_pct": 41.34 + }, + { + "date": "2024-02-27", + "equity": 14385.81, + "return_pct": 43.86 + }, + { + "date": "2024-02-28", + "equity": 14243.43, + "return_pct": 42.43 + }, + { + "date": "2024-02-29", + "equity": 14374.75, + "return_pct": 43.75 + }, + { + "date": "2024-03-01", + "equity": 14555.87, + "return_pct": 45.56 + }, + { + "date": "2024-03-04", + "equity": 14640.59, + "return_pct": 46.41 + }, + { + "date": "2024-03-05", + "equity": 14482.99, + "return_pct": 44.83 + }, + { + "date": "2024-03-06", + "equity": 14879.98, + "return_pct": 48.8 + }, + { + "date": "2024-03-07", + "equity": 15069.64, + "return_pct": 50.7 + }, + { + "date": "2024-03-08", + "equity": 15179.75, + "return_pct": 51.8 + }, + { + "date": "2024-03-11", + "equity": 14945.79, + "return_pct": 49.46 + }, + { + "date": "2024-03-12", + "equity": 15084.92, + "return_pct": 50.85 + }, + { + "date": "2024-03-13", + "equity": 15132.92, + "return_pct": 51.33 + }, + { + "date": "2024-03-14", + "equity": 14899.35, + "return_pct": 48.99 + }, + { + "date": "2024-03-15", + "equity": 14869.24, + "return_pct": 48.69 + }, + { + "date": "2024-03-18", + "equity": 15174.74, + "return_pct": 51.75 + }, + { + "date": "2024-03-19", + "equity": 15022.23, + "return_pct": 50.22 + }, + { + "date": "2024-03-20", + "equity": 15431.22, + "return_pct": 54.31 + }, + { + "date": "2024-03-21", + "equity": 15509.65, + "return_pct": 55.1 + }, + { + "date": "2024-03-22", + "equity": 15002.15, + "return_pct": 50.02 + }, + { + "date": "2024-03-25", + "equity": 15326.81, + "return_pct": 53.27 + }, + { + "date": "2024-03-26", + "equity": 15195.07, + "return_pct": 51.95 + }, + { + "date": "2024-03-27", + "equity": 14917.79, + "return_pct": 49.18 + }, + { + "date": "2024-03-28", + "equity": 14931.96, + "return_pct": 49.32 + }, + { + "date": "2024-04-01", + "equity": 15066.76, + "return_pct": 50.67 + }, + { + "date": "2024-04-02", + "equity": 14970.48, + "return_pct": 49.7 + }, + { + "date": "2024-04-03", + "equity": 15259.63, + "return_pct": 52.6 + }, + { + "date": "2024-04-04", + "equity": 15168.26, + "return_pct": 51.68 + }, + { + "date": "2024-04-05", + "equity": 15392.99, + "return_pct": 53.93 + }, + { + "date": "2024-04-08", + "equity": 15271.54, + "return_pct": 52.72 + }, + { + "date": "2024-04-09", + "equity": 15101.03, + "return_pct": 51.01 + }, + { + "date": "2024-04-10", + "equity": 14877.15, + "return_pct": 48.77 + }, + { + "date": "2024-04-11", + "equity": 14954.03, + "return_pct": 49.54 + }, + { + "date": "2024-04-12", + "equity": 14723.06, + "return_pct": 47.23 + }, + { + "date": "2024-04-15", + "equity": 14506.26, + "return_pct": 45.06 + }, + { + "date": "2024-04-16", + "equity": 14506.81, + "return_pct": 45.07 + }, + { + "date": "2024-04-17", + "equity": 14338.74, + "return_pct": 43.39 + }, + { + "date": "2024-04-18", + "equity": 14343.88, + "return_pct": 43.44 + }, + { + "date": "2024-04-19", + "equity": 14254.18, + "return_pct": 42.54 + }, + { + "date": "2024-04-22", + "equity": 14254.18, + "return_pct": 42.54 + }, + { + "date": "2024-04-23", + "equity": 14254.18, + "return_pct": 42.54 + }, + { + "date": "2024-04-24", + "equity": 14254.18, + "return_pct": 42.54 + }, + { + "date": "2024-04-25", + "equity": 14254.18, + "return_pct": 42.54 + }, + { + "date": "2024-04-26", + "equity": 14246.79, + "return_pct": 42.47 + }, + { + "date": "2024-04-29", + "equity": 14338.49, + "return_pct": 43.38 + }, + { + "date": "2024-04-30", + "equity": 14216.57, + "return_pct": 42.17 + }, + { + "date": "2024-05-01", + "equity": 14092.1, + "return_pct": 40.92 + }, + { + "date": "2024-05-02", + "equity": 14143.68, + "return_pct": 41.44 + }, + { + "date": "2024-05-03", + "equity": 14214.3, + "return_pct": 42.14 + }, + { + "date": "2024-05-06", + "equity": 14647.83, + "return_pct": 46.48 + }, + { + "date": "2024-05-07", + "equity": 14329.63, + "return_pct": 43.3 + }, + { + "date": "2024-05-08", + "equity": 14269.8, + "return_pct": 42.7 + }, + { + "date": "2024-05-09", + "equity": 14631.25, + "return_pct": 46.31 + }, + { + "date": "2024-05-10", + "equity": 14775.53, + "return_pct": 47.76 + }, + { + "date": "2024-05-13", + "equity": 14732.17, + "return_pct": 47.32 + }, + { + "date": "2024-05-14", + "equity": 14832.24, + "return_pct": 48.32 + }, + { + "date": "2024-05-15", + "equity": 15012.8, + "return_pct": 50.13 + }, + { + "date": "2024-05-16", + "equity": 14976.52, + "return_pct": 49.77 + }, + { + "date": "2024-05-17", + "equity": 15021.48, + "return_pct": 50.21 + }, + { + "date": "2024-05-20", + "equity": 15180.99, + "return_pct": 51.81 + }, + { + "date": "2024-05-21", + "equity": 14960.84, + "return_pct": 49.61 + }, + { + "date": "2024-05-22", + "equity": 14690.05, + "return_pct": 46.9 + }, + { + "date": "2024-05-23", + "equity": 14485.15, + "return_pct": 44.85 + }, + { + "date": "2024-05-24", + "equity": 14676.71, + "return_pct": 46.77 + }, + { + "date": "2024-05-28", + "equity": 14687.84, + "return_pct": 46.88 + }, + { + "date": "2024-05-29", + "equity": 14624.97, + "return_pct": 46.25 + }, + { + "date": "2024-05-30", + "equity": 14308.7, + "return_pct": 43.09 + }, + { + "date": "2024-05-31", + "equity": 14182.79, + "return_pct": 41.83 + }, + { + "date": "2024-06-03", + "equity": 14212.49, + "return_pct": 42.12 + }, + { + "date": "2024-06-04", + "equity": 14181.24, + "return_pct": 41.81 + }, + { + "date": "2024-06-05", + "equity": 14342.98, + "return_pct": 43.43 + }, + { + "date": "2024-06-06", + "equity": 14323.5, + "return_pct": 43.24 + }, + { + "date": "2024-06-07", + "equity": 14283.53, + "return_pct": 42.84 + }, + { + "date": "2024-06-10", + "equity": 14292.31, + "return_pct": 42.92 + }, + { + "date": "2024-06-11", + "equity": 14312.37, + "return_pct": 43.12 + }, + { + "date": "2024-06-12", + "equity": 14459.12, + "return_pct": 44.59 + }, + { + "date": "2024-06-13", + "equity": 14344.24, + "return_pct": 43.44 + }, + { + "date": "2024-06-14", + "equity": 14309.35, + "return_pct": 43.09 + }, + { + "date": "2024-06-17", + "equity": 14325.2, + "return_pct": 43.25 + }, + { + "date": "2024-06-18", + "equity": 14274.0, + "return_pct": 42.74 + }, + { + "date": "2024-06-20", + "equity": 14179.74, + "return_pct": 41.8 + }, + { + "date": "2024-06-21", + "equity": 14072.67, + "return_pct": 40.73 + }, + { + "date": "2024-06-24", + "equity": 13991.94, + "return_pct": 39.92 + }, + { + "date": "2024-06-25", + "equity": 14130.64, + "return_pct": 41.31 + }, + { + "date": "2024-06-26", + "equity": 14050.36, + "return_pct": 40.5 + }, + { + "date": "2024-06-27", + "equity": 14168.61, + "return_pct": 41.69 + }, + { + "date": "2024-06-28", + "equity": 14036.02, + "return_pct": 40.36 + }, + { + "date": "2024-07-01", + "equity": 13881.23, + "return_pct": 38.81 + }, + { + "date": "2024-07-02", + "equity": 13949.11, + "return_pct": 39.49 + }, + { + "date": "2024-07-03", + "equity": 13973.43, + "return_pct": 39.73 + }, + { + "date": "2024-07-05", + "equity": 14160.27, + "return_pct": 41.6 + }, + { + "date": "2024-07-08", + "equity": 14159.26, + "return_pct": 41.59 + }, + { + "date": "2024-07-09", + "equity": 14187.13, + "return_pct": 41.87 + }, + { + "date": "2024-07-10", + "equity": 14298.07, + "return_pct": 42.98 + }, + { + "date": "2024-07-11", + "equity": 14352.04, + "return_pct": 43.52 + }, + { + "date": "2024-07-12", + "equity": 14302.56, + "return_pct": 43.03 + }, + { + "date": "2024-07-15", + "equity": 14427.87, + "return_pct": 44.28 + }, + { + "date": "2024-07-16", + "equity": 14507.66, + "return_pct": 45.08 + }, + { + "date": "2024-07-17", + "equity": 14147.42, + "return_pct": 41.47 + }, + { + "date": "2024-07-18", + "equity": 14058.27, + "return_pct": 40.58 + }, + { + "date": "2024-07-19", + "equity": 14025.09, + "return_pct": 40.25 + }, + { + "date": "2024-07-22", + "equity": 14101.36, + "return_pct": 41.01 + }, + { + "date": "2024-07-23", + "equity": 14049.05, + "return_pct": 40.49 + }, + { + "date": "2024-07-24", + "equity": 14143.88, + "return_pct": 41.44 + }, + { + "date": "2024-07-25", + "equity": 14195.11, + "return_pct": 41.95 + }, + { + "date": "2024-07-26", + "equity": 14236.08, + "return_pct": 42.36 + }, + { + "date": "2024-07-29", + "equity": 14229.11, + "return_pct": 42.29 + }, + { + "date": "2024-07-30", + "equity": 14263.22, + "return_pct": 42.63 + }, + { + "date": "2024-07-31", + "equity": 14330.68, + "return_pct": 43.31 + }, + { + "date": "2024-08-01", + "equity": 14251.23, + "return_pct": 42.51 + }, + { + "date": "2024-08-02", + "equity": 14112.53, + "return_pct": 41.13 + }, + { + "date": "2024-08-05", + "equity": 14112.53, + "return_pct": 41.13 + }, + { + "date": "2024-08-06", + "equity": 14112.53, + "return_pct": 41.13 + }, + { + "date": "2024-08-07", + "equity": 14112.53, + "return_pct": 41.13 + } + ], + "benchmark_curve": [ + { + "date": "2023-07-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2023-07-05", + "equity": 9985.13, + "return_pct": -0.15 + }, + { + "date": "2023-07-06", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-07", + "equity": 9881.93, + "return_pct": -1.18 + }, + { + "date": "2023-07-10", + "equity": 9906.94, + "return_pct": -0.93 + }, + { + "date": "2023-07-11", + "equity": 9970.03, + "return_pct": -0.3 + }, + { + "date": "2023-07-12", + "equity": 10050.25, + "return_pct": 0.5 + }, + { + "date": "2023-07-13", + "equity": 10130.02, + "return_pct": 1.3 + }, + { + "date": "2023-07-14", + "equity": 10123.71, + "return_pct": 1.24 + }, + { + "date": "2023-07-17", + "equity": 10158.86, + "return_pct": 1.59 + }, + { + "date": "2023-07-18", + "equity": 10234.35, + "return_pct": 2.34 + }, + { + "date": "2023-07-19", + "equity": 10257.1, + "return_pct": 2.57 + }, + { + "date": "2023-07-20", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-21", + "equity": 10189.05, + "return_pct": 1.89 + }, + { + "date": "2023-07-24", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2023-07-25", + "equity": 10262.51, + "return_pct": 2.63 + }, + { + "date": "2023-07-26", + "equity": 10264.09, + "return_pct": 2.64 + }, + { + "date": "2023-07-27", + "equity": 10196.04, + "return_pct": 1.96 + }, + { + "date": "2023-07-28", + "equity": 10295.86, + "return_pct": 2.96 + }, + { + "date": "2023-07-31", + "equity": 10315.46, + "return_pct": 3.15 + }, + { + "date": "2023-08-01", + "equity": 10285.95, + "return_pct": 2.86 + }, + { + "date": "2023-08-02", + "equity": 10142.86, + "return_pct": 1.43 + }, + { + "date": "2023-08-03", + "equity": 10113.79, + "return_pct": 1.14 + }, + { + "date": "2023-08-04", + "equity": 10068.05, + "return_pct": 0.68 + }, + { + "date": "2023-08-07", + "equity": 10155.93, + "return_pct": 1.56 + }, + { + "date": "2023-08-08", + "equity": 10111.76, + "return_pct": 1.12 + }, + { + "date": "2023-08-09", + "equity": 10044.17, + "return_pct": 0.44 + }, + { + "date": "2023-08-10", + "equity": 10047.77, + "return_pct": 0.48 + }, + { + "date": "2023-08-11", + "equity": 10041.91, + "return_pct": 0.42 + }, + { + "date": "2023-08-14", + "equity": 10097.34, + "return_pct": 0.97 + }, + { + "date": "2023-08-15", + "equity": 9979.72, + "return_pct": -0.2 + }, + { + "date": "2023-08-16", + "equity": 9906.49, + "return_pct": -0.94 + }, + { + "date": "2023-08-17", + "equity": 9831.0, + "return_pct": -1.69 + }, + { + "date": "2023-08-18", + "equity": 9835.73, + "return_pct": -1.64 + }, + { + "date": "2023-08-21", + "equity": 9899.73, + "return_pct": -1.0 + }, + { + "date": "2023-08-22", + "equity": 9872.91, + "return_pct": -1.27 + }, + { + "date": "2023-08-23", + "equity": 9982.87, + "return_pct": -0.17 + }, + { + "date": "2023-08-24", + "equity": 9844.52, + "return_pct": -1.55 + }, + { + "date": "2023-08-25", + "equity": 9913.92, + "return_pct": -0.86 + }, + { + "date": "2023-08-28", + "equity": 9976.79, + "return_pct": -0.23 + }, + { + "date": "2023-08-29", + "equity": 10121.0, + "return_pct": 1.21 + }, + { + "date": "2023-08-30", + "equity": 10162.69, + "return_pct": 1.63 + }, + { + "date": "2023-08-31", + "equity": 10147.82, + "return_pct": 1.48 + }, + { + "date": "2023-09-01", + "equity": 10166.75, + "return_pct": 1.67 + }, + { + "date": "2023-09-05", + "equity": 10122.81, + "return_pct": 1.23 + }, + { + "date": "2023-09-06", + "equity": 10054.76, + "return_pct": 0.55 + }, + { + "date": "2023-09-07", + "equity": 10023.89, + "return_pct": 0.24 + }, + { + "date": "2023-09-08", + "equity": 10038.98, + "return_pct": 0.39 + }, + { + "date": "2023-09-11", + "equity": 10105.0, + "return_pct": 1.05 + }, + { + "date": "2023-09-12", + "equity": 10049.57, + "return_pct": 0.5 + }, + { + "date": "2023-09-13", + "equity": 10061.29, + "return_pct": 0.61 + }, + { + "date": "2023-09-14", + "equity": 10148.04, + "return_pct": 1.48 + }, + { + "date": "2023-09-15", + "equity": 9990.54, + "return_pct": -0.09 + }, + { + "date": "2023-09-18", + "equity": 9996.39, + "return_pct": -0.04 + }, + { + "date": "2023-09-19", + "equity": 9975.66, + "return_pct": -0.24 + }, + { + "date": "2023-09-20", + "equity": 9883.95, + "return_pct": -1.16 + }, + { + "date": "2023-09-21", + "equity": 9720.59, + "return_pct": -2.79 + }, + { + "date": "2023-09-22", + "equity": 9698.73, + "return_pct": -3.01 + }, + { + "date": "2023-09-25", + "equity": 9739.52, + "return_pct": -2.6 + }, + { + "date": "2023-09-26", + "equity": 9596.43, + "return_pct": -4.04 + }, + { + "date": "2023-09-27", + "equity": 9600.26, + "return_pct": -4.0 + }, + { + "date": "2023-09-28", + "equity": 9655.92, + "return_pct": -3.44 + }, + { + "date": "2023-09-29", + "equity": 9632.48, + "return_pct": -3.68 + }, + { + "date": "2023-10-02", + "equity": 9628.65, + "return_pct": -3.71 + }, + { + "date": "2023-10-03", + "equity": 9499.76, + "return_pct": -5.0 + }, + { + "date": "2023-10-04", + "equity": 9568.94, + "return_pct": -4.31 + }, + { + "date": "2023-10-05", + "equity": 9565.33, + "return_pct": -4.35 + }, + { + "date": "2023-10-06", + "equity": 9678.9, + "return_pct": -3.21 + }, + { + "date": "2023-10-09", + "equity": 9740.87, + "return_pct": -2.59 + }, + { + "date": "2023-10-10", + "equity": 9791.57, + "return_pct": -2.08 + }, + { + "date": "2023-10-11", + "equity": 9831.68, + "return_pct": -1.68 + }, + { + "date": "2023-10-12", + "equity": 9771.74, + "return_pct": -2.28 + }, + { + "date": "2023-10-13", + "equity": 9723.07, + "return_pct": -2.77 + }, + { + "date": "2023-10-16", + "equity": 9825.37, + "return_pct": -1.75 + }, + { + "date": "2023-10-17", + "equity": 9824.92, + "return_pct": -1.75 + }, + { + "date": "2023-10-18", + "equity": 9694.0, + "return_pct": -3.06 + }, + { + "date": "2023-10-19", + "equity": 9608.82, + "return_pct": -3.91 + }, + { + "date": "2023-10-20", + "equity": 9490.75, + "return_pct": -5.09 + }, + { + "date": "2023-10-23", + "equity": 9474.3, + "return_pct": -5.26 + }, + { + "date": "2023-10-24", + "equity": 9545.73, + "return_pct": -4.54 + }, + { + "date": "2023-10-25", + "equity": 9408.73, + "return_pct": -5.91 + }, + { + "date": "2023-10-26", + "equity": 9296.06, + "return_pct": -7.04 + }, + { + "date": "2023-10-27", + "equity": 9253.93, + "return_pct": -7.46 + }, + { + "date": "2023-10-30", + "equity": 9364.56, + "return_pct": -6.35 + }, + { + "date": "2023-10-31", + "equity": 9423.38, + "return_pct": -5.77 + }, + { + "date": "2023-11-01", + "equity": 9523.87, + "return_pct": -4.76 + }, + { + "date": "2023-11-02", + "equity": 9706.39, + "return_pct": -2.94 + }, + { + "date": "2023-11-03", + "equity": 9794.95, + "return_pct": -2.05 + }, + { + "date": "2023-11-06", + "equity": 9817.48, + "return_pct": -1.83 + }, + { + "date": "2023-11-07", + "equity": 9845.42, + "return_pct": -1.55 + }, + { + "date": "2023-11-08", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-11-09", + "equity": 9775.79, + "return_pct": -2.24 + }, + { + "date": "2023-11-10", + "equity": 9928.34, + "return_pct": -0.72 + }, + { + "date": "2023-11-13", + "equity": 9918.88, + "return_pct": -0.81 + }, + { + "date": "2023-11-14", + "equity": 10111.31, + "return_pct": 1.11 + }, + { + "date": "2023-11-15", + "equity": 10132.72, + "return_pct": 1.33 + }, + { + "date": "2023-11-16", + "equity": 10145.11, + "return_pct": 1.45 + }, + { + "date": "2023-11-17", + "equity": 10157.73, + "return_pct": 1.58 + }, + { + "date": "2023-11-20", + "equity": 10235.92, + "return_pct": 2.36 + }, + { + "date": "2023-11-21", + "equity": 10213.61, + "return_pct": 2.14 + }, + { + "date": "2023-11-22", + "equity": 10253.05, + "return_pct": 2.53 + }, + { + "date": "2023-11-24", + "equity": 10259.36, + "return_pct": 2.59 + }, + { + "date": "2023-11-27", + "equity": 10240.88, + "return_pct": 2.41 + }, + { + "date": "2023-11-28", + "equity": 10251.02, + "return_pct": 2.51 + }, + { + "date": "2023-11-29", + "equity": 10243.81, + "return_pct": 2.44 + }, + { + "date": "2023-11-30", + "equity": 10284.14, + "return_pct": 2.84 + }, + { + "date": "2023-12-01", + "equity": 10344.98, + "return_pct": 3.45 + }, + { + "date": "2023-12-04", + "equity": 10290.68, + "return_pct": 2.91 + }, + { + "date": "2023-12-05", + "equity": 10288.65, + "return_pct": 2.89 + }, + { + "date": "2023-12-06", + "equity": 10247.19, + "return_pct": 2.47 + }, + { + "date": "2023-12-07", + "equity": 10325.38, + "return_pct": 3.25 + }, + { + "date": "2023-12-08", + "equity": 10369.77, + "return_pct": 3.7 + }, + { + "date": "2023-12-11", + "equity": 10410.1, + "return_pct": 4.1 + }, + { + "date": "2023-12-12", + "equity": 10457.65, + "return_pct": 4.58 + }, + { + "date": "2023-12-13", + "equity": 10601.86, + "return_pct": 6.02 + }, + { + "date": "2023-12-14", + "equity": 10635.89, + "return_pct": 6.36 + }, + { + "date": "2023-12-15", + "equity": 10575.5, + "return_pct": 5.75 + }, + { + "date": "2023-12-18", + "equity": 10634.99, + "return_pct": 6.35 + }, + { + "date": "2023-12-19", + "equity": 10699.66, + "return_pct": 7.0 + }, + { + "date": "2023-12-20", + "equity": 10551.39, + "return_pct": 5.51 + }, + { + "date": "2023-12-21", + "equity": 10651.43, + "return_pct": 6.51 + }, + { + "date": "2023-12-22", + "equity": 10672.84, + "return_pct": 6.73 + }, + { + "date": "2023-12-26", + "equity": 10717.91, + "return_pct": 7.18 + }, + { + "date": "2023-12-27", + "equity": 10737.29, + "return_pct": 7.37 + }, + { + "date": "2023-12-28", + "equity": 10741.34, + "return_pct": 7.41 + }, + { + "date": "2023-12-29", + "equity": 10710.25, + "return_pct": 7.1 + }, + { + "date": "2024-01-02", + "equity": 10650.31, + "return_pct": 6.5 + }, + { + "date": "2024-01-03", + "equity": 10563.33, + "return_pct": 5.63 + }, + { + "date": "2024-01-04", + "equity": 10529.3, + "return_pct": 5.29 + }, + { + "date": "2024-01-05", + "equity": 10543.73, + "return_pct": 5.44 + }, + { + "date": "2024-01-08", + "equity": 10694.25, + "return_pct": 6.94 + }, + { + "date": "2024-01-09", + "equity": 10678.02, + "return_pct": 6.78 + }, + { + "date": "2024-01-10", + "equity": 10738.41, + "return_pct": 7.38 + }, + { + "date": "2024-01-11", + "equity": 10733.68, + "return_pct": 7.34 + }, + { + "date": "2024-01-12", + "equity": 10741.12, + "return_pct": 7.41 + }, + { + "date": "2024-01-16", + "equity": 10701.68, + "return_pct": 7.02 + }, + { + "date": "2024-01-17", + "equity": 10642.2, + "return_pct": 6.42 + }, + { + "date": "2024-01-18", + "equity": 10736.83, + "return_pct": 7.37 + }, + { + "date": "2024-01-19", + "equity": 10870.68, + "return_pct": 8.71 + }, + { + "date": "2024-01-22", + "equity": 10893.67, + "return_pct": 8.94 + }, + { + "date": "2024-01-23", + "equity": 10925.44, + "return_pct": 9.25 + }, + { + "date": "2024-01-24", + "equity": 10937.38, + "return_pct": 9.37 + }, + { + "date": "2024-01-25", + "equity": 10996.87, + "return_pct": 9.97 + }, + { + "date": "2024-01-26", + "equity": 10982.9, + "return_pct": 9.83 + }, + { + "date": "2024-01-29", + "equity": 11069.88, + "return_pct": 10.7 + }, + { + "date": "2024-01-30", + "equity": 11061.31, + "return_pct": 10.61 + }, + { + "date": "2024-01-31", + "equity": 10880.82, + "return_pct": 8.81 + }, + { + "date": "2024-02-01", + "equity": 11023.23, + "return_pct": 10.23 + }, + { + "date": "2024-02-02", + "equity": 11139.28, + "return_pct": 11.39 + }, + { + "date": "2024-02-05", + "equity": 11098.72, + "return_pct": 10.99 + }, + { + "date": "2024-02-06", + "equity": 11130.94, + "return_pct": 11.31 + }, + { + "date": "2024-02-07", + "equity": 11223.78, + "return_pct": 12.24 + }, + { + "date": "2024-02-08", + "equity": 11228.73, + "return_pct": 12.29 + }, + { + "date": "2024-02-09", + "equity": 11293.63, + "return_pct": 12.94 + }, + { + "date": "2024-02-12", + "equity": 11288.67, + "return_pct": 12.89 + }, + { + "date": "2024-02-13", + "equity": 11133.19, + "return_pct": 11.33 + }, + { + "date": "2024-02-14", + "equity": 11234.37, + "return_pct": 12.34 + }, + { + "date": "2024-02-15", + "equity": 11311.88, + "return_pct": 13.12 + }, + { + "date": "2024-02-16", + "equity": 11255.55, + "return_pct": 12.56 + }, + { + "date": "2024-02-20", + "equity": 11193.58, + "return_pct": 11.94 + }, + { + "date": "2024-02-21", + "equity": 11203.72, + "return_pct": 12.04 + }, + { + "date": "2024-02-22", + "equity": 11435.59, + "return_pct": 14.36 + }, + { + "date": "2024-02-23", + "equity": 11443.48, + "return_pct": 14.43 + }, + { + "date": "2024-02-26", + "equity": 11401.56, + "return_pct": 14.02 + }, + { + "date": "2024-02-27", + "equity": 11422.74, + "return_pct": 14.23 + }, + { + "date": "2024-02-28", + "equity": 11407.65, + "return_pct": 14.08 + }, + { + "date": "2024-02-29", + "equity": 11448.66, + "return_pct": 14.49 + }, + { + "date": "2024-03-01", + "equity": 11556.14, + "return_pct": 15.56 + }, + { + "date": "2024-03-04", + "equity": 11543.75, + "return_pct": 15.44 + }, + { + "date": "2024-03-05", + "equity": 11428.38, + "return_pct": 14.28 + }, + { + "date": "2024-03-06", + "equity": 11486.29, + "return_pct": 14.86 + }, + { + "date": "2024-03-07", + "equity": 11600.31, + "return_pct": 16.0 + }, + { + "date": "2024-03-08", + "equity": 11530.68, + "return_pct": 15.31 + }, + { + "date": "2024-03-11", + "equity": 11520.76, + "return_pct": 15.21 + }, + { + "date": "2024-03-12", + "equity": 11644.7, + "return_pct": 16.45 + }, + { + "date": "2024-03-13", + "equity": 11626.44, + "return_pct": 16.26 + }, + { + "date": "2024-03-14", + "equity": 11603.46, + "return_pct": 16.03 + }, + { + "date": "2024-03-15", + "equity": 11488.09, + "return_pct": 14.88 + }, + { + "date": "2024-03-18", + "equity": 11556.37, + "return_pct": 15.56 + }, + { + "date": "2024-03-19", + "equity": 11620.59, + "return_pct": 16.21 + }, + { + "date": "2024-03-20", + "equity": 11728.07, + "return_pct": 17.28 + }, + { + "date": "2024-03-21", + "equity": 11766.83, + "return_pct": 17.67 + }, + { + "date": "2024-03-22", + "equity": 11744.52, + "return_pct": 17.45 + }, + { + "date": "2024-03-25", + "equity": 11712.07, + "return_pct": 17.12 + }, + { + "date": "2024-03-26", + "equity": 11690.44, + "return_pct": 16.9 + }, + { + "date": "2024-03-27", + "equity": 11788.68, + "return_pct": 17.89 + }, + { + "date": "2024-03-28", + "equity": 11786.43, + "return_pct": 17.86 + }, + { + "date": "2024-04-01", + "equity": 11765.93, + "return_pct": 17.66 + }, + { + "date": "2024-04-02", + "equity": 11691.12, + "return_pct": 16.91 + }, + { + "date": "2024-04-03", + "equity": 11703.96, + "return_pct": 17.04 + }, + { + "date": "2024-04-04", + "equity": 11561.1, + "return_pct": 15.61 + }, + { + "date": "2024-04-05", + "equity": 11681.88, + "return_pct": 16.82 + }, + { + "date": "2024-04-08", + "equity": 11688.41, + "return_pct": 16.88 + }, + { + "date": "2024-04-09", + "equity": 11701.93, + "return_pct": 17.02 + }, + { + "date": "2024-04-10", + "equity": 11584.76, + "return_pct": 15.85 + }, + { + "date": "2024-04-11", + "equity": 11672.19, + "return_pct": 16.72 + }, + { + "date": "2024-04-12", + "equity": 11511.08, + "return_pct": 15.11 + }, + { + "date": "2024-04-15", + "equity": 11366.86, + "return_pct": 13.67 + }, + { + "date": "2024-04-16", + "equity": 11346.13, + "return_pct": 13.46 + }, + { + "date": "2024-04-17", + "equity": 11278.98, + "return_pct": 12.79 + }, + { + "date": "2024-04-18", + "equity": 11255.77, + "return_pct": 12.56 + }, + { + "date": "2024-04-19", + "equity": 11157.53, + "return_pct": 11.58 + }, + { + "date": "2024-04-22", + "equity": 11260.28, + "return_pct": 12.6 + }, + { + "date": "2024-04-23", + "equity": 11393.9, + "return_pct": 13.94 + }, + { + "date": "2024-04-24", + "equity": 11388.49, + "return_pct": 13.88 + }, + { + "date": "2024-04-25", + "equity": 11345.23, + "return_pct": 13.45 + }, + { + "date": "2024-04-26", + "equity": 11452.71, + "return_pct": 14.53 + }, + { + "date": "2024-04-29", + "equity": 11493.27, + "return_pct": 14.93 + }, + { + "date": "2024-04-30", + "equity": 11311.21, + "return_pct": 13.11 + }, + { + "date": "2024-05-01", + "equity": 11274.48, + "return_pct": 12.74 + }, + { + "date": "2024-05-02", + "equity": 11379.93, + "return_pct": 13.8 + }, + { + "date": "2024-05-03", + "equity": 11520.99, + "return_pct": 15.21 + }, + { + "date": "2024-05-06", + "equity": 11639.96, + "return_pct": 16.4 + }, + { + "date": "2024-05-07", + "equity": 11652.81, + "return_pct": 16.53 + }, + { + "date": "2024-05-08", + "equity": 11653.94, + "return_pct": 16.54 + }, + { + "date": "2024-05-09", + "equity": 11721.08, + "return_pct": 17.21 + }, + { + "date": "2024-05-10", + "equity": 11736.18, + "return_pct": 17.36 + }, + { + "date": "2024-05-13", + "equity": 11737.76, + "return_pct": 17.38 + }, + { + "date": "2024-05-14", + "equity": 11791.61, + "return_pct": 17.92 + }, + { + "date": "2024-05-15", + "equity": 11937.63, + "return_pct": 19.38 + }, + { + "date": "2024-05-16", + "equity": 11913.07, + "return_pct": 19.13 + }, + { + "date": "2024-05-17", + "equity": 11930.19, + "return_pct": 19.3 + }, + { + "date": "2024-05-20", + "equity": 11943.94, + "return_pct": 19.44 + }, + { + "date": "2024-05-21", + "equity": 11973.23, + "return_pct": 19.73 + }, + { + "date": "2024-05-22", + "equity": 11938.75, + "return_pct": 19.39 + }, + { + "date": "2024-05-23", + "equity": 11851.55, + "return_pct": 18.52 + }, + { + "date": "2024-05-24", + "equity": 11929.97, + "return_pct": 19.3 + }, + { + "date": "2024-05-28", + "equity": 11938.3, + "return_pct": 19.38 + }, + { + "date": "2024-05-29", + "equity": 11854.71, + "return_pct": 18.55 + }, + { + "date": "2024-05-30", + "equity": 11776.07, + "return_pct": 17.76 + }, + { + "date": "2024-05-31", + "equity": 11883.32, + "return_pct": 18.83 + }, + { + "date": "2024-06-03", + "equity": 11893.01, + "return_pct": 18.93 + }, + { + "date": "2024-06-04", + "equity": 11906.31, + "return_pct": 19.06 + }, + { + "date": "2024-06-05", + "equity": 12047.82, + "return_pct": 20.48 + }, + { + "date": "2024-06-06", + "equity": 12047.59, + "return_pct": 20.48 + }, + { + "date": "2024-06-07", + "equity": 12032.94, + "return_pct": 20.33 + }, + { + "date": "2024-06-10", + "equity": 12070.12, + "return_pct": 20.7 + }, + { + "date": "2024-06-11", + "equity": 12099.19, + "return_pct": 20.99 + }, + { + "date": "2024-06-12", + "equity": 12198.56, + "return_pct": 21.99 + }, + { + "date": "2024-06-13", + "equity": 12223.12, + "return_pct": 22.23 + }, + { + "date": "2024-06-14", + "equity": 12230.56, + "return_pct": 22.31 + }, + { + "date": "2024-06-17", + "equity": 12327.9, + "return_pct": 23.28 + }, + { + "date": "2024-06-18", + "equity": 12359.22, + "return_pct": 23.59 + }, + { + "date": "2024-06-20", + "equity": 12325.65, + "return_pct": 23.26 + }, + { + "date": "2024-06-21", + "equity": 12269.54, + "return_pct": 22.7 + }, + { + "date": "2024-06-24", + "equity": 12229.66, + "return_pct": 22.3 + }, + { + "date": "2024-06-25", + "equity": 12276.75, + "return_pct": 22.77 + }, + { + "date": "2024-06-26", + "equity": 12292.08, + "return_pct": 22.92 + }, + { + "date": "2024-06-27", + "equity": 12311.45, + "return_pct": 23.11 + }, + { + "date": "2024-06-28", + "equity": 12263.01, + "return_pct": 22.63 + }, + { + "date": "2024-07-01", + "equity": 12288.24, + "return_pct": 22.88 + }, + { + "date": "2024-07-02", + "equity": 12370.94, + "return_pct": 23.71 + }, + { + "date": "2024-07-03", + "equity": 12426.15, + "return_pct": 24.26 + }, + { + "date": "2024-07-05", + "equity": 12497.8, + "return_pct": 24.98 + }, + { + "date": "2024-07-08", + "equity": 12512.22, + "return_pct": 25.12 + }, + { + "date": "2024-07-09", + "equity": 12524.39, + "return_pct": 25.24 + }, + { + "date": "2024-07-10", + "equity": 12648.32, + "return_pct": 26.48 + }, + { + "date": "2024-07-11", + "equity": 12539.26, + "return_pct": 25.39 + }, + { + "date": "2024-07-12", + "equity": 12618.36, + "return_pct": 26.18 + }, + { + "date": "2024-07-15", + "equity": 12653.06, + "return_pct": 26.53 + }, + { + "date": "2024-07-16", + "equity": 12728.09, + "return_pct": 27.28 + }, + { + "date": "2024-07-17", + "equity": 12549.63, + "return_pct": 25.5 + }, + { + "date": "2024-07-18", + "equity": 12453.19, + "return_pct": 24.53 + }, + { + "date": "2024-07-19", + "equity": 12370.49, + "return_pct": 23.7 + }, + { + "date": "2024-07-22", + "equity": 12498.03, + "return_pct": 24.98 + }, + { + "date": "2024-07-23", + "equity": 12478.42, + "return_pct": 24.78 + }, + { + "date": "2024-07-24", + "equity": 12195.63, + "return_pct": 21.96 + }, + { + "date": "2024-07-25", + "equity": 12132.09, + "return_pct": 21.32 + }, + { + "date": "2024-07-26", + "equity": 12267.96, + "return_pct": 22.68 + }, + { + "date": "2024-07-29", + "equity": 12275.18, + "return_pct": 22.75 + }, + { + "date": "2024-07-30", + "equity": 12212.98, + "return_pct": 22.13 + }, + { + "date": "2024-07-31", + "equity": 12411.5, + "return_pct": 24.12 + }, + { + "date": "2024-08-01", + "equity": 12235.74, + "return_pct": 22.36 + }, + { + "date": "2024-08-02", + "equity": 12007.93, + "return_pct": 20.08 + }, + { + "date": "2024-08-05", + "equity": 11658.22, + "return_pct": 16.58 + }, + { + "date": "2024-08-06", + "equity": 11765.7, + "return_pct": 17.66 + }, + { + "date": "2024-08-07", + "equity": 11687.06, + "return_pct": 16.87 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "5y", + "lookback_label": "5 years", + "starting_capital": 10000.0, + "final_equity": 20750.75, + "total_return_pct": 107.5, + "cagr_pct": 26.7, + "max_drawdown_pct": 16.8, + "sharpe": 1.41, + "trades": 166, + "win_rate": 36.7, + "avg_trade_pnl": 64.76, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4328.43, + "worst_trade_pnl": -604.82, + "avg_hold_days": 15.0, + "exit_reasons": { + "stop": 79, + "time": 39, + "trailing_stop": 48 + }, + "skipped_book_full": 0, + "spy_return_pct": 19.8, + "yearly_returns": [ + { + "year": 2021, + "return_pct": 0.0 + }, + { + "year": 2022, + "return_pct": 0.9 + }, + { + "year": 2023, + "return_pct": 63.0 + }, + { + "year": 2024, + "return_pct": 26.2 + } + ], + "start_date": "2021-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-08-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-09-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-10-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-11-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-12-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-01-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-02-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-03-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-04-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-04", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-11", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-12", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-18", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-19", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-20", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-25", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-26", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-05-31", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-02", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-03", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-07", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-08", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-09", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-10", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-13", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-14", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-15", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-16", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-17", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-21", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-22", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-23", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-24", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-27", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-28", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-29", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-06-30", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-01", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-05", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": -0.03 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.58 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.5 + }, + { + "date": "2022-07-11", + "equity": 10001.05, + "return_pct": 0.01 + }, + { + "date": "2022-07-12", + "equity": 9891.58, + "return_pct": -1.08 + }, + { + "date": "2022-07-13", + "equity": 9846.83, + "return_pct": -1.53 + }, + { + "date": "2022-07-14", + "equity": 9854.99, + "return_pct": -1.45 + }, + { + "date": "2022-07-15", + "equity": 10070.82, + "return_pct": 0.71 + }, + { + "date": "2022-07-18", + "equity": 9948.2, + "return_pct": -0.52 + }, + { + "date": "2022-07-19", + "equity": 10238.98, + "return_pct": 2.39 + }, + { + "date": "2022-07-20", + "equity": 10335.37, + "return_pct": 3.35 + }, + { + "date": "2022-07-21", + "equity": 10587.53, + "return_pct": 5.88 + }, + { + "date": "2022-07-22", + "equity": 10467.62, + "return_pct": 4.68 + }, + { + "date": "2022-07-25", + "equity": 10549.3, + "return_pct": 5.49 + }, + { + "date": "2022-07-26", + "equity": 10372.13, + "return_pct": 3.72 + }, + { + "date": "2022-07-27", + "equity": 10780.26, + "return_pct": 7.8 + }, + { + "date": "2022-07-28", + "equity": 11099.85, + "return_pct": 11.0 + }, + { + "date": "2022-07-29", + "equity": 11345.76, + "return_pct": 13.46 + }, + { + "date": "2022-08-01", + "equity": 11360.27, + "return_pct": 13.6 + }, + { + "date": "2022-08-02", + "equity": 11337.52, + "return_pct": 13.38 + }, + { + "date": "2022-08-03", + "equity": 11402.41, + "return_pct": 14.02 + }, + { + "date": "2022-08-04", + "equity": 11234.84, + "return_pct": 12.35 + }, + { + "date": "2022-08-05", + "equity": 11227.27, + "return_pct": 12.27 + }, + { + "date": "2022-08-08", + "equity": 11161.17, + "return_pct": 11.61 + }, + { + "date": "2022-08-09", + "equity": 11068.78, + "return_pct": 10.69 + }, + { + "date": "2022-08-10", + "equity": 11273.07, + "return_pct": 12.73 + }, + { + "date": "2022-08-11", + "equity": 11315.3, + "return_pct": 13.15 + }, + { + "date": "2022-08-12", + "equity": 11531.71, + "return_pct": 15.32 + }, + { + "date": "2022-08-15", + "equity": 11644.38, + "return_pct": 16.44 + }, + { + "date": "2022-08-16", + "equity": 11607.5, + "return_pct": 16.08 + }, + { + "date": "2022-08-17", + "equity": 11518.34, + "return_pct": 15.18 + }, + { + "date": "2022-08-18", + "equity": 11719.78, + "return_pct": 17.2 + }, + { + "date": "2022-08-19", + "equity": 11497.23, + "return_pct": 14.97 + }, + { + "date": "2022-08-22", + "equity": 11275.35, + "return_pct": 12.75 + }, + { + "date": "2022-08-23", + "equity": 11519.25, + "return_pct": 15.19 + }, + { + "date": "2022-08-24", + "equity": 11507.05, + "return_pct": 15.07 + }, + { + "date": "2022-08-25", + "equity": 11687.36, + "return_pct": 16.87 + }, + { + "date": "2022-08-26", + "equity": 11541.04, + "return_pct": 15.41 + }, + { + "date": "2022-08-29", + "equity": 11587.46, + "return_pct": 15.87 + }, + { + "date": "2022-08-30", + "equity": 11206.06, + "return_pct": 12.06 + }, + { + "date": "2022-08-31", + "equity": 11125.83, + "return_pct": 11.26 + }, + { + "date": "2022-09-01", + "equity": 10798.7, + "return_pct": 7.99 + }, + { + "date": "2022-09-02", + "equity": 10915.68, + "return_pct": 9.16 + }, + { + "date": "2022-09-06", + "equity": 10711.43, + "return_pct": 7.11 + }, + { + "date": "2022-09-07", + "equity": 10535.48, + "return_pct": 5.35 + }, + { + "date": "2022-09-08", + "equity": 10551.16, + "return_pct": 5.51 + }, + { + "date": "2022-09-09", + "equity": 10613.82, + "return_pct": 6.14 + }, + { + "date": "2022-09-12", + "equity": 10811.75, + "return_pct": 8.12 + }, + { + "date": "2022-09-13", + "equity": 10528.25, + "return_pct": 5.28 + }, + { + "date": "2022-09-14", + "equity": 10759.77, + "return_pct": 7.6 + }, + { + "date": "2022-09-15", + "equity": 10770.27, + "return_pct": 7.7 + }, + { + "date": "2022-09-16", + "equity": 10536.64, + "return_pct": 5.37 + }, + { + "date": "2022-09-19", + "equity": 10556.93, + "return_pct": 5.57 + }, + { + "date": "2022-09-20", + "equity": 10487.96, + "return_pct": 4.88 + }, + { + "date": "2022-09-21", + "equity": 10366.65, + "return_pct": 3.67 + }, + { + "date": "2022-09-22", + "equity": 10278.0, + "return_pct": 2.78 + }, + { + "date": "2022-09-23", + "equity": 10171.64, + "return_pct": 1.72 + }, + { + "date": "2022-09-26", + "equity": 10143.85, + "return_pct": 1.44 + }, + { + "date": "2022-09-27", + "equity": 10151.51, + "return_pct": 1.52 + }, + { + "date": "2022-09-28", + "equity": 10194.77, + "return_pct": 1.95 + }, + { + "date": "2022-09-29", + "equity": 10165.23, + "return_pct": 1.65 + }, + { + "date": "2022-09-30", + "equity": 10044.25, + "return_pct": 0.44 + }, + { + "date": "2022-10-03", + "equity": 10073.73, + "return_pct": 0.74 + }, + { + "date": "2022-10-04", + "equity": 10127.77, + "return_pct": 1.28 + }, + { + "date": "2022-10-05", + "equity": 10088.04, + "return_pct": 0.88 + }, + { + "date": "2022-10-06", + "equity": 10069.31, + "return_pct": 0.69 + }, + { + "date": "2022-10-07", + "equity": 9954.85, + "return_pct": -0.45 + }, + { + "date": "2022-10-10", + "equity": 9900.96, + "return_pct": -0.99 + }, + { + "date": "2022-10-11", + "equity": 9866.85, + "return_pct": -1.33 + }, + { + "date": "2022-10-12", + "equity": 9839.74, + "return_pct": -1.6 + }, + { + "date": "2022-10-13", + "equity": 9828.62, + "return_pct": -1.71 + }, + { + "date": "2022-10-14", + "equity": 9745.79, + "return_pct": -2.54 + }, + { + "date": "2022-10-17", + "equity": 9774.05, + "return_pct": -2.26 + }, + { + "date": "2022-10-18", + "equity": 9796.95, + "return_pct": -2.03 + }, + { + "date": "2022-10-19", + "equity": 9870.03, + "return_pct": -1.3 + }, + { + "date": "2022-10-20", + "equity": 9853.44, + "return_pct": -1.47 + }, + { + "date": "2022-10-21", + "equity": 10039.81, + "return_pct": 0.4 + }, + { + "date": "2022-10-24", + "equity": 10075.66, + "return_pct": 0.76 + }, + { + "date": "2022-10-25", + "equity": 10104.99, + "return_pct": 1.05 + }, + { + "date": "2022-10-26", + "equity": 10128.24, + "return_pct": 1.28 + }, + { + "date": "2022-10-27", + "equity": 10133.7, + "return_pct": 1.34 + }, + { + "date": "2022-10-28", + "equity": 10273.31, + "return_pct": 2.73 + }, + { + "date": "2022-10-31", + "equity": 10322.96, + "return_pct": 3.23 + }, + { + "date": "2022-11-01", + "equity": 10443.0, + "return_pct": 4.43 + }, + { + "date": "2022-11-02", + "equity": 10201.68, + "return_pct": 2.02 + }, + { + "date": "2022-11-03", + "equity": 10268.76, + "return_pct": 2.69 + }, + { + "date": "2022-11-04", + "equity": 10382.22, + "return_pct": 3.82 + }, + { + "date": "2022-11-07", + "equity": 10510.89, + "return_pct": 5.11 + }, + { + "date": "2022-11-08", + "equity": 10521.59, + "return_pct": 5.22 + }, + { + "date": "2022-11-09", + "equity": 10187.22, + "return_pct": 1.87 + }, + { + "date": "2022-11-10", + "equity": 10530.38, + "return_pct": 5.3 + }, + { + "date": "2022-11-11", + "equity": 10674.59, + "return_pct": 6.75 + }, + { + "date": "2022-11-14", + "equity": 10582.43, + "return_pct": 5.82 + }, + { + "date": "2022-11-15", + "equity": 10761.24, + "return_pct": 7.61 + }, + { + "date": "2022-11-16", + "equity": 10666.88, + "return_pct": 6.67 + }, + { + "date": "2022-11-17", + "equity": 10521.82, + "return_pct": 5.22 + }, + { + "date": "2022-11-18", + "equity": 10521.25, + "return_pct": 5.21 + }, + { + "date": "2022-11-21", + "equity": 10412.03, + "return_pct": 4.12 + }, + { + "date": "2022-11-22", + "equity": 10354.18, + "return_pct": 3.54 + }, + { + "date": "2022-11-23", + "equity": 10364.1, + "return_pct": 3.64 + }, + { + "date": "2022-11-25", + "equity": 10363.69, + "return_pct": 3.64 + }, + { + "date": "2022-11-28", + "equity": 10246.75, + "return_pct": 2.47 + }, + { + "date": "2022-11-29", + "equity": 10226.96, + "return_pct": 2.27 + }, + { + "date": "2022-11-30", + "equity": 10576.97, + "return_pct": 5.77 + }, + { + "date": "2022-12-01", + "equity": 10658.45, + "return_pct": 6.58 + }, + { + "date": "2022-12-02", + "equity": 10620.14, + "return_pct": 6.2 + }, + { + "date": "2022-12-05", + "equity": 10426.7, + "return_pct": 4.27 + }, + { + "date": "2022-12-06", + "equity": 10288.71, + "return_pct": 2.89 + }, + { + "date": "2022-12-07", + "equity": 10228.46, + "return_pct": 2.28 + }, + { + "date": "2022-12-08", + "equity": 10333.3, + "return_pct": 3.33 + }, + { + "date": "2022-12-09", + "equity": 10183.35, + "return_pct": 1.83 + }, + { + "date": "2022-12-12", + "equity": 10240.45, + "return_pct": 2.4 + }, + { + "date": "2022-12-13", + "equity": 10252.85, + "return_pct": 2.53 + }, + { + "date": "2022-12-14", + "equity": 10242.11, + "return_pct": 2.42 + }, + { + "date": "2022-12-15", + "equity": 10167.92, + "return_pct": 1.68 + }, + { + "date": "2022-12-16", + "equity": 10112.05, + "return_pct": 1.12 + }, + { + "date": "2022-12-19", + "equity": 10029.11, + "return_pct": 0.29 + }, + { + "date": "2022-12-20", + "equity": 10050.42, + "return_pct": 0.5 + }, + { + "date": "2022-12-21", + "equity": 10100.52, + "return_pct": 1.01 + }, + { + "date": "2022-12-22", + "equity": 10050.12, + "return_pct": 0.5 + }, + { + "date": "2022-12-23", + "equity": 10065.5, + "return_pct": 0.66 + }, + { + "date": "2022-12-27", + "equity": 10116.87, + "return_pct": 1.17 + }, + { + "date": "2022-12-28", + "equity": 10020.02, + "return_pct": 0.2 + }, + { + "date": "2022-12-29", + "equity": 10079.81, + "return_pct": 0.8 + }, + { + "date": "2022-12-30", + "equity": 10089.3, + "return_pct": 0.89 + }, + { + "date": "2023-01-03", + "equity": 10034.83, + "return_pct": 0.35 + }, + { + "date": "2023-01-04", + "equity": 10001.93, + "return_pct": 0.02 + }, + { + "date": "2023-01-05", + "equity": 10038.23, + "return_pct": 0.38 + }, + { + "date": "2023-01-06", + "equity": 10143.69, + "return_pct": 1.44 + }, + { + "date": "2023-01-09", + "equity": 10167.46, + "return_pct": 1.67 + }, + { + "date": "2023-01-10", + "equity": 10240.41, + "return_pct": 2.4 + }, + { + "date": "2023-01-11", + "equity": 10339.22, + "return_pct": 3.39 + }, + { + "date": "2023-01-12", + "equity": 10462.66, + "return_pct": 4.63 + }, + { + "date": "2023-01-13", + "equity": 10471.03, + "return_pct": 4.71 + }, + { + "date": "2023-01-17", + "equity": 10430.35, + "return_pct": 4.3 + }, + { + "date": "2023-01-18", + "equity": 10312.83, + "return_pct": 3.13 + }, + { + "date": "2023-01-19", + "equity": 10264.52, + "return_pct": 2.65 + }, + { + "date": "2023-01-20", + "equity": 10457.52, + "return_pct": 4.58 + }, + { + "date": "2023-01-23", + "equity": 10629.13, + "return_pct": 6.29 + }, + { + "date": "2023-01-24", + "equity": 10384.81, + "return_pct": 3.85 + }, + { + "date": "2023-01-25", + "equity": 10477.59, + "return_pct": 4.78 + }, + { + "date": "2023-01-26", + "equity": 10531.31, + "return_pct": 5.31 + }, + { + "date": "2023-01-27", + "equity": 10508.78, + "return_pct": 5.09 + }, + { + "date": "2023-01-30", + "equity": 10265.76, + "return_pct": 2.66 + }, + { + "date": "2023-01-31", + "equity": 10481.41, + "return_pct": 4.81 + }, + { + "date": "2023-02-01", + "equity": 10591.62, + "return_pct": 5.92 + }, + { + "date": "2023-02-02", + "equity": 10570.08, + "return_pct": 5.7 + }, + { + "date": "2023-02-03", + "equity": 10387.14, + "return_pct": 3.87 + }, + { + "date": "2023-02-06", + "equity": 10351.69, + "return_pct": 3.52 + }, + { + "date": "2023-02-07", + "equity": 10450.01, + "return_pct": 4.5 + }, + { + "date": "2023-02-08", + "equity": 10373.09, + "return_pct": 3.73 + }, + { + "date": "2023-02-09", + "equity": 10687.03, + "return_pct": 6.87 + }, + { + "date": "2023-02-10", + "equity": 10620.3, + "return_pct": 6.2 + }, + { + "date": "2023-02-13", + "equity": 10707.84, + "return_pct": 7.08 + }, + { + "date": "2023-02-14", + "equity": 10766.21, + "return_pct": 7.66 + }, + { + "date": "2023-02-15", + "equity": 10693.94, + "return_pct": 6.94 + }, + { + "date": "2023-02-16", + "equity": 10546.58, + "return_pct": 5.47 + }, + { + "date": "2023-02-17", + "equity": 10437.48, + "return_pct": 4.37 + }, + { + "date": "2023-02-21", + "equity": 10257.58, + "return_pct": 2.58 + }, + { + "date": "2023-02-22", + "equity": 10328.4, + "return_pct": 3.28 + }, + { + "date": "2023-02-23", + "equity": 10384.93, + "return_pct": 3.85 + }, + { + "date": "2023-02-24", + "equity": 10379.03, + "return_pct": 3.79 + }, + { + "date": "2023-02-27", + "equity": 10417.6, + "return_pct": 4.18 + }, + { + "date": "2023-02-28", + "equity": 10487.85, + "return_pct": 4.88 + }, + { + "date": "2023-03-01", + "equity": 10598.04, + "return_pct": 5.98 + }, + { + "date": "2023-03-02", + "equity": 10702.84, + "return_pct": 7.03 + }, + { + "date": "2023-03-03", + "equity": 10883.5, + "return_pct": 8.83 + }, + { + "date": "2023-03-06", + "equity": 10755.26, + "return_pct": 7.55 + }, + { + "date": "2023-03-07", + "equity": 10632.78, + "return_pct": 6.33 + }, + { + "date": "2023-03-08", + "equity": 10614.81, + "return_pct": 6.15 + }, + { + "date": "2023-03-09", + "equity": 10412.32, + "return_pct": 4.12 + }, + { + "date": "2023-03-10", + "equity": 10313.11, + "return_pct": 3.13 + }, + { + "date": "2023-03-13", + "equity": 10300.41, + "return_pct": 3.0 + }, + { + "date": "2023-03-14", + "equity": 10346.52, + "return_pct": 3.47 + }, + { + "date": "2023-03-15", + "equity": 10255.23, + "return_pct": 2.55 + }, + { + "date": "2023-03-16", + "equity": 10251.13, + "return_pct": 2.51 + }, + { + "date": "2023-03-17", + "equity": 10204.13, + "return_pct": 2.04 + }, + { + "date": "2023-03-20", + "equity": 10202.4, + "return_pct": 2.02 + }, + { + "date": "2023-03-21", + "equity": 10250.54, + "return_pct": 2.51 + }, + { + "date": "2023-03-22", + "equity": 10200.54, + "return_pct": 2.01 + }, + { + "date": "2023-03-23", + "equity": 10260.61, + "return_pct": 2.61 + }, + { + "date": "2023-03-24", + "equity": 10318.69, + "return_pct": 3.19 + }, + { + "date": "2023-03-27", + "equity": 10152.55, + "return_pct": 1.53 + }, + { + "date": "2023-03-28", + "equity": 10138.35, + "return_pct": 1.38 + }, + { + "date": "2023-03-29", + "equity": 10194.19, + "return_pct": 1.94 + }, + { + "date": "2023-03-30", + "equity": 10209.97, + "return_pct": 2.1 + }, + { + "date": "2023-03-31", + "equity": 10378.63, + "return_pct": 3.79 + }, + { + "date": "2023-04-03", + "equity": 10322.65, + "return_pct": 3.23 + }, + { + "date": "2023-04-04", + "equity": 10234.39, + "return_pct": 2.34 + }, + { + "date": "2023-04-05", + "equity": 10317.72, + "return_pct": 3.18 + }, + { + "date": "2023-04-06", + "equity": 10360.98, + "return_pct": 3.61 + }, + { + "date": "2023-04-10", + "equity": 10385.51, + "return_pct": 3.86 + }, + { + "date": "2023-04-11", + "equity": 10468.61, + "return_pct": 4.69 + }, + { + "date": "2023-04-12", + "equity": 10446.17, + "return_pct": 4.46 + }, + { + "date": "2023-04-13", + "equity": 10537.38, + "return_pct": 5.37 + }, + { + "date": "2023-04-14", + "equity": 10515.15, + "return_pct": 5.15 + }, + { + "date": "2023-04-17", + "equity": 10501.95, + "return_pct": 5.02 + }, + { + "date": "2023-04-18", + "equity": 10563.08, + "return_pct": 5.63 + }, + { + "date": "2023-04-19", + "equity": 10568.0, + "return_pct": 5.68 + }, + { + "date": "2023-04-20", + "equity": 10670.27, + "return_pct": 6.7 + }, + { + "date": "2023-04-21", + "equity": 10701.08, + "return_pct": 7.01 + }, + { + "date": "2023-04-24", + "equity": 10728.6, + "return_pct": 7.29 + }, + { + "date": "2023-04-25", + "equity": 10554.72, + "return_pct": 5.55 + }, + { + "date": "2023-04-26", + "equity": 10360.39, + "return_pct": 3.6 + }, + { + "date": "2023-04-27", + "equity": 10547.45, + "return_pct": 5.47 + }, + { + "date": "2023-04-28", + "equity": 10585.24, + "return_pct": 5.85 + }, + { + "date": "2023-05-01", + "equity": 10496.77, + "return_pct": 4.97 + }, + { + "date": "2023-05-02", + "equity": 10442.95, + "return_pct": 4.43 + }, + { + "date": "2023-05-03", + "equity": 10431.74, + "return_pct": 4.32 + }, + { + "date": "2023-05-04", + "equity": 10475.29, + "return_pct": 4.75 + }, + { + "date": "2023-05-05", + "equity": 10534.01, + "return_pct": 5.34 + }, + { + "date": "2023-05-08", + "equity": 10564.48, + "return_pct": 5.64 + }, + { + "date": "2023-05-09", + "equity": 10480.99, + "return_pct": 4.81 + }, + { + "date": "2023-05-10", + "equity": 10596.39, + "return_pct": 5.96 + }, + { + "date": "2023-05-11", + "equity": 10493.95, + "return_pct": 4.94 + }, + { + "date": "2023-05-12", + "equity": 10467.74, + "return_pct": 4.68 + }, + { + "date": "2023-05-15", + "equity": 10478.33, + "return_pct": 4.78 + }, + { + "date": "2023-05-16", + "equity": 10407.68, + "return_pct": 4.08 + }, + { + "date": "2023-05-17", + "equity": 10603.42, + "return_pct": 6.03 + }, + { + "date": "2023-05-18", + "equity": 11004.56, + "return_pct": 10.05 + }, + { + "date": "2023-05-19", + "equity": 10961.86, + "return_pct": 9.62 + }, + { + "date": "2023-05-22", + "equity": 11013.15, + "return_pct": 10.13 + }, + { + "date": "2023-05-23", + "equity": 10983.91, + "return_pct": 9.84 + }, + { + "date": "2023-05-24", + "equity": 10848.0, + "return_pct": 8.48 + }, + { + "date": "2023-05-25", + "equity": 11477.53, + "return_pct": 14.78 + }, + { + "date": "2023-05-26", + "equity": 11699.08, + "return_pct": 16.99 + }, + { + "date": "2023-05-30", + "equity": 11972.05, + "return_pct": 19.72 + }, + { + "date": "2023-05-31", + "equity": 11835.17, + "return_pct": 18.35 + }, + { + "date": "2023-06-01", + "equity": 12184.97, + "return_pct": 21.85 + }, + { + "date": "2023-06-02", + "equity": 12214.83, + "return_pct": 22.15 + }, + { + "date": "2023-06-05", + "equity": 12352.01, + "return_pct": 23.52 + }, + { + "date": "2023-06-06", + "equity": 12278.67, + "return_pct": 22.79 + }, + { + "date": "2023-06-07", + "equity": 11942.53, + "return_pct": 19.43 + }, + { + "date": "2023-06-08", + "equity": 12172.24, + "return_pct": 21.72 + }, + { + "date": "2023-06-09", + "equity": 12216.02, + "return_pct": 22.16 + }, + { + "date": "2023-06-12", + "equity": 12430.71, + "return_pct": 24.31 + }, + { + "date": "2023-06-13", + "equity": 12780.97, + "return_pct": 27.81 + }, + { + "date": "2023-06-14", + "equity": 12844.4, + "return_pct": 28.44 + }, + { + "date": "2023-06-15", + "equity": 13147.84, + "return_pct": 31.48 + }, + { + "date": "2023-06-16", + "equity": 13013.81, + "return_pct": 30.14 + }, + { + "date": "2023-06-20", + "equity": 12837.89, + "return_pct": 28.38 + }, + { + "date": "2023-06-21", + "equity": 12736.36, + "return_pct": 27.36 + }, + { + "date": "2023-06-22", + "equity": 12691.22, + "return_pct": 26.91 + }, + { + "date": "2023-06-23", + "equity": 12527.63, + "return_pct": 25.28 + }, + { + "date": "2023-06-26", + "equity": 12329.13, + "return_pct": 23.29 + }, + { + "date": "2023-06-27", + "equity": 12646.73, + "return_pct": 26.47 + }, + { + "date": "2023-06-28", + "equity": 12773.23, + "return_pct": 27.73 + }, + { + "date": "2023-06-29", + "equity": 12796.67, + "return_pct": 27.97 + }, + { + "date": "2023-06-30", + "equity": 12915.46, + "return_pct": 29.15 + }, + { + "date": "2023-07-03", + "equity": 13117.91, + "return_pct": 31.18 + }, + { + "date": "2023-07-05", + "equity": 13029.57, + "return_pct": 30.3 + }, + { + "date": "2023-07-06", + "equity": 12789.21, + "return_pct": 27.89 + }, + { + "date": "2023-07-07", + "equity": 13090.65, + "return_pct": 30.91 + }, + { + "date": "2023-07-10", + "equity": 13504.14, + "return_pct": 35.04 + }, + { + "date": "2023-07-11", + "equity": 13777.18, + "return_pct": 37.77 + }, + { + "date": "2023-07-12", + "equity": 14030.75, + "return_pct": 40.31 + }, + { + "date": "2023-07-13", + "equity": 14388.9, + "return_pct": 43.89 + }, + { + "date": "2023-07-14", + "equity": 14365.97, + "return_pct": 43.66 + }, + { + "date": "2023-07-17", + "equity": 14379.14, + "return_pct": 43.79 + }, + { + "date": "2023-07-18", + "equity": 14441.28, + "return_pct": 44.41 + }, + { + "date": "2023-07-19", + "equity": 14878.36, + "return_pct": 48.78 + }, + { + "date": "2023-07-20", + "equity": 14362.98, + "return_pct": 43.63 + }, + { + "date": "2023-07-21", + "equity": 14256.11, + "return_pct": 42.56 + }, + { + "date": "2023-07-24", + "equity": 14191.55, + "return_pct": 41.92 + }, + { + "date": "2023-07-25", + "equity": 14262.4, + "return_pct": 42.62 + }, + { + "date": "2023-07-26", + "equity": 14261.0, + "return_pct": 42.61 + }, + { + "date": "2023-07-27", + "equity": 14094.02, + "return_pct": 40.94 + }, + { + "date": "2023-07-28", + "equity": 14468.29, + "return_pct": 44.68 + }, + { + "date": "2023-07-31", + "equity": 14608.76, + "return_pct": 46.09 + }, + { + "date": "2023-08-01", + "equity": 14461.21, + "return_pct": 44.61 + }, + { + "date": "2023-08-02", + "equity": 14968.85, + "return_pct": 49.69 + }, + { + "date": "2023-08-03", + "equity": 14993.56, + "return_pct": 49.94 + }, + { + "date": "2023-08-04", + "equity": 14885.63, + "return_pct": 48.86 + }, + { + "date": "2023-08-07", + "equity": 14949.13, + "return_pct": 49.49 + }, + { + "date": "2023-08-08", + "equity": 14936.29, + "return_pct": 49.36 + }, + { + "date": "2023-08-09", + "equity": 14782.49, + "return_pct": 47.82 + }, + { + "date": "2023-08-10", + "equity": 14723.59, + "return_pct": 47.24 + }, + { + "date": "2023-08-11", + "equity": 14702.82, + "return_pct": 47.03 + }, + { + "date": "2023-08-14", + "equity": 14593.3, + "return_pct": 45.93 + }, + { + "date": "2023-08-15", + "equity": 14552.23, + "return_pct": 45.52 + }, + { + "date": "2023-08-16", + "equity": 14476.06, + "return_pct": 44.76 + }, + { + "date": "2023-08-17", + "equity": 14462.54, + "return_pct": 44.63 + }, + { + "date": "2023-08-18", + "equity": 14466.46, + "return_pct": 44.66 + }, + { + "date": "2023-08-21", + "equity": 14449.94, + "return_pct": 44.5 + }, + { + "date": "2023-08-22", + "equity": 14421.11, + "return_pct": 44.21 + }, + { + "date": "2023-08-23", + "equity": 14390.57, + "return_pct": 43.91 + }, + { + "date": "2023-08-24", + "equity": 14200.84, + "return_pct": 42.01 + }, + { + "date": "2023-08-25", + "equity": 14235.62, + "return_pct": 42.36 + }, + { + "date": "2023-08-28", + "equity": 14268.39, + "return_pct": 42.68 + }, + { + "date": "2023-08-29", + "equity": 14332.06, + "return_pct": 43.32 + }, + { + "date": "2023-08-30", + "equity": 14411.95, + "return_pct": 44.12 + }, + { + "date": "2023-08-31", + "equity": 14448.49, + "return_pct": 44.48 + }, + { + "date": "2023-09-01", + "equity": 14568.45, + "return_pct": 45.68 + }, + { + "date": "2023-09-05", + "equity": 14459.39, + "return_pct": 44.59 + }, + { + "date": "2023-09-06", + "equity": 14499.91, + "return_pct": 45.0 + }, + { + "date": "2023-09-07", + "equity": 14434.0, + "return_pct": 44.34 + }, + { + "date": "2023-09-08", + "equity": 14427.47, + "return_pct": 44.27 + }, + { + "date": "2023-09-11", + "equity": 14542.52, + "return_pct": 45.43 + }, + { + "date": "2023-09-12", + "equity": 14279.62, + "return_pct": 42.8 + }, + { + "date": "2023-09-13", + "equity": 14170.46, + "return_pct": 41.7 + }, + { + "date": "2023-09-14", + "equity": 14205.6, + "return_pct": 42.06 + }, + { + "date": "2023-09-15", + "equity": 13854.55, + "return_pct": 38.55 + }, + { + "date": "2023-09-18", + "equity": 13829.23, + "return_pct": 38.29 + }, + { + "date": "2023-09-19", + "equity": 13645.78, + "return_pct": 36.46 + }, + { + "date": "2023-09-20", + "equity": 13564.62, + "return_pct": 35.65 + }, + { + "date": "2023-09-21", + "equity": 13488.6, + "return_pct": 34.89 + }, + { + "date": "2023-09-22", + "equity": 13488.6, + "return_pct": 34.89 + }, + { + "date": "2023-09-25", + "equity": 13488.6, + "return_pct": 34.89 + }, + { + "date": "2023-09-26", + "equity": 13488.6, + "return_pct": 34.89 + }, + { + "date": "2023-09-27", + "equity": 13488.6, + "return_pct": 34.89 + }, + { + "date": "2023-09-28", + "equity": 13479.75, + "return_pct": 34.8 + }, + { + "date": "2023-09-29", + "equity": 13534.47, + "return_pct": 35.34 + }, + { + "date": "2023-10-02", + "equity": 13644.79, + "return_pct": 36.45 + }, + { + "date": "2023-10-03", + "equity": 13362.2, + "return_pct": 33.62 + }, + { + "date": "2023-10-04", + "equity": 13571.42, + "return_pct": 35.71 + }, + { + "date": "2023-10-05", + "equity": 13627.6, + "return_pct": 36.28 + }, + { + "date": "2023-10-06", + "equity": 13860.12, + "return_pct": 38.6 + }, + { + "date": "2023-10-09", + "equity": 14016.23, + "return_pct": 40.16 + }, + { + "date": "2023-10-10", + "equity": 14217.94, + "return_pct": 42.18 + }, + { + "date": "2023-10-11", + "equity": 14295.05, + "return_pct": 42.95 + }, + { + "date": "2023-10-12", + "equity": 14046.63, + "return_pct": 40.47 + }, + { + "date": "2023-10-13", + "equity": 13665.28, + "return_pct": 36.65 + }, + { + "date": "2023-10-16", + "equity": 13739.05, + "return_pct": 37.39 + }, + { + "date": "2023-10-17", + "equity": 13948.89, + "return_pct": 39.49 + }, + { + "date": "2023-10-18", + "equity": 13636.56, + "return_pct": 36.37 + }, + { + "date": "2023-10-19", + "equity": 13420.5, + "return_pct": 34.2 + }, + { + "date": "2023-10-20", + "equity": 13186.01, + "return_pct": 31.86 + }, + { + "date": "2023-10-23", + "equity": 13185.72, + "return_pct": 31.86 + }, + { + "date": "2023-10-24", + "equity": 13215.44, + "return_pct": 32.15 + }, + { + "date": "2023-10-25", + "equity": 13104.27, + "return_pct": 31.04 + }, + { + "date": "2023-10-26", + "equity": 13051.79, + "return_pct": 30.52 + }, + { + "date": "2023-10-27", + "equity": 12963.93, + "return_pct": 29.64 + }, + { + "date": "2023-10-30", + "equity": 13134.86, + "return_pct": 31.35 + }, + { + "date": "2023-10-31", + "equity": 13137.54, + "return_pct": 31.38 + }, + { + "date": "2023-11-01", + "equity": 13162.97, + "return_pct": 31.63 + }, + { + "date": "2023-11-02", + "equity": 13397.79, + "return_pct": 33.98 + }, + { + "date": "2023-11-03", + "equity": 13742.75, + "return_pct": 37.43 + }, + { + "date": "2023-11-06", + "equity": 13728.66, + "return_pct": 37.29 + }, + { + "date": "2023-11-07", + "equity": 13802.49, + "return_pct": 38.02 + }, + { + "date": "2023-11-08", + "equity": 13756.48, + "return_pct": 37.56 + }, + { + "date": "2023-11-09", + "equity": 13720.72, + "return_pct": 37.21 + }, + { + "date": "2023-11-10", + "equity": 14143.74, + "return_pct": 41.44 + }, + { + "date": "2023-11-13", + "equity": 14053.86, + "return_pct": 40.54 + }, + { + "date": "2023-11-14", + "equity": 14378.59, + "return_pct": 43.79 + }, + { + "date": "2023-11-15", + "equity": 14410.8, + "return_pct": 44.11 + }, + { + "date": "2023-11-16", + "equity": 14421.8, + "return_pct": 44.22 + }, + { + "date": "2023-11-17", + "equity": 14543.43, + "return_pct": 45.43 + }, + { + "date": "2023-11-20", + "equity": 14805.92, + "return_pct": 48.06 + }, + { + "date": "2023-11-21", + "equity": 14533.87, + "return_pct": 45.34 + }, + { + "date": "2023-11-22", + "equity": 14681.6, + "return_pct": 46.82 + }, + { + "date": "2023-11-24", + "equity": 14692.53, + "return_pct": 46.93 + }, + { + "date": "2023-11-27", + "equity": 14604.15, + "return_pct": 46.04 + }, + { + "date": "2023-11-28", + "equity": 14573.01, + "return_pct": 45.73 + }, + { + "date": "2023-11-29", + "equity": 14557.09, + "return_pct": 45.57 + }, + { + "date": "2023-11-30", + "equity": 14447.75, + "return_pct": 44.48 + }, + { + "date": "2023-12-01", + "equity": 14628.44, + "return_pct": 46.28 + }, + { + "date": "2023-12-04", + "equity": 14590.88, + "return_pct": 45.91 + }, + { + "date": "2023-12-05", + "equity": 14693.11, + "return_pct": 46.93 + }, + { + "date": "2023-12-06", + "equity": 14605.55, + "return_pct": 46.06 + }, + { + "date": "2023-12-07", + "equity": 14957.18, + "return_pct": 49.57 + }, + { + "date": "2023-12-08", + "equity": 15317.17, + "return_pct": 53.17 + }, + { + "date": "2023-12-11", + "equity": 15215.02, + "return_pct": 52.15 + }, + { + "date": "2023-12-12", + "equity": 15336.35, + "return_pct": 53.36 + }, + { + "date": "2023-12-13", + "equity": 15902.72, + "return_pct": 59.03 + }, + { + "date": "2023-12-14", + "equity": 16381.02, + "return_pct": 63.81 + }, + { + "date": "2023-12-15", + "equity": 16200.36, + "return_pct": 62.0 + }, + { + "date": "2023-12-18", + "equity": 16563.93, + "return_pct": 65.64 + }, + { + "date": "2023-12-19", + "equity": 16801.08, + "return_pct": 68.01 + }, + { + "date": "2023-12-20", + "equity": 16311.2, + "return_pct": 63.11 + }, + { + "date": "2023-12-21", + "equity": 16773.41, + "return_pct": 67.73 + }, + { + "date": "2023-12-22", + "equity": 16615.65, + "return_pct": 66.16 + }, + { + "date": "2023-12-26", + "equity": 16663.4, + "return_pct": 66.63 + }, + { + "date": "2023-12-27", + "equity": 16930.9, + "return_pct": 69.31 + }, + { + "date": "2023-12-28", + "equity": 16867.91, + "return_pct": 68.68 + }, + { + "date": "2023-12-29", + "equity": 16443.25, + "return_pct": 64.43 + }, + { + "date": "2024-01-02", + "equity": 15835.16, + "return_pct": 58.35 + }, + { + "date": "2024-01-03", + "equity": 15342.61, + "return_pct": 53.43 + }, + { + "date": "2024-01-04", + "equity": 15303.54, + "return_pct": 53.04 + }, + { + "date": "2024-01-05", + "equity": 15335.21, + "return_pct": 53.35 + }, + { + "date": "2024-01-08", + "equity": 15548.21, + "return_pct": 55.48 + }, + { + "date": "2024-01-09", + "equity": 15692.92, + "return_pct": 56.93 + }, + { + "date": "2024-01-10", + "equity": 15747.14, + "return_pct": 57.47 + }, + { + "date": "2024-01-11", + "equity": 15758.26, + "return_pct": 57.58 + }, + { + "date": "2024-01-12", + "equity": 15762.71, + "return_pct": 57.63 + }, + { + "date": "2024-01-16", + "equity": 15559.65, + "return_pct": 55.6 + }, + { + "date": "2024-01-17", + "equity": 15591.54, + "return_pct": 55.92 + }, + { + "date": "2024-01-18", + "equity": 15798.96, + "return_pct": 57.99 + }, + { + "date": "2024-01-19", + "equity": 16637.4, + "return_pct": 66.37 + }, + { + "date": "2024-01-22", + "equity": 17100.49, + "return_pct": 71.0 + }, + { + "date": "2024-01-23", + "equity": 17309.42, + "return_pct": 73.09 + }, + { + "date": "2024-01-24", + "equity": 17180.55, + "return_pct": 71.81 + }, + { + "date": "2024-01-25", + "equity": 17429.51, + "return_pct": 74.3 + }, + { + "date": "2024-01-26", + "equity": 16997.9, + "return_pct": 69.98 + }, + { + "date": "2024-01-29", + "equity": 17432.06, + "return_pct": 74.32 + }, + { + "date": "2024-01-30", + "equity": 17139.84, + "return_pct": 71.4 + }, + { + "date": "2024-01-31", + "equity": 17112.19, + "return_pct": 71.12 + }, + { + "date": "2024-02-01", + "equity": 17755.03, + "return_pct": 77.55 + }, + { + "date": "2024-02-02", + "equity": 17899.94, + "return_pct": 79.0 + }, + { + "date": "2024-02-05", + "equity": 18556.59, + "return_pct": 85.57 + }, + { + "date": "2024-02-06", + "equity": 18593.78, + "return_pct": 85.94 + }, + { + "date": "2024-02-07", + "equity": 18718.25, + "return_pct": 87.18 + }, + { + "date": "2024-02-08", + "equity": 18737.94, + "return_pct": 87.38 + }, + { + "date": "2024-02-09", + "equity": 19052.41, + "return_pct": 90.52 + }, + { + "date": "2024-02-12", + "equity": 19358.62, + "return_pct": 93.59 + }, + { + "date": "2024-02-13", + "equity": 19236.75, + "return_pct": 92.37 + }, + { + "date": "2024-02-14", + "equity": 20263.31, + "return_pct": 102.63 + }, + { + "date": "2024-02-15", + "equity": 20883.48, + "return_pct": 108.83 + }, + { + "date": "2024-02-16", + "equity": 20721.81, + "return_pct": 107.22 + }, + { + "date": "2024-02-20", + "equity": 20430.58, + "return_pct": 104.31 + }, + { + "date": "2024-02-21", + "equity": 19996.4, + "return_pct": 99.96 + }, + { + "date": "2024-02-22", + "equity": 20338.5, + "return_pct": 103.38 + }, + { + "date": "2024-02-23", + "equity": 20286.94, + "return_pct": 102.87 + }, + { + "date": "2024-02-26", + "equity": 20782.92, + "return_pct": 107.83 + }, + { + "date": "2024-02-27", + "equity": 21152.57, + "return_pct": 111.53 + }, + { + "date": "2024-02-28", + "equity": 20943.21, + "return_pct": 109.43 + }, + { + "date": "2024-02-29", + "equity": 21136.31, + "return_pct": 111.36 + }, + { + "date": "2024-03-01", + "equity": 21402.62, + "return_pct": 114.03 + }, + { + "date": "2024-03-04", + "equity": 21527.19, + "return_pct": 115.27 + }, + { + "date": "2024-03-05", + "equity": 21295.45, + "return_pct": 112.95 + }, + { + "date": "2024-03-06", + "equity": 21879.18, + "return_pct": 118.79 + }, + { + "date": "2024-03-07", + "equity": 22158.05, + "return_pct": 121.58 + }, + { + "date": "2024-03-08", + "equity": 22319.95, + "return_pct": 123.2 + }, + { + "date": "2024-03-11", + "equity": 21975.95, + "return_pct": 119.76 + }, + { + "date": "2024-03-12", + "equity": 22180.52, + "return_pct": 121.81 + }, + { + "date": "2024-03-13", + "equity": 22251.11, + "return_pct": 122.51 + }, + { + "date": "2024-03-14", + "equity": 21907.66, + "return_pct": 119.08 + }, + { + "date": "2024-03-15", + "equity": 21863.39, + "return_pct": 118.63 + }, + { + "date": "2024-03-18", + "equity": 22312.6, + "return_pct": 123.13 + }, + { + "date": "2024-03-19", + "equity": 22088.34, + "return_pct": 120.88 + }, + { + "date": "2024-03-20", + "equity": 22689.71, + "return_pct": 126.9 + }, + { + "date": "2024-03-21", + "equity": 22805.03, + "return_pct": 128.05 + }, + { + "date": "2024-03-22", + "equity": 22058.81, + "return_pct": 120.59 + }, + { + "date": "2024-03-25", + "equity": 22536.19, + "return_pct": 125.36 + }, + { + "date": "2024-03-26", + "equity": 22342.48, + "return_pct": 123.42 + }, + { + "date": "2024-03-27", + "equity": 21934.78, + "return_pct": 119.35 + }, + { + "date": "2024-03-28", + "equity": 21955.61, + "return_pct": 119.56 + }, + { + "date": "2024-04-01", + "equity": 22153.82, + "return_pct": 121.54 + }, + { + "date": "2024-04-02", + "equity": 22012.25, + "return_pct": 120.12 + }, + { + "date": "2024-04-03", + "equity": 22437.41, + "return_pct": 124.37 + }, + { + "date": "2024-04-04", + "equity": 22303.06, + "return_pct": 123.03 + }, + { + "date": "2024-04-05", + "equity": 22633.5, + "return_pct": 126.33 + }, + { + "date": "2024-04-08", + "equity": 22454.93, + "return_pct": 124.55 + }, + { + "date": "2024-04-09", + "equity": 22204.2, + "return_pct": 122.04 + }, + { + "date": "2024-04-10", + "equity": 21875.02, + "return_pct": 118.75 + }, + { + "date": "2024-04-11", + "equity": 21988.06, + "return_pct": 119.88 + }, + { + "date": "2024-04-12", + "equity": 21648.46, + "return_pct": 116.48 + }, + { + "date": "2024-04-15", + "equity": 21329.68, + "return_pct": 113.3 + }, + { + "date": "2024-04-16", + "equity": 21330.48, + "return_pct": 113.3 + }, + { + "date": "2024-04-17", + "equity": 21083.36, + "return_pct": 110.83 + }, + { + "date": "2024-04-18", + "equity": 21090.91, + "return_pct": 110.91 + }, + { + "date": "2024-04-19", + "equity": 20959.01, + "return_pct": 109.59 + }, + { + "date": "2024-04-22", + "equity": 20959.01, + "return_pct": 109.59 + }, + { + "date": "2024-04-23", + "equity": 20959.01, + "return_pct": 109.59 + }, + { + "date": "2024-04-24", + "equity": 20959.01, + "return_pct": 109.59 + }, + { + "date": "2024-04-25", + "equity": 20959.01, + "return_pct": 109.59 + }, + { + "date": "2024-04-26", + "equity": 20948.16, + "return_pct": 109.48 + }, + { + "date": "2024-04-29", + "equity": 21082.99, + "return_pct": 110.83 + }, + { + "date": "2024-04-30", + "equity": 20903.72, + "return_pct": 109.04 + }, + { + "date": "2024-05-01", + "equity": 20720.7, + "return_pct": 107.21 + }, + { + "date": "2024-05-02", + "equity": 20796.54, + "return_pct": 107.97 + }, + { + "date": "2024-05-03", + "equity": 20900.39, + "return_pct": 109.0 + }, + { + "date": "2024-05-06", + "equity": 21537.83, + "return_pct": 115.38 + }, + { + "date": "2024-05-07", + "equity": 21069.95, + "return_pct": 110.7 + }, + { + "date": "2024-05-08", + "equity": 20981.99, + "return_pct": 109.82 + }, + { + "date": "2024-05-09", + "equity": 21513.46, + "return_pct": 115.13 + }, + { + "date": "2024-05-10", + "equity": 21725.6, + "return_pct": 117.26 + }, + { + "date": "2024-05-13", + "equity": 21661.85, + "return_pct": 116.62 + }, + { + "date": "2024-05-14", + "equity": 21808.99, + "return_pct": 118.09 + }, + { + "date": "2024-05-15", + "equity": 22074.48, + "return_pct": 120.74 + }, + { + "date": "2024-05-16", + "equity": 22021.13, + "return_pct": 120.21 + }, + { + "date": "2024-05-17", + "equity": 22087.23, + "return_pct": 120.87 + }, + { + "date": "2024-05-20", + "equity": 22321.79, + "return_pct": 123.22 + }, + { + "date": "2024-05-21", + "equity": 21998.08, + "return_pct": 119.98 + }, + { + "date": "2024-05-22", + "equity": 21599.91, + "return_pct": 116.0 + }, + { + "date": "2024-05-23", + "equity": 21298.63, + "return_pct": 112.99 + }, + { + "date": "2024-05-24", + "equity": 21580.3, + "return_pct": 115.8 + }, + { + "date": "2024-05-28", + "equity": 21596.67, + "return_pct": 115.97 + }, + { + "date": "2024-05-29", + "equity": 21504.22, + "return_pct": 115.04 + }, + { + "date": "2024-05-30", + "equity": 21039.19, + "return_pct": 110.39 + }, + { + "date": "2024-05-31", + "equity": 20854.05, + "return_pct": 108.54 + }, + { + "date": "2024-06-03", + "equity": 20897.72, + "return_pct": 108.98 + }, + { + "date": "2024-06-04", + "equity": 20851.77, + "return_pct": 108.52 + }, + { + "date": "2024-06-05", + "equity": 21089.59, + "return_pct": 110.9 + }, + { + "date": "2024-06-06", + "equity": 21060.95, + "return_pct": 110.61 + }, + { + "date": "2024-06-07", + "equity": 21002.17, + "return_pct": 110.02 + }, + { + "date": "2024-06-10", + "equity": 21015.09, + "return_pct": 110.15 + }, + { + "date": "2024-06-11", + "equity": 21044.59, + "return_pct": 110.45 + }, + { + "date": "2024-06-12", + "equity": 21260.37, + "return_pct": 112.6 + }, + { + "date": "2024-06-13", + "equity": 21091.44, + "return_pct": 110.91 + }, + { + "date": "2024-06-14", + "equity": 21040.14, + "return_pct": 110.4 + }, + { + "date": "2024-06-17", + "equity": 21063.45, + "return_pct": 110.63 + }, + { + "date": "2024-06-18", + "equity": 20988.16, + "return_pct": 109.88 + }, + { + "date": "2024-06-20", + "equity": 20849.57, + "return_pct": 108.5 + }, + { + "date": "2024-06-21", + "equity": 20692.13, + "return_pct": 106.92 + }, + { + "date": "2024-06-24", + "equity": 20573.43, + "return_pct": 105.73 + }, + { + "date": "2024-06-25", + "equity": 20777.37, + "return_pct": 107.77 + }, + { + "date": "2024-06-26", + "equity": 20659.33, + "return_pct": 106.59 + }, + { + "date": "2024-06-27", + "equity": 20833.2, + "return_pct": 108.33 + }, + { + "date": "2024-06-28", + "equity": 20638.24, + "return_pct": 106.38 + }, + { + "date": "2024-07-01", + "equity": 20410.64, + "return_pct": 104.11 + }, + { + "date": "2024-07-02", + "equity": 20510.45, + "return_pct": 105.1 + }, + { + "date": "2024-07-03", + "equity": 20546.21, + "return_pct": 105.46 + }, + { + "date": "2024-07-05", + "equity": 20820.94, + "return_pct": 108.21 + }, + { + "date": "2024-07-08", + "equity": 20819.45, + "return_pct": 108.19 + }, + { + "date": "2024-07-09", + "equity": 20860.44, + "return_pct": 108.6 + }, + { + "date": "2024-07-10", + "equity": 21023.55, + "return_pct": 110.24 + }, + { + "date": "2024-07-11", + "equity": 21102.91, + "return_pct": 111.03 + }, + { + "date": "2024-07-12", + "equity": 21030.15, + "return_pct": 110.3 + }, + { + "date": "2024-07-15", + "equity": 21214.41, + "return_pct": 112.14 + }, + { + "date": "2024-07-16", + "equity": 21331.73, + "return_pct": 113.32 + }, + { + "date": "2024-07-17", + "equity": 20802.05, + "return_pct": 108.02 + }, + { + "date": "2024-07-18", + "equity": 20670.96, + "return_pct": 106.71 + }, + { + "date": "2024-07-19", + "equity": 20622.18, + "return_pct": 106.22 + }, + { + "date": "2024-07-22", + "equity": 20734.32, + "return_pct": 107.34 + }, + { + "date": "2024-07-23", + "equity": 20657.4, + "return_pct": 106.57 + }, + { + "date": "2024-07-24", + "equity": 20796.84, + "return_pct": 107.97 + }, + { + "date": "2024-07-25", + "equity": 20872.16, + "return_pct": 108.72 + }, + { + "date": "2024-07-26", + "equity": 20932.41, + "return_pct": 109.32 + }, + { + "date": "2024-07-29", + "equity": 20922.16, + "return_pct": 109.22 + }, + { + "date": "2024-07-30", + "equity": 20972.31, + "return_pct": 109.72 + }, + { + "date": "2024-07-31", + "equity": 21071.51, + "return_pct": 110.72 + }, + { + "date": "2024-08-01", + "equity": 20954.69, + "return_pct": 109.55 + }, + { + "date": "2024-08-02", + "equity": 20750.75, + "return_pct": 107.51 + }, + { + "date": "2024-08-05", + "equity": 20750.75, + "return_pct": 107.51 + }, + { + "date": "2024-08-06", + "equity": 20750.75, + "return_pct": 107.51 + }, + { + "date": "2024-08-07", + "equity": 20750.75, + "return_pct": 107.51 + } + ], + "benchmark_curve": [ + { + "date": "2021-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2021-07-07", + "equity": 10035.34, + "return_pct": 0.35 + }, + { + "date": "2021-07-08", + "equity": 9953.57, + "return_pct": -0.46 + }, + { + "date": "2021-07-09", + "equity": 10059.82, + "return_pct": 0.6 + }, + { + "date": "2021-07-12", + "equity": 10095.86, + "return_pct": 0.96 + }, + { + "date": "2021-07-13", + "equity": 10061.44, + "return_pct": 0.61 + }, + { + "date": "2021-07-14", + "equity": 10076.46, + "return_pct": 0.76 + }, + { + "date": "2021-07-15", + "equity": 10042.04, + "return_pct": 0.42 + }, + { + "date": "2021-07-16", + "equity": 9963.27, + "return_pct": -0.37 + }, + { + "date": "2021-07-19", + "equity": 9816.14, + "return_pct": -1.84 + }, + { + "date": "2021-07-20", + "equity": 9956.81, + "return_pct": -0.43 + }, + { + "date": "2021-07-21", + "equity": 10037.42, + "return_pct": 0.37 + }, + { + "date": "2021-07-22", + "equity": 10058.44, + "return_pct": 0.58 + }, + { + "date": "2021-07-23", + "equity": 10161.92, + "return_pct": 1.62 + }, + { + "date": "2021-07-26", + "equity": 10186.87, + "return_pct": 1.87 + }, + { + "date": "2021-07-27", + "equity": 10140.44, + "return_pct": 1.4 + }, + { + "date": "2021-07-28", + "equity": 10136.28, + "return_pct": 1.36 + }, + { + "date": "2021-07-29", + "equity": 10178.32, + "return_pct": 1.78 + }, + { + "date": "2021-07-30", + "equity": 10128.89, + "return_pct": 1.29 + }, + { + "date": "2021-08-02", + "equity": 10107.64, + "return_pct": 1.08 + }, + { + "date": "2021-08-03", + "equity": 10189.87, + "return_pct": 1.9 + }, + { + "date": "2021-08-04", + "equity": 10139.75, + "return_pct": 1.4 + }, + { + "date": "2021-08-05", + "equity": 10203.96, + "return_pct": 2.04 + }, + { + "date": "2021-08-06", + "equity": 10220.82, + "return_pct": 2.21 + }, + { + "date": "2021-08-09", + "equity": 10212.51, + "return_pct": 2.13 + }, + { + "date": "2021-08-10", + "equity": 10225.21, + "return_pct": 2.25 + }, + { + "date": "2021-08-11", + "equity": 10250.62, + "return_pct": 2.51 + }, + { + "date": "2021-08-12", + "equity": 10281.34, + "return_pct": 2.81 + }, + { + "date": "2021-08-13", + "equity": 10300.05, + "return_pct": 3.0 + }, + { + "date": "2021-08-16", + "equity": 10324.3, + "return_pct": 3.24 + }, + { + "date": "2021-08-17", + "equity": 10256.62, + "return_pct": 2.57 + }, + { + "date": "2021-08-18", + "equity": 10144.37, + "return_pct": 1.44 + }, + { + "date": "2021-08-19", + "equity": 10160.07, + "return_pct": 1.6 + }, + { + "date": "2021-08-20", + "equity": 10240.92, + "return_pct": 2.41 + }, + { + "date": "2021-08-23", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2021-08-24", + "equity": 10347.4, + "return_pct": 3.47 + }, + { + "date": "2021-08-25", + "equity": 10369.11, + "return_pct": 3.69 + }, + { + "date": "2021-08-26", + "equity": 10307.9, + "return_pct": 3.08 + }, + { + "date": "2021-08-27", + "equity": 10400.06, + "return_pct": 4.0 + }, + { + "date": "2021-08-30", + "equity": 10445.8, + "return_pct": 4.46 + }, + { + "date": "2021-08-31", + "equity": 10430.32, + "return_pct": 4.3 + }, + { + "date": "2021-09-01", + "equity": 10435.87, + "return_pct": 4.36 + }, + { + "date": "2021-09-02", + "equity": 10467.97, + "return_pct": 4.68 + }, + { + "date": "2021-09-03", + "equity": 10465.43, + "return_pct": 4.65 + }, + { + "date": "2021-09-07", + "equity": 10428.01, + "return_pct": 4.28 + }, + { + "date": "2021-09-08", + "equity": 10415.31, + "return_pct": 4.15 + }, + { + "date": "2021-09-09", + "equity": 10370.73, + "return_pct": 3.71 + }, + { + "date": "2021-09-10", + "equity": 10288.96, + "return_pct": 2.89 + }, + { + "date": "2021-09-13", + "equity": 10315.29, + "return_pct": 3.15 + }, + { + "date": "2021-09-14", + "equity": 10259.63, + "return_pct": 2.6 + }, + { + "date": "2021-09-15", + "equity": 10345.32, + "return_pct": 3.45 + }, + { + "date": "2021-09-16", + "equity": 10328.92, + "return_pct": 3.29 + }, + { + "date": "2021-09-17", + "equity": 10195.64, + "return_pct": 1.96 + }, + { + "date": "2021-09-20", + "equity": 10025.64, + "return_pct": 0.26 + }, + { + "date": "2021-09-21", + "equity": 10016.17, + "return_pct": 0.16 + }, + { + "date": "2021-09-22", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-09-23", + "equity": 10236.76, + "return_pct": 2.37 + }, + { + "date": "2021-09-24", + "equity": 10253.62, + "return_pct": 2.54 + }, + { + "date": "2021-09-27", + "equity": 10224.29, + "return_pct": 2.24 + }, + { + "date": "2021-09-28", + "equity": 10018.25, + "return_pct": 0.18 + }, + { + "date": "2021-09-29", + "equity": 10035.11, + "return_pct": 0.35 + }, + { + "date": "2021-09-30", + "equity": 9912.46, + "return_pct": -0.88 + }, + { + "date": "2021-10-01", + "equity": 10030.26, + "return_pct": 0.3 + }, + { + "date": "2021-10-04", + "equity": 9900.91, + "return_pct": -0.99 + }, + { + "date": "2021-10-05", + "equity": 10003.93, + "return_pct": 0.04 + }, + { + "date": "2021-10-06", + "equity": 10045.5, + "return_pct": 0.46 + }, + { + "date": "2021-10-07", + "equity": 10132.35, + "return_pct": 1.32 + }, + { + "date": "2021-10-08", + "equity": 10113.88, + "return_pct": 1.14 + }, + { + "date": "2021-10-11", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2021-10-12", + "equity": 10015.94, + "return_pct": 0.16 + }, + { + "date": "2021-10-13", + "equity": 10051.97, + "return_pct": 0.52 + }, + { + "date": "2021-10-14", + "equity": 10221.05, + "return_pct": 2.21 + }, + { + "date": "2021-10-15", + "equity": 10298.89, + "return_pct": 2.99 + }, + { + "date": "2021-10-18", + "equity": 10329.38, + "return_pct": 3.29 + }, + { + "date": "2021-10-19", + "equity": 10409.07, + "return_pct": 4.09 + }, + { + "date": "2021-10-20", + "equity": 10449.96, + "return_pct": 4.5 + }, + { + "date": "2021-10-21", + "equity": 10477.21, + "return_pct": 4.77 + }, + { + "date": "2021-10-22", + "equity": 10466.36, + "return_pct": 4.66 + }, + { + "date": "2021-10-25", + "equity": 10522.49, + "return_pct": 5.22 + }, + { + "date": "2021-10-26", + "equity": 10531.96, + "return_pct": 5.32 + }, + { + "date": "2021-10-27", + "equity": 10485.3, + "return_pct": 4.85 + }, + { + "date": "2021-10-28", + "equity": 10586.47, + "return_pct": 5.86 + }, + { + "date": "2021-10-29", + "equity": 10607.95, + "return_pct": 6.08 + }, + { + "date": "2021-11-01", + "equity": 10626.2, + "return_pct": 6.26 + }, + { + "date": "2021-11-02", + "equity": 10669.16, + "return_pct": 6.69 + }, + { + "date": "2021-11-03", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2021-11-04", + "equity": 10784.88, + "return_pct": 7.85 + }, + { + "date": "2021-11-05", + "equity": 10822.3, + "return_pct": 8.22 + }, + { + "date": "2021-11-08", + "equity": 10831.54, + "return_pct": 8.32 + }, + { + "date": "2021-11-09", + "equity": 10795.74, + "return_pct": 7.96 + }, + { + "date": "2021-11-10", + "equity": 10708.89, + "return_pct": 7.09 + }, + { + "date": "2021-11-11", + "equity": 10712.36, + "return_pct": 7.12 + }, + { + "date": "2021-11-12", + "equity": 10793.2, + "return_pct": 7.93 + }, + { + "date": "2021-11-15", + "equity": 10796.9, + "return_pct": 7.97 + }, + { + "date": "2021-11-16", + "equity": 10839.63, + "return_pct": 8.4 + }, + { + "date": "2021-11-17", + "equity": 10813.3, + "return_pct": 8.13 + }, + { + "date": "2021-11-18", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2021-11-19", + "equity": 10830.62, + "return_pct": 8.31 + }, + { + "date": "2021-11-22", + "equity": 10800.13, + "return_pct": 8.0 + }, + { + "date": "2021-11-23", + "equity": 10814.45, + "return_pct": 8.14 + }, + { + "date": "2021-11-24", + "equity": 10843.32, + "return_pct": 8.43 + }, + { + "date": "2021-11-26", + "equity": 10601.48, + "return_pct": 6.01 + }, + { + "date": "2021-11-29", + "equity": 10731.53, + "return_pct": 7.32 + }, + { + "date": "2021-11-30", + "equity": 10522.72, + "return_pct": 5.23 + }, + { + "date": "2021-12-01", + "equity": 10405.84, + "return_pct": 4.06 + }, + { + "date": "2021-12-02", + "equity": 10565.22, + "return_pct": 5.65 + }, + { + "date": "2021-12-03", + "equity": 10473.29, + "return_pct": 4.73 + }, + { + "date": "2021-12-06", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2021-12-07", + "equity": 10816.53, + "return_pct": 8.17 + }, + { + "date": "2021-12-08", + "equity": 10845.17, + "return_pct": 8.45 + }, + { + "date": "2021-12-09", + "equity": 10771.95, + "return_pct": 7.72 + }, + { + "date": "2021-12-10", + "equity": 10873.35, + "return_pct": 8.73 + }, + { + "date": "2021-12-13", + "equity": 10777.49, + "return_pct": 7.77 + }, + { + "date": "2021-12-14", + "equity": 10702.88, + "return_pct": 7.03 + }, + { + "date": "2021-12-15", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-16", + "equity": 10774.26, + "return_pct": 7.74 + }, + { + "date": "2021-12-17", + "equity": 10622.27, + "return_pct": 6.22 + }, + { + "date": "2021-12-20", + "equity": 10509.32, + "return_pct": 5.09 + }, + { + "date": "2021-12-21", + "equity": 10695.96, + "return_pct": 6.96 + }, + { + "date": "2021-12-22", + "equity": 10802.9, + "return_pct": 8.03 + }, + { + "date": "2021-12-23", + "equity": 10870.12, + "return_pct": 8.7 + }, + { + "date": "2021-12-27", + "equity": 11023.95, + "return_pct": 10.24 + }, + { + "date": "2021-12-28", + "equity": 11014.94, + "return_pct": 10.15 + }, + { + "date": "2021-12-29", + "equity": 11029.03, + "return_pct": 10.29 + }, + { + "date": "2021-12-30", + "equity": 10998.54, + "return_pct": 9.99 + }, + { + "date": "2021-12-31", + "equity": 10970.83, + "return_pct": 9.71 + }, + { + "date": "2022-01-03", + "equity": 11034.35, + "return_pct": 10.34 + }, + { + "date": "2022-01-04", + "equity": 11030.65, + "return_pct": 10.31 + }, + { + "date": "2022-01-05", + "equity": 10818.84, + "return_pct": 8.19 + }, + { + "date": "2022-01-06", + "equity": 10808.68, + "return_pct": 8.09 + }, + { + "date": "2022-01-07", + "equity": 10765.94, + "return_pct": 7.66 + }, + { + "date": "2022-01-10", + "equity": 10752.55, + "return_pct": 7.53 + }, + { + "date": "2022-01-11", + "equity": 10850.02, + "return_pct": 8.5 + }, + { + "date": "2022-01-12", + "equity": 10879.82, + "return_pct": 8.8 + }, + { + "date": "2022-01-13", + "equity": 10729.91, + "return_pct": 7.3 + }, + { + "date": "2022-01-14", + "equity": 10734.3, + "return_pct": 7.34 + }, + { + "date": "2022-01-18", + "equity": 10544.2, + "return_pct": 5.44 + }, + { + "date": "2022-01-19", + "equity": 10434.71, + "return_pct": 4.35 + }, + { + "date": "2022-01-20", + "equity": 10319.22, + "return_pct": 3.19 + }, + { + "date": "2022-01-21", + "equity": 10116.65, + "return_pct": 1.17 + }, + { + "date": "2022-01-24", + "equity": 10159.61, + "return_pct": 1.6 + }, + { + "date": "2022-01-25", + "equity": 10035.57, + "return_pct": 0.36 + }, + { + "date": "2022-01-26", + "equity": 10010.39, + "return_pct": 0.1 + }, + { + "date": "2022-01-27", + "equity": 9960.96, + "return_pct": -0.39 + }, + { + "date": "2022-01-28", + "equity": 10208.35, + "return_pct": 2.08 + }, + { + "date": "2022-01-31", + "equity": 10392.21, + "return_pct": 3.92 + }, + { + "date": "2022-02-01", + "equity": 10462.43, + "return_pct": 4.62 + }, + { + "date": "2022-02-02", + "equity": 10564.06, + "return_pct": 5.64 + }, + { + "date": "2022-02-03", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-04", + "equity": 10364.26, + "return_pct": 3.64 + }, + { + "date": "2022-02-07", + "equity": 10331.0, + "return_pct": 3.31 + }, + { + "date": "2022-02-08", + "equity": 10416.0, + "return_pct": 4.16 + }, + { + "date": "2022-02-09", + "equity": 10568.45, + "return_pct": 5.68 + }, + { + "date": "2022-02-10", + "equity": 10378.58, + "return_pct": 3.79 + }, + { + "date": "2022-02-11", + "equity": 10173.93, + "return_pct": 1.74 + }, + { + "date": "2022-02-14", + "equity": 10140.67, + "return_pct": 1.41 + }, + { + "date": "2022-02-15", + "equity": 10304.21, + "return_pct": 3.04 + }, + { + "date": "2022-02-16", + "equity": 10315.76, + "return_pct": 3.16 + }, + { + "date": "2022-02-17", + "equity": 10095.4, + "return_pct": 0.95 + }, + { + "date": "2022-02-18", + "equity": 10030.03, + "return_pct": 0.3 + }, + { + "date": "2022-02-22", + "equity": 9922.39, + "return_pct": -0.78 + }, + { + "date": "2022-02-23", + "equity": 9749.15, + "return_pct": -2.51 + }, + { + "date": "2022-02-24", + "equity": 9885.89, + "return_pct": -1.14 + }, + { + "date": "2022-02-25", + "equity": 10111.33, + "return_pct": 1.11 + }, + { + "date": "2022-02-28", + "equity": 10085.46, + "return_pct": 0.85 + }, + { + "date": "2022-03-01", + "equity": 9931.86, + "return_pct": -0.68 + }, + { + "date": "2022-03-02", + "equity": 10114.57, + "return_pct": 1.15 + }, + { + "date": "2022-03-03", + "equity": 10064.21, + "return_pct": 0.64 + }, + { + "date": "2022-03-04", + "equity": 9982.45, + "return_pct": -0.18 + }, + { + "date": "2022-03-07", + "equity": 9688.17, + "return_pct": -3.12 + }, + { + "date": "2022-03-08", + "equity": 9614.72, + "return_pct": -3.85 + }, + { + "date": "2022-03-09", + "equity": 9872.5, + "return_pct": -1.28 + }, + { + "date": "2022-03-10", + "equity": 9827.92, + "return_pct": -1.72 + }, + { + "date": "2022-03-11", + "equity": 9702.95, + "return_pct": -2.97 + }, + { + "date": "2022-03-14", + "equity": 9632.04, + "return_pct": -3.68 + }, + { + "date": "2022-03-15", + "equity": 9843.85, + "return_pct": -1.56 + }, + { + "date": "2022-03-16", + "equity": 10062.13, + "return_pct": 0.62 + }, + { + "date": "2022-03-17", + "equity": 10188.02, + "return_pct": 1.88 + }, + { + "date": "2022-03-18", + "equity": 10267.71, + "return_pct": 2.68 + }, + { + "date": "2022-03-21", + "equity": 10264.71, + "return_pct": 2.65 + }, + { + "date": "2022-03-22", + "equity": 10384.82, + "return_pct": 3.85 + }, + { + "date": "2022-03-23", + "equity": 10251.08, + "return_pct": 2.51 + }, + { + "date": "2022-03-24", + "equity": 10405.61, + "return_pct": 4.06 + }, + { + "date": "2022-03-25", + "equity": 10456.42, + "return_pct": 4.56 + }, + { + "date": "2022-03-28", + "equity": 10529.18, + "return_pct": 5.29 + }, + { + "date": "2022-03-29", + "equity": 10660.61, + "return_pct": 6.61 + }, + { + "date": "2022-03-30", + "equity": 10597.33, + "return_pct": 5.97 + }, + { + "date": "2022-03-31", + "equity": 10432.17, + "return_pct": 4.32 + }, + { + "date": "2022-04-01", + "equity": 10461.74, + "return_pct": 4.62 + }, + { + "date": "2022-04-04", + "equity": 10551.36, + "return_pct": 5.51 + }, + { + "date": "2022-04-05", + "equity": 10418.08, + "return_pct": 4.18 + }, + { + "date": "2022-04-06", + "equity": 10313.91, + "return_pct": 3.14 + }, + { + "date": "2022-04-07", + "equity": 10365.88, + "return_pct": 3.66 + }, + { + "date": "2022-04-08", + "equity": 10338.16, + "return_pct": 3.38 + }, + { + "date": "2022-04-11", + "equity": 10161.46, + "return_pct": 1.61 + }, + { + "date": "2022-04-12", + "equity": 10123.81, + "return_pct": 1.24 + }, + { + "date": "2022-04-13", + "equity": 10239.76, + "return_pct": 2.4 + }, + { + "date": "2022-04-14", + "equity": 10112.26, + "return_pct": 1.12 + }, + { + "date": "2022-04-18", + "equity": 10116.42, + "return_pct": 1.16 + }, + { + "date": "2022-04-19", + "equity": 10279.72, + "return_pct": 2.8 + }, + { + "date": "2022-04-20", + "equity": 10272.1, + "return_pct": 2.72 + }, + { + "date": "2022-04-21", + "equity": 10118.49, + "return_pct": 1.18 + }, + { + "date": "2022-04-22", + "equity": 9840.85, + "return_pct": -1.59 + }, + { + "date": "2022-04-25", + "equity": 9897.9, + "return_pct": -1.02 + }, + { + "date": "2022-04-26", + "equity": 9611.25, + "return_pct": -3.89 + }, + { + "date": "2022-04-27", + "equity": 9638.28, + "return_pct": -3.62 + }, + { + "date": "2022-04-28", + "equity": 9881.74, + "return_pct": -1.18 + }, + { + "date": "2022-04-29", + "equity": 9516.55, + "return_pct": -4.83 + }, + { + "date": "2022-05-02", + "equity": 9573.83, + "return_pct": -4.26 + }, + { + "date": "2022-05-03", + "equity": 9617.72, + "return_pct": -3.82 + }, + { + "date": "2022-05-04", + "equity": 9910.61, + "return_pct": -0.89 + }, + { + "date": "2022-05-05", + "equity": 9558.36, + "return_pct": -4.42 + }, + { + "date": "2022-05-06", + "equity": 9501.31, + "return_pct": -4.99 + }, + { + "date": "2022-05-09", + "equity": 9197.1, + "return_pct": -8.03 + }, + { + "date": "2022-05-10", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2022-05-11", + "equity": 9071.91, + "return_pct": -9.28 + }, + { + "date": "2022-05-12", + "equity": 9062.44, + "return_pct": -9.38 + }, + { + "date": "2022-05-13", + "equity": 9279.1, + "return_pct": -7.21 + }, + { + "date": "2022-05-16", + "equity": 9241.45, + "return_pct": -7.59 + }, + { + "date": "2022-05-17", + "equity": 9431.55, + "return_pct": -5.68 + }, + { + "date": "2022-05-18", + "equity": 9051.35, + "return_pct": -9.49 + }, + { + "date": "2022-05-19", + "equity": 8995.91, + "return_pct": -10.04 + }, + { + "date": "2022-05-20", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-05-23", + "equity": 9168.23, + "return_pct": -8.32 + }, + { + "date": "2022-05-24", + "equity": 9098.24, + "return_pct": -9.02 + }, + { + "date": "2022-05-25", + "equity": 9178.62, + "return_pct": -8.21 + }, + { + "date": "2022-05-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-05-27", + "equity": 9591.85, + "return_pct": -4.08 + }, + { + "date": "2022-05-31", + "equity": 9538.03, + "return_pct": -4.62 + }, + { + "date": "2022-06-01", + "equity": 9460.88, + "return_pct": -5.39 + }, + { + "date": "2022-06-02", + "equity": 9639.9, + "return_pct": -3.6 + }, + { + "date": "2022-06-03", + "equity": 9482.83, + "return_pct": -5.17 + }, + { + "date": "2022-06-06", + "equity": 9511.7, + "return_pct": -4.88 + }, + { + "date": "2022-06-07", + "equity": 9602.94, + "return_pct": -3.97 + }, + { + "date": "2022-06-08", + "equity": 9498.53, + "return_pct": -5.01 + }, + { + "date": "2022-06-09", + "equity": 9272.63, + "return_pct": -7.27 + }, + { + "date": "2022-06-10", + "equity": 9003.77, + "return_pct": -9.96 + }, + { + "date": "2022-06-13", + "equity": 8661.91, + "return_pct": -13.38 + }, + { + "date": "2022-06-14", + "equity": 8635.81, + "return_pct": -13.64 + }, + { + "date": "2022-06-15", + "equity": 8758.92, + "return_pct": -12.41 + }, + { + "date": "2022-06-16", + "equity": 8469.04, + "return_pct": -15.31 + }, + { + "date": "2022-06-17", + "equity": 8450.79, + "return_pct": -15.49 + }, + { + "date": "2022-06-21", + "equity": 8663.53, + "return_pct": -13.36 + }, + { + "date": "2022-06-22", + "equity": 8647.82, + "return_pct": -13.52 + }, + { + "date": "2022-06-23", + "equity": 8732.59, + "return_pct": -12.67 + }, + { + "date": "2022-06-24", + "equity": 9010.23, + "return_pct": -9.9 + }, + { + "date": "2022-06-27", + "equity": 8975.82, + "return_pct": -10.24 + }, + { + "date": "2022-06-28", + "equity": 8792.41, + "return_pct": -12.08 + }, + { + "date": "2022-06-29", + "equity": 8785.25, + "return_pct": -12.15 + }, + { + "date": "2022-06-30", + "equity": 8713.88, + "return_pct": -12.86 + }, + { + "date": "2022-07-01", + "equity": 8806.04, + "return_pct": -11.94 + }, + { + "date": "2022-07-05", + "equity": 8822.67, + "return_pct": -11.77 + }, + { + "date": "2022-07-06", + "equity": 8852.47, + "return_pct": -11.48 + }, + { + "date": "2022-07-07", + "equity": 8985.06, + "return_pct": -10.15 + }, + { + "date": "2022-07-08", + "equity": 8977.66, + "return_pct": -10.22 + }, + { + "date": "2022-07-11", + "equity": 8875.11, + "return_pct": -11.25 + }, + { + "date": "2022-07-12", + "equity": 8796.57, + "return_pct": -12.03 + }, + { + "date": "2022-07-13", + "equity": 8750.38, + "return_pct": -12.5 + }, + { + "date": "2022-07-14", + "equity": 8729.12, + "return_pct": -12.71 + }, + { + "date": "2022-07-15", + "equity": 8895.9, + "return_pct": -11.04 + }, + { + "date": "2022-07-18", + "equity": 8822.44, + "return_pct": -11.78 + }, + { + "date": "2022-07-19", + "equity": 9060.82, + "return_pct": -9.39 + }, + { + "date": "2022-07-20", + "equity": 9118.56, + "return_pct": -8.81 + }, + { + "date": "2022-07-21", + "equity": 9211.42, + "return_pct": -7.89 + }, + { + "date": "2022-07-22", + "equity": 9125.96, + "return_pct": -8.74 + }, + { + "date": "2022-07-25", + "equity": 9137.04, + "return_pct": -8.63 + }, + { + "date": "2022-07-26", + "equity": 9028.94, + "return_pct": -9.71 + }, + { + "date": "2022-07-27", + "equity": 9263.39, + "return_pct": -7.37 + }, + { + "date": "2022-07-28", + "equity": 9378.88, + "return_pct": -6.21 + }, + { + "date": "2022-07-29", + "equity": 9516.32, + "return_pct": -4.84 + }, + { + "date": "2022-08-01", + "equity": 9488.14, + "return_pct": -5.12 + }, + { + "date": "2022-08-02", + "equity": 9425.54, + "return_pct": -5.74 + }, + { + "date": "2022-08-03", + "equity": 9573.14, + "return_pct": -4.27 + }, + { + "date": "2022-08-04", + "equity": 9566.67, + "return_pct": -4.33 + }, + { + "date": "2022-08-05", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2022-08-08", + "equity": 9539.42, + "return_pct": -4.61 + }, + { + "date": "2022-08-09", + "equity": 9501.54, + "return_pct": -4.98 + }, + { + "date": "2022-08-10", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-11", + "equity": 9701.11, + "return_pct": -2.99 + }, + { + "date": "2022-08-12", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2022-08-15", + "equity": 9905.99, + "return_pct": -0.94 + }, + { + "date": "2022-08-16", + "equity": 9925.39, + "return_pct": -0.75 + }, + { + "date": "2022-08-17", + "equity": 9854.94, + "return_pct": -1.45 + }, + { + "date": "2022-08-18", + "equity": 9883.58, + "return_pct": -1.16 + }, + { + "date": "2022-08-19", + "equity": 9750.77, + "return_pct": -2.49 + }, + { + "date": "2022-08-22", + "equity": 9547.73, + "return_pct": -4.52 + }, + { + "date": "2022-08-23", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2022-08-24", + "equity": 9555.12, + "return_pct": -4.45 + }, + { + "date": "2022-08-25", + "equity": 9690.02, + "return_pct": -3.1 + }, + { + "date": "2022-08-26", + "equity": 9362.02, + "return_pct": -6.38 + }, + { + "date": "2022-08-29", + "equity": 9300.12, + "return_pct": -7.0 + }, + { + "date": "2022-08-30", + "equity": 9198.02, + "return_pct": -8.02 + }, + { + "date": "2022-08-31", + "equity": 9128.03, + "return_pct": -8.72 + }, + { + "date": "2022-09-01", + "equity": 9156.68, + "return_pct": -8.43 + }, + { + "date": "2022-09-02", + "equity": 9060.13, + "return_pct": -9.4 + }, + { + "date": "2022-09-06", + "equity": 9025.94, + "return_pct": -9.74 + }, + { + "date": "2022-09-07", + "equity": 9188.09, + "return_pct": -8.12 + }, + { + "date": "2022-09-08", + "equity": 9248.15, + "return_pct": -7.52 + }, + { + "date": "2022-09-09", + "equity": 9391.82, + "return_pct": -6.08 + }, + { + "date": "2022-09-12", + "equity": 9492.76, + "return_pct": -5.07 + }, + { + "date": "2022-09-13", + "equity": 9079.99, + "return_pct": -9.2 + }, + { + "date": "2022-09-14", + "equity": 9114.64, + "return_pct": -8.85 + }, + { + "date": "2022-09-15", + "equity": 9011.16, + "return_pct": -9.89 + }, + { + "date": "2022-09-16", + "equity": 8905.83, + "return_pct": -10.94 + }, + { + "date": "2022-09-19", + "equity": 8974.89, + "return_pct": -10.25 + }, + { + "date": "2022-09-20", + "equity": 8871.87, + "return_pct": -11.28 + }, + { + "date": "2022-09-21", + "equity": 8717.11, + "return_pct": -12.83 + }, + { + "date": "2022-09-22", + "equity": 8643.89, + "return_pct": -13.56 + }, + { + "date": "2022-09-23", + "equity": 8499.06, + "return_pct": -15.01 + }, + { + "date": "2022-09-26", + "equity": 8414.99, + "return_pct": -15.85 + }, + { + "date": "2022-09-27", + "equity": 8393.5, + "return_pct": -16.06 + }, + { + "date": "2022-09-28", + "equity": 8558.66, + "return_pct": -14.41 + }, + { + "date": "2022-09-29", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-09-30", + "equity": 8250.29, + "return_pct": -17.5 + }, + { + "date": "2022-10-03", + "equity": 8468.11, + "return_pct": -15.32 + }, + { + "date": "2022-10-04", + "equity": 8730.51, + "return_pct": -12.69 + }, + { + "date": "2022-10-05", + "equity": 8710.18, + "return_pct": -12.9 + }, + { + "date": "2022-10-06", + "equity": 8620.33, + "return_pct": -13.8 + }, + { + "date": "2022-10-07", + "equity": 8379.88, + "return_pct": -16.2 + }, + { + "date": "2022-10-10", + "equity": 8315.89, + "return_pct": -16.84 + }, + { + "date": "2022-10-11", + "equity": 8263.23, + "return_pct": -17.37 + }, + { + "date": "2022-10-12", + "equity": 8235.97, + "return_pct": -17.64 + }, + { + "date": "2022-10-13", + "equity": 8453.33, + "return_pct": -15.47 + }, + { + "date": "2022-10-14", + "equity": 8260.69, + "return_pct": -17.39 + }, + { + "date": "2022-10-17", + "equity": 8472.96, + "return_pct": -15.27 + }, + { + "date": "2022-10-18", + "equity": 8572.52, + "return_pct": -14.27 + }, + { + "date": "2022-10-19", + "equity": 8511.77, + "return_pct": -14.88 + }, + { + "date": "2022-10-20", + "equity": 8440.39, + "return_pct": -15.6 + }, + { + "date": "2022-10-21", + "equity": 8645.51, + "return_pct": -13.54 + }, + { + "date": "2022-10-24", + "equity": 8751.3, + "return_pct": -12.49 + }, + { + "date": "2022-10-25", + "equity": 8891.04, + "return_pct": -11.09 + }, + { + "date": "2022-10-26", + "equity": 8824.06, + "return_pct": -11.76 + }, + { + "date": "2022-10-27", + "equity": 8776.94, + "return_pct": -12.23 + }, + { + "date": "2022-10-28", + "equity": 8985.75, + "return_pct": -10.14 + }, + { + "date": "2022-10-31", + "equity": 8920.84, + "return_pct": -10.79 + }, + { + "date": "2022-11-01", + "equity": 8881.81, + "return_pct": -11.18 + }, + { + "date": "2022-11-02", + "equity": 8658.91, + "return_pct": -13.41 + }, + { + "date": "2022-11-03", + "equity": 8569.75, + "return_pct": -14.3 + }, + { + "date": "2022-11-04", + "equity": 8693.09, + "return_pct": -13.07 + }, + { + "date": "2022-11-07", + "equity": 8776.25, + "return_pct": -12.24 + }, + { + "date": "2022-11-08", + "equity": 8823.6, + "return_pct": -11.76 + }, + { + "date": "2022-11-09", + "equity": 8641.81, + "return_pct": -13.58 + }, + { + "date": "2022-11-10", + "equity": 9116.72, + "return_pct": -8.83 + }, + { + "date": "2022-11-11", + "equity": 9204.95, + "return_pct": -7.95 + }, + { + "date": "2022-11-14", + "equity": 9126.65, + "return_pct": -8.73 + }, + { + "date": "2022-11-15", + "equity": 9204.49, + "return_pct": -7.96 + }, + { + "date": "2022-11-16", + "equity": 9134.27, + "return_pct": -8.66 + }, + { + "date": "2022-11-17", + "equity": 9106.32, + "return_pct": -8.94 + }, + { + "date": "2022-11-18", + "equity": 9147.67, + "return_pct": -8.52 + }, + { + "date": "2022-11-21", + "equity": 9114.41, + "return_pct": -8.86 + }, + { + "date": "2022-11-22", + "equity": 9237.06, + "return_pct": -7.63 + }, + { + "date": "2022-11-23", + "equity": 9295.27, + "return_pct": -7.05 + }, + { + "date": "2022-11-25", + "equity": 9293.19, + "return_pct": -7.07 + }, + { + "date": "2022-11-28", + "equity": 9144.9, + "return_pct": -8.55 + }, + { + "date": "2022-11-29", + "equity": 9129.19, + "return_pct": -8.71 + }, + { + "date": "2022-11-30", + "equity": 9416.76, + "return_pct": -5.83 + }, + { + "date": "2022-12-01", + "equity": 9409.84, + "return_pct": -5.9 + }, + { + "date": "2022-12-02", + "equity": 9398.98, + "return_pct": -6.01 + }, + { + "date": "2022-12-05", + "equity": 9229.9, + "return_pct": -7.7 + }, + { + "date": "2022-12-06", + "equity": 9096.85, + "return_pct": -9.03 + }, + { + "date": "2022-12-07", + "equity": 9081.38, + "return_pct": -9.19 + }, + { + "date": "2022-12-08", + "equity": 9152.52, + "return_pct": -8.47 + }, + { + "date": "2022-12-09", + "equity": 9084.15, + "return_pct": -9.16 + }, + { + "date": "2022-12-12", + "equity": 9215.12, + "return_pct": -7.85 + }, + { + "date": "2022-12-13", + "equity": 9284.87, + "return_pct": -7.15 + }, + { + "date": "2022-12-14", + "equity": 9225.51, + "return_pct": -7.74 + }, + { + "date": "2022-12-15", + "equity": 8999.84, + "return_pct": -10.0 + }, + { + "date": "2022-12-16", + "equity": 8852.93, + "return_pct": -11.47 + }, + { + "date": "2022-12-19", + "equity": 8777.86, + "return_pct": -12.22 + }, + { + "date": "2022-12-20", + "equity": 8789.87, + "return_pct": -12.1 + }, + { + "date": "2022-12-21", + "equity": 8921.3, + "return_pct": -10.79 + }, + { + "date": "2022-12-22", + "equity": 8794.03, + "return_pct": -12.06 + }, + { + "date": "2022-12-23", + "equity": 8844.62, + "return_pct": -11.55 + }, + { + "date": "2022-12-27", + "equity": 8809.74, + "return_pct": -11.9 + }, + { + "date": "2022-12-28", + "equity": 8700.25, + "return_pct": -13.0 + }, + { + "date": "2022-12-29", + "equity": 8856.86, + "return_pct": -11.43 + }, + { + "date": "2022-12-30", + "equity": 8833.53, + "return_pct": -11.66 + }, + { + "date": "2023-01-03", + "equity": 8796.34, + "return_pct": -12.04 + }, + { + "date": "2023-01-04", + "equity": 8864.25, + "return_pct": -11.36 + }, + { + "date": "2023-01-05", + "equity": 8763.08, + "return_pct": -12.37 + }, + { + "date": "2023-01-06", + "equity": 8964.04, + "return_pct": -10.36 + }, + { + "date": "2023-01-09", + "equity": 8958.95, + "return_pct": -10.41 + }, + { + "date": "2023-01-10", + "equity": 9021.78, + "return_pct": -9.78 + }, + { + "date": "2023-01-11", + "equity": 9135.89, + "return_pct": -8.64 + }, + { + "date": "2023-01-12", + "equity": 9169.15, + "return_pct": -8.31 + }, + { + "date": "2023-01-13", + "equity": 9204.72, + "return_pct": -7.95 + }, + { + "date": "2023-01-17", + "equity": 9187.86, + "return_pct": -8.12 + }, + { + "date": "2023-01-18", + "equity": 9042.8, + "return_pct": -9.57 + }, + { + "date": "2023-01-19", + "equity": 8976.97, + "return_pct": -10.23 + }, + { + "date": "2023-01-20", + "equity": 9144.2, + "return_pct": -8.56 + }, + { + "date": "2023-01-23", + "equity": 9253.92, + "return_pct": -7.46 + }, + { + "date": "2023-01-24", + "equity": 9243.99, + "return_pct": -7.56 + }, + { + "date": "2023-01-25", + "equity": 9247.45, + "return_pct": -7.53 + }, + { + "date": "2023-01-26", + "equity": 9349.09, + "return_pct": -6.51 + }, + { + "date": "2023-01-27", + "equity": 9370.57, + "return_pct": -6.29 + }, + { + "date": "2023-01-30", + "equity": 9253.0, + "return_pct": -7.47 + }, + { + "date": "2023-01-31", + "equity": 9389.05, + "return_pct": -6.11 + }, + { + "date": "2023-02-01", + "equity": 9488.83, + "return_pct": -5.11 + }, + { + "date": "2023-02-02", + "equity": 9626.96, + "return_pct": -3.73 + }, + { + "date": "2023-02-03", + "equity": 9524.63, + "return_pct": -4.75 + }, + { + "date": "2023-02-06", + "equity": 9466.43, + "return_pct": -5.34 + }, + { + "date": "2023-02-07", + "equity": 9590.23, + "return_pct": -4.1 + }, + { + "date": "2023-02-08", + "equity": 9485.37, + "return_pct": -5.15 + }, + { + "date": "2023-02-09", + "equity": 9403.14, + "return_pct": -5.97 + }, + { + "date": "2023-02-10", + "equity": 9425.08, + "return_pct": -5.75 + }, + { + "date": "2023-02-13", + "equity": 9535.72, + "return_pct": -4.64 + }, + { + "date": "2023-02-14", + "equity": 9531.33, + "return_pct": -4.69 + }, + { + "date": "2023-02-15", + "equity": 9562.28, + "return_pct": -4.38 + }, + { + "date": "2023-02-16", + "equity": 9430.62, + "return_pct": -5.69 + }, + { + "date": "2023-02-17", + "equity": 9407.06, + "return_pct": -5.93 + }, + { + "date": "2023-02-21", + "equity": 9218.35, + "return_pct": -7.82 + }, + { + "date": "2023-02-22", + "equity": 9205.65, + "return_pct": -7.94 + }, + { + "date": "2023-02-23", + "equity": 9254.61, + "return_pct": -7.45 + }, + { + "date": "2023-02-24", + "equity": 9155.75, + "return_pct": -8.44 + }, + { + "date": "2023-02-27", + "equity": 9186.94, + "return_pct": -8.13 + }, + { + "date": "2023-02-28", + "equity": 9152.98, + "return_pct": -8.47 + }, + { + "date": "2023-03-01", + "equity": 9117.87, + "return_pct": -8.82 + }, + { + "date": "2023-03-02", + "equity": 9188.78, + "return_pct": -8.11 + }, + { + "date": "2023-03-03", + "equity": 9336.15, + "return_pct": -6.64 + }, + { + "date": "2023-03-06", + "equity": 9342.62, + "return_pct": -6.57 + }, + { + "date": "2023-03-07", + "equity": 9199.41, + "return_pct": -8.01 + }, + { + "date": "2023-03-08", + "equity": 9214.42, + "return_pct": -7.86 + }, + { + "date": "2023-03-09", + "equity": 9044.42, + "return_pct": -9.56 + }, + { + "date": "2023-03-10", + "equity": 8913.91, + "return_pct": -10.86 + }, + { + "date": "2023-03-13", + "equity": 8901.21, + "return_pct": -10.99 + }, + { + "date": "2023-03-14", + "equity": 9048.34, + "return_pct": -9.52 + }, + { + "date": "2023-03-15", + "equity": 8991.75, + "return_pct": -10.08 + }, + { + "date": "2023-03-16", + "equity": 9149.52, + "return_pct": -8.5 + }, + { + "date": "2023-03-17", + "equity": 9008.15, + "return_pct": -9.92 + }, + { + "date": "2023-03-20", + "equity": 9094.77, + "return_pct": -9.05 + }, + { + "date": "2023-03-21", + "equity": 9214.19, + "return_pct": -7.86 + }, + { + "date": "2023-03-22", + "equity": 9057.12, + "return_pct": -9.43 + }, + { + "date": "2023-03-23", + "equity": 9081.61, + "return_pct": -9.18 + }, + { + "date": "2023-03-24", + "equity": 9141.2, + "return_pct": -8.59 + }, + { + "date": "2023-03-27", + "equity": 9158.29, + "return_pct": -8.42 + }, + { + "date": "2023-03-28", + "equity": 9137.74, + "return_pct": -8.62 + }, + { + "date": "2023-03-29", + "equity": 9270.55, + "return_pct": -7.29 + }, + { + "date": "2023-03-30", + "equity": 9324.83, + "return_pct": -6.75 + }, + { + "date": "2023-03-31", + "equity": 9456.26, + "return_pct": -5.44 + }, + { + "date": "2023-04-03", + "equity": 9492.3, + "return_pct": -5.08 + }, + { + "date": "2023-04-04", + "equity": 9439.63, + "return_pct": -5.6 + }, + { + "date": "2023-04-05", + "equity": 9414.92, + "return_pct": -5.85 + }, + { + "date": "2023-04-06", + "equity": 9451.64, + "return_pct": -5.48 + }, + { + "date": "2023-04-10", + "equity": 9461.34, + "return_pct": -5.39 + }, + { + "date": "2023-04-11", + "equity": 9463.89, + "return_pct": -5.36 + }, + { + "date": "2023-04-12", + "equity": 9425.31, + "return_pct": -5.75 + }, + { + "date": "2023-04-13", + "equity": 9550.5, + "return_pct": -4.49 + }, + { + "date": "2023-04-14", + "equity": 9527.18, + "return_pct": -4.73 + }, + { + "date": "2023-04-17", + "equity": 9561.36, + "return_pct": -4.39 + }, + { + "date": "2023-04-18", + "equity": 9567.6, + "return_pct": -4.32 + }, + { + "date": "2023-04-19", + "equity": 9565.98, + "return_pct": -4.34 + }, + { + "date": "2023-04-20", + "equity": 9513.78, + "return_pct": -4.86 + }, + { + "date": "2023-04-21", + "equity": 9521.17, + "return_pct": -4.79 + }, + { + "date": "2023-04-24", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-04-25", + "equity": 9379.81, + "return_pct": -6.2 + }, + { + "date": "2023-04-26", + "equity": 9340.08, + "return_pct": -6.6 + }, + { + "date": "2023-04-27", + "equity": 9526.02, + "return_pct": -4.74 + }, + { + "date": "2023-04-28", + "equity": 9607.33, + "return_pct": -3.93 + }, + { + "date": "2023-05-01", + "equity": 9597.63, + "return_pct": -4.02 + }, + { + "date": "2023-05-02", + "equity": 9489.76, + "return_pct": -5.1 + }, + { + "date": "2023-05-03", + "equity": 9424.62, + "return_pct": -5.75 + }, + { + "date": "2023-05-04", + "equity": 9357.86, + "return_pct": -6.42 + }, + { + "date": "2023-05-05", + "equity": 9531.1, + "return_pct": -4.69 + }, + { + "date": "2023-05-08", + "equity": 9533.64, + "return_pct": -4.66 + }, + { + "date": "2023-05-09", + "equity": 9491.83, + "return_pct": -5.08 + }, + { + "date": "2023-05-10", + "equity": 9536.18, + "return_pct": -4.64 + }, + { + "date": "2023-05-11", + "equity": 9519.55, + "return_pct": -4.8 + }, + { + "date": "2023-05-12", + "equity": 9507.08, + "return_pct": -4.93 + }, + { + "date": "2023-05-15", + "equity": 9539.88, + "return_pct": -4.6 + }, + { + "date": "2023-05-16", + "equity": 9476.13, + "return_pct": -5.24 + }, + { + "date": "2023-05-17", + "equity": 9591.16, + "return_pct": -4.09 + }, + { + "date": "2023-05-18", + "equity": 9683.55, + "return_pct": -3.16 + }, + { + "date": "2023-05-19", + "equity": 9669.46, + "return_pct": -3.31 + }, + { + "date": "2023-05-22", + "equity": 9673.39, + "return_pct": -3.27 + }, + { + "date": "2023-05-23", + "equity": 9564.83, + "return_pct": -4.35 + }, + { + "date": "2023-05-24", + "equity": 9495.53, + "return_pct": -5.04 + }, + { + "date": "2023-05-25", + "equity": 9577.76, + "return_pct": -4.22 + }, + { + "date": "2023-05-26", + "equity": 9701.8, + "return_pct": -2.98 + }, + { + "date": "2023-05-30", + "equity": 9705.5, + "return_pct": -2.95 + }, + { + "date": "2023-05-31", + "equity": 9651.68, + "return_pct": -3.48 + }, + { + "date": "2023-06-01", + "equity": 9743.38, + "return_pct": -2.57 + }, + { + "date": "2023-06-02", + "equity": 9884.28, + "return_pct": -1.16 + }, + { + "date": "2023-06-05", + "equity": 9865.34, + "return_pct": -1.35 + }, + { + "date": "2023-06-06", + "equity": 9886.82, + "return_pct": -1.13 + }, + { + "date": "2023-06-07", + "equity": 9852.63, + "return_pct": -1.47 + }, + { + "date": "2023-06-08", + "equity": 9912.23, + "return_pct": -0.88 + }, + { + "date": "2023-06-09", + "equity": 9930.01, + "return_pct": -0.7 + }, + { + "date": "2023-06-12", + "equity": 10020.1, + "return_pct": 0.2 + }, + { + "date": "2023-06-13", + "equity": 10086.16, + "return_pct": 0.86 + }, + { + "date": "2023-06-14", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-15", + "equity": 10223.36, + "return_pct": 2.23 + }, + { + "date": "2023-06-16", + "equity": 10150.83, + "return_pct": 1.51 + }, + { + "date": "2023-06-20", + "equity": 10098.17, + "return_pct": 0.98 + }, + { + "date": "2023-06-21", + "equity": 10046.43, + "return_pct": 0.46 + }, + { + "date": "2023-06-22", + "equity": 10082.69, + "return_pct": 0.83 + }, + { + "date": "2023-06-23", + "equity": 10006.47, + "return_pct": 0.06 + }, + { + "date": "2023-06-26", + "equity": 9965.58, + "return_pct": -0.34 + }, + { + "date": "2023-06-27", + "equity": 10074.84, + "return_pct": 0.75 + }, + { + "date": "2023-06-28", + "equity": 10079.92, + "return_pct": 0.8 + }, + { + "date": "2023-06-29", + "equity": 10119.65, + "return_pct": 1.2 + }, + { + "date": "2023-06-30", + "equity": 10239.07, + "return_pct": 2.39 + }, + { + "date": "2023-07-03", + "equity": 10250.85, + "return_pct": 2.51 + }, + { + "date": "2023-07-05", + "equity": 10235.6, + "return_pct": 2.36 + }, + { + "date": "2023-07-06", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-07", + "equity": 10129.81, + "return_pct": 1.3 + }, + { + "date": "2023-07-10", + "equity": 10155.45, + "return_pct": 1.55 + }, + { + "date": "2023-07-11", + "equity": 10220.13, + "return_pct": 2.2 + }, + { + "date": "2023-07-12", + "equity": 10302.36, + "return_pct": 3.02 + }, + { + "date": "2023-07-13", + "equity": 10384.13, + "return_pct": 3.84 + }, + { + "date": "2023-07-14", + "equity": 10377.66, + "return_pct": 3.78 + }, + { + "date": "2023-07-17", + "equity": 10413.69, + "return_pct": 4.14 + }, + { + "date": "2023-07-18", + "equity": 10491.07, + "return_pct": 4.91 + }, + { + "date": "2023-07-19", + "equity": 10514.4, + "return_pct": 5.14 + }, + { + "date": "2023-07-20", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-21", + "equity": 10444.64, + "return_pct": 4.45 + }, + { + "date": "2023-07-24", + "equity": 10491.3, + "return_pct": 4.91 + }, + { + "date": "2023-07-25", + "equity": 10519.95, + "return_pct": 5.2 + }, + { + "date": "2023-07-26", + "equity": 10521.56, + "return_pct": 5.22 + }, + { + "date": "2023-07-27", + "equity": 10451.81, + "return_pct": 4.52 + }, + { + "date": "2023-07-28", + "equity": 10554.13, + "return_pct": 5.54 + }, + { + "date": "2023-07-31", + "equity": 10574.23, + "return_pct": 5.74 + }, + { + "date": "2023-08-01", + "equity": 10543.97, + "return_pct": 5.44 + }, + { + "date": "2023-08-02", + "equity": 10397.29, + "return_pct": 3.97 + }, + { + "date": "2023-08-03", + "equity": 10367.5, + "return_pct": 3.67 + }, + { + "date": "2023-08-04", + "equity": 10320.61, + "return_pct": 3.21 + }, + { + "date": "2023-08-07", + "equity": 10410.69, + "return_pct": 4.11 + }, + { + "date": "2023-08-08", + "equity": 10365.42, + "return_pct": 3.65 + }, + { + "date": "2023-08-09", + "equity": 10296.12, + "return_pct": 2.96 + }, + { + "date": "2023-08-10", + "equity": 10299.82, + "return_pct": 3.0 + }, + { + "date": "2023-08-11", + "equity": 10293.81, + "return_pct": 2.94 + }, + { + "date": "2023-08-14", + "equity": 10350.63, + "return_pct": 3.51 + }, + { + "date": "2023-08-15", + "equity": 10230.06, + "return_pct": 2.3 + }, + { + "date": "2023-08-16", + "equity": 10154.99, + "return_pct": 1.55 + }, + { + "date": "2023-08-17", + "equity": 10077.61, + "return_pct": 0.78 + }, + { + "date": "2023-08-18", + "equity": 10082.46, + "return_pct": 0.82 + }, + { + "date": "2023-08-21", + "equity": 10148.06, + "return_pct": 1.48 + }, + { + "date": "2023-08-22", + "equity": 10120.57, + "return_pct": 1.21 + }, + { + "date": "2023-08-23", + "equity": 10233.29, + "return_pct": 2.33 + }, + { + "date": "2023-08-24", + "equity": 10091.47, + "return_pct": 0.91 + }, + { + "date": "2023-08-25", + "equity": 10162.61, + "return_pct": 1.63 + }, + { + "date": "2023-08-28", + "equity": 10227.06, + "return_pct": 2.27 + }, + { + "date": "2023-08-29", + "equity": 10374.89, + "return_pct": 3.75 + }, + { + "date": "2023-08-30", + "equity": 10417.62, + "return_pct": 4.18 + }, + { + "date": "2023-08-31", + "equity": 10402.37, + "return_pct": 4.02 + }, + { + "date": "2023-09-01", + "equity": 10421.78, + "return_pct": 4.22 + }, + { + "date": "2023-09-05", + "equity": 10376.74, + "return_pct": 3.77 + }, + { + "date": "2023-09-06", + "equity": 10306.98, + "return_pct": 3.07 + }, + { + "date": "2023-09-07", + "equity": 10275.33, + "return_pct": 2.75 + }, + { + "date": "2023-09-08", + "equity": 10290.81, + "return_pct": 2.91 + }, + { + "date": "2023-09-11", + "equity": 10358.49, + "return_pct": 3.58 + }, + { + "date": "2023-09-12", + "equity": 10301.67, + "return_pct": 3.02 + }, + { + "date": "2023-09-13", + "equity": 10313.68, + "return_pct": 3.14 + }, + { + "date": "2023-09-14", + "equity": 10402.61, + "return_pct": 4.03 + }, + { + "date": "2023-09-15", + "equity": 10241.15, + "return_pct": 2.41 + }, + { + "date": "2023-09-18", + "equity": 10247.15, + "return_pct": 2.47 + }, + { + "date": "2023-09-19", + "equity": 10225.9, + "return_pct": 2.26 + }, + { + "date": "2023-09-20", + "equity": 10131.89, + "return_pct": 1.32 + }, + { + "date": "2023-09-21", + "equity": 9964.43, + "return_pct": -0.36 + }, + { + "date": "2023-09-22", + "equity": 9942.02, + "return_pct": -0.58 + }, + { + "date": "2023-09-25", + "equity": 9983.83, + "return_pct": -0.16 + }, + { + "date": "2023-09-26", + "equity": 9837.16, + "return_pct": -1.63 + }, + { + "date": "2023-09-27", + "equity": 9841.08, + "return_pct": -1.59 + }, + { + "date": "2023-09-28", + "equity": 9898.14, + "return_pct": -1.02 + }, + { + "date": "2023-09-29", + "equity": 9874.11, + "return_pct": -1.26 + }, + { + "date": "2023-10-02", + "equity": 9870.19, + "return_pct": -1.3 + }, + { + "date": "2023-10-03", + "equity": 9738.06, + "return_pct": -2.62 + }, + { + "date": "2023-10-04", + "equity": 9808.98, + "return_pct": -1.91 + }, + { + "date": "2023-10-05", + "equity": 9805.28, + "return_pct": -1.95 + }, + { + "date": "2023-10-06", + "equity": 9921.7, + "return_pct": -0.78 + }, + { + "date": "2023-10-09", + "equity": 9985.22, + "return_pct": -0.15 + }, + { + "date": "2023-10-10", + "equity": 10037.19, + "return_pct": 0.37 + }, + { + "date": "2023-10-11", + "equity": 10078.3, + "return_pct": 0.78 + }, + { + "date": "2023-10-12", + "equity": 10016.86, + "return_pct": 0.17 + }, + { + "date": "2023-10-13", + "equity": 9966.97, + "return_pct": -0.33 + }, + { + "date": "2023-10-16", + "equity": 10071.84, + "return_pct": 0.72 + }, + { + "date": "2023-10-17", + "equity": 10071.37, + "return_pct": 0.71 + }, + { + "date": "2023-10-18", + "equity": 9937.17, + "return_pct": -0.63 + }, + { + "date": "2023-10-19", + "equity": 9849.86, + "return_pct": -1.5 + }, + { + "date": "2023-10-20", + "equity": 9728.82, + "return_pct": -2.71 + }, + { + "date": "2023-10-23", + "equity": 9711.96, + "return_pct": -2.88 + }, + { + "date": "2023-10-24", + "equity": 9785.18, + "return_pct": -2.15 + }, + { + "date": "2023-10-25", + "equity": 9644.75, + "return_pct": -3.55 + }, + { + "date": "2023-10-26", + "equity": 9529.25, + "return_pct": -4.71 + }, + { + "date": "2023-10-27", + "equity": 9486.06, + "return_pct": -5.14 + }, + { + "date": "2023-10-30", + "equity": 9599.47, + "return_pct": -4.01 + }, + { + "date": "2023-10-31", + "equity": 9659.76, + "return_pct": -3.4 + }, + { + "date": "2023-11-01", + "equity": 9762.78, + "return_pct": -2.37 + }, + { + "date": "2023-11-02", + "equity": 9949.88, + "return_pct": -0.5 + }, + { + "date": "2023-11-03", + "equity": 10040.65, + "return_pct": 0.41 + }, + { + "date": "2023-11-06", + "equity": 10063.75, + "return_pct": 0.64 + }, + { + "date": "2023-11-07", + "equity": 10092.39, + "return_pct": 0.92 + }, + { + "date": "2023-11-08", + "equity": 10099.79, + "return_pct": 1.0 + }, + { + "date": "2023-11-09", + "equity": 10021.02, + "return_pct": 0.21 + }, + { + "date": "2023-11-10", + "equity": 10177.4, + "return_pct": 1.77 + }, + { + "date": "2023-11-13", + "equity": 10167.69, + "return_pct": 1.68 + }, + { + "date": "2023-11-14", + "equity": 10364.96, + "return_pct": 3.65 + }, + { + "date": "2023-11-15", + "equity": 10386.9, + "return_pct": 3.87 + }, + { + "date": "2023-11-16", + "equity": 10399.6, + "return_pct": 4.0 + }, + { + "date": "2023-11-17", + "equity": 10412.54, + "return_pct": 4.13 + }, + { + "date": "2023-11-20", + "equity": 10492.69, + "return_pct": 4.93 + }, + { + "date": "2023-11-21", + "equity": 10469.82, + "return_pct": 4.7 + }, + { + "date": "2023-11-22", + "equity": 10510.24, + "return_pct": 5.1 + }, + { + "date": "2023-11-24", + "equity": 10516.71, + "return_pct": 5.17 + }, + { + "date": "2023-11-27", + "equity": 10497.77, + "return_pct": 4.98 + }, + { + "date": "2023-11-28", + "equity": 10508.17, + "return_pct": 5.08 + }, + { + "date": "2023-11-29", + "equity": 10500.77, + "return_pct": 5.01 + }, + { + "date": "2023-11-30", + "equity": 10542.12, + "return_pct": 5.42 + }, + { + "date": "2023-12-01", + "equity": 10604.49, + "return_pct": 6.04 + }, + { + "date": "2023-12-04", + "equity": 10548.82, + "return_pct": 5.49 + }, + { + "date": "2023-12-05", + "equity": 10546.74, + "return_pct": 5.47 + }, + { + "date": "2023-12-06", + "equity": 10504.24, + "return_pct": 5.04 + }, + { + "date": "2023-12-07", + "equity": 10584.39, + "return_pct": 5.84 + }, + { + "date": "2023-12-08", + "equity": 10629.89, + "return_pct": 6.3 + }, + { + "date": "2023-12-11", + "equity": 10671.24, + "return_pct": 6.71 + }, + { + "date": "2023-12-12", + "equity": 10719.98, + "return_pct": 7.2 + }, + { + "date": "2023-12-13", + "equity": 10867.81, + "return_pct": 8.68 + }, + { + "date": "2023-12-14", + "equity": 10902.69, + "return_pct": 9.03 + }, + { + "date": "2023-12-15", + "equity": 10840.78, + "return_pct": 8.41 + }, + { + "date": "2023-12-18", + "equity": 10901.76, + "return_pct": 9.02 + }, + { + "date": "2023-12-19", + "equity": 10968.05, + "return_pct": 9.68 + }, + { + "date": "2023-12-20", + "equity": 10816.07, + "return_pct": 8.16 + }, + { + "date": "2023-12-21", + "equity": 10918.62, + "return_pct": 9.19 + }, + { + "date": "2023-12-22", + "equity": 10940.57, + "return_pct": 9.41 + }, + { + "date": "2023-12-26", + "equity": 10986.76, + "return_pct": 9.87 + }, + { + "date": "2023-12-27", + "equity": 11006.63, + "return_pct": 10.07 + }, + { + "date": "2023-12-28", + "equity": 11010.79, + "return_pct": 10.11 + }, + { + "date": "2023-12-29", + "equity": 10978.91, + "return_pct": 9.79 + }, + { + "date": "2024-01-02", + "equity": 10917.47, + "return_pct": 9.17 + }, + { + "date": "2024-01-03", + "equity": 10828.31, + "return_pct": 8.28 + }, + { + "date": "2024-01-04", + "equity": 10793.43, + "return_pct": 7.93 + }, + { + "date": "2024-01-05", + "equity": 10808.21, + "return_pct": 8.08 + }, + { + "date": "2024-01-08", + "equity": 10962.51, + "return_pct": 9.63 + }, + { + "date": "2024-01-09", + "equity": 10945.88, + "return_pct": 9.46 + }, + { + "date": "2024-01-10", + "equity": 11007.78, + "return_pct": 10.08 + }, + { + "date": "2024-01-11", + "equity": 11002.93, + "return_pct": 10.03 + }, + { + "date": "2024-01-12", + "equity": 11010.56, + "return_pct": 10.11 + }, + { + "date": "2024-01-16", + "equity": 10970.13, + "return_pct": 9.7 + }, + { + "date": "2024-01-17", + "equity": 10909.15, + "return_pct": 9.09 + }, + { + "date": "2024-01-18", + "equity": 11006.17, + "return_pct": 10.06 + }, + { + "date": "2024-01-19", + "equity": 11143.37, + "return_pct": 11.43 + }, + { + "date": "2024-01-22", + "equity": 11166.93, + "return_pct": 11.67 + }, + { + "date": "2024-01-23", + "equity": 11199.5, + "return_pct": 12.0 + }, + { + "date": "2024-01-24", + "equity": 11211.74, + "return_pct": 12.12 + }, + { + "date": "2024-01-25", + "equity": 11272.72, + "return_pct": 12.73 + }, + { + "date": "2024-01-26", + "equity": 11258.4, + "return_pct": 12.58 + }, + { + "date": "2024-01-29", + "equity": 11347.56, + "return_pct": 13.48 + }, + { + "date": "2024-01-30", + "equity": 11338.78, + "return_pct": 13.39 + }, + { + "date": "2024-01-31", + "equity": 11153.77, + "return_pct": 11.54 + }, + { + "date": "2024-02-01", + "equity": 11299.75, + "return_pct": 13.0 + }, + { + "date": "2024-02-02", + "equity": 11418.71, + "return_pct": 14.19 + }, + { + "date": "2024-02-05", + "equity": 11377.13, + "return_pct": 13.77 + }, + { + "date": "2024-02-06", + "equity": 11410.16, + "return_pct": 14.1 + }, + { + "date": "2024-02-07", + "equity": 11505.32, + "return_pct": 15.05 + }, + { + "date": "2024-02-08", + "equity": 11510.41, + "return_pct": 15.1 + }, + { + "date": "2024-02-09", + "equity": 11576.93, + "return_pct": 15.77 + }, + { + "date": "2024-02-12", + "equity": 11571.85, + "return_pct": 15.72 + }, + { + "date": "2024-02-13", + "equity": 11412.47, + "return_pct": 14.12 + }, + { + "date": "2024-02-14", + "equity": 11516.18, + "return_pct": 15.16 + }, + { + "date": "2024-02-15", + "equity": 11595.64, + "return_pct": 15.96 + }, + { + "date": "2024-02-16", + "equity": 11537.89, + "return_pct": 15.38 + }, + { + "date": "2024-02-20", + "equity": 11474.37, + "return_pct": 14.74 + }, + { + "date": "2024-02-21", + "equity": 11484.77, + "return_pct": 14.85 + }, + { + "date": "2024-02-22", + "equity": 11722.45, + "return_pct": 17.22 + }, + { + "date": "2024-02-23", + "equity": 11730.53, + "return_pct": 17.31 + }, + { + "date": "2024-02-26", + "equity": 11687.57, + "return_pct": 16.88 + }, + { + "date": "2024-02-27", + "equity": 11709.28, + "return_pct": 17.09 + }, + { + "date": "2024-02-28", + "equity": 11693.81, + "return_pct": 16.94 + }, + { + "date": "2024-02-29", + "equity": 11735.85, + "return_pct": 17.36 + }, + { + "date": "2024-03-01", + "equity": 11846.03, + "return_pct": 18.46 + }, + { + "date": "2024-03-04", + "equity": 11833.32, + "return_pct": 18.33 + }, + { + "date": "2024-03-05", + "equity": 11715.06, + "return_pct": 17.15 + }, + { + "date": "2024-03-06", + "equity": 11774.42, + "return_pct": 17.74 + }, + { + "date": "2024-03-07", + "equity": 11891.3, + "return_pct": 18.91 + }, + { + "date": "2024-03-08", + "equity": 11819.92, + "return_pct": 18.2 + }, + { + "date": "2024-03-11", + "equity": 11809.76, + "return_pct": 18.1 + }, + { + "date": "2024-03-12", + "equity": 11936.8, + "return_pct": 19.37 + }, + { + "date": "2024-03-13", + "equity": 11918.09, + "return_pct": 19.18 + }, + { + "date": "2024-03-14", + "equity": 11894.53, + "return_pct": 18.95 + }, + { + "date": "2024-03-15", + "equity": 11776.27, + "return_pct": 17.76 + }, + { + "date": "2024-03-18", + "equity": 11846.26, + "return_pct": 18.46 + }, + { + "date": "2024-03-19", + "equity": 11912.09, + "return_pct": 19.12 + }, + { + "date": "2024-03-20", + "equity": 12022.27, + "return_pct": 20.22 + }, + { + "date": "2024-03-21", + "equity": 12062.0, + "return_pct": 20.62 + }, + { + "date": "2024-03-22", + "equity": 12039.13, + "return_pct": 20.39 + }, + { + "date": "2024-03-25", + "equity": 12005.87, + "return_pct": 20.06 + }, + { + "date": "2024-03-26", + "equity": 11983.69, + "return_pct": 19.84 + }, + { + "date": "2024-03-27", + "equity": 12084.4, + "return_pct": 20.84 + }, + { + "date": "2024-03-28", + "equity": 12082.09, + "return_pct": 20.82 + }, + { + "date": "2024-04-01", + "equity": 12061.07, + "return_pct": 20.61 + }, + { + "date": "2024-04-02", + "equity": 11984.39, + "return_pct": 19.84 + }, + { + "date": "2024-04-03", + "equity": 11997.55, + "return_pct": 19.98 + }, + { + "date": "2024-04-04", + "equity": 11851.11, + "return_pct": 18.51 + }, + { + "date": "2024-04-05", + "equity": 11974.92, + "return_pct": 19.75 + }, + { + "date": "2024-04-08", + "equity": 11981.61, + "return_pct": 19.82 + }, + { + "date": "2024-04-09", + "equity": 11995.47, + "return_pct": 19.95 + }, + { + "date": "2024-04-10", + "equity": 11875.36, + "return_pct": 18.75 + }, + { + "date": "2024-04-11", + "equity": 11964.98, + "return_pct": 19.65 + }, + { + "date": "2024-04-12", + "equity": 11799.83, + "return_pct": 18.0 + }, + { + "date": "2024-04-15", + "equity": 11652.0, + "return_pct": 16.52 + }, + { + "date": "2024-04-16", + "equity": 11630.75, + "return_pct": 16.31 + }, + { + "date": "2024-04-17", + "equity": 11561.92, + "return_pct": 15.62 + }, + { + "date": "2024-04-18", + "equity": 11538.12, + "return_pct": 15.38 + }, + { + "date": "2024-04-19", + "equity": 11437.41, + "return_pct": 14.37 + }, + { + "date": "2024-04-22", + "equity": 11542.74, + "return_pct": 15.43 + }, + { + "date": "2024-04-23", + "equity": 11679.72, + "return_pct": 16.8 + }, + { + "date": "2024-04-24", + "equity": 11674.17, + "return_pct": 16.74 + }, + { + "date": "2024-04-25", + "equity": 11629.82, + "return_pct": 16.3 + }, + { + "date": "2024-04-26", + "equity": 11740.0, + "return_pct": 17.4 + }, + { + "date": "2024-04-29", + "equity": 11781.58, + "return_pct": 17.82 + }, + { + "date": "2024-04-30", + "equity": 11594.95, + "return_pct": 15.95 + }, + { + "date": "2024-05-01", + "equity": 11557.3, + "return_pct": 15.57 + }, + { + "date": "2024-05-02", + "equity": 11665.4, + "return_pct": 16.65 + }, + { + "date": "2024-05-03", + "equity": 11809.99, + "return_pct": 18.1 + }, + { + "date": "2024-05-06", + "equity": 11931.95, + "return_pct": 19.32 + }, + { + "date": "2024-05-07", + "equity": 11945.12, + "return_pct": 19.45 + }, + { + "date": "2024-05-08", + "equity": 11946.27, + "return_pct": 19.46 + }, + { + "date": "2024-05-09", + "equity": 12015.11, + "return_pct": 20.15 + }, + { + "date": "2024-05-10", + "equity": 12030.58, + "return_pct": 20.31 + }, + { + "date": "2024-05-13", + "equity": 12032.2, + "return_pct": 20.32 + }, + { + "date": "2024-05-14", + "equity": 12087.4, + "return_pct": 20.87 + }, + { + "date": "2024-05-15", + "equity": 12237.08, + "return_pct": 22.37 + }, + { + "date": "2024-05-16", + "equity": 12211.9, + "return_pct": 22.12 + }, + { + "date": "2024-05-17", + "equity": 12229.46, + "return_pct": 22.29 + }, + { + "date": "2024-05-20", + "equity": 12243.55, + "return_pct": 22.44 + }, + { + "date": "2024-05-21", + "equity": 12273.58, + "return_pct": 22.74 + }, + { + "date": "2024-05-22", + "equity": 12238.24, + "return_pct": 22.38 + }, + { + "date": "2024-05-23", + "equity": 12148.85, + "return_pct": 21.49 + }, + { + "date": "2024-05-24", + "equity": 12229.23, + "return_pct": 22.29 + }, + { + "date": "2024-05-28", + "equity": 12237.78, + "return_pct": 22.38 + }, + { + "date": "2024-05-29", + "equity": 12152.08, + "return_pct": 21.52 + }, + { + "date": "2024-05-30", + "equity": 12071.47, + "return_pct": 20.71 + }, + { + "date": "2024-05-31", + "equity": 12181.42, + "return_pct": 21.81 + }, + { + "date": "2024-06-03", + "equity": 12191.35, + "return_pct": 21.91 + }, + { + "date": "2024-06-04", + "equity": 12204.98, + "return_pct": 22.05 + }, + { + "date": "2024-06-05", + "equity": 12350.03, + "return_pct": 23.5 + }, + { + "date": "2024-06-06", + "equity": 12349.8, + "return_pct": 23.5 + }, + { + "date": "2024-06-07", + "equity": 12334.79, + "return_pct": 23.35 + }, + { + "date": "2024-06-10", + "equity": 12372.9, + "return_pct": 23.73 + }, + { + "date": "2024-06-11", + "equity": 12402.7, + "return_pct": 24.03 + }, + { + "date": "2024-06-12", + "equity": 12504.56, + "return_pct": 25.05 + }, + { + "date": "2024-06-13", + "equity": 12529.74, + "return_pct": 25.3 + }, + { + "date": "2024-06-14", + "equity": 12537.36, + "return_pct": 25.37 + }, + { + "date": "2024-06-17", + "equity": 12637.15, + "return_pct": 26.37 + }, + { + "date": "2024-06-18", + "equity": 12669.25, + "return_pct": 26.69 + }, + { + "date": "2024-06-20", + "equity": 12634.84, + "return_pct": 26.35 + }, + { + "date": "2024-06-21", + "equity": 12577.32, + "return_pct": 25.77 + }, + { + "date": "2024-06-24", + "equity": 12536.44, + "return_pct": 25.36 + }, + { + "date": "2024-06-25", + "equity": 12584.71, + "return_pct": 25.85 + }, + { + "date": "2024-06-26", + "equity": 12600.42, + "return_pct": 26.0 + }, + { + "date": "2024-06-27", + "equity": 12620.29, + "return_pct": 26.2 + }, + { + "date": "2024-06-28", + "equity": 12570.62, + "return_pct": 25.71 + }, + { + "date": "2024-07-01", + "equity": 12596.49, + "return_pct": 25.96 + }, + { + "date": "2024-07-02", + "equity": 12681.26, + "return_pct": 26.81 + }, + { + "date": "2024-07-03", + "equity": 12737.86, + "return_pct": 27.38 + }, + { + "date": "2024-07-05", + "equity": 12811.31, + "return_pct": 28.11 + }, + { + "date": "2024-07-08", + "equity": 12826.09, + "return_pct": 28.26 + }, + { + "date": "2024-07-09", + "equity": 12838.57, + "return_pct": 28.39 + }, + { + "date": "2024-07-10", + "equity": 12965.61, + "return_pct": 29.66 + }, + { + "date": "2024-07-11", + "equity": 12853.81, + "return_pct": 28.54 + }, + { + "date": "2024-07-12", + "equity": 12934.89, + "return_pct": 29.35 + }, + { + "date": "2024-07-15", + "equity": 12970.46, + "return_pct": 29.7 + }, + { + "date": "2024-07-16", + "equity": 13047.37, + "return_pct": 30.47 + }, + { + "date": "2024-07-17", + "equity": 12864.44, + "return_pct": 28.64 + }, + { + "date": "2024-07-18", + "equity": 12765.57, + "return_pct": 27.66 + }, + { + "date": "2024-07-19", + "equity": 12680.8, + "return_pct": 26.81 + }, + { + "date": "2024-07-22", + "equity": 12811.54, + "return_pct": 28.12 + }, + { + "date": "2024-07-23", + "equity": 12791.44, + "return_pct": 27.91 + }, + { + "date": "2024-07-24", + "equity": 12501.56, + "return_pct": 25.02 + }, + { + "date": "2024-07-25", + "equity": 12436.42, + "return_pct": 24.36 + }, + { + "date": "2024-07-26", + "equity": 12575.71, + "return_pct": 25.76 + }, + { + "date": "2024-07-29", + "equity": 12583.1, + "return_pct": 25.83 + }, + { + "date": "2024-07-30", + "equity": 12519.34, + "return_pct": 25.19 + }, + { + "date": "2024-07-31", + "equity": 12722.84, + "return_pct": 27.23 + }, + { + "date": "2024-08-01", + "equity": 12542.67, + "return_pct": 25.43 + }, + { + "date": "2024-08-02", + "equity": 12309.15, + "return_pct": 23.09 + }, + { + "date": "2024-08-05", + "equity": 11950.66, + "return_pct": 19.51 + }, + { + "date": "2024-08-06", + "equity": 12060.84, + "return_pct": 20.61 + }, + { + "date": "2024-08-07", + "equity": 11980.23, + "return_pct": 19.8 + } + ] + }, + { + "strategy": "residual80_highvol80_20_atr3", + "label": "Production: residual/high-vol 80/20 + 3x ATR trail", + "description": "The live strategy: production activation gate and Admin exit policy as currently configured, 80/20 residual/high-vol rank.", + "is_production": true, + "entry_variant": "residual80_highvol_blend80_20_fixed10", + "exit_policy": "atr_trail3", + "live_exit_mode": "atr_trailing", + "lookback": "all", + "lookback_label": "All history", + "starting_capital": 10000.0, + "final_equity": 20750.75, + "total_return_pct": 107.5, + "cagr_pct": 41.8, + "max_drawdown_pct": 16.8, + "sharpe": 1.72, + "trades": 166, + "win_rate": 36.7, + "avg_trade_pnl": 64.76, + "best_trade_r": 27.38, + "worst_trade_r": -4.21, + "best_trade_pnl": 4328.43, + "worst_trade_pnl": -604.82, + "avg_hold_days": 15.0, + "exit_reasons": { + "stop": 79, + "time": 39, + "trailing_stop": 48 + }, + "skipped_book_full": 0, + "spy_return_pct": 35.3, + "yearly_returns": [ + { + "year": 2022, + "return_pct": 0.9 + }, + { + "year": 2023, + "return_pct": 63.0 + }, + { + "year": 2024, + "return_pct": 26.2 + } + ], + "start_date": "2022-07-06", + "end_date": "2024-08-07", + "equity_curve": [ + { + "date": "2022-07-06", + "equity": 9997.15, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10057.56, + "return_pct": 0.6 + }, + { + "date": "2022-07-08", + "equity": 10050.08, + "return_pct": 0.53 + }, + { + "date": "2022-07-11", + "equity": 10001.05, + "return_pct": 0.04 + }, + { + "date": "2022-07-12", + "equity": 9891.58, + "return_pct": -1.06 + }, + { + "date": "2022-07-13", + "equity": 9846.83, + "return_pct": -1.5 + }, + { + "date": "2022-07-14", + "equity": 9854.99, + "return_pct": -1.42 + }, + { + "date": "2022-07-15", + "equity": 10070.82, + "return_pct": 0.74 + }, + { + "date": "2022-07-18", + "equity": 9948.2, + "return_pct": -0.49 + }, + { + "date": "2022-07-19", + "equity": 10238.98, + "return_pct": 2.42 + }, + { + "date": "2022-07-20", + "equity": 10335.37, + "return_pct": 3.38 + }, + { + "date": "2022-07-21", + "equity": 10587.53, + "return_pct": 5.91 + }, + { + "date": "2022-07-22", + "equity": 10467.62, + "return_pct": 4.71 + }, + { + "date": "2022-07-25", + "equity": 10549.3, + "return_pct": 5.52 + }, + { + "date": "2022-07-26", + "equity": 10372.13, + "return_pct": 3.75 + }, + { + "date": "2022-07-27", + "equity": 10780.26, + "return_pct": 7.83 + }, + { + "date": "2022-07-28", + "equity": 11099.85, + "return_pct": 11.03 + }, + { + "date": "2022-07-29", + "equity": 11345.76, + "return_pct": 13.49 + }, + { + "date": "2022-08-01", + "equity": 11360.27, + "return_pct": 13.64 + }, + { + "date": "2022-08-02", + "equity": 11337.52, + "return_pct": 13.41 + }, + { + "date": "2022-08-03", + "equity": 11402.41, + "return_pct": 14.06 + }, + { + "date": "2022-08-04", + "equity": 11234.84, + "return_pct": 12.38 + }, + { + "date": "2022-08-05", + "equity": 11227.27, + "return_pct": 12.3 + }, + { + "date": "2022-08-08", + "equity": 11161.17, + "return_pct": 11.64 + }, + { + "date": "2022-08-09", + "equity": 11068.78, + "return_pct": 10.72 + }, + { + "date": "2022-08-10", + "equity": 11273.07, + "return_pct": 12.76 + }, + { + "date": "2022-08-11", + "equity": 11315.3, + "return_pct": 13.19 + }, + { + "date": "2022-08-12", + "equity": 11531.71, + "return_pct": 15.35 + }, + { + "date": "2022-08-15", + "equity": 11644.38, + "return_pct": 16.48 + }, + { + "date": "2022-08-16", + "equity": 11607.5, + "return_pct": 16.11 + }, + { + "date": "2022-08-17", + "equity": 11518.34, + "return_pct": 15.22 + }, + { + "date": "2022-08-18", + "equity": 11719.78, + "return_pct": 17.23 + }, + { + "date": "2022-08-19", + "equity": 11497.23, + "return_pct": 15.01 + }, + { + "date": "2022-08-22", + "equity": 11275.35, + "return_pct": 12.79 + }, + { + "date": "2022-08-23", + "equity": 11519.25, + "return_pct": 15.23 + }, + { + "date": "2022-08-24", + "equity": 11507.05, + "return_pct": 15.1 + }, + { + "date": "2022-08-25", + "equity": 11687.36, + "return_pct": 16.91 + }, + { + "date": "2022-08-26", + "equity": 11541.04, + "return_pct": 15.44 + }, + { + "date": "2022-08-29", + "equity": 11587.46, + "return_pct": 15.91 + }, + { + "date": "2022-08-30", + "equity": 11206.06, + "return_pct": 12.09 + }, + { + "date": "2022-08-31", + "equity": 11125.83, + "return_pct": 11.29 + }, + { + "date": "2022-09-01", + "equity": 10798.7, + "return_pct": 8.02 + }, + { + "date": "2022-09-02", + "equity": 10915.68, + "return_pct": 9.19 + }, + { + "date": "2022-09-06", + "equity": 10711.43, + "return_pct": 7.14 + }, + { + "date": "2022-09-07", + "equity": 10535.48, + "return_pct": 5.38 + }, + { + "date": "2022-09-08", + "equity": 10551.16, + "return_pct": 5.54 + }, + { + "date": "2022-09-09", + "equity": 10613.82, + "return_pct": 6.17 + }, + { + "date": "2022-09-12", + "equity": 10811.75, + "return_pct": 8.15 + }, + { + "date": "2022-09-13", + "equity": 10528.25, + "return_pct": 5.31 + }, + { + "date": "2022-09-14", + "equity": 10759.77, + "return_pct": 7.63 + }, + { + "date": "2022-09-15", + "equity": 10770.27, + "return_pct": 7.73 + }, + { + "date": "2022-09-16", + "equity": 10536.64, + "return_pct": 5.4 + }, + { + "date": "2022-09-19", + "equity": 10556.93, + "return_pct": 5.6 + }, + { + "date": "2022-09-20", + "equity": 10487.96, + "return_pct": 4.91 + }, + { + "date": "2022-09-21", + "equity": 10366.65, + "return_pct": 3.7 + }, + { + "date": "2022-09-22", + "equity": 10278.0, + "return_pct": 2.81 + }, + { + "date": "2022-09-23", + "equity": 10171.64, + "return_pct": 1.75 + }, + { + "date": "2022-09-26", + "equity": 10143.85, + "return_pct": 1.47 + }, + { + "date": "2022-09-27", + "equity": 10151.51, + "return_pct": 1.54 + }, + { + "date": "2022-09-28", + "equity": 10194.77, + "return_pct": 1.98 + }, + { + "date": "2022-09-29", + "equity": 10165.23, + "return_pct": 1.68 + }, + { + "date": "2022-09-30", + "equity": 10044.25, + "return_pct": 0.47 + }, + { + "date": "2022-10-03", + "equity": 10073.73, + "return_pct": 0.77 + }, + { + "date": "2022-10-04", + "equity": 10127.77, + "return_pct": 1.31 + }, + { + "date": "2022-10-05", + "equity": 10088.04, + "return_pct": 0.91 + }, + { + "date": "2022-10-06", + "equity": 10069.31, + "return_pct": 0.72 + }, + { + "date": "2022-10-07", + "equity": 9954.85, + "return_pct": -0.42 + }, + { + "date": "2022-10-10", + "equity": 9900.96, + "return_pct": -0.96 + }, + { + "date": "2022-10-11", + "equity": 9866.85, + "return_pct": -1.3 + }, + { + "date": "2022-10-12", + "equity": 9839.74, + "return_pct": -1.57 + }, + { + "date": "2022-10-13", + "equity": 9828.62, + "return_pct": -1.69 + }, + { + "date": "2022-10-14", + "equity": 9745.79, + "return_pct": -2.51 + }, + { + "date": "2022-10-17", + "equity": 9774.05, + "return_pct": -2.23 + }, + { + "date": "2022-10-18", + "equity": 9796.95, + "return_pct": -2.0 + }, + { + "date": "2022-10-19", + "equity": 9870.03, + "return_pct": -1.27 + }, + { + "date": "2022-10-20", + "equity": 9853.44, + "return_pct": -1.44 + }, + { + "date": "2022-10-21", + "equity": 10039.81, + "return_pct": 0.43 + }, + { + "date": "2022-10-24", + "equity": 10075.66, + "return_pct": 0.79 + }, + { + "date": "2022-10-25", + "equity": 10104.99, + "return_pct": 1.08 + }, + { + "date": "2022-10-26", + "equity": 10128.24, + "return_pct": 1.31 + }, + { + "date": "2022-10-27", + "equity": 10133.7, + "return_pct": 1.37 + }, + { + "date": "2022-10-28", + "equity": 10273.31, + "return_pct": 2.76 + }, + { + "date": "2022-10-31", + "equity": 10322.96, + "return_pct": 3.26 + }, + { + "date": "2022-11-01", + "equity": 10443.0, + "return_pct": 4.46 + }, + { + "date": "2022-11-02", + "equity": 10201.68, + "return_pct": 2.05 + }, + { + "date": "2022-11-03", + "equity": 10268.76, + "return_pct": 2.72 + }, + { + "date": "2022-11-04", + "equity": 10382.22, + "return_pct": 3.85 + }, + { + "date": "2022-11-07", + "equity": 10510.89, + "return_pct": 5.14 + }, + { + "date": "2022-11-08", + "equity": 10521.59, + "return_pct": 5.25 + }, + { + "date": "2022-11-09", + "equity": 10187.22, + "return_pct": 1.9 + }, + { + "date": "2022-11-10", + "equity": 10530.38, + "return_pct": 5.33 + }, + { + "date": "2022-11-11", + "equity": 10674.59, + "return_pct": 6.78 + }, + { + "date": "2022-11-14", + "equity": 10582.43, + "return_pct": 5.85 + }, + { + "date": "2022-11-15", + "equity": 10761.24, + "return_pct": 7.64 + }, + { + "date": "2022-11-16", + "equity": 10666.88, + "return_pct": 6.7 + }, + { + "date": "2022-11-17", + "equity": 10521.82, + "return_pct": 5.25 + }, + { + "date": "2022-11-18", + "equity": 10521.25, + "return_pct": 5.24 + }, + { + "date": "2022-11-21", + "equity": 10412.03, + "return_pct": 4.15 + }, + { + "date": "2022-11-22", + "equity": 10354.18, + "return_pct": 3.57 + }, + { + "date": "2022-11-23", + "equity": 10364.1, + "return_pct": 3.67 + }, + { + "date": "2022-11-25", + "equity": 10363.69, + "return_pct": 3.67 + }, + { + "date": "2022-11-28", + "equity": 10246.75, + "return_pct": 2.5 + }, + { + "date": "2022-11-29", + "equity": 10226.96, + "return_pct": 2.3 + }, + { + "date": "2022-11-30", + "equity": 10576.97, + "return_pct": 5.8 + }, + { + "date": "2022-12-01", + "equity": 10658.45, + "return_pct": 6.61 + }, + { + "date": "2022-12-02", + "equity": 10620.14, + "return_pct": 6.23 + }, + { + "date": "2022-12-05", + "equity": 10426.7, + "return_pct": 4.3 + }, + { + "date": "2022-12-06", + "equity": 10288.71, + "return_pct": 2.92 + }, + { + "date": "2022-12-07", + "equity": 10228.46, + "return_pct": 2.31 + }, + { + "date": "2022-12-08", + "equity": 10333.3, + "return_pct": 3.36 + }, + { + "date": "2022-12-09", + "equity": 10183.35, + "return_pct": 1.86 + }, + { + "date": "2022-12-12", + "equity": 10240.45, + "return_pct": 2.43 + }, + { + "date": "2022-12-13", + "equity": 10252.85, + "return_pct": 2.56 + }, + { + "date": "2022-12-14", + "equity": 10242.11, + "return_pct": 2.45 + }, + { + "date": "2022-12-15", + "equity": 10167.92, + "return_pct": 1.71 + }, + { + "date": "2022-12-16", + "equity": 10112.05, + "return_pct": 1.15 + }, + { + "date": "2022-12-19", + "equity": 10029.11, + "return_pct": 0.32 + }, + { + "date": "2022-12-20", + "equity": 10050.42, + "return_pct": 0.53 + }, + { + "date": "2022-12-21", + "equity": 10100.52, + "return_pct": 1.03 + }, + { + "date": "2022-12-22", + "equity": 10050.12, + "return_pct": 0.53 + }, + { + "date": "2022-12-23", + "equity": 10065.5, + "return_pct": 0.68 + }, + { + "date": "2022-12-27", + "equity": 10116.87, + "return_pct": 1.2 + }, + { + "date": "2022-12-28", + "equity": 10020.02, + "return_pct": 0.23 + }, + { + "date": "2022-12-29", + "equity": 10079.81, + "return_pct": 0.83 + }, + { + "date": "2022-12-30", + "equity": 10089.3, + "return_pct": 0.92 + }, + { + "date": "2023-01-03", + "equity": 10034.83, + "return_pct": 0.38 + }, + { + "date": "2023-01-04", + "equity": 10001.93, + "return_pct": 0.05 + }, + { + "date": "2023-01-05", + "equity": 10038.23, + "return_pct": 0.41 + }, + { + "date": "2023-01-06", + "equity": 10143.69, + "return_pct": 1.47 + }, + { + "date": "2023-01-09", + "equity": 10167.46, + "return_pct": 1.7 + }, + { + "date": "2023-01-10", + "equity": 10240.41, + "return_pct": 2.43 + }, + { + "date": "2023-01-11", + "equity": 10339.22, + "return_pct": 3.42 + }, + { + "date": "2023-01-12", + "equity": 10462.66, + "return_pct": 4.66 + }, + { + "date": "2023-01-13", + "equity": 10471.03, + "return_pct": 4.74 + }, + { + "date": "2023-01-17", + "equity": 10430.35, + "return_pct": 4.33 + }, + { + "date": "2023-01-18", + "equity": 10312.83, + "return_pct": 3.16 + }, + { + "date": "2023-01-19", + "equity": 10264.52, + "return_pct": 2.67 + }, + { + "date": "2023-01-20", + "equity": 10457.52, + "return_pct": 4.61 + }, + { + "date": "2023-01-23", + "equity": 10629.13, + "return_pct": 6.32 + }, + { + "date": "2023-01-24", + "equity": 10384.81, + "return_pct": 3.88 + }, + { + "date": "2023-01-25", + "equity": 10477.59, + "return_pct": 4.81 + }, + { + "date": "2023-01-26", + "equity": 10531.31, + "return_pct": 5.34 + }, + { + "date": "2023-01-27", + "equity": 10508.78, + "return_pct": 5.12 + }, + { + "date": "2023-01-30", + "equity": 10265.76, + "return_pct": 2.69 + }, + { + "date": "2023-01-31", + "equity": 10481.41, + "return_pct": 4.84 + }, + { + "date": "2023-02-01", + "equity": 10591.62, + "return_pct": 5.95 + }, + { + "date": "2023-02-02", + "equity": 10570.08, + "return_pct": 5.73 + }, + { + "date": "2023-02-03", + "equity": 10387.14, + "return_pct": 3.9 + }, + { + "date": "2023-02-06", + "equity": 10351.69, + "return_pct": 3.55 + }, + { + "date": "2023-02-07", + "equity": 10450.01, + "return_pct": 4.53 + }, + { + "date": "2023-02-08", + "equity": 10373.09, + "return_pct": 3.76 + }, + { + "date": "2023-02-09", + "equity": 10687.03, + "return_pct": 6.9 + }, + { + "date": "2023-02-10", + "equity": 10620.3, + "return_pct": 6.23 + }, + { + "date": "2023-02-13", + "equity": 10707.84, + "return_pct": 7.11 + }, + { + "date": "2023-02-14", + "equity": 10766.21, + "return_pct": 7.69 + }, + { + "date": "2023-02-15", + "equity": 10693.94, + "return_pct": 6.97 + }, + { + "date": "2023-02-16", + "equity": 10546.58, + "return_pct": 5.5 + }, + { + "date": "2023-02-17", + "equity": 10437.48, + "return_pct": 4.4 + }, + { + "date": "2023-02-21", + "equity": 10257.58, + "return_pct": 2.6 + }, + { + "date": "2023-02-22", + "equity": 10328.4, + "return_pct": 3.31 + }, + { + "date": "2023-02-23", + "equity": 10384.93, + "return_pct": 3.88 + }, + { + "date": "2023-02-24", + "equity": 10379.03, + "return_pct": 3.82 + }, + { + "date": "2023-02-27", + "equity": 10417.6, + "return_pct": 4.21 + }, + { + "date": "2023-02-28", + "equity": 10487.85, + "return_pct": 4.91 + }, + { + "date": "2023-03-01", + "equity": 10598.04, + "return_pct": 6.01 + }, + { + "date": "2023-03-02", + "equity": 10702.84, + "return_pct": 7.06 + }, + { + "date": "2023-03-03", + "equity": 10883.5, + "return_pct": 8.87 + }, + { + "date": "2023-03-06", + "equity": 10755.26, + "return_pct": 7.58 + }, + { + "date": "2023-03-07", + "equity": 10632.78, + "return_pct": 6.36 + }, + { + "date": "2023-03-08", + "equity": 10614.81, + "return_pct": 6.18 + }, + { + "date": "2023-03-09", + "equity": 10412.32, + "return_pct": 4.15 + }, + { + "date": "2023-03-10", + "equity": 10313.11, + "return_pct": 3.16 + }, + { + "date": "2023-03-13", + "equity": 10300.41, + "return_pct": 3.03 + }, + { + "date": "2023-03-14", + "equity": 10346.52, + "return_pct": 3.49 + }, + { + "date": "2023-03-15", + "equity": 10255.23, + "return_pct": 2.58 + }, + { + "date": "2023-03-16", + "equity": 10251.13, + "return_pct": 2.54 + }, + { + "date": "2023-03-17", + "equity": 10204.13, + "return_pct": 2.07 + }, + { + "date": "2023-03-20", + "equity": 10202.4, + "return_pct": 2.05 + }, + { + "date": "2023-03-21", + "equity": 10250.54, + "return_pct": 2.53 + }, + { + "date": "2023-03-22", + "equity": 10200.54, + "return_pct": 2.03 + }, + { + "date": "2023-03-23", + "equity": 10260.61, + "return_pct": 2.64 + }, + { + "date": "2023-03-24", + "equity": 10318.69, + "return_pct": 3.22 + }, + { + "date": "2023-03-27", + "equity": 10152.55, + "return_pct": 1.55 + }, + { + "date": "2023-03-28", + "equity": 10138.35, + "return_pct": 1.41 + }, + { + "date": "2023-03-29", + "equity": 10194.19, + "return_pct": 1.97 + }, + { + "date": "2023-03-30", + "equity": 10209.97, + "return_pct": 2.13 + }, + { + "date": "2023-03-31", + "equity": 10378.63, + "return_pct": 3.82 + }, + { + "date": "2023-04-03", + "equity": 10322.65, + "return_pct": 3.26 + }, + { + "date": "2023-04-04", + "equity": 10234.39, + "return_pct": 2.37 + }, + { + "date": "2023-04-05", + "equity": 10317.72, + "return_pct": 3.21 + }, + { + "date": "2023-04-06", + "equity": 10360.98, + "return_pct": 3.64 + }, + { + "date": "2023-04-10", + "equity": 10385.51, + "return_pct": 3.88 + }, + { + "date": "2023-04-11", + "equity": 10468.61, + "return_pct": 4.72 + }, + { + "date": "2023-04-12", + "equity": 10446.17, + "return_pct": 4.49 + }, + { + "date": "2023-04-13", + "equity": 10537.38, + "return_pct": 5.4 + }, + { + "date": "2023-04-14", + "equity": 10515.15, + "return_pct": 5.18 + }, + { + "date": "2023-04-17", + "equity": 10501.95, + "return_pct": 5.05 + }, + { + "date": "2023-04-18", + "equity": 10563.08, + "return_pct": 5.66 + }, + { + "date": "2023-04-19", + "equity": 10568.0, + "return_pct": 5.71 + }, + { + "date": "2023-04-20", + "equity": 10670.27, + "return_pct": 6.73 + }, + { + "date": "2023-04-21", + "equity": 10701.08, + "return_pct": 7.04 + }, + { + "date": "2023-04-24", + "equity": 10728.6, + "return_pct": 7.32 + }, + { + "date": "2023-04-25", + "equity": 10554.72, + "return_pct": 5.58 + }, + { + "date": "2023-04-26", + "equity": 10360.39, + "return_pct": 3.63 + }, + { + "date": "2023-04-27", + "equity": 10547.45, + "return_pct": 5.5 + }, + { + "date": "2023-04-28", + "equity": 10585.24, + "return_pct": 5.88 + }, + { + "date": "2023-05-01", + "equity": 10496.77, + "return_pct": 5.0 + }, + { + "date": "2023-05-02", + "equity": 10442.95, + "return_pct": 4.46 + }, + { + "date": "2023-05-03", + "equity": 10431.74, + "return_pct": 4.35 + }, + { + "date": "2023-05-04", + "equity": 10475.29, + "return_pct": 4.78 + }, + { + "date": "2023-05-05", + "equity": 10534.01, + "return_pct": 5.37 + }, + { + "date": "2023-05-08", + "equity": 10564.48, + "return_pct": 5.67 + }, + { + "date": "2023-05-09", + "equity": 10480.99, + "return_pct": 4.84 + }, + { + "date": "2023-05-10", + "equity": 10596.39, + "return_pct": 5.99 + }, + { + "date": "2023-05-11", + "equity": 10493.95, + "return_pct": 4.97 + }, + { + "date": "2023-05-12", + "equity": 10467.74, + "return_pct": 4.71 + }, + { + "date": "2023-05-15", + "equity": 10478.33, + "return_pct": 4.81 + }, + { + "date": "2023-05-16", + "equity": 10407.68, + "return_pct": 4.11 + }, + { + "date": "2023-05-17", + "equity": 10603.42, + "return_pct": 6.06 + }, + { + "date": "2023-05-18", + "equity": 11004.56, + "return_pct": 10.08 + }, + { + "date": "2023-05-19", + "equity": 10961.86, + "return_pct": 9.65 + }, + { + "date": "2023-05-22", + "equity": 11013.15, + "return_pct": 10.16 + }, + { + "date": "2023-05-23", + "equity": 10983.91, + "return_pct": 9.87 + }, + { + "date": "2023-05-24", + "equity": 10848.0, + "return_pct": 8.51 + }, + { + "date": "2023-05-25", + "equity": 11477.53, + "return_pct": 14.81 + }, + { + "date": "2023-05-26", + "equity": 11699.08, + "return_pct": 17.02 + }, + { + "date": "2023-05-30", + "equity": 11972.05, + "return_pct": 19.75 + }, + { + "date": "2023-05-31", + "equity": 11835.17, + "return_pct": 18.39 + }, + { + "date": "2023-06-01", + "equity": 12184.97, + "return_pct": 21.88 + }, + { + "date": "2023-06-02", + "equity": 12214.83, + "return_pct": 22.18 + }, + { + "date": "2023-06-05", + "equity": 12352.01, + "return_pct": 23.56 + }, + { + "date": "2023-06-06", + "equity": 12278.67, + "return_pct": 22.82 + }, + { + "date": "2023-06-07", + "equity": 11942.53, + "return_pct": 19.46 + }, + { + "date": "2023-06-08", + "equity": 12172.24, + "return_pct": 21.76 + }, + { + "date": "2023-06-09", + "equity": 12216.02, + "return_pct": 22.19 + }, + { + "date": "2023-06-12", + "equity": 12430.71, + "return_pct": 24.34 + }, + { + "date": "2023-06-13", + "equity": 12780.97, + "return_pct": 27.85 + }, + { + "date": "2023-06-14", + "equity": 12844.4, + "return_pct": 28.48 + }, + { + "date": "2023-06-15", + "equity": 13147.84, + "return_pct": 31.52 + }, + { + "date": "2023-06-16", + "equity": 13013.81, + "return_pct": 30.18 + }, + { + "date": "2023-06-20", + "equity": 12837.89, + "return_pct": 28.42 + }, + { + "date": "2023-06-21", + "equity": 12736.36, + "return_pct": 27.4 + }, + { + "date": "2023-06-22", + "equity": 12691.22, + "return_pct": 26.95 + }, + { + "date": "2023-06-23", + "equity": 12527.63, + "return_pct": 25.31 + }, + { + "date": "2023-06-26", + "equity": 12329.13, + "return_pct": 23.33 + }, + { + "date": "2023-06-27", + "equity": 12646.73, + "return_pct": 26.5 + }, + { + "date": "2023-06-28", + "equity": 12773.23, + "return_pct": 27.77 + }, + { + "date": "2023-06-29", + "equity": 12796.67, + "return_pct": 28.0 + }, + { + "date": "2023-06-30", + "equity": 12915.46, + "return_pct": 29.19 + }, + { + "date": "2023-07-03", + "equity": 13117.91, + "return_pct": 31.22 + }, + { + "date": "2023-07-05", + "equity": 13029.57, + "return_pct": 30.33 + }, + { + "date": "2023-07-06", + "equity": 12789.21, + "return_pct": 27.93 + }, + { + "date": "2023-07-07", + "equity": 13090.65, + "return_pct": 30.94 + }, + { + "date": "2023-07-10", + "equity": 13504.14, + "return_pct": 35.08 + }, + { + "date": "2023-07-11", + "equity": 13777.18, + "return_pct": 37.81 + }, + { + "date": "2023-07-12", + "equity": 14030.75, + "return_pct": 40.35 + }, + { + "date": "2023-07-13", + "equity": 14388.9, + "return_pct": 43.93 + }, + { + "date": "2023-07-14", + "equity": 14365.97, + "return_pct": 43.7 + }, + { + "date": "2023-07-17", + "equity": 14379.14, + "return_pct": 43.83 + }, + { + "date": "2023-07-18", + "equity": 14441.28, + "return_pct": 44.45 + }, + { + "date": "2023-07-19", + "equity": 14878.36, + "return_pct": 48.83 + }, + { + "date": "2023-07-20", + "equity": 14362.98, + "return_pct": 43.67 + }, + { + "date": "2023-07-21", + "equity": 14256.11, + "return_pct": 42.6 + }, + { + "date": "2023-07-24", + "equity": 14191.55, + "return_pct": 41.96 + }, + { + "date": "2023-07-25", + "equity": 14262.4, + "return_pct": 42.66 + }, + { + "date": "2023-07-26", + "equity": 14261.0, + "return_pct": 42.65 + }, + { + "date": "2023-07-27", + "equity": 14094.02, + "return_pct": 40.98 + }, + { + "date": "2023-07-28", + "equity": 14468.29, + "return_pct": 44.72 + }, + { + "date": "2023-07-31", + "equity": 14608.76, + "return_pct": 46.13 + }, + { + "date": "2023-08-01", + "equity": 14461.21, + "return_pct": 44.65 + }, + { + "date": "2023-08-02", + "equity": 14968.85, + "return_pct": 49.73 + }, + { + "date": "2023-08-03", + "equity": 14993.56, + "return_pct": 49.98 + }, + { + "date": "2023-08-04", + "equity": 14885.63, + "return_pct": 48.9 + }, + { + "date": "2023-08-07", + "equity": 14949.13, + "return_pct": 49.53 + }, + { + "date": "2023-08-08", + "equity": 14936.29, + "return_pct": 49.41 + }, + { + "date": "2023-08-09", + "equity": 14782.49, + "return_pct": 47.87 + }, + { + "date": "2023-08-10", + "equity": 14723.59, + "return_pct": 47.28 + }, + { + "date": "2023-08-11", + "equity": 14702.82, + "return_pct": 47.07 + }, + { + "date": "2023-08-14", + "equity": 14593.3, + "return_pct": 45.97 + }, + { + "date": "2023-08-15", + "equity": 14552.23, + "return_pct": 45.56 + }, + { + "date": "2023-08-16", + "equity": 14476.06, + "return_pct": 44.8 + }, + { + "date": "2023-08-17", + "equity": 14462.54, + "return_pct": 44.67 + }, + { + "date": "2023-08-18", + "equity": 14466.46, + "return_pct": 44.71 + }, + { + "date": "2023-08-21", + "equity": 14449.94, + "return_pct": 44.54 + }, + { + "date": "2023-08-22", + "equity": 14421.11, + "return_pct": 44.25 + }, + { + "date": "2023-08-23", + "equity": 14390.57, + "return_pct": 43.95 + }, + { + "date": "2023-08-24", + "equity": 14200.84, + "return_pct": 42.05 + }, + { + "date": "2023-08-25", + "equity": 14235.62, + "return_pct": 42.4 + }, + { + "date": "2023-08-28", + "equity": 14268.39, + "return_pct": 42.72 + }, + { + "date": "2023-08-29", + "equity": 14332.06, + "return_pct": 43.36 + }, + { + "date": "2023-08-30", + "equity": 14411.95, + "return_pct": 44.16 + }, + { + "date": "2023-08-31", + "equity": 14448.49, + "return_pct": 44.53 + }, + { + "date": "2023-09-01", + "equity": 14568.45, + "return_pct": 45.73 + }, + { + "date": "2023-09-05", + "equity": 14459.39, + "return_pct": 44.64 + }, + { + "date": "2023-09-06", + "equity": 14499.91, + "return_pct": 45.04 + }, + { + "date": "2023-09-07", + "equity": 14434.0, + "return_pct": 44.38 + }, + { + "date": "2023-09-08", + "equity": 14427.47, + "return_pct": 44.32 + }, + { + "date": "2023-09-11", + "equity": 14542.52, + "return_pct": 45.47 + }, + { + "date": "2023-09-12", + "equity": 14279.62, + "return_pct": 42.84 + }, + { + "date": "2023-09-13", + "equity": 14170.46, + "return_pct": 41.74 + }, + { + "date": "2023-09-14", + "equity": 14205.6, + "return_pct": 42.1 + }, + { + "date": "2023-09-15", + "equity": 13854.55, + "return_pct": 38.59 + }, + { + "date": "2023-09-18", + "equity": 13829.23, + "return_pct": 38.33 + }, + { + "date": "2023-09-19", + "equity": 13645.78, + "return_pct": 36.5 + }, + { + "date": "2023-09-20", + "equity": 13564.62, + "return_pct": 35.68 + }, + { + "date": "2023-09-21", + "equity": 13488.6, + "return_pct": 34.92 + }, + { + "date": "2023-09-22", + "equity": 13488.6, + "return_pct": 34.92 + }, + { + "date": "2023-09-25", + "equity": 13488.6, + "return_pct": 34.92 + }, + { + "date": "2023-09-26", + "equity": 13488.6, + "return_pct": 34.92 + }, + { + "date": "2023-09-27", + "equity": 13488.6, + "return_pct": 34.92 + }, + { + "date": "2023-09-28", + "equity": 13479.75, + "return_pct": 34.84 + }, + { + "date": "2023-09-29", + "equity": 13534.47, + "return_pct": 35.38 + }, + { + "date": "2023-10-02", + "equity": 13644.79, + "return_pct": 36.49 + }, + { + "date": "2023-10-03", + "equity": 13362.2, + "return_pct": 33.66 + }, + { + "date": "2023-10-04", + "equity": 13571.42, + "return_pct": 35.75 + }, + { + "date": "2023-10-05", + "equity": 13627.6, + "return_pct": 36.31 + }, + { + "date": "2023-10-06", + "equity": 13860.12, + "return_pct": 38.64 + }, + { + "date": "2023-10-09", + "equity": 14016.23, + "return_pct": 40.2 + }, + { + "date": "2023-10-10", + "equity": 14217.94, + "return_pct": 42.22 + }, + { + "date": "2023-10-11", + "equity": 14295.05, + "return_pct": 42.99 + }, + { + "date": "2023-10-12", + "equity": 14046.63, + "return_pct": 40.51 + }, + { + "date": "2023-10-13", + "equity": 13665.28, + "return_pct": 36.69 + }, + { + "date": "2023-10-16", + "equity": 13739.05, + "return_pct": 37.43 + }, + { + "date": "2023-10-17", + "equity": 13948.89, + "return_pct": 39.53 + }, + { + "date": "2023-10-18", + "equity": 13636.56, + "return_pct": 36.4 + }, + { + "date": "2023-10-19", + "equity": 13420.5, + "return_pct": 34.24 + }, + { + "date": "2023-10-20", + "equity": 13186.01, + "return_pct": 31.9 + }, + { + "date": "2023-10-23", + "equity": 13185.72, + "return_pct": 31.89 + }, + { + "date": "2023-10-24", + "equity": 13215.44, + "return_pct": 32.19 + }, + { + "date": "2023-10-25", + "equity": 13104.27, + "return_pct": 31.08 + }, + { + "date": "2023-10-26", + "equity": 13051.79, + "return_pct": 30.56 + }, + { + "date": "2023-10-27", + "equity": 12963.93, + "return_pct": 29.68 + }, + { + "date": "2023-10-30", + "equity": 13134.86, + "return_pct": 31.39 + }, + { + "date": "2023-10-31", + "equity": 13137.54, + "return_pct": 31.41 + }, + { + "date": "2023-11-01", + "equity": 13162.97, + "return_pct": 31.67 + }, + { + "date": "2023-11-02", + "equity": 13397.79, + "return_pct": 34.02 + }, + { + "date": "2023-11-03", + "equity": 13742.75, + "return_pct": 37.47 + }, + { + "date": "2023-11-06", + "equity": 13728.66, + "return_pct": 37.33 + }, + { + "date": "2023-11-07", + "equity": 13802.49, + "return_pct": 38.06 + }, + { + "date": "2023-11-08", + "equity": 13756.48, + "return_pct": 37.6 + }, + { + "date": "2023-11-09", + "equity": 13720.72, + "return_pct": 37.25 + }, + { + "date": "2023-11-10", + "equity": 14143.74, + "return_pct": 41.48 + }, + { + "date": "2023-11-13", + "equity": 14053.86, + "return_pct": 40.58 + }, + { + "date": "2023-11-14", + "equity": 14378.59, + "return_pct": 43.83 + }, + { + "date": "2023-11-15", + "equity": 14410.8, + "return_pct": 44.15 + }, + { + "date": "2023-11-16", + "equity": 14421.8, + "return_pct": 44.26 + }, + { + "date": "2023-11-17", + "equity": 14543.43, + "return_pct": 45.48 + }, + { + "date": "2023-11-20", + "equity": 14805.92, + "return_pct": 48.1 + }, + { + "date": "2023-11-21", + "equity": 14533.87, + "return_pct": 45.38 + }, + { + "date": "2023-11-22", + "equity": 14681.6, + "return_pct": 46.86 + }, + { + "date": "2023-11-24", + "equity": 14692.53, + "return_pct": 46.97 + }, + { + "date": "2023-11-27", + "equity": 14604.15, + "return_pct": 46.08 + }, + { + "date": "2023-11-28", + "equity": 14573.01, + "return_pct": 45.77 + }, + { + "date": "2023-11-29", + "equity": 14557.09, + "return_pct": 45.61 + }, + { + "date": "2023-11-30", + "equity": 14447.75, + "return_pct": 44.52 + }, + { + "date": "2023-12-01", + "equity": 14628.44, + "return_pct": 46.33 + }, + { + "date": "2023-12-04", + "equity": 14590.88, + "return_pct": 45.95 + }, + { + "date": "2023-12-05", + "equity": 14693.11, + "return_pct": 46.97 + }, + { + "date": "2023-12-06", + "equity": 14605.55, + "return_pct": 46.1 + }, + { + "date": "2023-12-07", + "equity": 14957.18, + "return_pct": 49.61 + }, + { + "date": "2023-12-08", + "equity": 15317.17, + "return_pct": 53.22 + }, + { + "date": "2023-12-11", + "equity": 15215.02, + "return_pct": 52.19 + }, + { + "date": "2023-12-12", + "equity": 15336.35, + "return_pct": 53.41 + }, + { + "date": "2023-12-13", + "equity": 15902.72, + "return_pct": 59.07 + }, + { + "date": "2023-12-14", + "equity": 16381.02, + "return_pct": 63.86 + }, + { + "date": "2023-12-15", + "equity": 16200.36, + "return_pct": 62.05 + }, + { + "date": "2023-12-18", + "equity": 16563.93, + "return_pct": 65.69 + }, + { + "date": "2023-12-19", + "equity": 16801.08, + "return_pct": 68.06 + }, + { + "date": "2023-12-20", + "equity": 16311.2, + "return_pct": 63.16 + }, + { + "date": "2023-12-21", + "equity": 16773.41, + "return_pct": 67.78 + }, + { + "date": "2023-12-22", + "equity": 16615.65, + "return_pct": 66.2 + }, + { + "date": "2023-12-26", + "equity": 16663.4, + "return_pct": 66.68 + }, + { + "date": "2023-12-27", + "equity": 16930.9, + "return_pct": 69.36 + }, + { + "date": "2023-12-28", + "equity": 16867.91, + "return_pct": 68.73 + }, + { + "date": "2023-12-29", + "equity": 16443.25, + "return_pct": 64.48 + }, + { + "date": "2024-01-02", + "equity": 15835.16, + "return_pct": 58.4 + }, + { + "date": "2024-01-03", + "equity": 15342.61, + "return_pct": 53.47 + }, + { + "date": "2024-01-04", + "equity": 15303.54, + "return_pct": 53.08 + }, + { + "date": "2024-01-05", + "equity": 15335.21, + "return_pct": 53.4 + }, + { + "date": "2024-01-08", + "equity": 15548.21, + "return_pct": 55.53 + }, + { + "date": "2024-01-09", + "equity": 15692.92, + "return_pct": 56.97 + }, + { + "date": "2024-01-10", + "equity": 15747.14, + "return_pct": 57.52 + }, + { + "date": "2024-01-11", + "equity": 15758.26, + "return_pct": 57.63 + }, + { + "date": "2024-01-12", + "equity": 15762.71, + "return_pct": 57.67 + }, + { + "date": "2024-01-16", + "equity": 15559.65, + "return_pct": 55.64 + }, + { + "date": "2024-01-17", + "equity": 15591.54, + "return_pct": 55.96 + }, + { + "date": "2024-01-18", + "equity": 15798.96, + "return_pct": 58.03 + }, + { + "date": "2024-01-19", + "equity": 16637.4, + "return_pct": 66.42 + }, + { + "date": "2024-01-22", + "equity": 17100.49, + "return_pct": 71.05 + }, + { + "date": "2024-01-23", + "equity": 17309.42, + "return_pct": 73.14 + }, + { + "date": "2024-01-24", + "equity": 17180.55, + "return_pct": 71.85 + }, + { + "date": "2024-01-25", + "equity": 17429.51, + "return_pct": 74.34 + }, + { + "date": "2024-01-26", + "equity": 16997.9, + "return_pct": 70.03 + }, + { + "date": "2024-01-29", + "equity": 17432.06, + "return_pct": 74.37 + }, + { + "date": "2024-01-30", + "equity": 17139.84, + "return_pct": 71.45 + }, + { + "date": "2024-01-31", + "equity": 17112.19, + "return_pct": 71.17 + }, + { + "date": "2024-02-01", + "equity": 17755.03, + "return_pct": 77.6 + }, + { + "date": "2024-02-02", + "equity": 17899.94, + "return_pct": 79.05 + }, + { + "date": "2024-02-05", + "equity": 18556.59, + "return_pct": 85.62 + }, + { + "date": "2024-02-06", + "equity": 18593.78, + "return_pct": 85.99 + }, + { + "date": "2024-02-07", + "equity": 18718.25, + "return_pct": 87.24 + }, + { + "date": "2024-02-08", + "equity": 18737.94, + "return_pct": 87.43 + }, + { + "date": "2024-02-09", + "equity": 19052.41, + "return_pct": 90.58 + }, + { + "date": "2024-02-12", + "equity": 19358.62, + "return_pct": 93.64 + }, + { + "date": "2024-02-13", + "equity": 19236.75, + "return_pct": 92.42 + }, + { + "date": "2024-02-14", + "equity": 20263.31, + "return_pct": 102.69 + }, + { + "date": "2024-02-15", + "equity": 20883.48, + "return_pct": 108.89 + }, + { + "date": "2024-02-16", + "equity": 20721.81, + "return_pct": 107.28 + }, + { + "date": "2024-02-20", + "equity": 20430.58, + "return_pct": 104.36 + }, + { + "date": "2024-02-21", + "equity": 19996.4, + "return_pct": 100.02 + }, + { + "date": "2024-02-22", + "equity": 20338.5, + "return_pct": 103.44 + }, + { + "date": "2024-02-23", + "equity": 20286.94, + "return_pct": 102.93 + }, + { + "date": "2024-02-26", + "equity": 20782.92, + "return_pct": 107.89 + }, + { + "date": "2024-02-27", + "equity": 21152.57, + "return_pct": 111.59 + }, + { + "date": "2024-02-28", + "equity": 20943.21, + "return_pct": 109.49 + }, + { + "date": "2024-02-29", + "equity": 21136.31, + "return_pct": 111.42 + }, + { + "date": "2024-03-01", + "equity": 21402.62, + "return_pct": 114.09 + }, + { + "date": "2024-03-04", + "equity": 21527.19, + "return_pct": 115.33 + }, + { + "date": "2024-03-05", + "equity": 21295.45, + "return_pct": 113.02 + }, + { + "date": "2024-03-06", + "equity": 21879.18, + "return_pct": 118.85 + }, + { + "date": "2024-03-07", + "equity": 22158.05, + "return_pct": 121.64 + }, + { + "date": "2024-03-08", + "equity": 22319.95, + "return_pct": 123.26 + }, + { + "date": "2024-03-11", + "equity": 21975.95, + "return_pct": 119.82 + }, + { + "date": "2024-03-12", + "equity": 22180.52, + "return_pct": 121.87 + }, + { + "date": "2024-03-13", + "equity": 22251.11, + "return_pct": 122.57 + }, + { + "date": "2024-03-14", + "equity": 21907.66, + "return_pct": 119.14 + }, + { + "date": "2024-03-15", + "equity": 21863.39, + "return_pct": 118.7 + }, + { + "date": "2024-03-18", + "equity": 22312.6, + "return_pct": 123.19 + }, + { + "date": "2024-03-19", + "equity": 22088.34, + "return_pct": 120.95 + }, + { + "date": "2024-03-20", + "equity": 22689.71, + "return_pct": 126.96 + }, + { + "date": "2024-03-21", + "equity": 22805.03, + "return_pct": 128.12 + }, + { + "date": "2024-03-22", + "equity": 22058.81, + "return_pct": 120.65 + }, + { + "date": "2024-03-25", + "equity": 22536.19, + "return_pct": 125.43 + }, + { + "date": "2024-03-26", + "equity": 22342.48, + "return_pct": 123.49 + }, + { + "date": "2024-03-27", + "equity": 21934.78, + "return_pct": 119.41 + }, + { + "date": "2024-03-28", + "equity": 21955.61, + "return_pct": 119.62 + }, + { + "date": "2024-04-01", + "equity": 22153.82, + "return_pct": 121.6 + }, + { + "date": "2024-04-02", + "equity": 22012.25, + "return_pct": 120.19 + }, + { + "date": "2024-04-03", + "equity": 22437.41, + "return_pct": 124.44 + }, + { + "date": "2024-04-04", + "equity": 22303.06, + "return_pct": 123.09 + }, + { + "date": "2024-04-05", + "equity": 22633.5, + "return_pct": 126.4 + }, + { + "date": "2024-04-08", + "equity": 22454.93, + "return_pct": 124.61 + }, + { + "date": "2024-04-09", + "equity": 22204.2, + "return_pct": 122.11 + }, + { + "date": "2024-04-10", + "equity": 21875.02, + "return_pct": 118.81 + }, + { + "date": "2024-04-11", + "equity": 21988.06, + "return_pct": 119.94 + }, + { + "date": "2024-04-12", + "equity": 21648.46, + "return_pct": 116.55 + }, + { + "date": "2024-04-15", + "equity": 21329.68, + "return_pct": 113.36 + }, + { + "date": "2024-04-16", + "equity": 21330.48, + "return_pct": 113.37 + }, + { + "date": "2024-04-17", + "equity": 21083.36, + "return_pct": 110.89 + }, + { + "date": "2024-04-18", + "equity": 21090.91, + "return_pct": 110.97 + }, + { + "date": "2024-04-19", + "equity": 20959.01, + "return_pct": 109.65 + }, + { + "date": "2024-04-22", + "equity": 20959.01, + "return_pct": 109.65 + }, + { + "date": "2024-04-23", + "equity": 20959.01, + "return_pct": 109.65 + }, + { + "date": "2024-04-24", + "equity": 20959.01, + "return_pct": 109.65 + }, + { + "date": "2024-04-25", + "equity": 20959.01, + "return_pct": 109.65 + }, + { + "date": "2024-04-26", + "equity": 20948.16, + "return_pct": 109.54 + }, + { + "date": "2024-04-29", + "equity": 21082.99, + "return_pct": 110.89 + }, + { + "date": "2024-04-30", + "equity": 20903.72, + "return_pct": 109.1 + }, + { + "date": "2024-05-01", + "equity": 20720.7, + "return_pct": 107.27 + }, + { + "date": "2024-05-02", + "equity": 20796.54, + "return_pct": 108.02 + }, + { + "date": "2024-05-03", + "equity": 20900.39, + "return_pct": 109.06 + }, + { + "date": "2024-05-06", + "equity": 21537.83, + "return_pct": 115.44 + }, + { + "date": "2024-05-07", + "equity": 21069.95, + "return_pct": 110.76 + }, + { + "date": "2024-05-08", + "equity": 20981.99, + "return_pct": 109.88 + }, + { + "date": "2024-05-09", + "equity": 21513.46, + "return_pct": 115.2 + }, + { + "date": "2024-05-10", + "equity": 21725.6, + "return_pct": 117.32 + }, + { + "date": "2024-05-13", + "equity": 21661.85, + "return_pct": 116.68 + }, + { + "date": "2024-05-14", + "equity": 21808.99, + "return_pct": 118.15 + }, + { + "date": "2024-05-15", + "equity": 22074.48, + "return_pct": 120.81 + }, + { + "date": "2024-05-16", + "equity": 22021.13, + "return_pct": 120.27 + }, + { + "date": "2024-05-17", + "equity": 22087.23, + "return_pct": 120.94 + }, + { + "date": "2024-05-20", + "equity": 22321.79, + "return_pct": 123.28 + }, + { + "date": "2024-05-21", + "equity": 21998.08, + "return_pct": 120.04 + }, + { + "date": "2024-05-22", + "equity": 21599.91, + "return_pct": 116.06 + }, + { + "date": "2024-05-23", + "equity": 21298.63, + "return_pct": 113.05 + }, + { + "date": "2024-05-24", + "equity": 21580.3, + "return_pct": 115.86 + }, + { + "date": "2024-05-28", + "equity": 21596.67, + "return_pct": 116.03 + }, + { + "date": "2024-05-29", + "equity": 21504.22, + "return_pct": 115.1 + }, + { + "date": "2024-05-30", + "equity": 21039.19, + "return_pct": 110.45 + }, + { + "date": "2024-05-31", + "equity": 20854.05, + "return_pct": 108.6 + }, + { + "date": "2024-06-03", + "equity": 20897.72, + "return_pct": 109.04 + }, + { + "date": "2024-06-04", + "equity": 20851.77, + "return_pct": 108.58 + }, + { + "date": "2024-06-05", + "equity": 21089.59, + "return_pct": 110.96 + }, + { + "date": "2024-06-06", + "equity": 21060.95, + "return_pct": 110.67 + }, + { + "date": "2024-06-07", + "equity": 21002.17, + "return_pct": 110.08 + }, + { + "date": "2024-06-10", + "equity": 21015.09, + "return_pct": 110.21 + }, + { + "date": "2024-06-11", + "equity": 21044.59, + "return_pct": 110.51 + }, + { + "date": "2024-06-12", + "equity": 21260.37, + "return_pct": 112.66 + }, + { + "date": "2024-06-13", + "equity": 21091.44, + "return_pct": 110.97 + }, + { + "date": "2024-06-14", + "equity": 21040.14, + "return_pct": 110.46 + }, + { + "date": "2024-06-17", + "equity": 21063.45, + "return_pct": 110.69 + }, + { + "date": "2024-06-18", + "equity": 20988.16, + "return_pct": 109.94 + }, + { + "date": "2024-06-20", + "equity": 20849.57, + "return_pct": 108.56 + }, + { + "date": "2024-06-21", + "equity": 20692.13, + "return_pct": 106.98 + }, + { + "date": "2024-06-24", + "equity": 20573.43, + "return_pct": 105.79 + }, + { + "date": "2024-06-25", + "equity": 20777.37, + "return_pct": 107.83 + }, + { + "date": "2024-06-26", + "equity": 20659.33, + "return_pct": 106.65 + }, + { + "date": "2024-06-27", + "equity": 20833.2, + "return_pct": 108.39 + }, + { + "date": "2024-06-28", + "equity": 20638.24, + "return_pct": 106.44 + }, + { + "date": "2024-07-01", + "equity": 20410.64, + "return_pct": 104.16 + }, + { + "date": "2024-07-02", + "equity": 20510.45, + "return_pct": 105.16 + }, + { + "date": "2024-07-03", + "equity": 20546.21, + "return_pct": 105.52 + }, + { + "date": "2024-07-05", + "equity": 20820.94, + "return_pct": 108.27 + }, + { + "date": "2024-07-08", + "equity": 20819.45, + "return_pct": 108.25 + }, + { + "date": "2024-07-09", + "equity": 20860.44, + "return_pct": 108.66 + }, + { + "date": "2024-07-10", + "equity": 21023.55, + "return_pct": 110.3 + }, + { + "date": "2024-07-11", + "equity": 21102.91, + "return_pct": 111.09 + }, + { + "date": "2024-07-12", + "equity": 21030.15, + "return_pct": 110.36 + }, + { + "date": "2024-07-15", + "equity": 21214.41, + "return_pct": 112.2 + }, + { + "date": "2024-07-16", + "equity": 21331.73, + "return_pct": 113.38 + }, + { + "date": "2024-07-17", + "equity": 20802.05, + "return_pct": 108.08 + }, + { + "date": "2024-07-18", + "equity": 20670.96, + "return_pct": 106.77 + }, + { + "date": "2024-07-19", + "equity": 20622.18, + "return_pct": 106.28 + }, + { + "date": "2024-07-22", + "equity": 20734.32, + "return_pct": 107.4 + }, + { + "date": "2024-07-23", + "equity": 20657.4, + "return_pct": 106.63 + }, + { + "date": "2024-07-24", + "equity": 20796.84, + "return_pct": 108.03 + }, + { + "date": "2024-07-25", + "equity": 20872.16, + "return_pct": 108.78 + }, + { + "date": "2024-07-26", + "equity": 20932.41, + "return_pct": 109.38 + }, + { + "date": "2024-07-29", + "equity": 20922.16, + "return_pct": 109.28 + }, + { + "date": "2024-07-30", + "equity": 20972.31, + "return_pct": 109.78 + }, + { + "date": "2024-07-31", + "equity": 21071.51, + "return_pct": 110.78 + }, + { + "date": "2024-08-01", + "equity": 20954.69, + "return_pct": 109.61 + }, + { + "date": "2024-08-02", + "equity": 20750.75, + "return_pct": 107.57 + }, + { + "date": "2024-08-05", + "equity": 20750.75, + "return_pct": 107.57 + }, + { + "date": "2024-08-06", + "equity": 20750.75, + "return_pct": 107.57 + }, + { + "date": "2024-08-07", + "equity": 20750.75, + "return_pct": 107.57 + } + ], + "benchmark_curve": [ + { + "date": "2022-07-06", + "equity": 10000.0, + "return_pct": 0.0 + }, + { + "date": "2022-07-07", + "equity": 10149.77, + "return_pct": 1.5 + }, + { + "date": "2022-07-08", + "equity": 10141.42, + "return_pct": 1.41 + }, + { + "date": "2022-07-11", + "equity": 10025.57, + "return_pct": 0.26 + }, + { + "date": "2022-07-12", + "equity": 9936.86, + "return_pct": -0.63 + }, + { + "date": "2022-07-13", + "equity": 9884.67, + "return_pct": -1.15 + }, + { + "date": "2022-07-14", + "equity": 9860.67, + "return_pct": -1.39 + }, + { + "date": "2022-07-15", + "equity": 10049.05, + "return_pct": 0.49 + }, + { + "date": "2022-07-18", + "equity": 9966.08, + "return_pct": -0.34 + }, + { + "date": "2022-07-19", + "equity": 10235.36, + "return_pct": 2.35 + }, + { + "date": "2022-07-20", + "equity": 10300.59, + "return_pct": 3.01 + }, + { + "date": "2022-07-21", + "equity": 10405.48, + "return_pct": 4.05 + }, + { + "date": "2022-07-22", + "equity": 10308.94, + "return_pct": 3.09 + }, + { + "date": "2022-07-25", + "equity": 10321.46, + "return_pct": 3.21 + }, + { + "date": "2022-07-26", + "equity": 10199.35, + "return_pct": 1.99 + }, + { + "date": "2022-07-27", + "equity": 10464.19, + "return_pct": 4.64 + }, + { + "date": "2022-07-28", + "equity": 10594.65, + "return_pct": 5.95 + }, + { + "date": "2022-07-29", + "equity": 10749.9, + "return_pct": 7.5 + }, + { + "date": "2022-08-01", + "equity": 10718.07, + "return_pct": 7.18 + }, + { + "date": "2022-08-02", + "equity": 10647.36, + "return_pct": 6.47 + }, + { + "date": "2022-08-03", + "equity": 10814.09, + "return_pct": 8.14 + }, + { + "date": "2022-08-04", + "equity": 10806.78, + "return_pct": 8.07 + }, + { + "date": "2022-08-05", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2022-08-08", + "equity": 10775.99, + "return_pct": 7.76 + }, + { + "date": "2022-08-09", + "equity": 10733.2, + "return_pct": 7.33 + }, + { + "date": "2022-08-10", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-11", + "equity": 10958.64, + "return_pct": 9.59 + }, + { + "date": "2022-08-12", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2022-08-15", + "equity": 11190.08, + "return_pct": 11.9 + }, + { + "date": "2022-08-16", + "equity": 11212.0, + "return_pct": 12.12 + }, + { + "date": "2022-08-17", + "equity": 11132.42, + "return_pct": 11.32 + }, + { + "date": "2022-08-18", + "equity": 11164.77, + "return_pct": 11.65 + }, + { + "date": "2022-08-19", + "equity": 11014.74, + "return_pct": 10.15 + }, + { + "date": "2022-08-22", + "equity": 10785.39, + "return_pct": 7.85 + }, + { + "date": "2022-08-23", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2022-08-24", + "equity": 10793.74, + "return_pct": 7.94 + }, + { + "date": "2022-08-25", + "equity": 10946.12, + "return_pct": 9.46 + }, + { + "date": "2022-08-26", + "equity": 10575.6, + "return_pct": 5.76 + }, + { + "date": "2022-08-29", + "equity": 10505.68, + "return_pct": 5.06 + }, + { + "date": "2022-08-30", + "equity": 10390.35, + "return_pct": 3.9 + }, + { + "date": "2022-08-31", + "equity": 10311.29, + "return_pct": 3.11 + }, + { + "date": "2022-09-01", + "equity": 10343.64, + "return_pct": 3.44 + }, + { + "date": "2022-09-02", + "equity": 10234.57, + "return_pct": 2.35 + }, + { + "date": "2022-09-06", + "equity": 10195.96, + "return_pct": 1.96 + }, + { + "date": "2022-09-07", + "equity": 10379.13, + "return_pct": 3.79 + }, + { + "date": "2022-09-08", + "equity": 10446.97, + "return_pct": 4.47 + }, + { + "date": "2022-09-09", + "equity": 10609.26, + "return_pct": 6.09 + }, + { + "date": "2022-09-12", + "equity": 10723.29, + "return_pct": 7.23 + }, + { + "date": "2022-09-13", + "equity": 10257.01, + "return_pct": 2.57 + }, + { + "date": "2022-09-14", + "equity": 10296.15, + "return_pct": 2.96 + }, + { + "date": "2022-09-15", + "equity": 10179.26, + "return_pct": 1.79 + }, + { + "date": "2022-09-16", + "equity": 10060.27, + "return_pct": 0.6 + }, + { + "date": "2022-09-19", + "equity": 10138.29, + "return_pct": 1.38 + }, + { + "date": "2022-09-20", + "equity": 10021.92, + "return_pct": 0.22 + }, + { + "date": "2022-09-21", + "equity": 9847.1, + "return_pct": -1.53 + }, + { + "date": "2022-09-22", + "equity": 9764.38, + "return_pct": -2.36 + }, + { + "date": "2022-09-23", + "equity": 9600.78, + "return_pct": -3.99 + }, + { + "date": "2022-09-26", + "equity": 9505.81, + "return_pct": -4.94 + }, + { + "date": "2022-09-27", + "equity": 9481.54, + "return_pct": -5.18 + }, + { + "date": "2022-09-28", + "equity": 9668.1, + "return_pct": -3.32 + }, + { + "date": "2022-09-29", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-09-30", + "equity": 9319.77, + "return_pct": -6.8 + }, + { + "date": "2022-10-03", + "equity": 9565.82, + "return_pct": -4.34 + }, + { + "date": "2022-10-04", + "equity": 9862.23, + "return_pct": -1.38 + }, + { + "date": "2022-10-05", + "equity": 9839.27, + "return_pct": -1.61 + }, + { + "date": "2022-10-06", + "equity": 9737.77, + "return_pct": -2.62 + }, + { + "date": "2022-10-07", + "equity": 9466.14, + "return_pct": -5.34 + }, + { + "date": "2022-10-10", + "equity": 9393.87, + "return_pct": -6.06 + }, + { + "date": "2022-10-11", + "equity": 9334.38, + "return_pct": -6.66 + }, + { + "date": "2022-10-12", + "equity": 9303.59, + "return_pct": -6.96 + }, + { + "date": "2022-10-13", + "equity": 9549.12, + "return_pct": -4.51 + }, + { + "date": "2022-10-14", + "equity": 9331.51, + "return_pct": -6.68 + }, + { + "date": "2022-10-17", + "equity": 9571.3, + "return_pct": -4.29 + }, + { + "date": "2022-10-18", + "equity": 9683.76, + "return_pct": -3.16 + }, + { + "date": "2022-10-19", + "equity": 9615.13, + "return_pct": -3.85 + }, + { + "date": "2022-10-20", + "equity": 9534.51, + "return_pct": -4.65 + }, + { + "date": "2022-10-21", + "equity": 9766.21, + "return_pct": -2.34 + }, + { + "date": "2022-10-24", + "equity": 9885.71, + "return_pct": -1.14 + }, + { + "date": "2022-10-25", + "equity": 10043.57, + "return_pct": 0.44 + }, + { + "date": "2022-10-26", + "equity": 9967.91, + "return_pct": -0.32 + }, + { + "date": "2022-10-27", + "equity": 9914.68, + "return_pct": -0.85 + }, + { + "date": "2022-10-28", + "equity": 10150.55, + "return_pct": 1.51 + }, + { + "date": "2022-10-31", + "equity": 10077.23, + "return_pct": 0.77 + }, + { + "date": "2022-11-01", + "equity": 10033.14, + "return_pct": 0.33 + }, + { + "date": "2022-11-02", + "equity": 9781.34, + "return_pct": -2.19 + }, + { + "date": "2022-11-03", + "equity": 9680.63, + "return_pct": -3.19 + }, + { + "date": "2022-11-04", + "equity": 9819.96, + "return_pct": -1.8 + }, + { + "date": "2022-11-07", + "equity": 9913.89, + "return_pct": -0.86 + }, + { + "date": "2022-11-08", + "equity": 9967.38, + "return_pct": -0.33 + }, + { + "date": "2022-11-09", + "equity": 9762.04, + "return_pct": -2.38 + }, + { + "date": "2022-11-10", + "equity": 10298.5, + "return_pct": 2.98 + }, + { + "date": "2022-11-11", + "equity": 10398.17, + "return_pct": 3.98 + }, + { + "date": "2022-11-14", + "equity": 10309.72, + "return_pct": 3.1 + }, + { + "date": "2022-11-15", + "equity": 10397.65, + "return_pct": 3.98 + }, + { + "date": "2022-11-16", + "equity": 10318.33, + "return_pct": 3.18 + }, + { + "date": "2022-11-17", + "equity": 10286.76, + "return_pct": 2.87 + }, + { + "date": "2022-11-18", + "equity": 10333.46, + "return_pct": 3.33 + }, + { + "date": "2022-11-21", + "equity": 10295.89, + "return_pct": 2.96 + }, + { + "date": "2022-11-22", + "equity": 10434.44, + "return_pct": 4.34 + }, + { + "date": "2022-11-23", + "equity": 10500.2, + "return_pct": 5.0 + }, + { + "date": "2022-11-25", + "equity": 10497.85, + "return_pct": 4.98 + }, + { + "date": "2022-11-28", + "equity": 10330.33, + "return_pct": 3.3 + }, + { + "date": "2022-11-29", + "equity": 10312.59, + "return_pct": 3.13 + }, + { + "date": "2022-11-30", + "equity": 10637.44, + "return_pct": 6.37 + }, + { + "date": "2022-12-01", + "equity": 10629.62, + "return_pct": 6.3 + }, + { + "date": "2022-12-02", + "equity": 10617.35, + "return_pct": 6.17 + }, + { + "date": "2022-12-05", + "equity": 10426.35, + "return_pct": 4.26 + }, + { + "date": "2022-12-06", + "equity": 10276.06, + "return_pct": 2.76 + }, + { + "date": "2022-12-07", + "equity": 10258.58, + "return_pct": 2.59 + }, + { + "date": "2022-12-08", + "equity": 10338.94, + "return_pct": 3.39 + }, + { + "date": "2022-12-09", + "equity": 10261.71, + "return_pct": 2.62 + }, + { + "date": "2022-12-12", + "equity": 10409.65, + "return_pct": 4.1 + }, + { + "date": "2022-12-13", + "equity": 10488.45, + "return_pct": 4.88 + }, + { + "date": "2022-12-14", + "equity": 10421.4, + "return_pct": 4.21 + }, + { + "date": "2022-12-15", + "equity": 10166.47, + "return_pct": 1.66 + }, + { + "date": "2022-12-16", + "equity": 10000.52, + "return_pct": 0.01 + }, + { + "date": "2022-12-19", + "equity": 9915.72, + "return_pct": -0.84 + }, + { + "date": "2022-12-20", + "equity": 9929.29, + "return_pct": -0.71 + }, + { + "date": "2022-12-21", + "equity": 10077.76, + "return_pct": 0.78 + }, + { + "date": "2022-12-22", + "equity": 9933.99, + "return_pct": -0.66 + }, + { + "date": "2022-12-23", + "equity": 9991.13, + "return_pct": -0.09 + }, + { + "date": "2022-12-27", + "equity": 9951.73, + "return_pct": -0.48 + }, + { + "date": "2022-12-28", + "equity": 9828.05, + "return_pct": -1.72 + }, + { + "date": "2022-12-29", + "equity": 10004.96, + "return_pct": 0.05 + }, + { + "date": "2022-12-30", + "equity": 9978.6, + "return_pct": -0.21 + }, + { + "date": "2023-01-03", + "equity": 9936.59, + "return_pct": -0.63 + }, + { + "date": "2023-01-04", + "equity": 10013.31, + "return_pct": 0.13 + }, + { + "date": "2023-01-05", + "equity": 9899.02, + "return_pct": -1.01 + }, + { + "date": "2023-01-06", + "equity": 10126.03, + "return_pct": 1.26 + }, + { + "date": "2023-01-09", + "equity": 10120.29, + "return_pct": 1.2 + }, + { + "date": "2023-01-10", + "equity": 10191.26, + "return_pct": 1.91 + }, + { + "date": "2023-01-11", + "equity": 10320.16, + "return_pct": 3.2 + }, + { + "date": "2023-01-12", + "equity": 10357.73, + "return_pct": 3.58 + }, + { + "date": "2023-01-13", + "equity": 10397.91, + "return_pct": 3.98 + }, + { + "date": "2023-01-17", + "equity": 10378.86, + "return_pct": 3.79 + }, + { + "date": "2023-01-18", + "equity": 10215.0, + "return_pct": 2.15 + }, + { + "date": "2023-01-19", + "equity": 10140.64, + "return_pct": 1.41 + }, + { + "date": "2023-01-20", + "equity": 10329.55, + "return_pct": 3.3 + }, + { + "date": "2023-01-23", + "equity": 10453.49, + "return_pct": 4.53 + }, + { + "date": "2023-01-24", + "equity": 10442.27, + "return_pct": 4.42 + }, + { + "date": "2023-01-25", + "equity": 10446.18, + "return_pct": 4.46 + }, + { + "date": "2023-01-26", + "equity": 10560.99, + "return_pct": 5.61 + }, + { + "date": "2023-01-27", + "equity": 10585.26, + "return_pct": 5.85 + }, + { + "date": "2023-01-30", + "equity": 10452.45, + "return_pct": 4.52 + }, + { + "date": "2023-01-31", + "equity": 10606.13, + "return_pct": 6.06 + }, + { + "date": "2023-02-01", + "equity": 10718.85, + "return_pct": 7.19 + }, + { + "date": "2023-02-02", + "equity": 10874.89, + "return_pct": 8.75 + }, + { + "date": "2023-02-03", + "equity": 10759.3, + "return_pct": 7.59 + }, + { + "date": "2023-02-06", + "equity": 10693.54, + "return_pct": 6.94 + }, + { + "date": "2023-02-07", + "equity": 10833.4, + "return_pct": 8.33 + }, + { + "date": "2023-02-08", + "equity": 10714.94, + "return_pct": 7.15 + }, + { + "date": "2023-02-09", + "equity": 10622.05, + "return_pct": 6.22 + }, + { + "date": "2023-02-10", + "equity": 10646.84, + "return_pct": 6.47 + }, + { + "date": "2023-02-13", + "equity": 10771.82, + "return_pct": 7.72 + }, + { + "date": "2023-02-14", + "equity": 10766.86, + "return_pct": 7.67 + }, + { + "date": "2023-02-15", + "equity": 10801.83, + "return_pct": 8.02 + }, + { + "date": "2023-02-16", + "equity": 10653.1, + "return_pct": 6.53 + }, + { + "date": "2023-02-17", + "equity": 10626.48, + "return_pct": 6.26 + }, + { + "date": "2023-02-21", + "equity": 10413.31, + "return_pct": 4.13 + }, + { + "date": "2023-02-22", + "equity": 10398.96, + "return_pct": 3.99 + }, + { + "date": "2023-02-23", + "equity": 10454.27, + "return_pct": 4.54 + }, + { + "date": "2023-02-24", + "equity": 10342.6, + "return_pct": 3.43 + }, + { + "date": "2023-02-27", + "equity": 10377.82, + "return_pct": 3.78 + }, + { + "date": "2023-02-28", + "equity": 10339.47, + "return_pct": 3.39 + }, + { + "date": "2023-03-01", + "equity": 10299.8, + "return_pct": 3.0 + }, + { + "date": "2023-03-02", + "equity": 10379.91, + "return_pct": 3.8 + }, + { + "date": "2023-03-03", + "equity": 10546.38, + "return_pct": 5.46 + }, + { + "date": "2023-03-06", + "equity": 10553.69, + "return_pct": 5.54 + }, + { + "date": "2023-03-07", + "equity": 10391.91, + "return_pct": 3.92 + }, + { + "date": "2023-03-08", + "equity": 10408.87, + "return_pct": 4.09 + }, + { + "date": "2023-03-09", + "equity": 10216.83, + "return_pct": 2.17 + }, + { + "date": "2023-03-10", + "equity": 10069.41, + "return_pct": 0.69 + }, + { + "date": "2023-03-13", + "equity": 10055.06, + "return_pct": 0.55 + }, + { + "date": "2023-03-14", + "equity": 10221.27, + "return_pct": 2.21 + }, + { + "date": "2023-03-15", + "equity": 10157.34, + "return_pct": 1.57 + }, + { + "date": "2023-03-16", + "equity": 10335.55, + "return_pct": 3.36 + }, + { + "date": "2023-03-17", + "equity": 10175.86, + "return_pct": 1.76 + }, + { + "date": "2023-03-20", + "equity": 10273.71, + "return_pct": 2.74 + }, + { + "date": "2023-03-21", + "equity": 10408.61, + "return_pct": 4.09 + }, + { + "date": "2023-03-22", + "equity": 10231.18, + "return_pct": 2.31 + }, + { + "date": "2023-03-23", + "equity": 10258.84, + "return_pct": 2.59 + }, + { + "date": "2023-03-24", + "equity": 10326.16, + "return_pct": 3.26 + }, + { + "date": "2023-03-27", + "equity": 10345.47, + "return_pct": 3.45 + }, + { + "date": "2023-03-28", + "equity": 10322.24, + "return_pct": 3.22 + }, + { + "date": "2023-03-29", + "equity": 10472.28, + "return_pct": 4.72 + }, + { + "date": "2023-03-30", + "equity": 10533.59, + "return_pct": 5.34 + }, + { + "date": "2023-03-31", + "equity": 10682.06, + "return_pct": 6.82 + }, + { + "date": "2023-04-03", + "equity": 10722.77, + "return_pct": 7.23 + }, + { + "date": "2023-04-04", + "equity": 10663.27, + "return_pct": 6.63 + }, + { + "date": "2023-04-05", + "equity": 10635.36, + "return_pct": 6.35 + }, + { + "date": "2023-04-06", + "equity": 10676.84, + "return_pct": 6.77 + }, + { + "date": "2023-04-10", + "equity": 10687.8, + "return_pct": 6.88 + }, + { + "date": "2023-04-11", + "equity": 10690.67, + "return_pct": 6.91 + }, + { + "date": "2023-04-12", + "equity": 10647.1, + "return_pct": 6.47 + }, + { + "date": "2023-04-13", + "equity": 10788.52, + "return_pct": 7.89 + }, + { + "date": "2023-04-14", + "equity": 10762.17, + "return_pct": 7.62 + }, + { + "date": "2023-04-17", + "equity": 10800.78, + "return_pct": 8.01 + }, + { + "date": "2023-04-18", + "equity": 10807.83, + "return_pct": 8.08 + }, + { + "date": "2023-04-19", + "equity": 10806.0, + "return_pct": 8.06 + }, + { + "date": "2023-04-20", + "equity": 10747.03, + "return_pct": 7.47 + }, + { + "date": "2023-04-21", + "equity": 10755.38, + "return_pct": 7.55 + }, + { + "date": "2023-04-24", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-04-25", + "equity": 10595.69, + "return_pct": 5.96 + }, + { + "date": "2023-04-26", + "equity": 10550.82, + "return_pct": 5.51 + }, + { + "date": "2023-04-27", + "equity": 10760.86, + "return_pct": 7.61 + }, + { + "date": "2023-04-28", + "equity": 10852.71, + "return_pct": 8.53 + }, + { + "date": "2023-05-01", + "equity": 10841.75, + "return_pct": 8.42 + }, + { + "date": "2023-05-02", + "equity": 10719.9, + "return_pct": 7.2 + }, + { + "date": "2023-05-03", + "equity": 10646.31, + "return_pct": 6.46 + }, + { + "date": "2023-05-04", + "equity": 10570.91, + "return_pct": 5.71 + }, + { + "date": "2023-05-05", + "equity": 10766.6, + "return_pct": 7.67 + }, + { + "date": "2023-05-08", + "equity": 10769.47, + "return_pct": 7.69 + }, + { + "date": "2023-05-09", + "equity": 10722.24, + "return_pct": 7.22 + }, + { + "date": "2023-05-10", + "equity": 10772.34, + "return_pct": 7.72 + }, + { + "date": "2023-05-11", + "equity": 10753.56, + "return_pct": 7.54 + }, + { + "date": "2023-05-12", + "equity": 10739.47, + "return_pct": 7.39 + }, + { + "date": "2023-05-15", + "equity": 10776.52, + "return_pct": 7.77 + }, + { + "date": "2023-05-16", + "equity": 10704.5, + "return_pct": 7.05 + }, + { + "date": "2023-05-17", + "equity": 10834.44, + "return_pct": 8.34 + }, + { + "date": "2023-05-18", + "equity": 10938.81, + "return_pct": 9.39 + }, + { + "date": "2023-05-19", + "equity": 10922.9, + "return_pct": 9.23 + }, + { + "date": "2023-05-22", + "equity": 10927.33, + "return_pct": 9.27 + }, + { + "date": "2023-05-23", + "equity": 10804.7, + "return_pct": 8.05 + }, + { + "date": "2023-05-24", + "equity": 10726.42, + "return_pct": 7.26 + }, + { + "date": "2023-05-25", + "equity": 10819.31, + "return_pct": 8.19 + }, + { + "date": "2023-05-26", + "equity": 10959.43, + "return_pct": 9.59 + }, + { + "date": "2023-05-30", + "equity": 10963.6, + "return_pct": 9.64 + }, + { + "date": "2023-05-31", + "equity": 10902.8, + "return_pct": 9.03 + }, + { + "date": "2023-06-01", + "equity": 11006.39, + "return_pct": 10.06 + }, + { + "date": "2023-06-02", + "equity": 11165.56, + "return_pct": 11.66 + }, + { + "date": "2023-06-05", + "equity": 11144.16, + "return_pct": 11.44 + }, + { + "date": "2023-06-06", + "equity": 11168.43, + "return_pct": 11.68 + }, + { + "date": "2023-06-07", + "equity": 11129.81, + "return_pct": 11.3 + }, + { + "date": "2023-06-08", + "equity": 11197.13, + "return_pct": 11.97 + }, + { + "date": "2023-06-09", + "equity": 11217.22, + "return_pct": 12.17 + }, + { + "date": "2023-06-12", + "equity": 11318.98, + "return_pct": 13.19 + }, + { + "date": "2023-06-13", + "equity": 11393.61, + "return_pct": 13.94 + }, + { + "date": "2023-06-14", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-15", + "equity": 11548.6, + "return_pct": 15.49 + }, + { + "date": "2023-06-16", + "equity": 11466.67, + "return_pct": 14.67 + }, + { + "date": "2023-06-20", + "equity": 11407.18, + "return_pct": 14.07 + }, + { + "date": "2023-06-21", + "equity": 11348.73, + "return_pct": 13.49 + }, + { + "date": "2023-06-22", + "equity": 11389.69, + "return_pct": 13.9 + }, + { + "date": "2023-06-23", + "equity": 11303.59, + "return_pct": 13.04 + }, + { + "date": "2023-06-26", + "equity": 11257.4, + "return_pct": 12.57 + }, + { + "date": "2023-06-27", + "equity": 11380.82, + "return_pct": 13.81 + }, + { + "date": "2023-06-28", + "equity": 11386.56, + "return_pct": 13.87 + }, + { + "date": "2023-06-29", + "equity": 11431.44, + "return_pct": 14.31 + }, + { + "date": "2023-06-30", + "equity": 11566.34, + "return_pct": 15.66 + }, + { + "date": "2023-07-03", + "equity": 11579.65, + "return_pct": 15.8 + }, + { + "date": "2023-07-05", + "equity": 11562.43, + "return_pct": 15.62 + }, + { + "date": "2023-07-06", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-07", + "equity": 11442.92, + "return_pct": 14.43 + }, + { + "date": "2023-07-10", + "equity": 11471.89, + "return_pct": 14.72 + }, + { + "date": "2023-07-11", + "equity": 11544.94, + "return_pct": 15.45 + }, + { + "date": "2023-07-12", + "equity": 11637.83, + "return_pct": 16.38 + }, + { + "date": "2023-07-13", + "equity": 11730.2, + "return_pct": 17.3 + }, + { + "date": "2023-07-14", + "equity": 11722.9, + "return_pct": 17.23 + }, + { + "date": "2023-07-17", + "equity": 11763.6, + "return_pct": 17.64 + }, + { + "date": "2023-07-18", + "equity": 11851.01, + "return_pct": 18.51 + }, + { + "date": "2023-07-19", + "equity": 11877.36, + "return_pct": 18.77 + }, + { + "date": "2023-07-20", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-21", + "equity": 11798.56, + "return_pct": 17.99 + }, + { + "date": "2023-07-24", + "equity": 11851.27, + "return_pct": 18.51 + }, + { + "date": "2023-07-25", + "equity": 11883.63, + "return_pct": 18.84 + }, + { + "date": "2023-07-26", + "equity": 11885.45, + "return_pct": 18.85 + }, + { + "date": "2023-07-27", + "equity": 11806.65, + "return_pct": 18.07 + }, + { + "date": "2023-07-28", + "equity": 11922.24, + "return_pct": 19.22 + }, + { + "date": "2023-07-31", + "equity": 11944.94, + "return_pct": 19.45 + }, + { + "date": "2023-08-01", + "equity": 11910.76, + "return_pct": 19.11 + }, + { + "date": "2023-08-02", + "equity": 11745.08, + "return_pct": 17.45 + }, + { + "date": "2023-08-03", + "equity": 11711.42, + "return_pct": 17.11 + }, + { + "date": "2023-08-04", + "equity": 11658.45, + "return_pct": 16.58 + }, + { + "date": "2023-08-07", + "equity": 11760.21, + "return_pct": 17.6 + }, + { + "date": "2023-08-08", + "equity": 11709.07, + "return_pct": 17.09 + }, + { + "date": "2023-08-09", + "equity": 11630.79, + "return_pct": 16.31 + }, + { + "date": "2023-08-10", + "equity": 11634.96, + "return_pct": 16.35 + }, + { + "date": "2023-08-11", + "equity": 11628.18, + "return_pct": 16.28 + }, + { + "date": "2023-08-14", + "equity": 11692.37, + "return_pct": 16.92 + }, + { + "date": "2023-08-15", + "equity": 11556.16, + "return_pct": 15.56 + }, + { + "date": "2023-08-16", + "equity": 11471.36, + "return_pct": 14.71 + }, + { + "date": "2023-08-17", + "equity": 11383.95, + "return_pct": 13.84 + }, + { + "date": "2023-08-18", + "equity": 11389.43, + "return_pct": 13.89 + }, + { + "date": "2023-08-21", + "equity": 11463.54, + "return_pct": 14.64 + }, + { + "date": "2023-08-22", + "equity": 11432.49, + "return_pct": 14.32 + }, + { + "date": "2023-08-23", + "equity": 11559.82, + "return_pct": 15.6 + }, + { + "date": "2023-08-24", + "equity": 11399.61, + "return_pct": 14.0 + }, + { + "date": "2023-08-25", + "equity": 11479.97, + "return_pct": 14.8 + }, + { + "date": "2023-08-28", + "equity": 11552.77, + "return_pct": 15.53 + }, + { + "date": "2023-08-29", + "equity": 11719.77, + "return_pct": 17.2 + }, + { + "date": "2023-08-30", + "equity": 11768.04, + "return_pct": 17.68 + }, + { + "date": "2023-08-31", + "equity": 11750.82, + "return_pct": 17.51 + }, + { + "date": "2023-09-01", + "equity": 11772.73, + "return_pct": 17.73 + }, + { + "date": "2023-09-05", + "equity": 11721.85, + "return_pct": 17.22 + }, + { + "date": "2023-09-06", + "equity": 11643.05, + "return_pct": 16.43 + }, + { + "date": "2023-09-07", + "equity": 11607.31, + "return_pct": 16.07 + }, + { + "date": "2023-09-08", + "equity": 11624.79, + "return_pct": 16.25 + }, + { + "date": "2023-09-11", + "equity": 11701.24, + "return_pct": 17.01 + }, + { + "date": "2023-09-12", + "equity": 11637.05, + "return_pct": 16.37 + }, + { + "date": "2023-09-13", + "equity": 11650.62, + "return_pct": 16.51 + }, + { + "date": "2023-09-14", + "equity": 11751.08, + "return_pct": 17.51 + }, + { + "date": "2023-09-15", + "equity": 11568.69, + "return_pct": 15.69 + }, + { + "date": "2023-09-18", + "equity": 11575.47, + "return_pct": 15.75 + }, + { + "date": "2023-09-19", + "equity": 11551.47, + "return_pct": 15.51 + }, + { + "date": "2023-09-20", + "equity": 11445.27, + "return_pct": 14.45 + }, + { + "date": "2023-09-21", + "equity": 11256.1, + "return_pct": 12.56 + }, + { + "date": "2023-09-22", + "equity": 11230.79, + "return_pct": 12.31 + }, + { + "date": "2023-09-25", + "equity": 11278.02, + "return_pct": 12.78 + }, + { + "date": "2023-09-26", + "equity": 11112.33, + "return_pct": 11.12 + }, + { + "date": "2023-09-27", + "equity": 11116.76, + "return_pct": 11.17 + }, + { + "date": "2023-09-28", + "equity": 11181.21, + "return_pct": 11.81 + }, + { + "date": "2023-09-29", + "equity": 11154.08, + "return_pct": 11.54 + }, + { + "date": "2023-10-02", + "equity": 11149.64, + "return_pct": 11.5 + }, + { + "date": "2023-10-03", + "equity": 11000.39, + "return_pct": 10.0 + }, + { + "date": "2023-10-04", + "equity": 11080.5, + "return_pct": 10.8 + }, + { + "date": "2023-10-05", + "equity": 11076.32, + "return_pct": 10.76 + }, + { + "date": "2023-10-06", + "equity": 11207.83, + "return_pct": 12.08 + }, + { + "date": "2023-10-09", + "equity": 11279.58, + "return_pct": 12.8 + }, + { + "date": "2023-10-10", + "equity": 11338.29, + "return_pct": 13.38 + }, + { + "date": "2023-10-11", + "equity": 11384.74, + "return_pct": 13.85 + }, + { + "date": "2023-10-12", + "equity": 11315.33, + "return_pct": 13.15 + }, + { + "date": "2023-10-13", + "equity": 11258.97, + "return_pct": 12.59 + }, + { + "date": "2023-10-16", + "equity": 11377.43, + "return_pct": 13.77 + }, + { + "date": "2023-10-17", + "equity": 11376.91, + "return_pct": 13.77 + }, + { + "date": "2023-10-18", + "equity": 11225.31, + "return_pct": 12.25 + }, + { + "date": "2023-10-19", + "equity": 11126.68, + "return_pct": 11.27 + }, + { + "date": "2023-10-20", + "equity": 10989.95, + "return_pct": 9.9 + }, + { + "date": "2023-10-23", + "equity": 10970.91, + "return_pct": 9.71 + }, + { + "date": "2023-10-24", + "equity": 11053.62, + "return_pct": 10.54 + }, + { + "date": "2023-10-25", + "equity": 10894.98, + "return_pct": 8.95 + }, + { + "date": "2023-10-26", + "equity": 10764.51, + "return_pct": 7.65 + }, + { + "date": "2023-10-27", + "equity": 10715.72, + "return_pct": 7.16 + }, + { + "date": "2023-10-30", + "equity": 10843.84, + "return_pct": 8.44 + }, + { + "date": "2023-10-31", + "equity": 10911.94, + "return_pct": 9.12 + }, + { + "date": "2023-11-01", + "equity": 11028.31, + "return_pct": 10.28 + }, + { + "date": "2023-11-02", + "equity": 11239.66, + "return_pct": 12.4 + }, + { + "date": "2023-11-03", + "equity": 11342.2, + "return_pct": 13.42 + }, + { + "date": "2023-11-06", + "equity": 11368.3, + "return_pct": 13.68 + }, + { + "date": "2023-11-07", + "equity": 11400.65, + "return_pct": 14.01 + }, + { + "date": "2023-11-08", + "equity": 11409.0, + "return_pct": 14.09 + }, + { + "date": "2023-11-09", + "equity": 11320.03, + "return_pct": 13.2 + }, + { + "date": "2023-11-10", + "equity": 11496.67, + "return_pct": 14.97 + }, + { + "date": "2023-11-13", + "equity": 11485.71, + "return_pct": 14.86 + }, + { + "date": "2023-11-14", + "equity": 11708.55, + "return_pct": 17.09 + }, + { + "date": "2023-11-15", + "equity": 11733.33, + "return_pct": 17.33 + }, + { + "date": "2023-11-16", + "equity": 11747.68, + "return_pct": 17.48 + }, + { + "date": "2023-11-17", + "equity": 11762.3, + "return_pct": 17.62 + }, + { + "date": "2023-11-20", + "equity": 11852.84, + "return_pct": 18.53 + }, + { + "date": "2023-11-21", + "equity": 11827.01, + "return_pct": 18.27 + }, + { + "date": "2023-11-22", + "equity": 11872.67, + "return_pct": 18.73 + }, + { + "date": "2023-11-24", + "equity": 11879.97, + "return_pct": 18.8 + }, + { + "date": "2023-11-27", + "equity": 11858.58, + "return_pct": 18.59 + }, + { + "date": "2023-11-28", + "equity": 11870.32, + "return_pct": 18.7 + }, + { + "date": "2023-11-29", + "equity": 11861.97, + "return_pct": 18.62 + }, + { + "date": "2023-11-30", + "equity": 11908.68, + "return_pct": 19.09 + }, + { + "date": "2023-12-01", + "equity": 11979.13, + "return_pct": 19.79 + }, + { + "date": "2023-12-04", + "equity": 11916.24, + "return_pct": 19.16 + }, + { + "date": "2023-12-05", + "equity": 11913.89, + "return_pct": 19.14 + }, + { + "date": "2023-12-06", + "equity": 11865.88, + "return_pct": 18.66 + }, + { + "date": "2023-12-07", + "equity": 11956.43, + "return_pct": 19.56 + }, + { + "date": "2023-12-08", + "equity": 12007.83, + "return_pct": 20.08 + }, + { + "date": "2023-12-11", + "equity": 12054.53, + "return_pct": 20.55 + }, + { + "date": "2023-12-12", + "equity": 12109.59, + "return_pct": 21.1 + }, + { + "date": "2023-12-13", + "equity": 12276.58, + "return_pct": 22.77 + }, + { + "date": "2023-12-14", + "equity": 12315.98, + "return_pct": 23.16 + }, + { + "date": "2023-12-15", + "equity": 12246.05, + "return_pct": 22.46 + }, + { + "date": "2023-12-18", + "equity": 12314.94, + "return_pct": 23.15 + }, + { + "date": "2023-12-19", + "equity": 12389.82, + "return_pct": 23.9 + }, + { + "date": "2023-12-20", + "equity": 12218.13, + "return_pct": 22.18 + }, + { + "date": "2023-12-21", + "equity": 12333.99, + "return_pct": 23.34 + }, + { + "date": "2023-12-22", + "equity": 12358.77, + "return_pct": 23.59 + }, + { + "date": "2023-12-26", + "equity": 12410.96, + "return_pct": 24.11 + }, + { + "date": "2023-12-27", + "equity": 12433.4, + "return_pct": 24.33 + }, + { + "date": "2023-12-28", + "equity": 12438.1, + "return_pct": 24.38 + }, + { + "date": "2023-12-29", + "equity": 12402.09, + "return_pct": 24.02 + }, + { + "date": "2024-01-02", + "equity": 12332.68, + "return_pct": 23.33 + }, + { + "date": "2024-01-03", + "equity": 12231.96, + "return_pct": 22.32 + }, + { + "date": "2024-01-04", + "equity": 12192.56, + "return_pct": 21.93 + }, + { + "date": "2024-01-05", + "equity": 12209.26, + "return_pct": 22.09 + }, + { + "date": "2024-01-08", + "equity": 12383.56, + "return_pct": 23.84 + }, + { + "date": "2024-01-09", + "equity": 12364.77, + "return_pct": 23.65 + }, + { + "date": "2024-01-10", + "equity": 12434.7, + "return_pct": 24.35 + }, + { + "date": "2024-01-11", + "equity": 12429.22, + "return_pct": 24.29 + }, + { + "date": "2024-01-12", + "equity": 12437.83, + "return_pct": 24.38 + }, + { + "date": "2024-01-16", + "equity": 12392.17, + "return_pct": 23.92 + }, + { + "date": "2024-01-17", + "equity": 12323.29, + "return_pct": 23.23 + }, + { + "date": "2024-01-18", + "equity": 12432.88, + "return_pct": 24.33 + }, + { + "date": "2024-01-19", + "equity": 12587.87, + "return_pct": 25.88 + }, + { + "date": "2024-01-22", + "equity": 12614.48, + "return_pct": 26.14 + }, + { + "date": "2024-01-23", + "equity": 12651.27, + "return_pct": 26.51 + }, + { + "date": "2024-01-24", + "equity": 12665.1, + "return_pct": 26.65 + }, + { + "date": "2024-01-25", + "equity": 12733.99, + "return_pct": 27.34 + }, + { + "date": "2024-01-26", + "equity": 12717.81, + "return_pct": 27.18 + }, + { + "date": "2024-01-29", + "equity": 12818.53, + "return_pct": 28.19 + }, + { + "date": "2024-01-30", + "equity": 12808.61, + "return_pct": 28.09 + }, + { + "date": "2024-01-31", + "equity": 12599.61, + "return_pct": 26.0 + }, + { + "date": "2024-02-01", + "equity": 12764.51, + "return_pct": 27.65 + }, + { + "date": "2024-02-02", + "equity": 12898.89, + "return_pct": 28.99 + }, + { + "date": "2024-02-05", + "equity": 12851.92, + "return_pct": 28.52 + }, + { + "date": "2024-02-06", + "equity": 12889.24, + "return_pct": 28.89 + }, + { + "date": "2024-02-07", + "equity": 12996.74, + "return_pct": 29.97 + }, + { + "date": "2024-02-08", + "equity": 13002.48, + "return_pct": 30.02 + }, + { + "date": "2024-02-09", + "equity": 13077.63, + "return_pct": 30.78 + }, + { + "date": "2024-02-12", + "equity": 13071.89, + "return_pct": 30.72 + }, + { + "date": "2024-02-13", + "equity": 12891.85, + "return_pct": 28.92 + }, + { + "date": "2024-02-14", + "equity": 13009.0, + "return_pct": 30.09 + }, + { + "date": "2024-02-15", + "equity": 13098.76, + "return_pct": 30.99 + }, + { + "date": "2024-02-16", + "equity": 13033.53, + "return_pct": 30.34 + }, + { + "date": "2024-02-20", + "equity": 12961.77, + "return_pct": 29.62 + }, + { + "date": "2024-02-21", + "equity": 12973.52, + "return_pct": 29.74 + }, + { + "date": "2024-02-22", + "equity": 13242.01, + "return_pct": 32.42 + }, + { + "date": "2024-02-23", + "equity": 13251.14, + "return_pct": 32.51 + }, + { + "date": "2024-02-26", + "equity": 13202.61, + "return_pct": 32.03 + }, + { + "date": "2024-02-27", + "equity": 13227.14, + "return_pct": 32.27 + }, + { + "date": "2024-02-28", + "equity": 13209.65, + "return_pct": 32.1 + }, + { + "date": "2024-02-29", + "equity": 13257.14, + "return_pct": 32.57 + }, + { + "date": "2024-03-01", + "equity": 13381.6, + "return_pct": 33.82 + }, + { + "date": "2024-03-04", + "equity": 13367.25, + "return_pct": 33.67 + }, + { + "date": "2024-03-05", + "equity": 13233.66, + "return_pct": 32.34 + }, + { + "date": "2024-03-06", + "equity": 13300.72, + "return_pct": 33.01 + }, + { + "date": "2024-03-07", + "equity": 13432.75, + "return_pct": 34.33 + }, + { + "date": "2024-03-08", + "equity": 13352.12, + "return_pct": 33.52 + }, + { + "date": "2024-03-11", + "equity": 13340.64, + "return_pct": 33.41 + }, + { + "date": "2024-03-12", + "equity": 13484.15, + "return_pct": 34.84 + }, + { + "date": "2024-03-13", + "equity": 13463.01, + "return_pct": 34.63 + }, + { + "date": "2024-03-14", + "equity": 13436.4, + "return_pct": 34.36 + }, + { + "date": "2024-03-15", + "equity": 13302.8, + "return_pct": 33.03 + }, + { + "date": "2024-03-18", + "equity": 13381.87, + "return_pct": 33.82 + }, + { + "date": "2024-03-19", + "equity": 13456.23, + "return_pct": 34.56 + }, + { + "date": "2024-03-20", + "equity": 13580.69, + "return_pct": 35.81 + }, + { + "date": "2024-03-21", + "equity": 13625.57, + "return_pct": 36.26 + }, + { + "date": "2024-03-22", + "equity": 13599.74, + "return_pct": 36.0 + }, + { + "date": "2024-03-25", + "equity": 13562.17, + "return_pct": 35.62 + }, + { + "date": "2024-03-26", + "equity": 13537.12, + "return_pct": 35.37 + }, + { + "date": "2024-03-27", + "equity": 13650.88, + "return_pct": 36.51 + }, + { + "date": "2024-03-28", + "equity": 13648.27, + "return_pct": 36.48 + }, + { + "date": "2024-04-01", + "equity": 13624.53, + "return_pct": 36.25 + }, + { + "date": "2024-04-02", + "equity": 13537.9, + "return_pct": 35.38 + }, + { + "date": "2024-04-03", + "equity": 13552.77, + "return_pct": 35.53 + }, + { + "date": "2024-04-04", + "equity": 13387.35, + "return_pct": 33.87 + }, + { + "date": "2024-04-05", + "equity": 13527.2, + "return_pct": 35.27 + }, + { + "date": "2024-04-08", + "equity": 13534.77, + "return_pct": 35.35 + }, + { + "date": "2024-04-09", + "equity": 13550.42, + "return_pct": 35.5 + }, + { + "date": "2024-04-10", + "equity": 13414.74, + "return_pct": 34.15 + }, + { + "date": "2024-04-11", + "equity": 13515.98, + "return_pct": 35.16 + }, + { + "date": "2024-04-12", + "equity": 13329.42, + "return_pct": 33.29 + }, + { + "date": "2024-04-15", + "equity": 13162.43, + "return_pct": 31.62 + }, + { + "date": "2024-04-16", + "equity": 13138.42, + "return_pct": 31.38 + }, + { + "date": "2024-04-17", + "equity": 13060.67, + "return_pct": 30.61 + }, + { + "date": "2024-04-18", + "equity": 13033.79, + "return_pct": 30.34 + }, + { + "date": "2024-04-19", + "equity": 12920.03, + "return_pct": 29.2 + }, + { + "date": "2024-04-22", + "equity": 13039.01, + "return_pct": 30.39 + }, + { + "date": "2024-04-23", + "equity": 13193.74, + "return_pct": 31.94 + }, + { + "date": "2024-04-24", + "equity": 13187.48, + "return_pct": 31.87 + }, + { + "date": "2024-04-25", + "equity": 13137.38, + "return_pct": 31.37 + }, + { + "date": "2024-04-26", + "equity": 13261.84, + "return_pct": 32.62 + }, + { + "date": "2024-04-29", + "equity": 13308.81, + "return_pct": 33.09 + }, + { + "date": "2024-04-30", + "equity": 13097.98, + "return_pct": 30.98 + }, + { + "date": "2024-05-01", + "equity": 13055.45, + "return_pct": 30.55 + }, + { + "date": "2024-05-02", + "equity": 13177.56, + "return_pct": 31.78 + }, + { + "date": "2024-05-03", + "equity": 13340.9, + "return_pct": 33.41 + }, + { + "date": "2024-05-06", + "equity": 13478.67, + "return_pct": 34.79 + }, + { + "date": "2024-05-07", + "equity": 13493.54, + "return_pct": 34.94 + }, + { + "date": "2024-05-08", + "equity": 13494.85, + "return_pct": 34.95 + }, + { + "date": "2024-05-09", + "equity": 13572.6, + "return_pct": 35.73 + }, + { + "date": "2024-05-10", + "equity": 13590.08, + "return_pct": 35.9 + }, + { + "date": "2024-05-13", + "equity": 13591.91, + "return_pct": 35.92 + }, + { + "date": "2024-05-14", + "equity": 13654.27, + "return_pct": 36.54 + }, + { + "date": "2024-05-15", + "equity": 13823.35, + "return_pct": 38.23 + }, + { + "date": "2024-05-16", + "equity": 13794.91, + "return_pct": 37.95 + }, + { + "date": "2024-05-17", + "equity": 13814.74, + "return_pct": 38.15 + }, + { + "date": "2024-05-20", + "equity": 13830.66, + "return_pct": 38.31 + }, + { + "date": "2024-05-21", + "equity": 13864.58, + "return_pct": 38.65 + }, + { + "date": "2024-05-22", + "equity": 13824.66, + "return_pct": 38.25 + }, + { + "date": "2024-05-23", + "equity": 13723.68, + "return_pct": 37.24 + }, + { + "date": "2024-05-24", + "equity": 13814.48, + "return_pct": 38.14 + }, + { + "date": "2024-05-28", + "equity": 13824.14, + "return_pct": 38.24 + }, + { + "date": "2024-05-29", + "equity": 13727.33, + "return_pct": 37.27 + }, + { + "date": "2024-05-30", + "equity": 13636.27, + "return_pct": 36.36 + }, + { + "date": "2024-05-31", + "equity": 13760.47, + "return_pct": 37.6 + }, + { + "date": "2024-06-03", + "equity": 13771.69, + "return_pct": 37.72 + }, + { + "date": "2024-06-04", + "equity": 13787.08, + "return_pct": 37.87 + }, + { + "date": "2024-06-05", + "equity": 13950.95, + "return_pct": 39.51 + }, + { + "date": "2024-06-06", + "equity": 13950.68, + "return_pct": 39.51 + }, + { + "date": "2024-06-07", + "equity": 13933.72, + "return_pct": 39.34 + }, + { + "date": "2024-06-10", + "equity": 13976.78, + "return_pct": 39.77 + }, + { + "date": "2024-06-11", + "equity": 14010.44, + "return_pct": 40.1 + }, + { + "date": "2024-06-12", + "equity": 14125.51, + "return_pct": 41.26 + }, + { + "date": "2024-06-13", + "equity": 14153.95, + "return_pct": 41.54 + }, + { + "date": "2024-06-14", + "equity": 14162.56, + "return_pct": 41.63 + }, + { + "date": "2024-06-17", + "equity": 14275.28, + "return_pct": 42.75 + }, + { + "date": "2024-06-18", + "equity": 14311.55, + "return_pct": 43.12 + }, + { + "date": "2024-06-20", + "equity": 14272.67, + "return_pct": 42.73 + }, + { + "date": "2024-06-21", + "equity": 14207.7, + "return_pct": 42.08 + }, + { + "date": "2024-06-24", + "equity": 14161.51, + "return_pct": 41.62 + }, + { + "date": "2024-06-25", + "equity": 14216.05, + "return_pct": 42.16 + }, + { + "date": "2024-06-26", + "equity": 14233.79, + "return_pct": 42.34 + }, + { + "date": "2024-06-27", + "equity": 14256.23, + "return_pct": 42.56 + }, + { + "date": "2024-06-28", + "equity": 14200.13, + "return_pct": 42.0 + }, + { + "date": "2024-07-01", + "equity": 14229.35, + "return_pct": 42.29 + }, + { + "date": "2024-07-02", + "equity": 14325.11, + "return_pct": 43.25 + }, + { + "date": "2024-07-03", + "equity": 14389.04, + "return_pct": 43.89 + }, + { + "date": "2024-07-05", + "equity": 14472.02, + "return_pct": 44.72 + }, + { + "date": "2024-07-08", + "equity": 14488.71, + "return_pct": 44.89 + }, + { + "date": "2024-07-09", + "equity": 14502.8, + "return_pct": 45.03 + }, + { + "date": "2024-07-10", + "equity": 14646.31, + "return_pct": 46.46 + }, + { + "date": "2024-07-11", + "equity": 14520.03, + "return_pct": 45.2 + }, + { + "date": "2024-07-12", + "equity": 14611.61, + "return_pct": 46.12 + }, + { + "date": "2024-07-15", + "equity": 14651.79, + "return_pct": 46.52 + }, + { + "date": "2024-07-16", + "equity": 14738.68, + "return_pct": 47.39 + }, + { + "date": "2024-07-17", + "equity": 14532.03, + "return_pct": 45.32 + }, + { + "date": "2024-07-18", + "equity": 14420.35, + "return_pct": 44.2 + }, + { + "date": "2024-07-19", + "equity": 14324.59, + "return_pct": 43.25 + }, + { + "date": "2024-07-22", + "equity": 14472.28, + "return_pct": 44.72 + }, + { + "date": "2024-07-23", + "equity": 14449.58, + "return_pct": 44.5 + }, + { + "date": "2024-07-24", + "equity": 14122.11, + "return_pct": 41.22 + }, + { + "date": "2024-07-25", + "equity": 14048.53, + "return_pct": 40.49 + }, + { + "date": "2024-07-26", + "equity": 14205.87, + "return_pct": 42.06 + }, + { + "date": "2024-07-29", + "equity": 14214.22, + "return_pct": 42.14 + }, + { + "date": "2024-07-30", + "equity": 14142.2, + "return_pct": 41.42 + }, + { + "date": "2024-07-31", + "equity": 14372.08, + "return_pct": 43.72 + }, + { + "date": "2024-08-01", + "equity": 14168.56, + "return_pct": 41.69 + }, + { + "date": "2024-08-02", + "equity": 13904.76, + "return_pct": 39.05 + }, + { + "date": "2024-08-05", + "equity": 13499.8, + "return_pct": 35.0 + }, + { + "date": "2024-08-06", + "equity": 13624.27, + "return_pct": 36.24 + }, + { + "date": "2024-08-07", + "equity": 13533.2, + "return_pct": 35.33 + } + ] + } + ], + "note": "Portfolio monitor runs supported named strategies across cached lookbacks. Local snapshot backtests remain the research surface for broad variant sweeps." + }, + "holdout": null, + "min_rr_sweep": null, + "sr_variant_diagnostics": { + "variant": "legacy_range_grid_touch", + "candidate_count": 121464, + "primary_source_counts": { + "volume_profile": 121464 + }, + "primary_round_only": 0, + "primary_strength_100": 27852, + "avg_primary_strength": 50.671, + "avg_primary_distance_atr": 2.029, + "avg_primary_rejection_count": 33.008, + "avg_raw_level_count": 19.987, + "avg_gate_level_count": 19.987 + }, + "sr_candidate_audit": [ + { + "symbol": "ABBV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.067894, + "strategy_rank": 64.588905, + "rr": 1.951411, + "primary_prob": 29.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.927117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053574, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.695052, + "strategy_rank": 63.010674, + "rr": 1.306133, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.959199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055811, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.210587, + "strategy_rank": 78.074997, + "rr": 0.709793, + "primary_prob": 42.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.064689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036514, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.933257, + "strategy_rank": 58.1119, + "rr": 1.60887, + "primary_prob": 35.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.413305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552494, + "hold30_r": 1.855887 + }, + { + "symbol": "AIG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.996548, + "strategy_rank": 78.621721, + "rr": 2.033461, + "primary_prob": 29.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.050191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035272, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.202532, + "strategy_rank": 95.479703, + "rr": 0.761252, + "primary_prob": 57.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.141878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024821, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 92.360502, + "rr": 1.188183, + "primary_prob": 35.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.782275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020689, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.09206, + "strategy_rank": 75.133407, + "rr": 2.105914, + "primary_prob": 28.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.158872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038591, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766398, + "strategy_rank": 83.943375, + "rr": 0.722892, + "primary_prob": 43.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.084337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689904, + "hold30_r": 5.57402 + }, + { + "symbol": "APA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.424626, + "strategy_rank": 97.49379, + "rr": 0.8269, + "primary_prob": 46.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.240351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020235, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.429229, + "strategy_rank": 84.745288, + "rr": 1.013818, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.520728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986711, + "hold30_r": 3.622013 + }, + { + "symbol": "AVGO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.385501, + "strategy_rank": 80.183644, + "rr": 2.40481, + "primary_prob": 24.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.607215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038241, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.829689, + "strategy_rank": 81.00492, + "rr": 1.291545, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.937318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246335, + "hold30_r": 1.041695 + }, + { + "symbol": "BG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.440736, + "strategy_rank": 80.201619, + "rr": 0.873399, + "primary_prob": 40.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.310099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03104, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.432681, + "strategy_rank": 91.123567, + "rr": 0.921224, + "primary_prob": 36.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.381836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027649, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.051784, + "strategy_rank": 93.708662, + "rr": 0.945541, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.418311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922413, + "hold30_r": 3.452706 + }, + { + "symbol": "BX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988493, + "strategy_rank": 90.405738, + "rr": 1.621511, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.432266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597532, + "hold30_r": 1.656048 + }, + { + "symbol": "CB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.837745, + "strategy_rank": 65.255387, + "rr": 1.813532, + "primary_prob": 32.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.720298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.239977, + "hold30_r": -1.188735 + }, + { + "symbol": "CDNS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.207135, + "strategy_rank": 80.076029, + "rr": 1.56256, + "primary_prob": 36.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.343841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528802, + "hold30_r": 4.0725 + }, + { + "symbol": "CF", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.504028, + "strategy_rank": 95.366612, + "rr": 1.75316, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.62974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023044, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.377445, + "strategy_rank": 63.243522, + "rr": 2.191821, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.287732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.138115, + "hold30_r": 2.750854 + }, + { + "symbol": "COP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.043728, + "strategy_rank": 91.561644, + "rr": 0.672452, + "primary_prob": 52.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.008678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024429, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.448792, + "strategy_rank": 66.831396, + "rr": 1.4674, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.2011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089581, + "hold30_r": -1.04095 + }, + { + "symbol": "COST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.659379, + "strategy_rank": 74.458117, + "rr": 1.755364, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.633046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712827, + "hold30_r": 3.232007 + }, + { + "symbol": "CTRA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884925, + "strategy_rank": 95.850482, + "rr": 1.116912, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.675369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02497, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.980437, + "strategy_rank": 73.87941, + "rr": 1.623284, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.434926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039256, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.972382, + "strategy_rank": 81.766874, + "rr": 1.893925, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.840888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033826, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.35328, + "strategy_rank": 92.664537, + "rr": 0.913979, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.370968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875823, + "hold30_r": 1.540421 + }, + { + "symbol": "DVN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.654776, + "strategy_rank": 97.103171, + "rr": 0.833099, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.249649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020995, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.528193, + "strategy_rank": 63.324908, + "rr": 1.434376, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.151565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056828, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.163406, + "strategy_rank": 61.514384, + "rr": 2.101635, + "primary_prob": 27.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.152453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.055266, + "hold30_r": 2.125604 + }, + { + "symbol": "ELV", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.024166, + "strategy_rank": 70.510019, + "rr": 1.393923, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.090885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044866, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742232, + "strategy_rank": 90.709218, + "rr": 1.10944, + "primary_prob": 29.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.664161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024967, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.964327, + "strategy_rank": 97.033649, + "rr": 0.677627, + "primary_prob": 47.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.016441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019724, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.273878, + "strategy_rank": 94.033094, + "rr": 0.793897, + "primary_prob": 40.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.190846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021928, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.12313, + "strategy_rank": 93.744812, + "rr": 0.90448, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.35672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0218, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.012658, + "strategy_rank": 73.157137, + "rr": 1.678626, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.517938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643721, + "hold30_r": 4.315358 + }, + { + "symbol": "FTNT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.678941, + "strategy_rank": 91.095949, + "rr": 2.298826, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.448239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0274, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.813579, + "strategy_rank": 94.469505, + "rr": 1.699647, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.549471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022972, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.579977, + "strategy_rank": 81.068053, + "rr": 0.861611, + "primary_prob": 41.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.292417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83226, + "hold30_r": 2.339896 + }, + { + "symbol": "HPQ", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.298044, + "strategy_rank": 86.267251, + "rr": 1.806419, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.709629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034814, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.147296, + "strategy_rank": 84.013452, + "rr": 1.731171, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.596757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705717, + "hold30_r": 2.059415 + }, + { + "symbol": "HSY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.703107, + "strategy_rank": 59.985278, + "rr": 1.161221, + "primary_prob": 50.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.741831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.100763, + "hold30_r": 1.112726 + }, + { + "symbol": "IRM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.306099, + "strategy_rank": 77.069442, + "rr": 1.613688, + "primary_prob": 32.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.420533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.267518, + "hold30_r": -1.227295 + }, + { + "symbol": "KLAC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.155351, + "strategy_rank": 86.367366, + "rr": 1.676529, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.514794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029198, + "hold30_r": -1.0 + }, + { + "symbol": "KO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.437284, + "strategy_rank": 57.82334, + "rr": 1.128543, + "primary_prob": 45.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.692815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067664, + "hold30_r": 0.669599 + }, + { + "symbol": "KR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.218642, + "strategy_rank": 82.428912, + "rr": 0.950735, + "primary_prob": 35.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.426103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041332, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.73878, + "strategy_rank": 60.434388, + "rr": 1.877131, + "primary_prob": 31.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.815696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05537, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.758343, + "strategy_rank": 84.899806, + "rr": 1.836566, + "primary_prob": 31.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.754849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807825, + "hold30_r": 2.336545 + }, + { + "symbol": "MCK", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.89298, + "strategy_rank": 71.238879, + "rr": 1.178307, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.76746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126251, + "hold30_r": 3.080784 + }, + { + "symbol": "MOS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.734177, + "strategy_rank": 97.18289, + "rr": 0.669248, + "primary_prob": 44.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.003872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02052, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.512083, + "strategy_rank": 84.099837, + "rr": 0.748595, + "primary_prob": 41.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.122892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027618, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.607595, + "strategy_rank": 90.921868, + "rr": 1.777536, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.666304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022497, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.686997, + "strategy_rank": 79.760208, + "rr": 1.687924, + "primary_prob": 33.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.531886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040508, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.075949, + "strategy_rank": 61.839371, + "rr": 1.521391, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.282086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154833, + "hold30_r": -1.101402 + }, + { + "symbol": "NOC", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.456847, + "strategy_rank": 73.633586, + "rr": 1.304045, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.956067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.170864, + "hold30_r": -1.120251 + }, + { + "symbol": "NUE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.901036, + "strategy_rank": 90.903139, + "rr": 0.839835, + "primary_prob": 52.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.259752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814965, + "hold30_r": 3.860461 + }, + { + "symbol": "OKE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.61565, + "strategy_rank": 75.758541, + "rr": 1.515001, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.272501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03154, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.583429, + "strategy_rank": 96.653228, + "rr": 1.903708, + "primary_prob": 27.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.855561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024513, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.194476, + "strategy_rank": 97.849927, + "rr": 1.114519, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.671779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023809, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.670886, + "strategy_rank": 92.56962, + "rr": 1.792095, + "primary_prob": 20.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.688142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03085, + "hold30_r": 0.9369 + }, + { + "symbol": "PCG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.119678, + "strategy_rank": 79.021705, + "rr": 1.5666, + "primary_prob": 21.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.3499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532631, + "hold30_r": 2.325971 + }, + { + "symbol": "PFE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.59954, + "strategy_rank": 73.705885, + "rr": 1.627431, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.441147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045667, + "hold30_r": -0.320014 + }, + { + "symbol": "PFG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.472957, + "strategy_rank": 68.789691, + "rr": 1.892006, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.838009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041023, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.96893, + "strategy_rank": 62.871354, + "rr": 0.768256, + "primary_prob": 44.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.152383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718147, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.889528, + "strategy_rank": 80.343359, + "rr": 1.016608, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.524911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026563, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.289988, + "strategy_rank": 87.051268, + "rr": 1.512225, + "primary_prob": 36.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.268337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480328, + "hold30_r": 2.075502 + }, + { + "symbol": "REGN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.917146, + "strategy_rank": 70.059244, + "rr": 2.195939, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.293908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042683, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.782509, + "strategy_rank": 75.961549, + "rr": 1.864103, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.796154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043023, + "hold30_r": -1.003713 + }, + { + "symbol": "RSG", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.8458, + "strategy_rank": 63.229991, + "rr": 1.754365, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.631548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694887, + "hold30_r": 3.494455 + }, + { + "symbol": "SLB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591484, + "strategy_rank": 92.834729, + "rr": 1.539447, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.309171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022402, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.821634, + "strategy_rank": 95.444109, + "rr": 0.831499, + "primary_prob": 44.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.247248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021908, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.349827, + "strategy_rank": 83.906948, + "rr": 1.649253, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.473879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613431, + "hold30_r": 4.248982 + }, + { + "symbol": "SO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.199079, + "strategy_rank": 59.5497, + "rr": 1.53088, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.29632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471134, + "hold30_r": 3.244501 + }, + { + "symbol": "SRE", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.393556, + "strategy_rank": 59.641006, + "rr": 1.732777, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.599166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06723, + "hold30_r": -1.014682 + }, + { + "symbol": "STLD", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.361335, + "strategy_rank": 90.363279, + "rr": 1.752789, + "primary_prob": 20.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.629183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727509, + "hold30_r": 2.936734 + }, + { + "symbol": "TRGP", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.281933, + "strategy_rank": 87.318043, + "rr": 1.028848, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.543273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025029, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.536249, + "strategy_rank": 89.713305, + "rr": 0.871543, + "primary_prob": 43.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.307314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.852127, + "hold30_r": 2.574405 + }, + { + "symbol": "TSN", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.925201, + "strategy_rank": 69.102813, + "rr": 1.721513, + "primary_prob": 33.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.582269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058064, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.242808, + "strategy_rank": 79.869965, + "rr": 0.857068, + "primary_prob": 53.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.285601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823739, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.226697, + "strategy_rank": 65.95524, + "rr": 1.86583, + "primary_prob": 28.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.798745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.046737, + "hold30_r": 1.345743 + }, + { + "symbol": "VLO", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.662831, + "strategy_rank": 91.526051, + "rr": 1.036786, + "primary_prob": 32.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.555178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022392, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.254315, + "strategy_rank": 76.533193, + "rr": 1.002, + "primary_prob": 31.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.962692, + "hold30_r": 1.394849 + }, + { + "symbol": "VST", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.520138, + "strategy_rank": 80.315821, + "rr": 0.904115, + "primary_prob": 37.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.356172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036621, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.059839, + "strategy_rank": 72.062577, + "rr": 1.733845, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.600768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036922, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.750288, + "strategy_rank": 67.373477, + "rr": 1.062675, + "primary_prob": 29.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.594012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056576, + "hold30_r": -1.0 + }, + { + "symbol": "WY", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.667434, + "strategy_rank": 68.501686, + "rr": 1.600828, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.401243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559545, + "hold30_r": 1.662957 + }, + { + "symbol": "XOM", + "date": "2022-06-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.131185, + "strategy_rank": 84.822864, + "rr": 0.844683, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.267025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0328, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.486486, + "strategy_rank": 62.653217, + "rr": 1.993606, + "primary_prob": 28.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.990409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054945, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.19624, + "strategy_rank": 62.145819, + "rr": 2.028892, + "primary_prob": 20.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.043339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051809, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.301998, + "strategy_rank": 79.290272, + "rr": 1.093996, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.640995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059837, + "hold30_r": 3.341729 + }, + { + "symbol": "AIG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.426557, + "strategy_rank": 79.156336, + "rr": 1.666507, + "primary_prob": 34.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.49976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630237, + "hold30_r": 2.031197 + }, + { + "symbol": "ALB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.947121, + "strategy_rank": 94.702421, + "rr": 1.516887, + "primary_prob": 36.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.27533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493509, + "hold30_r": 4.675632 + }, + { + "symbol": "AMD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.364277, + "strategy_rank": 91.916966, + "rr": 1.779063, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.668595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.757616, + "hold30_r": 3.26196 + }, + { + "symbol": "ANET", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.843713, + "strategy_rank": 81.265247, + "rr": 0.721661, + "primary_prob": 46.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.082491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685925, + "hold30_r": 5.586349 + }, + { + "symbol": "APA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.412456, + "strategy_rank": 97.687311, + "rr": 1.623699, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.435549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016531, + "hold30_r": 0.418313 + }, + { + "symbol": "ARES", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.901293, + "strategy_rank": 85.174567, + "rr": 0.946385, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.419578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917755, + "hold30_r": 4.12478 + }, + { + "symbol": "AVGO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.251469, + "strategy_rank": 80.939408, + "rr": 0.953627, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.43044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.913734, + "hold30_r": 2.314528 + }, + { + "symbol": "AZO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.834313, + "strategy_rank": 79.745991, + "rr": 0.856225, + "primary_prob": 49.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.284338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046854, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.06698, + "strategy_rank": 80.675055, + "rr": 0.763951, + "primary_prob": 44.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.145927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733431, + "hold30_r": 2.532996 + }, + { + "symbol": "BKR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.887192, + "strategy_rank": 90.818217, + "rr": 1.579397, + "primary_prob": 21.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.369096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024495, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.417156, + "strategy_rank": 94.045531, + "rr": 1.670709, + "primary_prob": 28.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.506063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.644635, + "hold30_r": 1.802939 + }, + { + "symbol": "BX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.186839, + "strategy_rank": 91.154731, + "rr": 1.777243, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.665865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752342, + "hold30_r": 1.660207 + }, + { + "symbol": "CB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.836663, + "strategy_rank": 65.072988, + "rr": 1.875437, + "primary_prob": 31.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.813156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131349, + "hold30_r": -1.081067 + }, + { + "symbol": "CDNS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.076381, + "strategy_rank": 83.391495, + "rr": 1.704377, + "primary_prob": 22.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.556565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.666426, + "hold30_r": 4.251335 + }, + { + "symbol": "CF", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.472385, + "strategy_rank": 95.092642, + "rr": 0.99444, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.491661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97085, + "hold30_r": 2.823519 + }, + { + "symbol": "CNP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.721504, + "strategy_rank": 62.606461, + "rr": 1.73286, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.59929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.684995, + "hold30_r": 2.58575 + }, + { + "symbol": "COP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.237368, + "strategy_rank": 92.357707, + "rr": 0.784959, + "primary_prob": 45.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.177438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.76393, + "hold30_r": 2.273487 + }, + { + "symbol": "COR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 64.425903, + "rr": 2.1651, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.247651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.114602, + "hold30_r": 1.749587 + }, + { + "symbol": "COST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606345, + "strategy_rank": 75.034301, + "rr": 1.776922, + "primary_prob": 39.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.665382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729265, + "hold30_r": 3.079594 + }, + { + "symbol": "CTRA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882491, + "strategy_rank": 95.762814, + "rr": 1.657428, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.486142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634662, + "hold30_r": 1.811765 + }, + { + "symbol": "CTVA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12691, + "strategy_rank": 74.101513, + "rr": 1.599773, + "primary_prob": 22.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.39966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561718, + "hold30_r": 3.594216 + }, + { + "symbol": "CVX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.182139, + "strategy_rank": 81.873976, + "rr": 0.913915, + "primary_prob": 34.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.370873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.88192, + "hold30_r": 1.922716 + }, + { + "symbol": "DDOG", + "date": "2022-07-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.371328, + "strategy_rank": 88.566972, + "rr": 2.329875, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.494812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028986, + "hold30_r": -1.011866 + }, + { + "symbol": "DLTR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 91.780465, + "rr": 1.158533, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.737799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116211, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.647474, + "strategy_rank": 97.21802, + "rr": 0.859177, + "primary_prob": 40.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.288765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841205, + "hold30_r": 2.315194 + }, + { + "symbol": "ED", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.424207, + "strategy_rank": 63.547649, + "rr": 1.58185, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.372775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530814, + "hold30_r": 2.050186 + }, + { + "symbol": "EIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.373678, + "strategy_rank": 61.640448, + "rr": 2.154381, + "primary_prob": 26.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.231571, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.1081, + "hold30_r": 3.646705 + }, + { + "symbol": "ELV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.484136, + "strategy_rank": 68.910726, + "rr": 1.637978, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.456967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044017, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.122209, + "strategy_rank": 91.510899, + "rr": 1.545455, + "primary_prob": 26.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.318183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.020605, + "hold30_r": 1.304767 + }, + { + "symbol": "EQT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.942421, + "strategy_rank": 97.252652, + "rr": 1.514792, + "primary_prob": 21.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.272188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498109, + "hold30_r": 4.074587 + }, + { + "symbol": "EXE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.767333, + "strategy_rank": 94.176569, + "rr": 1.832968, + "primary_prob": 20.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.749451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.814844, + "hold30_r": 2.924255 + }, + { + "symbol": "FANG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.06228, + "strategy_rank": 94.17599, + "rr": 1.706881, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.560321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688659, + "hold30_r": 1.279748 + }, + { + "symbol": "FCX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.661575, + "strategy_rank": 87.172961, + "rr": 0.775919, + "primary_prob": 38.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.163879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755218, + "hold30_r": 1.084964 + }, + { + "symbol": "FIX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.016451, + "strategy_rank": 77.007291, + "rr": 1.835071, + "primary_prob": 27.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.752607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.80001, + "hold30_r": 4.610006 + }, + { + "symbol": "FTNT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.12926, + "strategy_rank": 90.625693, + "rr": 1.854181, + "primary_prob": 46.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.781271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031568, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.666275, + "strategy_rank": 62.404421, + "rr": 1.677358, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.516038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085811, + "hold30_r": -1.038412 + }, + { + "symbol": "HAL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.00235, + "strategy_rank": 95.186152, + "rr": 1.518354, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.277531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.019357, + "hold30_r": -0.071542 + }, + { + "symbol": "HIG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.611046, + "strategy_rank": 63.117873, + "rr": 2.386449, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 73, + "primary_distance_atr": 3.579673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0457, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.786134, + "strategy_rank": 79.116491, + "rr": 1.674334, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.511501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643874, + "hold30_r": 3.845327 + }, + { + "symbol": "HPQ", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.656874, + "strategy_rank": 87.927418, + "rr": 1.544195, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.316293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512149, + "hold30_r": 1.614105 + }, + { + "symbol": "HST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.719154, + "strategy_rank": 84.39214, + "rr": 1.740884, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.611326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.715924, + "hold30_r": 3.130042 + }, + { + "symbol": "IRM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.13161, + "strategy_rank": 78.276634, + "rr": 1.831406, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.74711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150875, + "hold30_r": -1.109558 + }, + { + "symbol": "KLAC", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.306698, + "strategy_rank": 89.592153, + "rr": 1.691001, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.536502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66474, + "hold30_r": 3.679304 + }, + { + "symbol": "KR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.361927, + "strategy_rank": 83.878701, + "rr": 1.501555, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.252333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.214333, + "hold30_r": -1.170642 + }, + { + "symbol": "L", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 60.150031, + "rr": 1.526301, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.289452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.205565, + "hold30_r": -1.152252 + }, + { + "symbol": "LYV", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.781434, + "strategy_rank": 85.328694, + "rr": 0.738915, + "primary_prob": 47.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.108373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.709951, + "hold30_r": 2.198949 + }, + { + "symbol": "MAR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.894242, + "strategy_rank": 85.038646, + "rr": 2.303848, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.455772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.273748, + "hold30_r": 3.097731 + }, + { + "symbol": "MCK", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.712103, + "strategy_rank": 69.784388, + "rr": 1.154775, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.732163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103796, + "hold30_r": 3.633149 + }, + { + "symbol": "MOS", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.707403, + "strategy_rank": 97.017717, + "rr": 1.241692, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.862539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.221557, + "hold30_r": 2.207805 + }, + { + "symbol": "MPC", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.827262, + "strategy_rank": 86.30021, + "rr": 1.666818, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.500228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642739, + "hold30_r": 2.931354 + }, + { + "symbol": "MPWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.06933, + "strategy_rank": 92.692193, + "rr": 0.948776, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.423165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926267, + "hold30_r": 4.616501 + }, + { + "symbol": "MTB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659224, + "strategy_rank": 80.930471, + "rr": 1.754123, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.631185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039913, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.311398, + "strategy_rank": 61.68981, + "rr": 1.662535, + "primary_prob": 26.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.493802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049534, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.537015, + "strategy_rank": 90.616756, + "rr": 1.782523, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.673785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.756233, + "hold30_r": 4.289464 + }, + { + "symbol": "OKE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.13631, + "strategy_rank": 74.986966, + "rr": 2.252904, + "primary_prob": 26.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.379356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.223192, + "hold30_r": 2.391519 + }, + { + "symbol": "ON", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.532315, + "strategy_rank": 96.723325, + "rr": 1.866662, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.799993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843921, + "hold30_r": 4.938979 + }, + { + "symbol": "OXY", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.177438, + "strategy_rank": 97.804489, + "rr": 1.110661, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.665991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.087852, + "hold30_r": 0.74475 + }, + { + "symbol": "PANW", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596945, + "strategy_rank": 91.578425, + "rr": 1.616202, + "primary_prob": 36.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.424303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075765, + "hold30_r": -1.041258 + }, + { + "symbol": "PCG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841363, + "strategy_rank": 80.022757, + "rr": 0.853134, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.279701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.82049, + "hold30_r": 3.902034 + }, + { + "symbol": "PFE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.599295, + "strategy_rank": 72.468802, + "rr": 0.688863, + "primary_prob": 52.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.033295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047791, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.141011, + "strategy_rank": 68.000116, + "rr": 1.846368, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.769553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041568, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.779083, + "strategy_rank": 83.628457, + "rr": 1.638522, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.457783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.615482, + "hold30_r": 1.497769 + }, + { + "symbol": "PWR", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.007051, + "strategy_rank": 88.340147, + "rr": 0.827503, + "primary_prob": 41.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.241255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796744, + "hold30_r": 2.171358 + }, + { + "symbol": "RSG", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.551116, + "strategy_rank": 60.043528, + "rr": 0.788228, + "primary_prob": 56.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.182341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07396, + "hold30_r": -1.016802 + }, + { + "symbol": "SLB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.242068, + "strategy_rank": 92.624377, + "rr": 1.770518, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.655776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.020223, + "hold30_r": 0.824876 + }, + { + "symbol": "SMCI", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.592244, + "strategy_rank": 96.699078, + "rr": 1.646482, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.469722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624558, + "hold30_r": 7.992711 + }, + { + "symbol": "SNPS", + "date": "2022-07-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.191539, + "strategy_rank": 85.928444, + "rr": 2.203368, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.305052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.163542, + "hold30_r": 4.589962 + }, + { + "symbol": "SO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.316099, + "strategy_rank": 58.224086, + "rr": 1.100972, + "primary_prob": 46.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.651458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044138, + "hold30_r": 3.093378 + }, + { + "symbol": "SRE", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846063, + "strategy_rank": 58.775343, + "rr": 2.292961, + "primary_prob": 24.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.439441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.243719, + "hold30_r": 3.696654 + }, + { + "symbol": "STLD", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.772033, + "strategy_rank": 89.72493, + "rr": 0.962528, + "primary_prob": 37.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.443792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936783, + "hold30_r": 3.723245 + }, + { + "symbol": "TKO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13866, + "strategy_rank": 69.081569, + "rr": 0.846797, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.270196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803787, + "hold30_r": 2.818142 + }, + { + "symbol": "TPL", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.376028, + "strategy_rank": 82.354769, + "rr": 0.743294, + "primary_prob": 44.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.114941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718827, + "hold30_r": 2.365854 + }, + { + "symbol": "TRGP", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357227, + "strategy_rank": 88.823298, + "rr": 1.001124, + "primary_prob": 34.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.501686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978334, + "hold30_r": 2.259544 + }, + { + "symbol": "TSLA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07168, + "strategy_rank": 91.364261, + "rr": 1.014276, + "primary_prob": 38.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.521415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.992731, + "hold30_r": 3.359692 + }, + { + "symbol": "TSN", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.903643, + "strategy_rank": 66.804381, + "rr": 1.666252, + "primary_prob": 34.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.499377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056912, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.546416, + "strategy_rank": 82.805026, + "rr": 1.675315, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.512972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639729, + "hold30_r": 1.052845 + }, + { + "symbol": "UNH", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 61.651123, + "rr": 1.540166, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.310249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047036, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.297297, + "strategy_rank": 92.509517, + "rr": 0.748927, + "primary_prob": 42.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.123391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729178, + "hold30_r": 1.557251 + }, + { + "symbol": "VST", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.831962, + "strategy_rank": 82.165472, + "rr": 0.775752, + "primary_prob": 49.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.163628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.744169, + "hold30_r": 2.787178 + }, + { + "symbol": "WAB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.431257, + "strategy_rank": 75.655401, + "rr": 2.252991, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.379487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.213062, + "hold30_r": 2.98236 + }, + { + "symbol": "WMB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 72.986296, + "rr": 0.8075, + "primary_prob": 40.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.21125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.772994, + "hold30_r": 2.658772 + }, + { + "symbol": "WRB", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.421857, + "strategy_rank": 66.389666, + "rr": 1.432995, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.149493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.490955, + "hold30_r": -1.4386 + }, + { + "symbol": "XOM", + "date": "2022-07-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.477086, + "strategy_rank": 86.028326, + "rr": 0.850151, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.275226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821325, + "hold30_r": 1.543747 + }, + { + "symbol": "ABBV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.116883, + "strategy_rank": 60.233705, + "rr": 1.567373, + "primary_prob": 36.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.35106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060135, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.533648, + "strategy_rank": 63.029686, + "rr": 1.666093, + "primary_prob": 34.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.499139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056365, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.506494, + "strategy_rank": 79.746998, + "rr": 1.075392, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.613089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037773, + "hold30_r": 4.127366 + }, + { + "symbol": "AIG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.769776, + "strategy_rank": 76.673749, + "rr": 2.891974, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 4.337961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041132, + "hold30_r": 1.485812 + }, + { + "symbol": "ALB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.214876, + "strategy_rank": 94.040036, + "rr": 1.809306, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.713959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.784006, + "hold30_r": 5.930057 + }, + { + "symbol": "AMD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.207792, + "strategy_rank": 93.201115, + "rr": 1.564445, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.346668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.540966, + "hold30_r": 2.303394 + }, + { + "symbol": "ANET", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.589138, + "strategy_rank": 81.861453, + "rr": 4.237929, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 37, + "primary_distance_atr": 6.356894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.202182, + "hold30_r": 4.96655 + }, + { + "symbol": "APA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.645809, + "strategy_rank": 97.770934, + "rr": 1.505116, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.257675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48677, + "hold30_r": 2.066081 + }, + { + "symbol": "ARES", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.353011, + "strategy_rank": 84.349466, + "rr": 1.065423, + "primary_prob": 32.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.598135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034618, + "hold30_r": 4.299984 + }, + { + "symbol": "AVGO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.242031, + "strategy_rank": 80.082157, + "rr": 1.027649, + "primary_prob": 35.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.541474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986351, + "hold30_r": 2.104767 + }, + { + "symbol": "AZO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.971665, + "strategy_rank": 80.158467, + "rr": 0.874667, + "primary_prob": 49.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.312001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052937, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.034238, + "strategy_rank": 81.043778, + "rr": 1.682526, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.523789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.648851, + "hold30_r": 2.748543 + }, + { + "symbol": "BKR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.687131, + "strategy_rank": 90.125331, + "rr": 1.094902, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.642352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026262, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.631641, + "strategy_rank": 94.218092, + "rr": 1.908673, + "primary_prob": 37.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.86301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878623, + "hold30_r": 0.316644 + }, + { + "symbol": "BX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.256198, + "strategy_rank": 89.826037, + "rr": 0.941049, + "primary_prob": 39.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.411574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.914833, + "hold30_r": 1.629199 + }, + { + "symbol": "CB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658796, + "strategy_rank": 63.208327, + "rr": 1.788583, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.682874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056881, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.422668, + "strategy_rank": 84.127943, + "rr": 2.05335, + "primary_prob": 32.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.080024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.015677, + "hold30_r": 3.642215 + }, + { + "symbol": "CF", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.812279, + "strategy_rank": 93.841708, + "rr": 1.911257, + "primary_prob": 20.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.866886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026962, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.297521, + "strategy_rank": 60.918642, + "rr": 2.182917, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.274375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.129671, + "hold30_r": 2.920443 + }, + { + "symbol": "COP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.465171, + "strategy_rank": 92.345431, + "rr": 0.925413, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.388119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901571, + "hold30_r": 3.931609 + }, + { + "symbol": "COR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.075561, + "strategy_rank": 65.155251, + "rr": 2.482689, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.724034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.428392, + "hold30_r": 1.779859 + }, + { + "symbol": "COST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825266, + "strategy_rank": 73.819195, + "rr": 1.90629, + "primary_prob": 37.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.859434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.855798, + "hold30_r": 2.615747 + }, + { + "symbol": "CTRA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.881936, + "strategy_rank": 95.424431, + "rr": 0.911764, + "primary_prob": 37.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.367646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.885252, + "hold30_r": 2.017242 + }, + { + "symbol": "CTVA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.735537, + "strategy_rank": 73.589876, + "rr": 0.864783, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.297174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.822025, + "hold30_r": 4.084907 + }, + { + "symbol": "CVX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.395514, + "strategy_rank": 81.989124, + "rr": 0.805958, + "primary_prob": 39.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.208936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77096, + "hold30_r": 3.195678 + }, + { + "symbol": "DDOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.603306, + "strategy_rank": 90.827031, + "rr": 0.834853, + "primary_prob": 46.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.252279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015546, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.103896, + "strategy_rank": 91.895369, + "rr": 1.20845, + "primary_prob": 40.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.812675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163522, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.409681, + "strategy_rank": 97.145739, + "rr": 1.69982, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.54973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679552, + "hold30_r": 3.826921 + }, + { + "symbol": "ED", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367178, + "strategy_rank": 62.253723, + "rr": 1.037368, + "primary_prob": 46.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.556052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.980003, + "hold30_r": 1.968351 + }, + { + "symbol": "EG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.873672, + "strategy_rank": 61.741287, + "rr": 1.826217, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.739325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05486, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.950413, + "strategy_rank": 66.603969, + "rr": 1.614109, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.421163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566289, + "hold30_r": 1.152543 + }, + { + "symbol": "EOG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.576151, + "strategy_rank": 92.084438, + "rr": 1.879209, + "primary_prob": 20.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.818814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856784, + "hold30_r": 2.765086 + }, + { + "symbol": "EQT", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.173554, + "strategy_rank": 97.617242, + "rr": 1.598865, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.398297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.579137, + "hold30_r": 3.505798 + }, + { + "symbol": "EXE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.756789, + "strategy_rank": 94.57362, + "rr": 0.90887, + "primary_prob": 40.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.363305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886786, + "hold30_r": 2.830649 + }, + { + "symbol": "FANG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.284534, + "strategy_rank": 93.818513, + "rr": 1.853598, + "primary_prob": 28.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.780396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833451, + "hold30_r": 2.373698 + }, + { + "symbol": "FCX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.728453, + "strategy_rank": 89.413691, + "rr": 0.904447, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.356671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.883261, + "hold30_r": 1.955128 + }, + { + "symbol": "FIX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.186541, + "strategy_rank": 76.568786, + "rr": 2.299371, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.449056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.259898, + "hold30_r": 4.274046 + }, + { + "symbol": "FTNT", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.263282, + "strategy_rank": 91.372505, + "rr": 2.085992, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.128988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030748, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.880756, + "strategy_rank": 61.943416, + "rr": 1.80077, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.701155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.747681, + "hold30_r": 2.624721 + }, + { + "symbol": "HAL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.992916, + "strategy_rank": 95.057305, + "rr": 0.746325, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.119488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724659, + "hold30_r": 1.286174 + }, + { + "symbol": "HPQ", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325856, + "strategy_rank": 88.330929, + "rr": 1.786729, + "primary_prob": 21.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.680093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.751086, + "hold30_r": 1.239349 + }, + { + "symbol": "HST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 82.040094, + "rr": 1.577814, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.366721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549327, + "hold30_r": 2.539939 + }, + { + "symbol": "HSY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.172373, + "strategy_rank": 60.456982, + "rr": 1.124504, + "primary_prob": 51.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.686756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054197, + "hold30_r": 2.175304 + }, + { + "symbol": "IRM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061393, + "strategy_rank": 74.267504, + "rr": 2.085885, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.128828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046405, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.283353, + "strategy_rank": 77.31863, + "rr": 1.892539, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.838808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.85453, + "hold30_r": 3.551779 + }, + { + "symbol": "KLAC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.020071, + "strategy_rank": 89.377729, + "rr": 1.685802, + "primary_prob": 43.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.528703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655695, + "hold30_r": 2.38473 + }, + { + "symbol": "KR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.082645, + "strategy_rank": 82.197002, + "rr": 0.718227, + "primary_prob": 44.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.07734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048099, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.783943, + "strategy_rank": 69.436496, + "rr": 0.77781, + "primary_prob": 53.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.166715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723298, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.374262, + "strategy_rank": 87.998304, + "rr": 1.053714, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.580571, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022866, + "hold30_r": 1.932179 + }, + { + "symbol": "MAR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.547816, + "strategy_rank": 83.846679, + "rr": 1.890011, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.835016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.855926, + "hold30_r": 2.315504 + }, + { + "symbol": "MCK", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.451004, + "strategy_rank": 69.688816, + "rr": 0.867341, + "primary_prob": 51.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.301011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815717, + "hold30_r": 3.019515 + }, + { + "symbol": "MOS", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.048406, + "strategy_rank": 95.881998, + "rr": 0.929771, + "primary_prob": 34.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.394657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.906071, + "hold30_r": 3.679679 + }, + { + "symbol": "MPC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.520661, + "strategy_rank": 87.120595, + "rr": 0.866773, + "primary_prob": 40.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.300159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839148, + "hold30_r": 3.850076 + }, + { + "symbol": "MPWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.561983, + "strategy_rank": 93.69669, + "rr": 2.35007, + "primary_prob": 37.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.525105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.324335, + "hold30_r": 3.641985 + }, + { + "symbol": "MTB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.131051, + "strategy_rank": 78.255886, + "rr": 2.297874, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.446811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.255548, + "hold30_r": 4.148044 + }, + { + "symbol": "NI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.227863, + "strategy_rank": 59.123655, + "rr": 1.424255, + "primary_prob": 35.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.136383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370565, + "hold30_r": 2.186254 + }, + { + "symbol": "NOC", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.478158, + "strategy_rank": 73.914899, + "rr": 1.199089, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.798634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128193, + "hold30_r": -1.080547 + }, + { + "symbol": "NUE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.270366, + "strategy_rank": 90.124162, + "rr": 0.72114, + "primary_prob": 56.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.08171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692641, + "hold30_r": 3.691293 + }, + { + "symbol": "OKE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005903, + "strategy_rank": 75.671585, + "rr": 2.180611, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.270917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.148284, + "hold30_r": 3.254468 + }, + { + "symbol": "ON", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.229044, + "strategy_rank": 97.203727, + "rr": 1.6475, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.471251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621577, + "hold30_r": 4.828591 + }, + { + "symbol": "OXY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.937426, + "strategy_rank": 97.593462, + "rr": 0.871421, + "primary_prob": 39.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.307132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847551, + "hold30_r": 3.477044 + }, + { + "symbol": "PANW", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742621, + "strategy_rank": 92.152854, + "rr": 0.903617, + "primary_prob": 52.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.355426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871071, + "hold30_r": 2.354664 + }, + { + "symbol": "PCG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.936246, + "strategy_rank": 77.520466, + "rr": 0.942662, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.413993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.905494, + "hold30_r": 3.539823 + }, + { + "symbol": "PFE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.894923, + "strategy_rank": 69.140126, + "rr": 1.829574, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.74436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052274, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.519481, + "strategy_rank": 68.215051, + "rr": 2.219798, + "primary_prob": 26.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.329697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.176846, + "hold30_r": 4.566442 + }, + { + "symbol": "PSX", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.5549, + "strategy_rank": 85.357769, + "rr": 1.040451, + "primary_prob": 42.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.560677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014484, + "hold30_r": 2.073502 + }, + { + "symbol": "PWR", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.978749, + "strategy_rank": 88.214369, + "rr": 0.691541, + "primary_prob": 47.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.037311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034117, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.923259, + "strategy_rank": 93.085432, + "rr": 2.114915, + "primary_prob": 20.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.172373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.092782, + "hold30_r": 2.611557 + }, + { + "symbol": "SMCI", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.340024, + "strategy_rank": 96.518205, + "rr": 0.862784, + "primary_prob": 47.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.294176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.835507, + "hold30_r": 9.686411 + }, + { + "symbol": "SNPS", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.311688, + "strategy_rank": 86.370069, + "rr": 1.859647, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.78947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.820182, + "hold30_r": 3.625212 + }, + { + "symbol": "SRE", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.047226, + "strategy_rank": 58.155699, + "rr": 1.691196, + "primary_prob": 22.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636667, + "hold30_r": 4.036124 + }, + { + "symbol": "STLD", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027155, + "strategy_rank": 87.492593, + "rr": 0.969624, + "primary_prob": 38.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.454436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.940363, + "hold30_r": 3.07351 + }, + { + "symbol": "SYY", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.408501, + "strategy_rank": 70.174158, + "rr": 1.124861, + "primary_prob": 43.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.687292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055475, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.644628, + "strategy_rank": 69.10124, + "rr": 1.050124, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.575187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004597, + "hold30_r": 2.082206 + }, + { + "symbol": "TPL", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.839433, + "strategy_rank": 87.808358, + "rr": 0.820029, + "primary_prob": 51.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.230044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792668, + "hold30_r": 1.838316 + }, + { + "symbol": "TRGP", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.867769, + "strategy_rank": 88.546117, + "rr": 1.030832, + "primary_prob": 33.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.546248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004735, + "hold30_r": 2.786574 + }, + { + "symbol": "TSLA", + "date": "2022-07-13", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.791027, + "strategy_rank": 92.563153, + "rr": 2.653391, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.980087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.63172, + "hold30_r": 2.74555 + }, + { + "symbol": "TSN", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.700118, + "strategy_rank": 67.343385, + "rr": 1.502648, + "primary_prob": 36.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.253971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.448201, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.318772, + "strategy_rank": 86.006159, + "rr": 1.745427, + "primary_prob": 24.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.618141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038211, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.463991, + "strategy_rank": 61.305454, + "rr": 1.52545, + "primary_prob": 23.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.288175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475765, + "hold30_r": 1.745569 + }, + { + "symbol": "VLO", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.701299, + "strategy_rank": 94.067324, + "rr": 0.756452, + "primary_prob": 42.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.134679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.73443, + "hold30_r": 2.121779 + }, + { + "symbol": "VST", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.798111, + "strategy_rank": 82.010564, + "rr": 0.909275, + "primary_prob": 38.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.363912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872499, + "hold30_r": 1.99005 + }, + { + "symbol": "WAB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.109799, + "strategy_rank": 72.873558, + "rr": 1.972286, + "primary_prob": 29.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 94, + "primary_distance_atr": 2.958429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.929724, + "hold30_r": 2.924208 + }, + { + "symbol": "WMB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.846517, + "strategy_rank": 72.798222, + "rr": 1.699207, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.54881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.662191, + "hold30_r": 2.638852 + }, + { + "symbol": "WRB", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.49941, + "strategy_rank": 66.455247, + "rr": 1.49604, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.24406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055439, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.159386, + "strategy_rank": 86.175249, + "rr": 1.151833, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.72775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119398, + "hold30_r": 2.626448 + }, + { + "symbol": "ABBV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.699374, + "strategy_rank": 61.835234, + "rr": 1.056387, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.584581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99813, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.056367, + "strategy_rank": 64.787215, + "rr": 1.957634, + "primary_prob": 30.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.936452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.901709, + "hold30_r": 1.252436 + }, + { + "symbol": "ADM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.693111, + "strategy_rank": 78.649515, + "rr": 1.240725, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.861087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.198423, + "hold30_r": 3.77808 + }, + { + "symbol": "AIG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.891441, + "strategy_rank": 79.261235, + "rr": 1.633387, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.45008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.59278, + "hold30_r": 0.090639 + }, + { + "symbol": "AIZ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.106472, + "strategy_rank": 59.55868, + "rr": 1.936394, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.904591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054458, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.073069, + "strategy_rank": 66.402035, + "rr": 2.021338, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.032007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.962444, + "hold30_r": 2.651746 + }, + { + "symbol": "ALB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572025, + "strategy_rank": 94.104484, + "rr": 1.658948, + "primary_prob": 41.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.488423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.628339, + "hold30_r": 3.378025 + }, + { + "symbol": "AMD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.901879, + "strategy_rank": 93.373338, + "rr": 1.917371, + "primary_prob": 36.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.876057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.889602, + "hold30_r": -0.707981 + }, + { + "symbol": "AMP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.480167, + "strategy_rank": 74.573865, + "rr": 1.751188, + "primary_prob": 37.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.626782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.70902, + "hold30_r": 2.263194 + }, + { + "symbol": "ANET", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.726514, + "strategy_rank": 85.163825, + "rr": 1.925252, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.887878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.886481, + "hold30_r": 2.772541 + }, + { + "symbol": "AON", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.847599, + "strategy_rank": 71.648377, + "rr": 1.573952, + "primary_prob": 50.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.360928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.520543, + "hold30_r": 0.387078 + }, + { + "symbol": "APA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895616, + "strategy_rank": 97.580737, + "rr": 1.557686, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.336529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021303, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.935282, + "strategy_rank": 81.994009, + "rr": 2.169818, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.254728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.044963, + "hold30_r": -0.557862 + }, + { + "symbol": "BG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.275574, + "strategy_rank": 79.983934, + "rr": 0.818485, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.227728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780159, + "hold30_r": 1.518185 + }, + { + "symbol": "BKR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.242171, + "strategy_rank": 91.457111, + "rr": 0.937184, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.405775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0234, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407098, + "strategy_rank": 93.687993, + "rr": 1.851042, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.776564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.817825, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.237996, + "strategy_rank": 85.994751, + "rr": 1.847094, + "primary_prob": 41.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.77064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029726, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.11691, + "strategy_rank": 63.003422, + "rr": 1.63751, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.456266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583074, + "hold30_r": 0.64104 + }, + { + "symbol": "CDNS", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.561587, + "strategy_rank": 85.936072, + "rr": 2.224712, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.337067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.184419, + "hold30_r": 1.197561 + }, + { + "symbol": "CF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.434238, + "strategy_rank": 95.118774, + "rr": 1.841939, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.762908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815832, + "hold30_r": 2.725352 + }, + { + "symbol": "CI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06263, + "strategy_rank": 65.835291, + "rr": 0.749232, + "primary_prob": 42.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.123848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703896, + "hold30_r": 1.421839 + }, + { + "symbol": "COP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807933, + "strategy_rank": 91.645949, + "rr": 0.937236, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.405854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909447, + "hold30_r": 2.870513 + }, + { + "symbol": "COR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.517745, + "strategy_rank": 64.996833, + "rr": 2.107738, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.161607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.050062, + "hold30_r": 1.033355 + }, + { + "symbol": "COST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.325678, + "strategy_rank": 74.974377, + "rr": 1.981037, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.971556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.926867, + "hold30_r": -0.108506 + }, + { + "symbol": "CTRA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.269311, + "strategy_rank": 94.608434, + "rr": 1.803756, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.705633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029147, + "hold30_r": 1.008192 + }, + { + "symbol": "CTVA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022965, + "strategy_rank": 72.443917, + "rr": 1.545776, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.318663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498953, + "hold30_r": 3.211337 + }, + { + "symbol": "CVX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.824635, + "strategy_rank": 81.967755, + "rr": 0.900314, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.350471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861399, + "hold30_r": 1.532506 + }, + { + "symbol": "DDOG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.14405, + "strategy_rank": 91.806466, + "rr": 1.6147, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.42205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017356, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.686848, + "strategy_rank": 97.121774, + "rr": 2.494336, + "primary_prob": 23.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.741504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.470425, + "hold30_r": 2.682171 + }, + { + "symbol": "ED", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298539, + "strategy_rank": 59.153607, + "rr": 1.747981, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.621971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687469, + "hold30_r": 2.369985 + }, + { + "symbol": "EG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.490605, + "strategy_rank": 65.317876, + "rr": 2.480763, + "primary_prob": 24.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.721144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051802, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.682672, + "strategy_rank": 71.419581, + "rr": 1.74719, + "primary_prob": 30.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.620785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.709799, + "hold30_r": 1.040255 + }, + { + "symbol": "EOG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.868476, + "strategy_rank": 92.145785, + "rr": 1.782677, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.674016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.757135, + "hold30_r": 1.902861 + }, + { + "symbol": "EQT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.060543, + "strategy_rank": 97.183882, + "rr": 1.853413, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.780119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.830259, + "hold30_r": 1.851306 + }, + { + "symbol": "EXE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.181628, + "strategy_rank": 93.929121, + "rr": 1.582952, + "primary_prob": 32.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.374428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558137, + "hold30_r": 1.165633 + }, + { + "symbol": "FANG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.016701, + "strategy_rank": 94.263412, + "rr": 1.699434, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.549151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.675667, + "hold30_r": 1.451755 + }, + { + "symbol": "FCX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.770355, + "strategy_rank": 89.429447, + "rr": 1.534161, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.301241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510515, + "hold30_r": 0.426236 + }, + { + "symbol": "FIX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.672234, + "strategy_rank": 73.824683, + "rr": 1.871449, + "primary_prob": 43.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.807174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828717, + "hold30_r": 2.555758 + }, + { + "symbol": "FTNT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.858038, + "strategy_rank": 91.453911, + "rr": 1.910361, + "primary_prob": 44.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.865541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031374, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.688935, + "strategy_rank": 60.142317, + "rr": 2.287604, + "primary_prob": 25.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.431407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.233656, + "hold30_r": 1.519734 + }, + { + "symbol": "HAL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.390397, + "strategy_rank": 94.200389, + "rr": 0.953632, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.430448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024282, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.31524, + "strategy_rank": 78.5995, + "rr": 1.71206, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.568089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.674012, + "hold30_r": 0.724115 + }, + { + "symbol": "HPQ", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110647, + "strategy_rank": 88.858371, + "rr": 1.667118, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.500677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177142, + "hold30_r": -1.137492 + }, + { + "symbol": "HST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473904, + "strategy_rank": 83.348521, + "rr": 1.623424, + "primary_prob": 45.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.435136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.589912, + "hold30_r": 0.415519 + }, + { + "symbol": "HSY", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.271399, + "strategy_rank": 58.348478, + "rr": 0.89263, + "primary_prob": 51.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.338944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816503, + "hold30_r": 1.641792 + }, + { + "symbol": "HWM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.507307, + "strategy_rank": 76.442602, + "rr": 1.190343, + "primary_prob": 47.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.785514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149697, + "hold30_r": 0.338232 + }, + { + "symbol": "IRM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.716075, + "strategy_rank": 73.92972, + "rr": 1.659396, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.489094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613703, + "hold30_r": 3.085644 + }, + { + "symbol": "JBL", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446764, + "strategy_rank": 80.165915, + "rr": 1.792938, + "primary_prob": 47.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.689407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752108, + "hold30_r": 1.524496 + }, + { + "symbol": "KLAC", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.231733, + "strategy_rank": 90.327281, + "rr": 2.465737, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.698605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033308, + "hold30_r": -0.574753 + }, + { + "symbol": "KR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.281837, + "strategy_rank": 76.965273, + "rr": 1.223746, + "primary_prob": 27.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.835619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.365301, + "hold30_r": -1.312358 + }, + { + "symbol": "L", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.732777, + "strategy_rank": 59.308877, + "rr": 2.126752, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.190127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058696, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.649269, + "strategy_rank": 89.399535, + "rr": 2.853348, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.280022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035452, + "hold30_r": -0.456765 + }, + { + "symbol": "MAR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.352818, + "strategy_rank": 84.100675, + "rr": 1.799123, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.698685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038901, + "hold30_r": 0.145304 + }, + { + "symbol": "MCK", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615866, + "strategy_rank": 70.153213, + "rr": 0.791758, + "primary_prob": 54.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.187637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737358, + "hold30_r": 3.364648 + }, + { + "symbol": "MET", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045929, + "strategy_rank": 63.626102, + "rr": 1.91624, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.87436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.870736, + "hold30_r": 1.132398 + }, + { + "symbol": "MOS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.643006, + "strategy_rank": 96.829041, + "rr": 1.232998, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.849497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206468, + "hold30_r": 1.612881 + }, + { + "symbol": "MPC", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.599165, + "strategy_rank": 86.995119, + "rr": 2.552813, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.829219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.521182, + "hold30_r": 2.130312 + }, + { + "symbol": "MPWR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.94572, + "strategy_rank": 94.479418, + "rr": 1.723945, + "primary_prob": 42.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.585918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694009, + "hold30_r": 0.375481 + }, + { + "symbol": "MTB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.709812, + "strategy_rank": 80.921269, + "rr": 2.006294, + "primary_prob": 37.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.00944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.967274, + "hold30_r": 1.913988 + }, + { + "symbol": "NOC", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.100209, + "strategy_rank": 75.184223, + "rr": 0.939988, + "primary_prob": 42.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.409982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048159, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989562, + "strategy_rank": 90.64285, + "rr": 1.75042, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.625631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71755, + "hold30_r": 2.120191 + }, + { + "symbol": "NVDA", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.083507, + "strategy_rank": 91.525608, + "rr": 3.009511, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.514266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026994, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.524008, + "strategy_rank": 72.332708, + "rr": 1.717284, + "primary_prob": 47.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.575925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679787, + "hold30_r": 0.898429 + }, + { + "symbol": "ON", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.851775, + "strategy_rank": 97.4757, + "rr": 1.551187, + "primary_prob": 36.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.32678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522548, + "hold30_r": 2.06844 + }, + { + "symbol": "OXY", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.478079, + "strategy_rank": 97.726418, + "rr": 2.027991, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.041987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02808, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.363257, + "strategy_rank": 91.893696, + "rr": 1.590131, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.385196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0357, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.029228, + "strategy_rank": 78.121815, + "rr": 1.653626, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.480439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.613472, + "hold30_r": 3.058448 + }, + { + "symbol": "PFE", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.08977, + "strategy_rank": 65.326551, + "rr": 1.804005, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.706007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.412401, + "hold30_r": -1.359264 + }, + { + "symbol": "PFG", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.864301, + "strategy_rank": 70.917002, + "rr": 2.006085, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 3.009127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.961659, + "hold30_r": 3.633598 + }, + { + "symbol": "PGR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.908142, + "strategy_rank": 66.642477, + "rr": 1.690504, + "primary_prob": 21.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.535756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.645842, + "hold30_r": 2.26842 + }, + { + "symbol": "PSX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.484342, + "strategy_rank": 86.668132, + "rr": 1.552046, + "primary_prob": 20.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.328069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030632, + "hold30_r": 0.460281 + }, + { + "symbol": "PWR", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.780793, + "strategy_rank": 88.338213, + "rr": 0.850206, + "primary_prob": 50.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.275309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814773, + "hold30_r": 1.205206 + }, + { + "symbol": "RF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.897704, + "strategy_rank": 77.055921, + "rr": 1.670332, + "primary_prob": 49.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.505498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630709, + "hold30_r": 1.368323 + }, + { + "symbol": "RJF", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.265136, + "strategy_rank": 79.448473, + "rr": 1.962557, + "primary_prob": 38.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.943836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.918981, + "hold30_r": 2.026148 + }, + { + "symbol": "SLB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.19833, + "strategy_rank": 92.916203, + "rr": 1.673405, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.510108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646962, + "hold30_r": 1.552999 + }, + { + "symbol": "SMCI", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.659708, + "strategy_rank": 96.62947, + "rr": 1.546268, + "primary_prob": 36.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.319401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.514916, + "hold30_r": 6.711386 + }, + { + "symbol": "SNPS", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.501044, + "strategy_rank": 87.375757, + "rr": 1.628324, + "primary_prob": 41.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.442485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586004, + "hold30_r": 0.980251 + }, + { + "symbol": "STLD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.154489, + "strategy_rank": 89.276234, + "rr": 0.825535, + "primary_prob": 43.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.238302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.794455, + "hold30_r": 2.879799 + }, + { + "symbol": "TKO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.440501, + "strategy_rank": 74.456734, + "rr": 0.741042, + "primary_prob": 54.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.111563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689673, + "hold30_r": 0.674379 + }, + { + "symbol": "TRGP", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.450939, + "strategy_rank": 88.756534, + "rr": 1.582991, + "primary_prob": 37.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.374486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552599, + "hold30_r": 1.214614 + }, + { + "symbol": "TSCO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.254697, + "strategy_rank": 77.567861, + "rr": 1.66227, + "primary_prob": 49.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.493405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.137522, + "hold30_r": -1.08689 + }, + { + "symbol": "TSLA", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.736952, + "strategy_rank": 94.395846, + "rr": 3.017493, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.526239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.991726, + "hold30_r": 1.463251 + }, + { + "symbol": "TSN", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.534447, + "strategy_rank": 69.61478, + "rr": 1.803293, + "primary_prob": 30.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.704939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.746861, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.655532, + "strategy_rank": 88.789634, + "rr": 1.871867, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.807801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018882, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.528184, + "strategy_rank": 87.961908, + "rr": 1.094311, + "primary_prob": 44.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.641466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041952, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.881002, + "strategy_rank": 63.209611, + "rr": 1.33236, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.99854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.285541, + "hold30_r": -0.006309 + }, + { + "symbol": "VLO", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.22547, + "strategy_rank": 93.314659, + "rr": 1.588296, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.382444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026027, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.319415, + "strategy_rank": 77.429952, + "rr": 0.693997, + "primary_prob": 58.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.040995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047578, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.292276, + "strategy_rank": 79.596668, + "rr": 1.51672, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.27508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477874, + "hold30_r": 0.912004 + }, + { + "symbol": "WAB", + "date": "2022-07-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.463466, + "strategy_rank": 73.178023, + "rr": 2.231528, + "primary_prob": 41.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.347292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.186094, + "hold30_r": 0.302016 + }, + { + "symbol": "WMB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.308977, + "strategy_rank": 70.106169, + "rr": 1.925606, + "primary_prob": 34.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.888409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.883077, + "hold30_r": 1.00108 + }, + { + "symbol": "WRB", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.066806, + "strategy_rank": 67.54374, + "rr": 2.218506, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.327759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051445, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.033403, + "strategy_rank": 85.71139, + "rr": 0.873129, + "primary_prob": 36.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.309694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836881, + "hold30_r": 1.289628 + }, + { + "symbol": "ABBV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.187891, + "strategy_rank": 64.883349, + "rr": 1.169708, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.754562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.299044, + "hold30_r": -1.233728 + }, + { + "symbol": "ACGL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.655532, + "strategy_rank": 63.012783, + "rr": 1.778057, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.667086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.716151, + "hold30_r": 1.53088 + }, + { + "symbol": "ADM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.858038, + "strategy_rank": 78.659333, + "rr": 1.881355, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.822033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.83741, + "hold30_r": 2.687533 + }, + { + "symbol": "AIG", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.029228, + "strategy_rank": 76.213577, + "rr": 2.297048, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.445572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045838, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.787056, + "strategy_rank": 68.677217, + "rr": 1.869393, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.80409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803583, + "hold30_r": 2.616315 + }, + { + "symbol": "ALB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.780793, + "strategy_rank": 94.34447, + "rr": 1.593225, + "primary_prob": 35.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.389838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559075, + "hold30_r": 4.164389 + }, + { + "symbol": "AMD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.605428, + "strategy_rank": 91.797105, + "rr": 1.924451, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.886676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.895544, + "hold30_r": -1.202832 + }, + { + "symbol": "ANET", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.204593, + "strategy_rank": 85.017459, + "rr": 1.689265, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.533897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64981, + "hold30_r": 2.473153 + }, + { + "symbol": "APA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.478079, + "strategy_rank": 97.319744, + "rr": 1.502676, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.254013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021459, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.237996, + "strategy_rank": 78.393083, + "rr": 1.572252, + "primary_prob": 50.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.358379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049695, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.632568, + "strategy_rank": 80.433308, + "rr": 1.361461, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.042191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.310562, + "hold30_r": 0.722909 + }, + { + "symbol": "BG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.039666, + "strategy_rank": 78.469581, + "rr": 0.847176, + "primary_prob": 41.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.270764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81107, + "hold30_r": 1.05532 + }, + { + "symbol": "BKR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.407098, + "strategy_rank": 90.935125, + "rr": 0.898611, + "primary_prob": 43.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.347917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.874607, + "hold30_r": -0.560345 + }, + { + "symbol": "BLDR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.572025, + "strategy_rank": 93.072159, + "rr": 1.543746, + "primary_prob": 42.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.31562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509531, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.150313, + "strategy_rank": 57.505219, + "rr": 1.089163, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.633744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069086, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.359081, + "strategy_rank": 70.258239, + "rr": 2.329971, + "primary_prob": 40.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.494956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.270219, + "hold30_r": 1.16984 + }, + { + "symbol": "CB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.402923, + "strategy_rank": 61.134913, + "rr": 2.242828, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.364242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.186875, + "hold30_r": 1.213318 + }, + { + "symbol": "CDNS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.770355, + "strategy_rank": 85.800667, + "rr": 0.677869, + "primary_prob": 71.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.016803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634432, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.851775, + "strategy_rank": 95.442332, + "rr": 1.577657, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.366485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547998, + "hold30_r": 1.227023 + }, + { + "symbol": "CHRW", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.820459, + "strategy_rank": 76.130005, + "rr": 1.536834, + "primary_prob": 36.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.305251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487076, + "hold30_r": 2.97674 + }, + { + "symbol": "CNP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.688935, + "strategy_rank": 58.35921, + "rr": 1.947188, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.920782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.880793, + "hold30_r": 2.336322 + }, + { + "symbol": "COP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.599165, + "strategy_rank": 91.405964, + "rr": 1.172065, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.758097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.141666, + "hold30_r": 2.452598 + }, + { + "symbol": "COR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.578288, + "strategy_rank": 64.401778, + "rr": 1.480063, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.220095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063512, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.908142, + "strategy_rank": 74.963645, + "rr": 1.529204, + "primary_prob": 42.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.293806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474459, + "hold30_r": 0.35689 + }, + { + "symbol": "CTRA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.269311, + "strategy_rank": 94.514587, + "rr": 1.892774, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.839161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031709, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.275574, + "strategy_rank": 73.101765, + "rr": 2.024476, + "primary_prob": 33.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.036714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.973442, + "hold30_r": 2.4476 + }, + { + "symbol": "CVS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.106472, + "strategy_rank": 61.435636, + "rr": 2.103731, + "primary_prob": 28.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.155596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.042646, + "hold30_r": 2.035745 + }, + { + "symbol": "CVX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.19833, + "strategy_rank": 81.404212, + "rr": 1.208554, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.812831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166192, + "hold30_r": 0.94936 + }, + { + "symbol": "DDOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.841336, + "strategy_rank": 95.094566, + "rr": 0.684311, + "primary_prob": 48.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.026467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667822, + "hold30_r": 0.335709 + }, + { + "symbol": "DELL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06263, + "strategy_rank": 78.504738, + "rr": 1.885417, + "primary_prob": 22.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.828126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84261, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807933, + "strategy_rank": 92.553144, + "rr": 1.103226, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.65484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.064116, + "hold30_r": -1.468509 + }, + { + "symbol": "DVN", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.686848, + "strategy_rank": 97.090491, + "rr": 0.966023, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.449034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025031, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.281837, + "strategy_rank": 60.573198, + "rr": 1.139822, + "primary_prob": 47.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.709733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.071253, + "hold30_r": 1.780692 + }, + { + "symbol": "EG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446764, + "strategy_rank": 64.61847, + "rr": 2.604548, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.906822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058245, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.440501, + "strategy_rank": 73.455692, + "rr": 1.568755, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.353132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.526178, + "hold30_r": 0.971181 + }, + { + "symbol": "EOG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.764092, + "strategy_rank": 92.135281, + "rr": 1.519587, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.27938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027137, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.060543, + "strategy_rank": 97.215164, + "rr": 0.690525, + "primary_prob": 58.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.035788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026507, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.181628, + "strategy_rank": 93.522447, + "rr": 1.719482, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.579223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.691087, + "hold30_r": 1.230869 + }, + { + "symbol": "FANG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.016701, + "strategy_rank": 94.357259, + "rr": 1.764565, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.646847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739386, + "hold30_r": 0.90878 + }, + { + "symbol": "FDS", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.194154, + "strategy_rank": 66.932467, + "rr": 2.27339, + "primary_prob": 37.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.410086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.214568, + "hold30_r": 2.879877 + }, + { + "symbol": "FIX", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.160752, + "strategy_rank": 76.340993, + "rr": 2.061709, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.092563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.016595, + "hold30_r": 2.119496 + }, + { + "symbol": "FTNT", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.110647, + "strategy_rank": 92.549716, + "rr": 2.226109, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.339163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028744, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.56785, + "strategy_rank": 61.676535, + "rr": 2.042144, + "primary_prob": 27.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.063216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.98326, + "hold30_r": 1.049911 + }, + { + "symbol": "GIS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.776618, + "strategy_rank": 60.978043, + "rr": 0.720683, + "primary_prob": 60.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.081024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654169, + "hold30_r": 0.815426 + }, + { + "symbol": "HAL", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.390397, + "strategy_rank": 93.981411, + "rr": 1.144702, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.717053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119914, + "hold30_r": -0.20592 + }, + { + "symbol": "HPQ", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.050104, + "strategy_rank": 89.484708, + "rr": 2.467146, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.700719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045717, + "hold30_r": -1.003997 + }, + { + "symbol": "HSY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.699374, + "strategy_rank": 62.116777, + "rr": 1.646357, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.469535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562611, + "hold30_r": 1.391087 + }, + { + "symbol": "IRM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.11691, + "strategy_rank": 75.360044, + "rr": 2.426544, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.639816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.374179, + "hold30_r": 3.199777 + }, + { + "symbol": "KLAC", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.484342, + "strategy_rank": 90.859999, + "rr": 2.396809, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.595213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036011, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.995825, + "strategy_rank": 77.801457, + "rr": 1.229983, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.844974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177808, + "hold30_r": 1.374219 + }, + { + "symbol": "L", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.897704, + "strategy_rank": 58.630478, + "rr": 2.131362, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.197044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063875, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.524008, + "strategy_rank": 81.029267, + "rr": 2.270173, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.405259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.224953, + "hold30_r": -1.254383 + }, + { + "symbol": "LYV", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.561587, + "strategy_rank": 88.063288, + "rr": 2.956914, + "primary_prob": 28.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 37, + "primary_distance_atr": 4.435372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038493, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.941545, + "strategy_rank": 63.772012, + "rr": 1.736565, + "primary_prob": 33.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.604848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.68498, + "hold30_r": 1.893516 + }, + { + "symbol": "MOS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.434238, + "strategy_rank": 96.65162, + "rr": 1.793796, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.690694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.765478, + "hold30_r": 0.841989 + }, + { + "symbol": "MPC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.97286, + "strategy_rank": 86.838249, + "rr": 1.238777, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.858165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205632, + "hold30_r": 1.559982 + }, + { + "symbol": "MPWR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.693111, + "strategy_rank": 93.571309, + "rr": 1.739505, + "primary_prob": 35.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.609258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71023, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.864301, + "strategy_rank": 59.780401, + "rr": 0.987597, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.481396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068576, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.066806, + "strategy_rank": 80.213187, + "rr": 1.227011, + "primary_prob": 51.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.840516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182715, + "hold30_r": 1.910322 + }, + { + "symbol": "NOC", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.979123, + "strategy_rank": 76.624594, + "rr": 1.618913, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.42837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567478, + "hold30_r": 2.533617 + }, + { + "symbol": "NUE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.022965, + "strategy_rank": 88.429318, + "rr": 2.827629, + "primary_prob": 22.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.241443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03131, + "hold30_r": 1.486427 + }, + { + "symbol": "NVDA", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.430063, + "strategy_rank": 89.12461, + "rr": 3.06191, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.592865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027296, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.732777, + "strategy_rank": 72.478846, + "rr": 1.692297, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.538445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.127231, + "hold30_r": -1.084896 + }, + { + "symbol": "ON", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.643006, + "strategy_rank": 97.360845, + "rr": 1.899528, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.849293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869137, + "hold30_r": 1.954492 + }, + { + "symbol": "OXY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895616, + "strategy_rank": 97.987411, + "rr": 1.043849, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.565774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027842, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989562, + "strategy_rank": 92.050566, + "rr": 1.920282, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.880423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.888006, + "hold30_r": 2.335237 + }, + { + "symbol": "PAYX", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.31524, + "strategy_rank": 66.805965, + "rr": 2.175081, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.262621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.119175, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.36952, + "strategy_rank": 80.647715, + "rr": 1.608552, + "primary_prob": 41.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.412827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565272, + "hold30_r": 4.115226 + }, + { + "symbol": "PFE", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.413361, + "strategy_rank": 68.552544, + "rr": 1.992582, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.988874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.985386, + "strategy_rank": 69.789458, + "rr": 1.944884, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.917326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.895992, + "hold30_r": 4.48689 + }, + { + "symbol": "PGR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.743215, + "strategy_rank": 67.070615, + "rr": 1.550983, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.326475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498206, + "hold30_r": 3.755803 + }, + { + "symbol": "PSX", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.830898, + "strategy_rank": 83.829178, + "rr": 0.900222, + "primary_prob": 37.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.350333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032418, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.555324, + "strategy_rank": 89.048581, + "rr": 0.698134, + "primary_prob": 56.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.047201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658156, + "hold30_r": 1.885962 + }, + { + "symbol": "RJF", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.073069, + "strategy_rank": 77.632483, + "rr": 1.981657, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.972485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.93544, + "hold30_r": 2.791236 + }, + { + "symbol": "RSG", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.271399, + "strategy_rank": 58.817716, + "rr": 1.821673, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.732509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74531, + "hold30_r": 4.325349 + }, + { + "symbol": "SLB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.901879, + "strategy_rank": 91.33997, + "rr": 1.731298, + "primary_prob": 38.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.596946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.106899, + "hold30_r": -1.079095 + }, + { + "symbol": "SMCI", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.824635, + "strategy_rank": 96.107484, + "rr": 1.515834, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.273751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484989, + "hold30_r": 4.082245 + }, + { + "symbol": "SNPS", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.649269, + "strategy_rank": 88.054384, + "rr": 0.972305, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.458458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926061, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-07-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.480167, + "strategy_rank": 58.150507, + "rr": 2.353322, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.529983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.290575, + "hold30_r": 2.55007 + }, + { + "symbol": "STLD", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.231733, + "strategy_rank": 87.011327, + "rr": 1.892141, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.838211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.861012, + "hold30_r": 2.171288 + }, + { + "symbol": "SYY", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.248434, + "strategy_rank": 74.423852, + "rr": 1.227441, + "primary_prob": 26.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.841161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062387, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.39666, + "strategy_rank": 76.009674, + "rr": 1.343932, + "primary_prob": 36.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.015898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.303466, + "hold30_r": -0.014845 + }, + { + "symbol": "TRGP", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.033403, + "strategy_rank": 88.620671, + "rr": 1.885378, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.828067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033901, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.611691, + "strategy_rank": 78.580321, + "rr": 1.92979, + "primary_prob": 30.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.894685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.891716, + "hold30_r": 1.308487 + }, + { + "symbol": "TSLA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.615866, + "strategy_rank": 95.867499, + "rr": 1.544521, + "primary_prob": 41.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.316781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516821, + "hold30_r": 0.727711 + }, + { + "symbol": "TSN", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.490605, + "strategy_rank": 69.103069, + "rr": 1.796566, + "primary_prob": 47.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.694849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.268146, + "hold30_r": -1.206782 + }, + { + "symbol": "ULTA", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.319415, + "strategy_rank": 87.721922, + "rr": 1.119971, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.679956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039781, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.622129, + "strategy_rank": 67.290965, + "rr": 0.723577, + "primary_prob": 55.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.085365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669946, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.22547, + "strategy_rank": 93.533637, + "rr": 0.811987, + "primary_prob": 38.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.217981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05045, + "hold30_r": -1.023503 + }, + { + "symbol": "VST", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.814196, + "strategy_rank": 79.962012, + "rr": 0.967924, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.451887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926439, + "hold30_r": 0.931366 + }, + { + "symbol": "WMB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951983, + "strategy_rank": 69.250121, + "rr": 1.600782, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.401173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04555, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.258873, + "strategy_rank": 69.2346, + "rr": 1.226049, + "primary_prob": 43.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.839074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051964, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-07-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.242171, + "strategy_rank": 85.951376, + "rr": 0.995156, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.492734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9559, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21315, + "strategy_rank": 67.18982, + "rr": 1.505731, + "primary_prob": 32.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.258596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051054, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.638388, + "strategy_rank": 64.273595, + "rr": 2.135029, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.202544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.079142, + "hold30_r": 2.428214 + }, + { + "symbol": "ADM", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.88017, + "strategy_rank": 77.295864, + "rr": 2.047784, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.071676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.000912, + "hold30_r": 0.85766 + }, + { + "symbol": "AIG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.168611, + "strategy_rank": 78.35631, + "rr": 1.848242, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.772363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.801566, + "hold30_r": 1.176417 + }, + { + "symbol": "AJG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152704, + "strategy_rank": 71.346766, + "rr": 0.914636, + "primary_prob": 50.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.371953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859832, + "hold30_r": 1.125515 + }, + { + "symbol": "ALB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.455992, + "strategy_rank": 91.155885, + "rr": 1.708085, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.562128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.67256, + "hold30_r": 3.50081 + }, + { + "symbol": "AMCR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.805938, + "strategy_rank": 64.517497, + "rr": 1.519217, + "primary_prob": 20.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.278826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057754, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.031813, + "strategy_rank": 86.532344, + "rr": 1.508539, + "primary_prob": 46.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.262809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.469538, + "hold30_r": -1.0 + }, + { + "symbol": "AON", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.593849, + "strategy_rank": 66.914104, + "rr": 1.042843, + "primary_prob": 47.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.564264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99053, + "hold30_r": -0.539537 + }, + { + "symbol": "APA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.257688, + "strategy_rank": 97.3807, + "rr": 1.812227, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.718341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021938, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.866384, + "strategy_rank": 75.217391, + "rr": 1.796193, + "primary_prob": 47.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.694289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053504, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.061506, + "strategy_rank": 80.159067, + "rr": 1.197971, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.796957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145844, + "hold30_r": -0.037493 + }, + { + "symbol": "BG", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.426299, + "strategy_rank": 77.136797, + "rr": 2.562138, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.843207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040257, + "hold30_r": -0.815307 + }, + { + "symbol": "BKR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591729, + "strategy_rank": 90.742312, + "rr": 0.885102, + "primary_prob": 43.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.327653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.858927, + "hold30_r": -0.466853 + }, + { + "symbol": "BLDR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.348887, + "strategy_rank": 94.962884, + "rr": 1.593691, + "primary_prob": 38.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.390537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032153, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.54719, + "strategy_rank": 74.008484, + "rr": 1.7054, + "primary_prob": 48.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.558099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646286, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.941676, + "strategy_rank": 61.908802, + "rr": 1.518816, + "primary_prob": 36.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.278225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463032, + "hold30_r": 0.970298 + }, + { + "symbol": "CDNS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.607635, + "strategy_rank": 85.312831, + "rr": 0.778854, + "primary_prob": 57.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.168282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733296, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.83351, + "strategy_rank": 94.602333, + "rr": 1.727633, + "primary_prob": 32.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.591449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.697977, + "hold30_r": 0.642556 + }, + { + "symbol": "CHRW", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 76.69141, + "rr": 0.990791, + "primary_prob": 45.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.486186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941721, + "hold30_r": -0.336927 + }, + { + "symbol": "CNP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.457052, + "strategy_rank": 60.106045, + "rr": 0.674426, + "primary_prob": 63.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.011639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.608856, + "hold30_r": 0.506932 + }, + { + "symbol": "COP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.773065, + "strategy_rank": 91.505832, + "rr": 1.554994, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.332491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.523929, + "hold30_r": 4.122975 + }, + { + "symbol": "COR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.729586, + "strategy_rank": 62.110286, + "rr": 1.456089, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.184134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400227, + "hold30_r": 0.162763 + }, + { + "symbol": "COST", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.183457, + "strategy_rank": 77.444327, + "rr": 2.051745, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.077618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.148968, + "hold30_r": -1.089321 + }, + { + "symbol": "CTRA", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.681866, + "strategy_rank": 94.750795, + "rr": 2.014441, + "primary_prob": 26.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.021662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030342, + "hold30_r": 1.105557 + }, + { + "symbol": "CTVA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.516437, + "strategy_rank": 72.52386, + "rr": 1.532176, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.298264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476366, + "hold30_r": 3.216352 + }, + { + "symbol": "CVS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.290562, + "strategy_rank": 63.075292, + "rr": 2.217792, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.326689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062787, + "hold30_r": -1.00264 + }, + { + "symbol": "CVX", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.803818, + "strategy_rank": 83.064687, + "rr": 2.056168, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.084251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040315, + "hold30_r": 0.68247 + }, + { + "symbol": "DDOG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227996, + "strategy_rank": 96.02333, + "rr": 1.724858, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.587287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02032, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.621421, + "strategy_rank": 92.958643, + "rr": 0.670023, + "primary_prob": 47.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.005035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6269, + "hold30_r": -2.097496 + }, + { + "symbol": "DVN", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469777, + "strategy_rank": 97.147402, + "rr": 1.575164, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.362746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.55128, + "hold30_r": 2.691688 + }, + { + "symbol": "EIX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.018028, + "strategy_rank": 60.721103, + "rr": 1.095481, + "primary_prob": 47.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.643221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036665, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.198303, + "strategy_rank": 73.032874, + "rr": 1.080424, + "primary_prob": 43.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.620636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.035288, + "hold30_r": 0.272968 + }, + { + "symbol": "EOG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.076352, + "strategy_rank": 91.908802, + "rr": 1.633923, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.450884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.6067, + "hold30_r": 2.489474 + }, + { + "symbol": "EQT", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.045599, + "strategy_rank": 97.295864, + "rr": 1.891536, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.837304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.867563, + "hold30_r": 1.484656 + }, + { + "symbol": "EXE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.924708, + "strategy_rank": 93.647932, + "rr": 1.841448, + "primary_prob": 28.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.762172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813473, + "hold30_r": 1.843022 + }, + { + "symbol": "FANG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.197243, + "strategy_rank": 94.793213, + "rr": 1.513075, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.269613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487524, + "hold30_r": 1.394612 + }, + { + "symbol": "FDS", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.790032, + "strategy_rank": 69.056204, + "rr": 2.473622, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.710432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.413663, + "hold30_r": 1.71728 + }, + { + "symbol": "FTNT", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.364793, + "strategy_rank": 91.855779, + "rr": 2.147753, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.221629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.64057, + "hold30_r": -1.607162 + }, + { + "symbol": "GL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.654295, + "strategy_rank": 62.184517, + "rr": 0.983432, + "primary_prob": 49.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.475149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.92264, + "hold30_r": 0.859858 + }, + { + "symbol": "HAL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.560976, + "strategy_rank": 94.284199, + "rr": 0.840353, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.260529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814094, + "hold30_r": 0.447954 + }, + { + "symbol": "HPQ", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 86.617179, + "rr": 1.793868, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.690802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043001, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.305408, + "strategy_rank": 81.092259, + "rr": 1.852158, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.778237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813924, + "hold30_r": 0.870955 + }, + { + "symbol": "IRM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.698834, + "strategy_rank": 76.468717, + "rr": 1.812376, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.718563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754912, + "hold30_r": 3.053798 + }, + { + "symbol": "KO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.063627, + "strategy_rank": 57.062566, + "rr": 1.748782, + "primary_prob": 13.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.623173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076905, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.244963, + "strategy_rank": 73.796394, + "rr": 0.696014, + "primary_prob": 52.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.044022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638458, + "hold30_r": 0.557547 + }, + { + "symbol": "L", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.032874, + "strategy_rank": 60.318134, + "rr": 1.57213, + "primary_prob": 35.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.358195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517262, + "hold30_r": 0.039659 + }, + { + "symbol": "LLY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.637328, + "strategy_rank": 71.145281, + "rr": 1.106727, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.66009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053994, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.820785, + "strategy_rank": 86.065748, + "rr": 1.951087, + "primary_prob": 35.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.92663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035653, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.425239, + "strategy_rank": 90.625663, + "rr": 2.566481, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.849721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040973, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.442206, + "strategy_rank": 78.26087, + "rr": 1.501598, + "primary_prob": 45.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.252396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044272, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.712619, + "strategy_rank": 70.562036, + "rr": 1.258171, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.887256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204047, + "hold30_r": 1.151636 + }, + { + "symbol": "MET", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.669141, + "strategy_rank": 64.899258, + "rr": 1.96218, + "primary_prob": 44.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.943271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90837, + "hold30_r": 0.884151 + }, + { + "symbol": "MOS", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409332, + "strategy_rank": 96.59597, + "rr": 1.88752, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.83128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859836, + "hold30_r": 0.177834 + }, + { + "symbol": "MPC", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.288441, + "strategy_rank": 86.521739, + "rr": 1.906431, + "primary_prob": 27.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.859647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872589, + "hold30_r": 0.631704 + }, + { + "symbol": "MRK", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.016967, + "strategy_rank": 61.930011, + "rr": 1.307495, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.961243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246473, + "hold30_r": -0.302951 + }, + { + "symbol": "MTB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.728526, + "strategy_rank": 79.925769, + "rr": 0.87193, + "primary_prob": 61.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.307895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821079, + "hold30_r": 1.439004 + }, + { + "symbol": "NI", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.230117, + "strategy_rank": 58.006363, + "rr": 1.685521, + "primary_prob": 38.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.528282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062035, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.153765, + "strategy_rank": 83.97667, + "rr": 1.833936, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.750904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.799311, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.850477, + "strategy_rank": 76.065748, + "rr": 1.782678, + "primary_prob": 45.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.674017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.738887, + "hold30_r": 1.291903 + }, + { + "symbol": "OXY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893955, + "strategy_rank": 98.080594, + "rr": 0.860326, + "primary_prob": 39.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.290489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.833255, + "hold30_r": 0.909928 + }, + { + "symbol": "PANW", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.50053, + "strategy_rank": 93.160127, + "rr": 2.183718, + "primary_prob": 26.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.275576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037033, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.229056, + "strategy_rank": 80.212089, + "rr": 1.513831, + "primary_prob": 46.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.270747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466325, + "hold30_r": 4.250774 + }, + { + "symbol": "PFE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.093319, + "strategy_rank": 64.655355, + "rr": 1.675877, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.513815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051166, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.21421, + "strategy_rank": 72.311771, + "rr": 1.57539, + "primary_prob": 50.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.363085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524004, + "hold30_r": 3.556663 + }, + { + "symbol": "PGR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.819724, + "strategy_rank": 68.950159, + "rr": 1.19061, + "primary_prob": 31.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.785915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136164, + "hold30_r": 2.927535 + }, + { + "symbol": "PSX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.88123, + "strategy_rank": 80.159067, + "rr": 1.889631, + "primary_prob": 30.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.834447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031868, + "hold30_r": -0.678276 + }, + { + "symbol": "PWR", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.136797, + "strategy_rank": 90.265111, + "rr": 0.698487, + "primary_prob": 55.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.047731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660922, + "hold30_r": 0.249411 + }, + { + "symbol": "RJF", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486744, + "strategy_rank": 78.769883, + "rr": 1.847072, + "primary_prob": 46.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.770608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797908, + "hold30_r": 1.920196 + }, + { + "symbol": "SLB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 91.060445, + "rr": 1.660256, + "primary_prob": 43.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.490383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631596, + "hold30_r": 1.649127 + }, + { + "symbol": "SRE", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.38176, + "strategy_rank": 57.889714, + "rr": 1.449969, + "primary_prob": 35.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.174954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064873, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.002121, + "strategy_rank": 83.329799, + "rr": 1.703403, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.555105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.670117, + "hold30_r": -0.028334 + }, + { + "symbol": "SYY", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.940615, + "strategy_rank": 76.447508, + "rr": 1.225837, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.838755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062882, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.517497, + "strategy_rank": 70.678685, + "rr": 1.122976, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.684463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.080113, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.365854, + "strategy_rank": 84.920467, + "rr": 0.816915, + "primary_prob": 50.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.225373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031036, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.864263, + "strategy_rank": 88.229056, + "rr": 1.72158, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.582369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036198, + "hold30_r": -1.0 + }, + { + "symbol": "TRV", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.078473, + "strategy_rank": 59.5228, + "rr": 2.363755, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.545633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.309948, + "hold30_r": 1.027683 + }, + { + "symbol": "TSCO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.577943, + "strategy_rank": 79.597031, + "rr": 1.649377, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.474066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607399, + "hold30_r": -0.324345 + }, + { + "symbol": "TSLA", + "date": "2022-08-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.273595, + "strategy_rank": 94.496288, + "rr": 2.473215, + "primary_prob": 31.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.709822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030418, + "hold30_r": -1.0 + }, + { + "symbol": "TSN", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.759279, + "strategy_rank": 71.389183, + "rr": 1.230124, + "primary_prob": 58.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.845186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.127373, + "hold30_r": -2.058702 + }, + { + "symbol": "ULTA", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.895016, + "strategy_rank": 87.486744, + "rr": 1.522282, + "primary_prob": 36.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.283423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487719, + "hold30_r": 2.306537 + }, + { + "symbol": "VLO", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.985154, + "strategy_rank": 93.435843, + "rr": 0.726799, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.090199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700732, + "hold30_r": -0.320368 + }, + { + "symbol": "VRTX", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.652174, + "strategy_rank": 78.059385, + "rr": 1.103192, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.654788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.055691, + "hold30_r": 1.091551 + }, + { + "symbol": "VST", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.971368, + "strategy_rank": 79.172853, + "rr": 0.989431, + "primary_prob": 48.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.484146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045226, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.395546, + "strategy_rank": 71.16649, + "rr": 1.850171, + "primary_prob": 34.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.775257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807248, + "hold30_r": 0.131544 + }, + { + "symbol": "WRB", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.015907, + "strategy_rank": 69.437964, + "rr": 1.901631, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.852447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.849146, + "hold30_r": 2.368963 + }, + { + "symbol": "XOM", + "date": "2022-08-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.440085, + "strategy_rank": 85.450689, + "rr": 1.678875, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.518312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038853, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.13369, + "strategy_rank": 75.138455, + "rr": 1.673903, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.510855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.461748, + "hold30_r": -1.40308 + }, + { + "symbol": "ABBV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.475936, + "strategy_rank": 67.452386, + "rr": 1.706616, + "primary_prob": 28.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.559924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05601, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.673797, + "strategy_rank": 61.525504, + "rr": 2.196306, + "primary_prob": 32.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.294458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065916, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.374332, + "strategy_rank": 76.755622, + "rr": 1.868613, + "primary_prob": 34.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.80292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815085, + "hold30_r": 0.790754 + }, + { + "symbol": "ANET", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 88.434732, + "rr": 1.572107, + "primary_prob": 35.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.358161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040115, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.251337, + "strategy_rank": 97.713115, + "rr": 1.604303, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.406454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583313, + "hold30_r": 1.228951 + }, + { + "symbol": "AVGO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.203209, + "strategy_rank": 77.649938, + "rr": 1.601621, + "primary_prob": 50.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.402431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053415, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.524064, + "strategy_rank": 76.848896, + "rr": 2.814168, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 4.221252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093838, + "hold30_r": -1.048444 + }, + { + "symbol": "BKR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.010695, + "strategy_rank": 90.102358, + "rr": 0.871008, + "primary_prob": 41.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.306512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843796, + "hold30_r": -0.7711 + }, + { + "symbol": "BLDR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.860963, + "strategy_rank": 95.265494, + "rr": 1.706471, + "primary_prob": 36.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.559707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.126107, + "hold30_r": -1.094915 + }, + { + "symbol": "BRO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.914439, + "strategy_rank": 73.174722, + "rr": 1.960043, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.940065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068261, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.427807, + "strategy_rank": 58.254593, + "rr": 1.780096, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.670144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.714452, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.823529, + "strategy_rank": 94.304676, + "rr": 0.931119, + "primary_prob": 50.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.396678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.89884, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.433155, + "strategy_rank": 91.24808, + "rr": 0.787657, + "primary_prob": 61.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.181485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753924, + "hold30_r": 2.474278 + }, + { + "symbol": "COR", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.090909, + "strategy_rank": 65.055944, + "rr": 2.292305, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.438457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056389, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.877005, + "strategy_rank": 77.021596, + "rr": 2.566448, + "primary_prob": 25.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.849672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061818, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.208556, + "strategy_rank": 61.77163, + "rr": 1.302077, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.953116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.113451, + "hold30_r": -1.036747 + }, + { + "symbol": "CTRA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.679144, + "strategy_rank": 94.647196, + "rr": 1.043182, + "primary_prob": 34.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.564773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.01101, + "hold30_r": -0.164665 + }, + { + "symbol": "CTVA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.518717, + "strategy_rank": 71.701563, + "rr": 1.50389, + "primary_prob": 33.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.255834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450006, + "hold30_r": -0.147959 + }, + { + "symbol": "CVS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.165775, + "strategy_rank": 66.400658, + "rr": 1.499423, + "primary_prob": 36.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.249134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0944, + "hold30_r": -1.029481 + }, + { + "symbol": "CVX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.759358, + "strategy_rank": 82.998217, + "rr": 1.516358, + "primary_prob": 42.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.274537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.473046, + "hold30_r": -0.129253 + }, + { + "symbol": "DDOG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.663102, + "strategy_rank": 91.326992, + "rr": 1.717303, + "primary_prob": 45.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.575955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020558, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.609626, + "strategy_rank": 92.808789, + "rr": 1.215023, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.822534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.35883, + "hold30_r": -2.313497 + }, + { + "symbol": "DVN", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.465241, + "strategy_rank": 96.901309, + "rr": 2.128989, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.193483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.10253, + "hold30_r": 0.676338 + }, + { + "symbol": "EIX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.176471, + "strategy_rank": 60.894042, + "rr": 1.772905, + "primary_prob": 33.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.659357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.70887, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796791, + "strategy_rank": 74.087241, + "rr": 1.127713, + "primary_prob": 41.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.69157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076401, + "hold30_r": -1.013816 + }, + { + "symbol": "EOG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.791444, + "strategy_rank": 92.754011, + "rr": 1.514957, + "primary_prob": 42.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.272435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485775, + "hold30_r": 1.253037 + }, + { + "symbol": "EQT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037433, + "strategy_rank": 97.306972, + "rr": 1.723448, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.585172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698587, + "hold30_r": 0.319977 + }, + { + "symbol": "ERIE", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.59893, + "strategy_rank": 64.539764, + "rr": 2.143997, + "primary_prob": 23.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.215996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061771, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.005348, + "strategy_rank": 93.608872, + "rr": 1.515068, + "primary_prob": 33.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.272602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485335, + "hold30_r": 0.716438 + }, + { + "symbol": "FANG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.074866, + "strategy_rank": 94.710099, + "rr": 1.587411, + "primary_prob": 39.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.381116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559873, + "hold30_r": 0.054622 + }, + { + "symbol": "FDS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.347594, + "strategy_rank": 68.557418, + "rr": 1.705867, + "primary_prob": 43.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.558801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639712, + "hold30_r": -1.664917 + }, + { + "symbol": "FTNT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.941176, + "strategy_rank": 92.654977, + "rr": 1.50819, + "primary_prob": 37.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.262284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026038, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 61.192308, + "rr": 1.373233, + "primary_prob": 44.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.05985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.291951, + "hold30_r": -1.223826 + }, + { + "symbol": "HAL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.219251, + "strategy_rank": 93.982963, + "rr": 1.560496, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.340743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532332, + "hold30_r": -0.738538 + }, + { + "symbol": "HPQ", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.053476, + "strategy_rank": 86.434869, + "rr": 1.538841, + "primary_prob": 47.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.308261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041865, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.42246, + "strategy_rank": 80.318799, + "rr": 1.704644, + "primary_prob": 43.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.556966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038212, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.989305, + "strategy_rank": 69.295077, + "rr": 1.759622, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.639433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086905, + "hold30_r": -1.040037 + }, + { + "symbol": "IRM", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.71123, + "strategy_rank": 73.41581, + "rr": 2.029671, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.044506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054168, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.700535, + "strategy_rank": 87.223708, + "rr": 1.530292, + "primary_prob": 42.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.295438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033062, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.812834, + "strategy_rank": 74.753599, + "rr": 0.88334, + "primary_prob": 44.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.32501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820526, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.278075, + "strategy_rank": 80.340806, + "rr": 1.819535, + "primary_prob": 41.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.729303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04708, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.44385, + "strategy_rank": 69.844029, + "rr": 1.949637, + "primary_prob": 22.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.924456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053781, + "hold30_r": 0.55262 + }, + { + "symbol": "LMT", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.139037, + "strategy_rank": 63.939634, + "rr": 1.567829, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.351744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.009297 + }, + { + "symbol": "LYV", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.235294, + "strategy_rank": 86.700603, + "rr": 2.540438, + "primary_prob": 31.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.810657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211772, + "hold30_r": -1.171947 + }, + { + "symbol": "MAR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.737968, + "strategy_rank": 81.614013, + "rr": 1.881619, + "primary_prob": 44.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.822429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049163, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 94.986597, + "rr": 1.659726, + "primary_prob": 37.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.489589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63062, + "hold30_r": -0.396232 + }, + { + "symbol": "MPC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828877, + "strategy_rank": 85.541752, + "rr": 1.545572, + "primary_prob": 33.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.318358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508527, + "hold30_r": 0.155686 + }, + { + "symbol": "MPWR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951872, + "strategy_rank": 89.488105, + "rr": 0.92511, + "primary_prob": 51.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.387665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032177, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.695187, + "strategy_rank": 63.678939, + "rr": 1.591225, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.386838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06081, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.850267, + "strategy_rank": 59.752879, + "rr": 1.574822, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.362234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064546, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.085561, + "strategy_rank": 77.056047, + "rr": 0.830131, + "primary_prob": 37.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.245196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779369, + "hold30_r": 1.250979 + }, + { + "symbol": "NVDA", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.352941, + "strategy_rank": 86.140649, + "rr": 2.759313, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.13897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027134, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.390374, + "strategy_rank": 79.66557, + "rr": 2.785826, + "primary_prob": 33.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.178739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043476, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.775401, + "strategy_rank": 75.651755, + "rr": 1.574524, + "primary_prob": 46.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.361786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.527598, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.647059, + "strategy_rank": 96.461916, + "rr": 0.8941, + "primary_prob": 48.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.341149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865394, + "hold30_r": -0.268843 + }, + { + "symbol": "OXY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893048, + "strategy_rank": 98.098211, + "rr": 1.635363, + "primary_prob": 32.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.453044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606999, + "hold30_r": -0.221102 + }, + { + "symbol": "PANW", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.57754, + "strategy_rank": 93.181201, + "rr": 2.344319, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.516478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035124, + "hold30_r": -0.783506 + }, + { + "symbol": "PCG", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.304813, + "strategy_rank": 80.878754, + "rr": 1.820674, + "primary_prob": 46.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.73101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.767062, + "hold30_r": 3.29849 + }, + { + "symbol": "PSX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.379679, + "strategy_rank": 82.704237, + "rr": 1.574038, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.361058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.538645, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.149733, + "strategy_rank": 89.4843, + "rr": 0.728381, + "primary_prob": 54.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.092572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687755, + "hold30_r": -0.657556 + }, + { + "symbol": "QCOM", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.064171, + "strategy_rank": 83.58851, + "rr": 2.882337, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.323506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038342, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.925134, + "strategy_rank": 74.430927, + "rr": 2.315594, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.473391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056756, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962567, + "strategy_rank": 63.180207, + "rr": 1.589197, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.383796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057438, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.299465, + "strategy_rank": 90.731421, + "rr": 1.550578, + "primary_prob": 43.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.325867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.519995, + "hold30_r": 1.449466 + }, + { + "symbol": "SMCI", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.224599, + "strategy_rank": 94.835424, + "rr": 0.896337, + "primary_prob": 47.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.344505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.868953, + "hold30_r": -1.200988 + }, + { + "symbol": "SRE", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.641711, + "strategy_rank": 58.212018, + "rr": 1.76397, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.645955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695772, + "hold30_r": 0.150178 + }, + { + "symbol": "STLD", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.994652, + "strategy_rank": 81.077026, + "rr": 1.916889, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.875333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036834, + "hold30_r": -1.0 + }, + { + "symbol": "STZ", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.213904, + "strategy_rank": 59.258707, + "rr": 0.828273, + "primary_prob": 54.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.242409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.772608, + "hold30_r": -0.636815 + }, + { + "symbol": "SYY", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.449198, + "strategy_rank": 74.895208, + "rr": 1.915558, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.873337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054919, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.561497, + "strategy_rank": 71.591766, + "rr": 1.34988, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.024821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048913, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.73262, + "strategy_rank": 88.005142, + "rr": 0.762713, + "primary_prob": 54.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.144069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03094, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.40107, + "strategy_rank": 88.511518, + "rr": 1.795772, + "primary_prob": 33.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.693658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037376, + "hold30_r": -0.578291 + }, + { + "symbol": "TSCO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 78.19289, + "rr": 1.6076, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.4114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562143, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.187166, + "strategy_rank": 95.188708, + "rr": 1.517114, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.275671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02802, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 85.976107, + "rr": 1.888664, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.832996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.848886, + "hold30_r": 1.052623 + }, + { + "symbol": "UNH", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.513369, + "strategy_rank": 69.278589, + "rr": 0.686699, + "primary_prob": 57.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.030048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621436, + "hold30_r": -1.025576 + }, + { + "symbol": "VLO", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.395722, + "strategy_rank": 93.49239, + "rr": 1.977035, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.965553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028968, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.262032, + "strategy_rank": 82.302653, + "rr": 1.75377, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.630655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045321, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.764706, + "strategy_rank": 72.985294, + "rr": 1.774702, + "primary_prob": 35.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.662052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.726331, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438503, + "strategy_rank": 68.542849, + "rr": 1.230669, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.846004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.168883, + "hold30_r": 0.166287 + }, + { + "symbol": "XOM", + "date": "2022-08-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.614973, + "strategy_rank": 85.872789, + "rr": 1.629299, + "primary_prob": 31.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.443948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.589224, + "hold30_r": -0.192811 + }, + { + "symbol": "AAPL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 72.633778, + "rr": 0.820593, + "primary_prob": 57.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.230889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065893, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.266156, + "strategy_rank": 64.422852, + "rr": 1.734994, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.60249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060676, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.499452, + "strategy_rank": 76.194693, + "rr": 1.742284, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.613427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.684257, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.647317, + "strategy_rank": 88.693165, + "rr": 2.023499, + "primary_prob": 28.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.035248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046954, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.342826, + "strategy_rank": 97.866017, + "rr": 1.599952, + "primary_prob": 22.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.399928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576899, + "hold30_r": 0.452419 + }, + { + "symbol": "ATO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489595, + "strategy_rank": 57.600703, + "rr": 0.847876, + "primary_prob": 59.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.271815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079542, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.746988, + "strategy_rank": 77.692257, + "rr": 2.155374, + "primary_prob": 27.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.233062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051817, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.870756, + "strategy_rank": 76.586553, + "rr": 1.732743, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.599115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049213, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.523549, + "strategy_rank": 90.619438, + "rr": 0.669266, + "primary_prob": 49.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.003898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.640677, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.056955, + "strategy_rank": 94.154529, + "rr": 1.501197, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.251796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.22782, + "strategy_rank": 69.85663, + "rr": 1.243723, + "primary_prob": 45.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.865585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075395, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.175246, + "strategy_rank": 82.971688, + "rr": 1.709373, + "primary_prob": 43.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.56406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035333, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.90471, + "strategy_rank": 94.342706, + "rr": 0.776025, + "primary_prob": 56.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.164038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.741165, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.852136, + "strategy_rank": 76.899777, + "rr": 0.879977, + "primary_prob": 48.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.319965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818809, + "hold30_r": -1.099769 + }, + { + "symbol": "COP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.480832, + "strategy_rank": 91.836145, + "rr": 1.734384, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.601576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699234, + "hold30_r": 0.398797 + }, + { + "symbol": "COR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.075575, + "strategy_rank": 63.972596, + "rr": 1.527223, + "primary_prob": 41.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.290835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057915, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.71851, + "strategy_rank": 76.873198, + "rr": 1.656446, + "primary_prob": 36.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.48467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065073, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.561884, + "strategy_rank": 94.408855, + "rr": 1.797674, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.696511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.425617, + "hold30_r": -1.391992 + }, + { + "symbol": "CTVA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.594743, + "strategy_rank": 71.611287, + "rr": 0.768784, + "primary_prob": 53.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.153176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708353, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.803943, + "strategy_rank": 62.393832, + "rr": 1.294017, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.941026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068981, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.071194, + "strategy_rank": 83.322265, + "rr": 1.974261, + "primary_prob": 31.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.961392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.208074, + "hold30_r": -1.161975 + }, + { + "symbol": "DLTR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.685652, + "strategy_rank": 93.073392, + "rr": 0.99935, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.499025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.912302, + "hold30_r": -2.862032 + }, + { + "symbol": "DVN", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.123768, + "strategy_rank": 96.957753, + "rr": 1.814135, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.721202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786235, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.2092, + "strategy_rank": 73.484952, + "rr": 1.688386, + "primary_prob": 33.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.53258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056259, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.042716, + "strategy_rank": 93.104956, + "rr": 1.523788, + "primary_prob": 40.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.285681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491929, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.570646, + "strategy_rank": 63.619802, + "rr": 1.909541, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.864312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065243, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.918949, + "strategy_rank": 94.440419, + "rr": 0.872485, + "primary_prob": 49.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.308728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839801, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.884995, + "strategy_rank": 84.003741, + "rr": 2.335249, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.502874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254227, + "hold30_r": -1.213282 + }, + { + "symbol": "FANG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.466594, + "strategy_rank": 95.316112, + "rr": 1.596785, + "primary_prob": 39.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.395178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569648, + "hold30_r": -1.0 + }, + { + "symbol": "FDS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270537, + "strategy_rank": 65.292002, + "rr": 1.685326, + "primary_prob": 35.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.527989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071337, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.032859, + "strategy_rank": 90.725408, + "rr": 1.89131, + "primary_prob": 30.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.836965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.10288, + "hold30_r": -1.0742 + }, + { + "symbol": "GDDY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651698, + "strategy_rank": 79.091856, + "rr": 1.792973, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.68946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050682, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.261774, + "strategy_rank": 94.144511, + "rr": 1.717713, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.576569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.688865, + "hold30_r": -1.237788 + }, + { + "symbol": "HLT", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.023001, + "strategy_rank": 79.188311, + "rr": 1.602329, + "primary_prob": 50.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.403493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083208, + "hold30_r": -1.029405 + }, + { + "symbol": "HPQ", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.237678, + "strategy_rank": 87.597228, + "rr": 1.511697, + "primary_prob": 47.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.267545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047847, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.251917, + "strategy_rank": 84.740893, + "rr": 2.026279, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.039419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070424, + "hold30_r": -1.025818 + }, + { + "symbol": "INCY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.256298, + "strategy_rank": 66.04768, + "rr": 2.072587, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.10888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.124921, + "hold30_r": -1.072462 + }, + { + "symbol": "JKHY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.722892, + "strategy_rank": 58.639503, + "rr": 1.001143, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.501715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.946122, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.442497, + "strategy_rank": 90.147385, + "rr": 1.635958, + "primary_prob": 40.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.453936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073265, + "hold30_r": -1.03724 + }, + { + "symbol": "LITE", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.308872, + "strategy_rank": 82.046407, + "rr": 2.232276, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.348414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039936, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.047097, + "strategy_rank": 67.781546, + "rr": 0.882538, + "primary_prob": 45.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.323807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056628, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.213582, + "strategy_rank": 87.745787, + "rr": 1.609761, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.414641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036775, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.661555, + "strategy_rank": 89.709916, + "rr": 1.628942, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.443412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204811, + "hold30_r": -1.162602 + }, + { + "symbol": "MAR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.566265, + "strategy_rank": 84.840368, + "rr": 1.604944, + "primary_prob": 48.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.407415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05244, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.69989, + "strategy_rank": 96.026685, + "rr": 1.81118, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.71677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.778107, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 85.883446, + "rr": 1.619153, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.428729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.577731, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.813801, + "strategy_rank": 91.458282, + "rr": 1.729827, + "primary_prob": 30.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.594741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033533, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446878, + "strategy_rank": 59.40822, + "rr": 1.014236, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.521354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06554, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.475356, + "strategy_rank": 81.529248, + "rr": 2.243798, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.365696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042397, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.842278, + "strategy_rank": 89.946925, + "rr": 2.760358, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 30, + "primary_distance_atr": 4.140537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029423, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.280394, + "strategy_rank": 77.518377, + "rr": 2.372967, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.55945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048713, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890471, + "strategy_rank": 98.118078, + "rr": 1.071539, + "primary_prob": 29.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.607308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.041666, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823658, + "strategy_rank": 93.345489, + "rr": 0.742114, + "primary_prob": 52.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.113171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704804, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.580504, + "strategy_rank": 80.605477, + "rr": 1.969556, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.954333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054133, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.894852, + "strategy_rank": 85.529898, + "rr": 0.707619, + "primary_prob": 58.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.061429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669949, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.061336, + "strategy_rank": 85.702016, + "rr": 0.763929, + "primary_prob": 43.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.145893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041346, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.051479, + "strategy_rank": 75.806057, + "rr": 1.704835, + "primary_prob": 45.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.557252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05535, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.789704, + "strategy_rank": 75.753449, + "rr": 1.124799, + "primary_prob": 43.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.687198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.149885, + "hold30_r": -1.086207 + }, + { + "symbol": "RTX", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.03724, + "strategy_rank": 64.12191, + "rr": 2.061537, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.092305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062152, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.085433, + "strategy_rank": 92.380591, + "rr": 1.867123, + "primary_prob": 39.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.800684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836074, + "hold30_r": 0.249967 + }, + { + "symbol": "STZ", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351588, + "strategy_rank": 60.184186, + "rr": 0.956704, + "primary_prob": 47.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.435057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891244, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.089814, + "strategy_rank": 73.424795, + "rr": 1.486177, + "primary_prob": 20.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.229266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060578, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.294633, + "strategy_rank": 73.250663, + "rr": 1.504527, + "primary_prob": 21.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.256791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072732, + "hold30_r": -1.018954 + }, + { + "symbol": "TKO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.428258, + "strategy_rank": 74.491685, + "rr": 0.897869, + "primary_prob": 47.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.346804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047593, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.304491, + "strategy_rank": 91.713362, + "rr": 0.775858, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.163788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74629, + "hold30_r": 0.451237 + }, + { + "symbol": "TRGP", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.837897, + "strategy_rank": 88.913661, + "rr": 1.873119, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.809678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274747, + "hold30_r": -1.23641 + }, + { + "symbol": "TSCO", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.008762, + "strategy_rank": 78.76237, + "rr": 2.046656, + "primary_prob": 43.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.069984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052382, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.399781, + "strategy_rank": 95.434114, + "rr": 1.61432, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.42148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077764, + "hold30_r": -1.047675 + }, + { + "symbol": "UAL", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.43264, + "strategy_rank": 88.194533, + "rr": 2.513954, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 3.770931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08716, + "hold30_r": -1.053781 + }, + { + "symbol": "ULTA", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 85.890193, + "rr": 0.748419, + "primary_prob": 64.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.122629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703102, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.247536, + "strategy_rank": 93.817039, + "rr": 1.819864, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.729796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031368, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.866375, + "strategy_rank": 82.971232, + "rr": 1.594378, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.391566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051265, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.880613, + "strategy_rank": 73.71446, + "rr": 2.437838, + "primary_prob": 22.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.656758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081961, + "hold30_r": -1.031422 + }, + { + "symbol": "WRB", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.11391, + "strategy_rank": 67.236849, + "rr": 1.818476, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.727713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068177, + "hold30_r": -1.0 + }, + { + "symbol": "WY", + "date": "2022-08-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.394304, + "strategy_rank": 65.532031, + "rr": 2.092722, + "primary_prob": 43.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 3.139084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061058, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.6046, + "strategy_rank": 86.299369, + "rr": 1.537747, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.30662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.495337, + "hold30_r": -1.080944 + }, + { + "symbol": "AAPL", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.372549, + "strategy_rank": 72.434125, + "rr": 1.231763, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.847645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.38478, + "hold30_r": -1.315735 + }, + { + "symbol": "ABBV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.779956, + "strategy_rank": 64.235197, + "rr": 1.088, + "primary_prob": 35.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.632001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022532, + "hold30_r": 0.564911 + }, + { + "symbol": "ADM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79085, + "strategy_rank": 80.343475, + "rr": 1.729275, + "primary_prob": 31.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.593912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061389, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.810458, + "strategy_rank": 88.40584, + "rr": 1.597699, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.396548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046338, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.455338, + "strategy_rank": 98.08446, + "rr": 1.70067, + "primary_prob": 30.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.551005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026021, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204793, + "strategy_rank": 59.661527, + "rr": 1.305767, + "primary_prob": 31.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.95865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088394, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.819172, + "strategy_rank": 78.401277, + "rr": 2.541033, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.811549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051278, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.444444, + "strategy_rank": 79.756378, + "rr": 0.844498, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.266747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254426, + "hold30_r": -1.193033 + }, + { + "symbol": "BG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.374728, + "strategy_rank": 81.506705, + "rr": 1.515076, + "primary_prob": 38.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.272614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052768, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.422658, + "strategy_rank": 83.905436, + "rr": 1.549471, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.324207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032534, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.187364, + "strategy_rank": 94.32789, + "rr": 1.702111, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.553167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032805, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.769063, + "strategy_rank": 70.357604, + "rr": 1.574974, + "primary_prob": 35.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.362461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077694, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.285403, + "strategy_rank": 85.477584, + "rr": 1.190244, + "primary_prob": 29.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.785366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.259734, + "hold30_r": -1.199905 + }, + { + "symbol": "CNC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.424837, + "strategy_rank": 77.53732, + "rr": 0.686608, + "primary_prob": 56.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.029912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.555357, + "hold30_r": -1.487621 + }, + { + "symbol": "COP", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.930283, + "strategy_rank": 92.544669, + "rr": 2.09287, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.139305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039394, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.997821, + "strategy_rank": 65.628181, + "rr": 0.775048, + "primary_prob": 53.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.162572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063802, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.017429, + "strategy_rank": 76.628523, + "rr": 1.236366, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.854548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105561, + "hold30_r": -1.036037 + }, + { + "symbol": "CTRA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.673203, + "strategy_rank": 95.201057, + "rr": 1.907102, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.860653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0337, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.572985, + "strategy_rank": 75.065834, + "rr": 0.817621, + "primary_prob": 51.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.752072, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.006536, + "strategy_rank": 62.511539, + "rr": 1.507616, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.261423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069644, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.751634, + "strategy_rank": 84.392847, + "rr": 2.000737, + "primary_prob": 28.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.001105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052263, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.494553, + "strategy_rank": 92.370235, + "rr": 0.720241, + "primary_prob": 45.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.080361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.935514, + "hold30_r": -2.879128 + }, + { + "symbol": "DVN", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.237473, + "strategy_rank": 97.181138, + "rr": 1.211356, + "primary_prob": 40.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.817033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031534, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.562092, + "strategy_rank": 62.515771, + "rr": 0.857949, + "primary_prob": 37.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.286924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770038, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.938998, + "strategy_rank": 73.334448, + "rr": 1.607919, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.411879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05896, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 93.501568, + "rr": 1.977202, + "primary_prob": 26.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.965803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05134, + "hold30_r": -1.014892 + }, + { + "symbol": "ERIE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.244009, + "strategy_rank": 61.912482, + "rr": 1.403744, + "primary_prob": 39.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.105616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.341761, + "hold30_r": 2.46344 + }, + { + "symbol": "F", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.986928, + "strategy_rank": 83.79629, + "rr": 3.039579, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.559368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040346, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.69281, + "strategy_rank": 95.559396, + "rr": 1.528228, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.292343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150595, + "hold30_r": -1.119775 + }, + { + "symbol": "FDS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.679739, + "strategy_rank": 66.134794, + "rr": 1.308687, + "primary_prob": 50.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.96303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075118, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.028322, + "strategy_rank": 82.682394, + "rr": 1.278802, + "primary_prob": 38.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.918202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046123, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.037037, + "strategy_rank": 88.706122, + "rr": 1.903428, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.855142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.032304, + "hold30_r": 1.152812 + }, + { + "symbol": "HAL", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.405229, + "strategy_rank": 94.219242, + "rr": 1.905808, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.858713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073145, + "hold30_r": -1.041589 + }, + { + "symbol": "HPQ", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.631808, + "strategy_rank": 87.501025, + "rr": 1.759779, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.639669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046956, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.601307, + "strategy_rank": 82.884245, + "rr": 2.119468, + "primary_prob": 22.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.179201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046301, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.383442, + "strategy_rank": 77.573959, + "rr": 1.348628, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.022941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059615, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.511983, + "strategy_rank": 62.241413, + "rr": 1.602946, + "primary_prob": 17.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.40442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061822, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.592593, + "strategy_rank": 90.440495, + "rr": 1.050284, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.575426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037488, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.610022, + "strategy_rank": 64.457483, + "rr": 1.022512, + "primary_prob": 51.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.533769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064273, + "hold30_r": -1.0 + }, + { + "symbol": "KO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.827887, + "strategy_rank": 57.558846, + "rr": 1.872131, + "primary_prob": 11.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.808196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097682, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.936819, + "strategy_rank": 78.788526, + "rr": 1.923003, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.884504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042758, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.156863, + "strategy_rank": 70.483689, + "rr": 0.717175, + "primary_prob": 51.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.075762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058448, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.461874, + "strategy_rank": 85.895238, + "rr": 0.821804, + "primary_prob": 51.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.232706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783165, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978214, + "strategy_rank": 88.251344, + "rr": 0.787613, + "primary_prob": 44.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.181419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044913, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.196078, + "strategy_rank": 84.062173, + "rr": 1.769259, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.653889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05538, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.712418, + "strategy_rank": 71.304025, + "rr": 0.682087, + "primary_prob": 57.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.02313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067973, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.474946, + "strategy_rank": 96.777946, + "rr": 2.123425, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.185137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036248, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.623094, + "strategy_rank": 87.092096, + "rr": 1.815985, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.723978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.214964, + "hold30_r": -1.167191 + }, + { + "symbol": "MPWR", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.858388, + "strategy_rank": 88.06246, + "rr": 1.513431, + "primary_prob": 38.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.270146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035577, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.551198, + "strategy_rank": 58.877569, + "rr": 1.539326, + "primary_prob": 25.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.308989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088182, + "hold30_r": -1.016163 + }, + { + "symbol": "MTB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.246187, + "strategy_rank": 81.170046, + "rr": 0.767281, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.150922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700057, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.026144, + "strategy_rank": 58.560847, + "rr": 1.184713, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.777069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075197, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.640523, + "strategy_rank": 83.502991, + "rr": 1.879138, + "primary_prob": 31.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.818707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042556, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.235294, + "strategy_rank": 77.988863, + "rr": 2.345748, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.518622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054992, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.076253, + "strategy_rank": 74.047392, + "rr": 1.292359, + "primary_prob": 27.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.938538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075004, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.542484, + "strategy_rank": 89.350032, + "rr": 1.871486, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.80723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038517, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.154684, + "strategy_rank": 64.773458, + "rr": 1.136943, + "primary_prob": 48.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.705415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07783, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.215686, + "strategy_rank": 79.752395, + "rr": 2.364039, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.546059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.31083, + "hold30_r": 5.830839 + }, + { + "symbol": "PSX", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.721133, + "strategy_rank": 86.206969, + "rr": 2.302875, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.454312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04054, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.849673, + "strategy_rank": 88.175838, + "rr": 0.740008, + "primary_prob": 53.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.110012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699579, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.065359, + "strategy_rank": 74.979375, + "rr": 1.815654, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.72348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058588, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 75.830613, + "rr": 1.254321, + "primary_prob": 49.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.881481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066985, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.662309, + "strategy_rank": 93.129775, + "rr": 0.934468, + "primary_prob": 56.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.401702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034837, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.760349, + "strategy_rank": 85.748457, + "rr": 1.129939, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.694909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05264, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.799564, + "strategy_rank": 63.222481, + "rr": 0.908689, + "primary_prob": 49.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.363034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087538, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.590414, + "strategy_rank": 80.617098, + "rr": 1.868345, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.802518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03915, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 73.416437, + "rr": 1.412976, + "primary_prob": 21.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.119464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065394, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.581699, + "strategy_rank": 73.157026, + "rr": 1.176932, + "primary_prob": 28.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.765398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061262, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.880174, + "strategy_rank": 75.915578, + "rr": 1.013986, + "primary_prob": 35.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.520979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049381, + "hold30_r": -1.0 + }, + { + "symbol": "TMO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.392157, + "strategy_rank": 71.094967, + "rr": 1.849171, + "primary_prob": 28.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.773756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067816, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.840959, + "strategy_rank": 90.378443, + "rr": 2.068321, + "primary_prob": 28.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.102482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04188, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.969499, + "strategy_rank": 95.905526, + "rr": 1.616444, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.424666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032966, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.165577, + "strategy_rank": 82.775099, + "rr": 1.049326, + "primary_prob": 44.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.573989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000319, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.503268, + "strategy_rank": 68.328675, + "rr": 0.897784, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.346676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076596, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.947712, + "strategy_rank": 69.336413, + "rr": 1.179042, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.768563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080312, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.257081, + "strategy_rank": 94.144483, + "rr": 1.989985, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.984978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041352, + "hold30_r": -1.005851 + }, + { + "symbol": "VRTX", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.206972, + "strategy_rank": 79.049668, + "rr": 0.97759, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.466385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076508, + "hold30_r": -1.027791 + }, + { + "symbol": "VST", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.008715, + "strategy_rank": 83.858331, + "rr": 1.920127, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.880191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050174, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.22658, + "strategy_rank": 75.588638, + "rr": 1.616669, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.425003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056699, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.067538, + "strategy_rank": 66.717897, + "rr": 1.478268, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.217401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06875, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.276688, + "strategy_rank": 87.84341, + "rr": 0.705722, + "primary_prob": 55.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.058583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.124333, + "hold30_r": -1.077637 + }, + { + "symbol": "ADM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.654267, + "strategy_rank": 81.164544, + "rr": 1.822995, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.734492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05579, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.463895, + "strategy_rank": 67.223087, + "rr": 0.768851, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.153277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074463, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.761488, + "strategy_rank": 68.306812, + "rr": 1.287858, + "primary_prob": 27.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.931787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212279, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.323851, + "strategy_rank": 87.049647, + "rr": 0.844536, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.266804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033992, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.166302, + "strategy_rank": 85.614772, + "rr": 1.241926, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.862889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027652, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.310722, + "strategy_rank": 89.427342, + "rr": 1.574766, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.36215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046682, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.796499, + "strategy_rank": 97.550992, + "rr": 2.613386, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.920079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.310956, + "hold30_r": -1.286295 + }, + { + "symbol": "ATO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.901532, + "strategy_rank": 60.185171, + "rr": 1.144405, + "primary_prob": 45.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.716608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059956, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.49453, + "strategy_rank": 77.254367, + "rr": 2.745408, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 4.118111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044132, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091904, + "strategy_rank": 79.798759, + "rr": 1.141148, + "primary_prob": 34.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.711721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082134, + "hold30_r": 2.277169 + }, + { + "symbol": "BG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.980306, + "strategy_rank": 78.919001, + "rr": 1.294562, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.941842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049903, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.026258, + "strategy_rank": 83.375758, + "rr": 1.049032, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.573547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031616, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.295405, + "strategy_rank": 93.657603, + "rr": 1.500608, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.250912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032388, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.087527, + "strategy_rank": 68.553072, + "rr": 1.556415, + "primary_prob": 36.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.334622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485764, + "hold30_r": -1.098316 + }, + { + "symbol": "CDNS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.262582, + "strategy_rank": 84.921512, + "rr": 1.633652, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.450478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05547, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.015317, + "strategy_rank": 95.146788, + "rr": 1.014103, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.521155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031858, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.54267, + "strategy_rank": 74.77659, + "rr": 1.094377, + "primary_prob": 29.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.641565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057595, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.076586, + "strategy_rank": 79.40607, + "rr": 1.099047, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.64857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050161, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.199125, + "strategy_rank": 62.678732, + "rr": 0.919896, + "primary_prob": 44.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.379844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.848448, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.483589, + "strategy_rank": 92.140151, + "rr": 1.658366, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.487548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039545, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.713348, + "strategy_rank": 61.899344, + "rr": 2.286792, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.430187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061744, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.417943, + "strategy_rank": 77.356495, + "rr": 1.765246, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.64787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062719, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.07221, + "strategy_rank": 60.127596, + "rr": 1.041045, + "primary_prob": 31.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.561567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.567794, + "hold30_r": -1.484245 + }, + { + "symbol": "CTRA", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.671772, + "strategy_rank": 94.753847, + "rr": 2.110471, + "primary_prob": 25.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.165706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256702, + "hold30_r": -1.223242 + }, + { + "symbol": "CTVA", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919037, + "strategy_rank": 73.053162, + "rr": 1.071582, + "primary_prob": 43.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.607374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.006219, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.498906, + "strategy_rank": 84.991857, + "rr": 0.668596, + "primary_prob": 50.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.002894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.618195, + "hold30_r": -1.324915 + }, + { + "symbol": "DG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.509847, + "strategy_rank": 76.237221, + "rr": 1.348617, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.022926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290231, + "hold30_r": 0.582832 + }, + { + "symbol": "DLTR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.577681, + "strategy_rank": 94.414212, + "rr": 0.822124, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.233186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788633, + "hold30_r": 0.597343 + }, + { + "symbol": "DVN", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.234136, + "strategy_rank": 97.070452, + "rr": 1.607874, + "primary_prob": 31.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.411811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030704, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.85558, + "strategy_rank": 61.925135, + "rr": 1.321283, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.981924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237151, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.369803, + "strategy_rank": 62.555583, + "rr": 1.085622, + "primary_prob": 46.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.628434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067082, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.700219, + "strategy_rank": 72.965563, + "rr": 1.072473, + "primary_prob": 43.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.60871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059881, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.717724, + "strategy_rank": 93.046669, + "rr": 1.703236, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.554855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.161066, + "hold30_r": -1.125999 + }, + { + "symbol": "EQT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.452954, + "strategy_rank": 97.944937, + "rr": 0.776049, + "primary_prob": 52.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.164073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751559, + "hold30_r": -1.342299 + }, + { + "symbol": "ERIE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.682713, + "strategy_rank": 63.704129, + "rr": 1.60059, + "primary_prob": 20.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.400885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.534856, + "hold30_r": 3.264826 + }, + { + "symbol": "F", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.778993, + "strategy_rank": 89.371525, + "rr": 1.415889, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.123834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039502, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.921225, + "strategy_rank": 95.233382, + "rr": 1.858183, + "primary_prob": 28.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.787274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.373321, + "hold30_r": -1.344051 + }, + { + "symbol": "FIX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.52954, + "strategy_rank": 84.46576, + "rr": 0.776265, + "primary_prob": 46.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.164398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732056, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.38512, + "strategy_rank": 85.046633, + "rr": 1.70535, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.558025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669812, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.043764, + "strategy_rank": 73.948667, + "rr": 1.131478, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.697216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.064929, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.514223, + "strategy_rank": 93.679628, + "rr": 0.704082, + "primary_prob": 48.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.056122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029705, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.12035, + "strategy_rank": 84.666212, + "rr": 1.773288, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.659933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032222, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.306346, + "strategy_rank": 78.706245, + "rr": 1.588512, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.382768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045165, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.636761, + "strategy_rank": 63.444094, + "rr": 0.979961, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.469942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.889784, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.339168, + "strategy_rank": 63.50791, + "rr": 0.877117, + "primary_prob": 41.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.315676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072386, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.059081, + "strategy_rank": 77.685619, + "rr": 1.600257, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.400386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.353789, + "hold30_r": -1.300223 + }, + { + "symbol": "JKHY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.150985, + "strategy_rank": 61.25487, + "rr": 0.933084, + "primary_prob": 46.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.399626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8709, + "hold30_r": -1.074147 + }, + { + "symbol": "KLAC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.341357, + "strategy_rank": 90.343868, + "rr": 1.564898, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.347346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035652, + "hold30_r": -1.0 + }, + { + "symbol": "LITE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.728665, + "strategy_rank": 79.275639, + "rr": 2.188973, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.28346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041764, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.293217, + "strategy_rank": 69.051153, + "rr": 1.280559, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.920838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225264, + "hold30_r": 2.833306 + }, + { + "symbol": "LMT", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.932166, + "strategy_rank": 61.921369, + "rr": 1.421249, + "primary_prob": 38.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.131874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070058, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277899, + "strategy_rank": 86.789612, + "rr": 1.605923, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.408884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051209, + "hold30_r": -1.007343 + }, + { + "symbol": "MAR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.4814, + "strategy_rank": 84.746816, + "rr": 1.639129, + "primary_prob": 31.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.458694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586309, + "hold30_r": -1.152683 + }, + { + "symbol": "MOS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.702407, + "strategy_rank": 96.162177, + "rr": 1.723783, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.585674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029585, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.280088, + "strategy_rank": 87.035406, + "rr": 1.963887, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.94583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04503, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.575492, + "strategy_rank": 92.791369, + "rr": 1.745398, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.618097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030762, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.122538, + "strategy_rank": 77.731678, + "rr": 1.256545, + "primary_prob": 26.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.884817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.189046, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.245077, + "strategy_rank": 60.676472, + "rr": 1.805088, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.707632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070488, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.356674, + "strategy_rank": 73.490655, + "rr": 1.03898, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.55847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.974493, + "hold30_r": 1.581857 + }, + { + "symbol": "NUE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.496718, + "strategy_rank": 86.647702, + "rr": 1.05316, + "primary_prob": 32.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.579739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.015165, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.588621, + "strategy_rank": 74.971051, + "rr": 1.63104, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.44656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085592, + "hold30_r": -1.034113 + }, + { + "symbol": "ON", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.140044, + "strategy_rank": 96.960326, + "rr": 0.96616, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.449239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072859, + "hold30_r": -1.045188 + }, + { + "symbol": "ORLY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667396, + "strategy_rank": 75.016358, + "rr": 0.936885, + "primary_prob": 44.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.405327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865437, + "hold30_r": 2.098708 + }, + { + "symbol": "OXY", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890591, + "strategy_rank": 98.087348, + "rr": 0.947682, + "primary_prob": 46.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.421523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.167466, + "hold30_r": -1.139089 + }, + { + "symbol": "PANW", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.074398, + "strategy_rank": 86.832407, + "rr": 0.74517, + "primary_prob": 43.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.117755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040383, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291028, + "strategy_rank": 66.510277, + "rr": 2.072413, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.108619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064139, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.715536, + "strategy_rank": 81.817269, + "rr": 1.50296, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.25444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.452623, + "hold30_r": 4.041641 + }, + { + "symbol": "PGR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.80744, + "strategy_rank": 65.714388, + "rr": 0.944819, + "primary_prob": 50.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.417228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.867249, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137856, + "strategy_rank": 86.189942, + "rr": 0.837436, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.256154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039573, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.748359, + "strategy_rank": 87.110736, + "rr": 1.081519, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.622278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033813, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.947484, + "strategy_rank": 82.018976, + "rr": 1.967647, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.95147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036623, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.873085, + "strategy_rank": 92.465258, + "rr": 1.675514, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.513271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032771, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.358862, + "strategy_rank": 98.031531, + "rr": 0.863209, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.294814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.328478, + "hold30_r": -1.304021 + }, + { + "symbol": "SNPS", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.840263, + "strategy_rank": 84.942282, + "rr": 1.082479, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.623718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051606, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.886214, + "strategy_rank": 61.628547, + "rr": 1.688633, + "primary_prob": 16.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.53295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.608544, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.621444, + "strategy_rank": 85.608781, + "rr": 1.819383, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.729075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034808, + "hold30_r": -1.0 + }, + { + "symbol": "STZ", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853392, + "strategy_rank": 59.48262, + "rr": 1.651278, + "primary_prob": 18.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.476917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071206, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.21663, + "strategy_rank": 76.1041, + "rr": 0.871243, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.306864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052752, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.061269, + "strategy_rank": 90.226495, + "rr": 1.657195, + "primary_prob": 20.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.485793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.507582, + "hold30_r": -1.468592 + }, + { + "symbol": "TSLA", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.733042, + "strategy_rank": 95.603293, + "rr": 1.671411, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.507116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.640554, + "hold30_r": -1.18171 + }, + { + "symbol": "UNH", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.794311, + "strategy_rank": 68.813395, + "rr": 0.874148, + "primary_prob": 53.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.311222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.802593, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.634573, + "strategy_rank": 66.181906, + "rr": 1.202446, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.803668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.12774, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-08-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.26477, + "strategy_rank": 93.364028, + "rr": 2.096686, + "primary_prob": 25.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.145029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034362, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.435449, + "strategy_rank": 79.404814, + "rr": 0.700383, + "primary_prob": 47.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.050575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.650994, + "hold30_r": 1.295366 + }, + { + "symbol": "VST", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.997812, + "strategy_rank": 83.590272, + "rr": 0.706402, + "primary_prob": 50.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.059603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658892, + "hold30_r": -1.074959 + }, + { + "symbol": "WMB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.560175, + "strategy_rank": 75.054418, + "rr": 1.157959, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.736939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055775, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.105033, + "strategy_rank": 63.388277, + "rr": 0.977238, + "primary_prob": 49.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.465858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908716, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-08-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.936543, + "strategy_rank": 88.216236, + "rr": 0.751682, + "primary_prob": 41.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.127523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708084, + "hold30_r": -1.044446 + }, + { + "symbol": "ABBV", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.966046, + "strategy_rank": 64.125685, + "rr": 2.132311, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.198466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06652, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.428258, + "strategy_rank": 81.975273, + "rr": 1.59896, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.39844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053055, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.389923, + "strategy_rank": 70.6038, + "rr": 1.0347, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.55205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066603, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.613363, + "strategy_rank": 84.591279, + "rr": 0.844113, + "primary_prob": 44.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.266169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027562, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.961665, + "strategy_rank": 89.908614, + "rr": 1.564741, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.347111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046101, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.795181, + "strategy_rank": 97.64678, + "rr": 1.676407, + "primary_prob": 38.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.51461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651685, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.599124, + "strategy_rank": 58.005601, + "rr": 0.754827, + "primary_prob": 62.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.132241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080267, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.03724, + "strategy_rank": 76.364799, + "rr": 2.113212, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.169817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043887, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.523549, + "strategy_rank": 80.706966, + "rr": 0.776974, + "primary_prob": 39.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.165461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063186, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.361446, + "strategy_rank": 82.454325, + "rr": 1.055743, + "primary_prob": 34.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.583614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044351, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.866375, + "strategy_rank": 92.22725, + "rr": 1.588868, + "primary_prob": 29.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.383302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034783, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.694414, + "strategy_rank": 67.634449, + "rr": 1.295929, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.943893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06936, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.951807, + "strategy_rank": 83.262108, + "rr": 1.847946, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.771919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052206, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.452355, + "strategy_rank": 95.743563, + "rr": 1.220849, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.831274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032976, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485214, + "strategy_rank": 76.68779, + "rr": 1.35294, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.029411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058271, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.180723, + "strategy_rank": 80.149482, + "rr": 0.670306, + "primary_prob": 44.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.00546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050713, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.480832, + "strategy_rank": 92.623891, + "rr": 1.876232, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.814348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039425, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.380066, + "strategy_rank": 61.200182, + "rr": 0.933795, + "primary_prob": 47.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.400692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06421, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.446878, + "strategy_rank": 76.344762, + "rr": 1.900566, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.850849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06018, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671413, + "strategy_rank": 94.977867, + "rr": 1.280049, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.920073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246281, + "hold30_r": -1.275584 + }, + { + "symbol": "CTVA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880613, + "strategy_rank": 74.830434, + "rr": 0.693535, + "primary_prob": 56.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.040302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632252, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.884995, + "strategy_rank": 64.769606, + "rr": 1.097169, + "primary_prob": 46.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.645754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065903, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.166484, + "strategy_rank": 84.876714, + "rr": 1.74243, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.613645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052505, + "hold30_r": -1.002093 + }, + { + "symbol": "DG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 76.277104, + "rr": 1.080041, + "primary_prob": 33.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.620061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060228, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.576123, + "strategy_rank": 94.539391, + "rr": 1.98617, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.979256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038199, + "hold30_r": -0.341354 + }, + { + "symbol": "DVN", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.014239, + "strategy_rank": 97.340602, + "rr": 2.013822, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.020732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045538, + "hold30_r": -1.01506 + }, + { + "symbol": "ELV", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.566265, + "strategy_rank": 72.892884, + "rr": 0.802186, + "primary_prob": 52.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.203279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059763, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.042716, + "strategy_rank": 93.728589, + "rr": 1.602393, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.403589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036061, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.233297, + "strategy_rank": 97.887815, + "rr": 1.017363, + "primary_prob": 44.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.526044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991666, + "hold30_r": -1.238458 + }, + { + "symbol": "ERIE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.170865, + "strategy_rank": 66.872779, + "rr": 1.13865, + "primary_prob": 40.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.707975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063023, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.223439, + "strategy_rank": 89.009361, + "rr": 1.121514, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.68227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040231, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.918949, + "strategy_rank": 95.589216, + "rr": 1.573328, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.359991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.360847, + "hold30_r": -1.329327 + }, + { + "symbol": "FICO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.051479, + "strategy_rank": 76.462512, + "rr": 1.678247, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.517371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045968, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.304491, + "strategy_rank": 84.558001, + "rr": 1.576648, + "primary_prob": 17.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.364972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047795, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.832421, + "strategy_rank": 76.243526, + "rr": 1.556832, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.335249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051683, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.728368, + "strategy_rank": 94.121455, + "rr": 1.619496, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.429244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.382109, + "hold30_r": -1.352881 + }, + { + "symbol": "HLT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.256298, + "strategy_rank": 78.881378, + "rr": 1.811822, + "primary_prob": 32.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.717732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049681, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.608981, + "strategy_rank": 87.398278, + "rr": 0.793156, + "primary_prob": 43.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.189734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.759548, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.637459, + "strategy_rank": 83.096987, + "rr": 1.571229, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.356844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041131, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.71851, + "strategy_rank": 63.809741, + "rr": 0.681765, + "primary_prob": 51.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.022647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075485, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.032859, + "strategy_rank": 77.826065, + "rr": 1.240288, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.860432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052407, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.065717, + "strategy_rank": 71.242939, + "rr": 1.080738, + "primary_prob": 41.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.621106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023632, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.43264, + "strategy_rank": 62.756896, + "rr": 1.133575, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.700362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063119, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.732749, + "strategy_rank": 87.145966, + "rr": 1.616191, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.424286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035551, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.104053, + "strategy_rank": 68.008285, + "rr": 0.947802, + "primary_prob": 58.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.421703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053421, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008762, + "strategy_rank": 62.121232, + "rr": 1.500729, + "primary_prob": 37.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.251093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071953, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513691, + "strategy_rank": 83.972932, + "rr": 1.555182, + "primary_prob": 24.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.332773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078484, + "hold30_r": -1.033302 + }, + { + "symbol": "MAR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.813801, + "strategy_rank": 83.186947, + "rr": 1.72331, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.584965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085213, + "hold30_r": -1.034101 + }, + { + "symbol": "MOS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.357065, + "strategy_rank": 96.716466, + "rr": 1.734301, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.601451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031375, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 87.59023, + "rr": 1.028724, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.543086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043355, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.690033, + "strategy_rank": 92.038822, + "rr": 1.771047, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.65657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028661, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.475356, + "strategy_rank": 57.995331, + "rr": 1.609114, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.413671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071138, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.570646, + "strategy_rank": 60.042122, + "rr": 0.91136, + "primary_prob": 47.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.36704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070539, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.2092, + "strategy_rank": 89.371167, + "rr": 1.500512, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.250769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197906, + "hold30_r": -1.159552 + }, + { + "symbol": "OKE", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.418401, + "strategy_rank": 78.184347, + "rr": 1.502838, + "primary_prob": 33.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.254256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060932, + "hold30_r": -1.012438 + }, + { + "symbol": "ON", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.261774, + "strategy_rank": 96.310813, + "rr": 1.047262, + "primary_prob": 43.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028633, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890471, + "strategy_rank": 97.395977, + "rr": 1.192144, + "primary_prob": 28.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.788216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078513, + "hold30_r": -1.050912 + }, + { + "symbol": "PANW", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.980285, + "strategy_rank": 85.262786, + "rr": 1.109224, + "primary_prob": 31.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.663835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040349, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651698, + "strategy_rank": 69.245029, + "rr": 1.47917, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.218756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060928, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.789704, + "strategy_rank": 70.40334, + "rr": 0.729025, + "primary_prob": 43.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.093538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.67108, + "hold30_r": -1.011016 + }, + { + "symbol": "PSX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.785323, + "strategy_rank": 86.766138, + "rr": 1.601922, + "primary_prob": 20.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.402884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037629, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.394304, + "strategy_rank": 80.925904, + "rr": 1.986205, + "primary_prob": 29.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.979308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036915, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.13253, + "strategy_rank": 72.930189, + "rr": 2.346639, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.519959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051172, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.199343, + "strategy_rank": 76.028818, + "rr": 2.077146, + "primary_prob": 25.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.115719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090829, + "hold30_r": -1.02938 + }, + { + "symbol": "SLB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.647317, + "strategy_rank": 91.942618, + "rr": 1.675235, + "primary_prob": 39.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.512852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032951, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.138007, + "strategy_rank": 97.876036, + "rr": 0.906003, + "primary_prob": 34.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.359004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.345292, + "hold30_r": -1.320208 + }, + { + "symbol": "SNPS", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.185104, + "strategy_rank": 83.874212, + "rr": 1.926962, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.890443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048038, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.552026, + "strategy_rank": 88.550095, + "rr": 0.772664, + "primary_prob": 43.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.158996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737784, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.665936, + "strategy_rank": 70.327425, + "rr": 1.871874, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.807811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056338, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351588, + "strategy_rank": 75.184186, + "rr": 1.748026, + "primary_prob": 33.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.622039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054403, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.085433, + "strategy_rank": 76.789781, + "rr": 0.789797, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.184695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739915, + "hold30_r": 3.069091 + }, + { + "symbol": "TRGP", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.947426, + "strategy_rank": 90.729938, + "rr": 1.664015, + "primary_prob": 36.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.496023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038747, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.742607, + "strategy_rank": 94.941269, + "rr": 0.924956, + "primary_prob": 43.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.387434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891941, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.913472, + "strategy_rank": 87.809671, + "rr": 1.994644, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.991965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024993, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.128149, + "strategy_rank": 67.892549, + "rr": 1.429122, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.143684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070044, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.69989, + "strategy_rank": 93.663446, + "rr": 1.62277, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.434155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033991, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.50931, + "strategy_rank": 82.217567, + "rr": 1.15401, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.731015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048614, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004381, + "strategy_rank": 83.473089, + "rr": 1.163988, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.745983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.359497, + "hold30_r": -1.308199 + }, + { + "symbol": "WMB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.347207, + "strategy_rank": 75.06996, + "rr": 0.9572, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.435799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909227, + "hold30_r": -1.236789 + }, + { + "symbol": "WRB", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.266156, + "strategy_rank": 65.604471, + "rr": 1.81645, + "primary_prob": 28.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.724675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067223, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823658, + "strategy_rank": 87.76562, + "rr": 0.951574, + "primary_prob": 34.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.427361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.906147, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.301462, + "strategy_rank": 65.485181, + "rr": 1.581452, + "primary_prob": 29.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.372178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06422, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764904, + "strategy_rank": 59.872512, + "rr": 0.708168, + "primary_prob": 48.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.062252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069458, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.013498, + "strategy_rank": 81.398213, + "rr": 1.196877, + "primary_prob": 33.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.795315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048863, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.20135, + "strategy_rank": 71.845439, + "rr": 1.596751, + "primary_prob": 27.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.395126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.566641, + "hold30_r": -1.504278 + }, + { + "symbol": "AJG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.726659, + "strategy_rank": 66.978324, + "rr": 0.68945, + "primary_prob": 47.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.034175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07858, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.001125, + "strategy_rank": 90.768203, + "rr": 0.934313, + "primary_prob": 32.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.401469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.167865, + "hold30_r": -1.137862 + }, + { + "symbol": "ANET", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.050619, + "strategy_rank": 89.827568, + "rr": 1.983852, + "primary_prob": 21.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.975779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042157, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.312711, + "strategy_rank": 97.369459, + "rr": 1.930136, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.895204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027103, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.514061, + "strategy_rank": 62.136247, + "rr": 1.96017, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.940256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073968, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.375703, + "strategy_rank": 80.591082, + "rr": 0.815436, + "primary_prob": 45.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.223153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.062212, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.589426, + "strategy_rank": 78.055295, + "rr": 1.759455, + "primary_prob": 23.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.639182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.224199, + "hold30_r": -1.181112 + }, + { + "symbol": "BLDR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.025872, + "strategy_rank": 91.882155, + "rr": 1.825806, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.738709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79415, + "hold30_r": 1.59139 + }, + { + "symbol": "BRO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.539933, + "strategy_rank": 66.321773, + "rr": 2.246885, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 3.370327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063853, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.651294, + "strategy_rank": 70.070512, + "rr": 1.084224, + "primary_prob": 35.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.626336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028558, + "hold30_r": 3.752149 + }, + { + "symbol": "CDNS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.239595, + "strategy_rank": 79.537379, + "rr": 2.153928, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.230893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047815, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.987627, + "strategy_rank": 94.808193, + "rr": 0.804557, + "primary_prob": 43.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.206835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77269, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.426322, + "strategy_rank": 76.014156, + "rr": 1.846666, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.769999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056024, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.725534, + "strategy_rank": 82.5472, + "rr": 0.893285, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.339927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040577, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.412823, + "strategy_rank": 92.694594, + "rr": 1.200097, + "primary_prob": 39.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072611, + "hold30_r": -1.031232 + }, + { + "symbol": "COR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.314961, + "strategy_rank": 60.973281, + "rr": 1.395631, + "primary_prob": 39.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.093446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060632, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.564679, + "strategy_rank": 75.593028, + "rr": 2.028089, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.042134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055289, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887514, + "strategy_rank": 94.730249, + "rr": 1.567919, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.351879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033519, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.364454, + "strategy_rank": 64.718039, + "rr": 1.113124, + "primary_prob": 45.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.669686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067891, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.950506, + "strategy_rank": 83.81704, + "rr": 1.705406, + "primary_prob": 34.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.558109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.290429, + "hold30_r": -1.238684 + }, + { + "symbol": "DG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.089989, + "strategy_rank": 75.107936, + "rr": 0.98215, + "primary_prob": 49.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.473224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919387, + "hold30_r": 1.653442 + }, + { + "symbol": "DLTR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.537683, + "strategy_rank": 94.695479, + "rr": 1.307608, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.961413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267738, + "hold30_r": 2.640421 + }, + { + "symbol": "DVN", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.212598, + "strategy_rank": 97.325223, + "rr": 1.899678, + "primary_prob": 27.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.849518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179237, + "hold30_r": -1.148313 + }, + { + "symbol": "ED", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.101237, + "strategy_rank": 63.879855, + "rr": 0.774559, + "primary_prob": 49.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.161839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067465, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.989876, + "strategy_rank": 63.299655, + "rr": 1.539834, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.309751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05873, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.876265, + "strategy_rank": 72.553835, + "rr": 0.974339, + "primary_prob": 45.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.461509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055124, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.500562, + "strategy_rank": 92.771742, + "rr": 1.554546, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.331819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.373088, + "hold30_r": -1.336879 + }, + { + "symbol": "EQT", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662542, + "strategy_rank": 98.17951, + "rr": 0.779005, + "primary_prob": 52.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.168507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.47396, + "hold30_r": -1.448763 + }, + { + "symbol": "ERIE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.339708, + "strategy_rank": 62.92993, + "rr": 1.652044, + "primary_prob": 14.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.478066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067616, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.338583, + "strategy_rank": 88.307794, + "rr": 0.887713, + "primary_prob": 44.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.33157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084042, + "hold30_r": -1.045137 + }, + { + "symbol": "FANG", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.187852, + "strategy_rank": 95.233743, + "rr": 1.861333, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.656597, + "hold30_r": -1.624413 + }, + { + "symbol": "FIX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.275591, + "strategy_rank": 85.333363, + "rr": 1.137286, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.705929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.090071, + "hold30_r": 4.609942 + }, + { + "symbol": "FSLR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.914511, + "strategy_rank": 85.874989, + "rr": 0.724274, + "primary_prob": 54.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.086411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692957, + "hold30_r": -1.282143 + }, + { + "symbol": "GD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.214848, + "strategy_rank": 60.457135, + "rr": 1.965695, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.948542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064745, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.07649, + "strategy_rank": 63.338937, + "rr": 0.916008, + "primary_prob": 43.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.374012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840653, + "hold30_r": 2.409094 + }, + { + "symbol": "GPC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951631, + "strategy_rank": 64.270636, + "rr": 0.988568, + "primary_prob": 36.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.482851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919341, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.8009, + "strategy_rank": 76.32018, + "rr": 1.197842, + "primary_prob": 31.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.796763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060114, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.925759, + "strategy_rank": 92.444661, + "rr": 2.45445, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.681675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.13525, + "hold30_r": -1.105029 + }, + { + "symbol": "HPQ", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.751406, + "strategy_rank": 87.30576, + "rr": 0.702093, + "primary_prob": 52.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.05314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097507, + "hold30_r": -1.062802 + }, + { + "symbol": "HST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.139483, + "strategy_rank": 81.380784, + "rr": 1.86841, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.802615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042717, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.739033, + "strategy_rank": 62.967885, + "rr": 1.734325, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.601488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.657633, + "hold30_r": 2.585861 + }, + { + "symbol": "HWM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.489314, + "strategy_rank": 75.550385, + "rr": 1.38522, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.077829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045272, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014623, + "strategy_rank": 73.514731, + "rr": 1.440745, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.161118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051515, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.464567, + "strategy_rank": 61.05441, + "rr": 0.842737, + "primary_prob": 51.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.264106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063638, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.664792, + "strategy_rank": 68.187826, + "rr": 0.691529, + "primary_prob": 50.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.037293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044088, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.551181, + "strategy_rank": 71.947625, + "rr": 1.529823, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.294735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05497, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.276715, + "strategy_rank": 62.382465, + "rr": 0.686092, + "primary_prob": 60.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.029138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.615056, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.03937, + "strategy_rank": 82.280368, + "rr": 1.724653, + "primary_prob": 21.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.58698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042006, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.637795, + "strategy_rank": 73.234097, + "rr": 1.595833, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.393749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541571, + "hold30_r": 3.743173 + }, + { + "symbol": "MOS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.862767, + "strategy_rank": 96.312926, + "rr": 1.116667, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030034, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.737908, + "strategy_rank": 87.469344, + "rr": 0.846312, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.269468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043118, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.814398, + "strategy_rank": 87.853225, + "rr": 1.77242, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.658629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029155, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.689539, + "strategy_rank": 58.919756, + "rr": 1.942051, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.913076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869195, + "hold30_r": 5.454775 + }, + { + "symbol": "NI", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.176603, + "strategy_rank": 63.248341, + "rr": 2.282835, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.424252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064142, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.463442, + "strategy_rank": 89.836769, + "rr": 1.520926, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.281389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027396, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.96288, + "strategy_rank": 96.154915, + "rr": 0.691254, + "primary_prob": 44.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.03688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662562, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.264342, + "strategy_rank": 75.494028, + "rr": 1.266251, + "primary_prob": 37.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.899377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.200501, + "hold30_r": 5.934994 + }, + { + "symbol": "OXY", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.43757, + "strategy_rank": 97.280457, + "rr": 1.859203, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.788805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.305334, + "hold30_r": -1.274607 + }, + { + "symbol": "PAYX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.501687, + "strategy_rank": 70.83208, + "rr": 1.991791, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.987687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055801, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.23847, + "strategy_rank": 87.184907, + "rr": 1.849683, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.774524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033758, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.826772, + "strategy_rank": 80.404583, + "rr": 0.938686, + "primary_prob": 35.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.408029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046723, + "hold30_r": -1.0 + }, + { + "symbol": "RF", + "date": "2022-09-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.43982, + "strategy_rank": 71.266301, + "rr": 2.03491, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.052365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050541, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051744, + "strategy_rank": 75.033973, + "rr": 0.930911, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.396366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.233061, + "hold30_r": -1.171101 + }, + { + "symbol": "SLB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.863892, + "strategy_rank": 88.564275, + "rr": 1.571906, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.35786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103259, + "hold30_r": -1.068822 + }, + { + "symbol": "SMCI", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.762655, + "strategy_rank": 98.358577, + "rr": 0.89123, + "primary_prob": 35.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.336845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027005, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.789651, + "strategy_rank": 80.267363, + "rr": 2.196874, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.295311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044807, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.788526, + "strategy_rank": 88.825002, + "rr": 1.009879, + "primary_prob": 36.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.514818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121658, + "hold30_r": -1.093427 + }, + { + "symbol": "TAP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.114736, + "strategy_rank": 68.671326, + "rr": 2.292296, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.438444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.474938, + "hold30_r": -1.420921 + }, + { + "symbol": "TKO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.776153, + "strategy_rank": 74.633195, + "rr": 0.776243, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.164364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724757, + "hold30_r": 3.865172 + }, + { + "symbol": "TPL", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.588301, + "strategy_rank": 92.141025, + "rr": 0.875682, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.313523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028648, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.600675, + "strategy_rank": 89.748562, + "rr": 1.62365, + "primary_prob": 34.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.435475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038105, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.150731, + "strategy_rank": 94.523489, + "rr": 1.92643, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.889645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035604, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.825647, + "strategy_rank": 96.10829, + "rr": 1.650744, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.476117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025484, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.526434, + "strategy_rank": 67.058392, + "rr": 1.578961, + "primary_prob": 19.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.368441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063206, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087739, + "strategy_rank": 93.537822, + "rr": 1.286274, + "primary_prob": 29.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.929412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031232, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.175478, + "strategy_rank": 82.929576, + "rr": 0.718854, + "primary_prob": 43.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.078281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.670543, + "hold30_r": 0.018474 + }, + { + "symbol": "VST", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.250844, + "strategy_rank": 84.826152, + "rr": 0.714402, + "primary_prob": 46.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.071603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054922, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.326209, + "strategy_rank": 75.396886, + "rr": 1.883243, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.824865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047323, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.563555, + "strategy_rank": 67.566398, + "rr": 0.744326, + "primary_prob": 50.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.116489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071443, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.40045, + "strategy_rank": 86.794922, + "rr": 0.952999, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.429498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04456, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.413965, + "strategy_rank": 63.124645, + "rr": 2.186965, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.280447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062326, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.892768, + "strategy_rank": 81.463294, + "rr": 1.599233, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.39885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050371, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.533666, + "strategy_rank": 69.988261, + "rr": 1.616245, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.424368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.521951, + "hold30_r": -1.460148 + }, + { + "symbol": "AJG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.044888, + "strategy_rank": 64.567162, + "rr": 1.692985, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.539477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631995, + "hold30_r": 2.619439 + }, + { + "symbol": "ALB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.396509, + "strategy_rank": 91.287643, + "rr": 0.900613, + "primary_prob": 36.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.35092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02733, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.887781, + "strategy_rank": 89.323065, + "rr": 1.693169, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.539754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651153, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.628429, + "strategy_rank": 97.620224, + "rr": 1.557889, + "primary_prob": 26.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.336834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023946, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.162095, + "strategy_rank": 60.360664, + "rr": 0.970508, + "primary_prob": 50.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.455762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070439, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.900249, + "strategy_rank": 78.060934, + "rr": 0.870065, + "primary_prob": 49.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.305098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820084, + "hold30_r": 4.749614 + }, + { + "symbol": "BG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.279302, + "strategy_rank": 80.176582, + "rr": 1.117749, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.676623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042167, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.778055, + "strategy_rank": 88.969047, + "rr": 1.782536, + "primary_prob": 21.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.673804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750457, + "hold30_r": 0.303398 + }, + { + "symbol": "CAH", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.528678, + "strategy_rank": 68.022379, + "rr": 0.743588, + "primary_prob": 46.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.115382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.684953, + "hold30_r": 3.660849 + }, + { + "symbol": "CDNS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.548628, + "strategy_rank": 77.380304, + "rr": 2.297551, + "primary_prob": 22.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.446327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048371, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.877805, + "strategy_rank": 94.096157, + "rr": 0.688709, + "primary_prob": 48.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.033064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029781, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.526185, + "strategy_rank": 77.126611, + "rr": 1.718361, + "primary_prob": 33.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.577542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048028, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.147132, + "strategy_rank": 70.677214, + "rr": 1.264917, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.897375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066444, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.640898, + "strategy_rank": 80.455229, + "rr": 1.708203, + "primary_prob": 27.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.562304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038746, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663342, + "strategy_rank": 61.169694, + "rr": 0.946305, + "primary_prob": 42.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.419458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878979, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.13217, + "strategy_rank": 92.201734, + "rr": 0.885808, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.328713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0395, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.798005, + "strategy_rank": 74.080397, + "rr": 1.775748, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.663621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055514, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.376559, + "strategy_rank": 94.520004, + "rr": 1.149589, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.724384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030307, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.394015, + "strategy_rank": 74.725624, + "rr": 1.163623, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.745435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050344, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.137157, + "strategy_rank": 83.407965, + "rr": 1.211321, + "primary_prob": 33.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.816982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05096, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.129676, + "strategy_rank": 94.543824, + "rr": 1.183293, + "primary_prob": 27.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.77494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140234, + "hold30_r": 2.57587 + }, + { + "symbol": "DVN", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.127182, + "strategy_rank": 96.960634, + "rr": 0.866757, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.300136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028597, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.032419, + "strategy_rank": 61.781971, + "rr": 1.193567, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.79035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066484, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.780549, + "strategy_rank": 71.047878, + "rr": 2.222903, + "primary_prob": 22.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.334355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051958, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.63591, + "strategy_rank": 92.16307, + "rr": 0.95976, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.43964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03655, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.625935, + "strategy_rank": 98.169039, + "rr": 0.724441, + "primary_prob": 46.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.086662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023032, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.381546, + "strategy_rank": 95.14093, + "rr": 0.911287, + "primary_prob": 35.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.366931, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030149, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.284289, + "strategy_rank": 85.915814, + "rr": 1.437765, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.156647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028834, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.885287, + "strategy_rank": 93.458431, + "rr": 1.676254, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.514381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030235, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.142145, + "strategy_rank": 83.916811, + "rr": 0.79882, + "primary_prob": 46.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.19823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045361, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.029925, + "strategy_rank": 88.856315, + "rr": 0.795028, + "primary_prob": 53.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.192542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764414, + "hold30_r": -1.226695 + }, + { + "symbol": "GPC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.660848, + "strategy_rank": 63.922743, + "rr": 0.952895, + "primary_prob": 38.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.429343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065356, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.895262, + "strategy_rank": 76.169772, + "rr": 1.523872, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.285809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051093, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.386534, + "strategy_rank": 93.296103, + "rr": 1.036382, + "primary_prob": 38.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.554573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027608, + "hold30_r": -1.0 + }, + { + "symbol": "HPQ", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.910224, + "strategy_rank": 84.757331, + "rr": 1.914388, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.871583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097322, + "hold30_r": -1.061415 + }, + { + "symbol": "HRL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.174564, + "strategy_rank": 58.662668, + "rr": 0.911538, + "primary_prob": 52.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.367307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07722, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.281796, + "strategy_rank": 62.890532, + "rr": 0.720513, + "primary_prob": 49.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.08077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08058, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.790524, + "strategy_rank": 66.498946, + "rr": 0.866951, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.300426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816502, + "hold30_r": 3.528474 + }, + { + "symbol": "HWM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.546135, + "strategy_rank": 72.586653, + "rr": 1.55284, + "primary_prob": 36.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.32926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041737, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.793017, + "strategy_rank": 69.013643, + "rr": 1.902242, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.853363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044591, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.149626, + "strategy_rank": 72.780952, + "rr": 1.29011, + "primary_prob": 33.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.935165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239424, + "hold30_r": 4.142159 + }, + { + "symbol": "LMT", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.543641, + "strategy_rank": 59.424384, + "rr": 1.217609, + "primary_prob": 43.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.826414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068181, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.633416, + "strategy_rank": 72.836418, + "rr": 1.15105, + "primary_prob": 29.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.726576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094478, + "hold30_r": 4.126821 + }, + { + "symbol": "MOS", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.630923, + "strategy_rank": 95.987972, + "rr": 0.667724, + "primary_prob": 47.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.001586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027772, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.38404, + "strategy_rank": 87.269575, + "rr": 0.86006, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.29009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041967, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.795511, + "strategy_rank": 57.854616, + "rr": 1.47458, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.21187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.407803, + "hold30_r": 4.288521 + }, + { + "symbol": "MTB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.648379, + "strategy_rank": 76.492471, + "rr": 0.747622, + "primary_prob": 45.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.121433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051221, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.294264, + "strategy_rank": 60.221178, + "rr": 1.589857, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.384786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060351, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.890274, + "strategy_rank": 90.829045, + "rr": 0.791952, + "primary_prob": 53.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.187928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765065, + "hold30_r": 2.460262 + }, + { + "symbol": "ON", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.134663, + "strategy_rank": 95.575709, + "rr": 0.899093, + "primary_prob": 40.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.348639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872148, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.875312, + "strategy_rank": 97.073366, + "rr": 0.676047, + "primary_prob": 51.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.014071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030312, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.531172, + "strategy_rank": 86.302954, + "rr": 0.867577, + "primary_prob": 53.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.301366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828786, + "hold30_r": -1.0 + }, + { + "symbol": "PAYX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.541147, + "strategy_rank": 68.603336, + "rr": 2.274329, + "primary_prob": 22.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.411494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054353, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.296758, + "strategy_rank": 74.653683, + "rr": 0.784752, + "primary_prob": 52.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.177128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045957, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.042394, + "strategy_rank": 70.122204, + "rr": 1.28856, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.932839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058677, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.027431, + "strategy_rank": 70.50102, + "rr": 1.056125, + "primary_prob": 34.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.584187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059941, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.897756, + "strategy_rank": 86.044369, + "rr": 1.794125, + "primary_prob": 21.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.691187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03444, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.411471, + "strategy_rank": 80.223895, + "rr": 0.893271, + "primary_prob": 40.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.339907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044052, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.912718, + "strategy_rank": 74.457583, + "rr": 1.533696, + "primary_prob": 28.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.300544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056206, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.139651, + "strategy_rank": 92.124406, + "rr": 1.654048, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.481073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033097, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.379052, + "strategy_rank": 98.192858, + "rr": 0.997592, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.496388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.975842, + "hold30_r": 5.119406 + }, + { + "symbol": "SRE", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.0399, + "strategy_rank": 62.190321, + "rr": 1.44522, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.16783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059245, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.643392, + "strategy_rank": 88.685991, + "rr": 1.771939, + "primary_prob": 20.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.657908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.743755, + "hold30_r": 3.688059 + }, + { + "symbol": "TAP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.047382, + "strategy_rank": 68.165297, + "rr": 2.389196, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.583794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054021, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.291771, + "strategy_rank": 69.138611, + "rr": 0.781286, + "primary_prob": 41.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.171928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729466, + "hold30_r": 2.214877 + }, + { + "symbol": "TPL", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.391521, + "strategy_rank": 91.525995, + "rr": 0.830019, + "primary_prob": 36.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.245029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030928, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.638404, + "strategy_rank": 89.78362, + "rr": 1.640178, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.460267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033308, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.144638, + "strategy_rank": 93.006851, + "rr": 0.984418, + "primary_prob": 43.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.476628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033664, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.034913, + "strategy_rank": 89.96292, + "rr": 0.908145, + "primary_prob": 43.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.362218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882307, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.783042, + "strategy_rank": 66.053236, + "rr": 0.86007, + "primary_prob": 53.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.290104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061139, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.880299, + "strategy_rank": 93.173744, + "rr": 1.598484, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.397726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032359, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.389027, + "strategy_rank": 82.024997, + "rr": 0.816345, + "primary_prob": 40.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.224518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769079, + "hold30_r": 2.060094 + }, + { + "symbol": "VST", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.645885, + "strategy_rank": 83.840787, + "rr": 0.913185, + "primary_prob": 43.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.369778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049821, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.399002, + "strategy_rank": 75.458629, + "rr": 2.011549, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.017324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044156, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.276808, + "strategy_rank": 66.304475, + "rr": 1.084853, + "primary_prob": 46.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.62728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063314, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-09-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.882793, + "strategy_rank": 86.385826, + "rr": 0.725797, + "primary_prob": 46.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.088696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044278, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-09-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.481481, + "strategy_rank": 60.63862, + "rr": 2.177627, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.266441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060195, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 79.918646, + "rr": 1.736963, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.605445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.695343, + "hold30_r": 3.529017 + }, + { + "symbol": "ADP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.656085, + "strategy_rank": 68.005961, + "rr": 1.9146, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.8719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117785, + "hold30_r": -1.058756 + }, + { + "symbol": "AJG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.407407, + "strategy_rank": 64.057217, + "rr": 1.99816, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.99724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.935805, + "hold30_r": 3.982329 + }, + { + "symbol": "ALB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.931217, + "strategy_rank": 91.304358, + "rr": 0.880436, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.320655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.85355, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.899471, + "strategy_rank": 89.372374, + "rr": 1.751081, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.626622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040031, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.809524, + "strategy_rank": 97.860598, + "rr": 1.588713, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.383069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567226, + "hold30_r": 3.704045 + }, + { + "symbol": "ATO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.391534, + "strategy_rank": 59.944786, + "rr": 2.163319, + "primary_prob": 27.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.244978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056061, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.126984, + "strategy_rank": 73.730578, + "rr": 1.644517, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.466775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.591598, + "hold30_r": 3.782436 + }, + { + "symbol": "BG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.201058, + "strategy_rank": 75.932034, + "rr": 1.763815, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.645723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727128, + "hold30_r": 4.449798 + }, + { + "symbol": "BLDR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.507937, + "strategy_rank": 86.914395, + "rr": 1.650979, + "primary_prob": 42.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.476469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618079, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.550265, + "strategy_rank": 69.571729, + "rr": 1.481086, + "primary_prob": 18.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.221629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.428645, + "hold30_r": 3.922024 + }, + { + "symbol": "CDNS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 80.065963, + "rr": 1.974968, + "primary_prob": 26.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.962453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049848, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.280423, + "strategy_rank": 94.244845, + "rr": 0.712294, + "primary_prob": 53.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.06844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686426, + "hold30_r": 1.523117 + }, + { + "symbol": "CHRW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 75.598065, + "rr": 2.152592, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.228887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048356, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.873016, + "strategy_rank": 70.339343, + "rr": 1.472802, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.209203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.409772, + "hold30_r": 4.805473 + }, + { + "symbol": "CNC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.724868, + "strategy_rank": 79.036695, + "rr": 1.701911, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.552867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04212, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.804233, + "strategy_rank": 60.733412, + "rr": 1.685767, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.52865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046096, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.693122, + "strategy_rank": 91.74851, + "rr": 1.220835, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.831253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.187977, + "hold30_r": 4.089104 + }, + { + "symbol": "COST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.42328, + "strategy_rank": 74.145901, + "rr": 0.856407, + "primary_prob": 43.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.28461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079434, + "hold30_r": -1.031887 + }, + { + "symbol": "CTRA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.867725, + "strategy_rank": 94.643555, + "rr": 1.593065, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.389597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565817, + "hold30_r": 0.818382 + }, + { + "symbol": "CTVA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.195767, + "strategy_rank": 74.431496, + "rr": 0.710144, + "primary_prob": 47.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.065216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663911, + "hold30_r": 4.040649 + }, + { + "symbol": "CVX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.10582, + "strategy_rank": 84.107056, + "rr": 1.950249, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.925373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.906834, + "hold30_r": 5.47746 + }, + { + "symbol": "DLTR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.989418, + "strategy_rank": 90.461986, + "rr": 0.871003, + "primary_prob": 43.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.306505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827672, + "hold30_r": 4.160828 + }, + { + "symbol": "DVN", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.074074, + "strategy_rank": 97.254227, + "rr": 0.676427, + "primary_prob": 47.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.01464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.650721, + "hold30_r": 1.688538 + }, + { + "symbol": "ED", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.772487, + "strategy_rank": 61.967654, + "rr": 1.827741, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.741612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053282, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.15873, + "strategy_rank": 64.422457, + "rr": 1.732932, + "primary_prob": 33.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.599397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041219, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.920635, + "strategy_rank": 67.874524, + "rr": 1.506976, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.260464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.457581, + "hold30_r": 3.519244 + }, + { + "symbol": "EOG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.634921, + "strategy_rank": 92.551305, + "rr": 1.619834, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.429751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588271, + "hold30_r": 4.098653 + }, + { + "symbol": "EQT", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.338624, + "strategy_rank": 97.914346, + "rr": 1.548694, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.323042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528604, + "hold30_r": 0.856362 + }, + { + "symbol": "ERIE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.216931, + "strategy_rank": 62.274015, + "rr": 0.848982, + "primary_prob": 40.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.273473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780417, + "hold30_r": 8.014589 + }, + { + "symbol": "EXE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 94.691439, + "rr": 0.743889, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.115834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.715235, + "hold30_r": 1.216812 + }, + { + "symbol": "EXR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.687831, + "strategy_rank": 70.927392, + "rr": 2.111411, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.167116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047782, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.068783, + "strategy_rank": 83.161341, + "rr": 1.160215, + "primary_prob": 28.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.740322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134806, + "hold30_r": 3.001606 + }, + { + "symbol": "FANG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.84127, + "strategy_rank": 93.183084, + "rr": 1.674959, + "primary_prob": 27.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.512439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647676, + "hold30_r": 4.441962 + }, + { + "symbol": "FICO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.142857, + "strategy_rank": 76.33905, + "rr": 1.839958, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.759937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040716, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.402116, + "strategy_rank": 82.385175, + "rr": 1.049998, + "primary_prob": 36.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.574997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009502, + "hold30_r": 5.665035 + }, + { + "symbol": "FSLR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.460317, + "strategy_rank": 91.595573, + "rr": 0.835249, + "primary_prob": 36.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.252874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806785, + "hold30_r": -1.056562 + }, + { + "symbol": "GPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.449735, + "strategy_rank": 63.495554, + "rr": 1.778454, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.667681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720069, + "hold30_r": 6.337692 + }, + { + "symbol": "GWW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.608466, + "strategy_rank": 75.022232, + "rr": 1.443261, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.164891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392472, + "hold30_r": 6.335795 + }, + { + "symbol": "HAL", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.518519, + "strategy_rank": 92.178003, + "rr": 0.843299, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.264949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81862, + "hold30_r": 6.595553 + }, + { + "symbol": "HPQ", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.465608, + "strategy_rank": 82.330939, + "rr": 0.701207, + "primary_prob": 41.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.05181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.664246, + "hold30_r": 3.144027 + }, + { + "symbol": "HSY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.243386, + "strategy_rank": 61.755595, + "rr": 0.906056, + "primary_prob": 42.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.359083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.835562, + "hold30_r": 0.393732 + }, + { + "symbol": "HUM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.862434, + "strategy_rank": 66.26307, + "rr": 1.016489, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.524734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966134, + "hold30_r": 3.447516 + }, + { + "symbol": "IRM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.671958, + "strategy_rank": 77.342666, + "rr": 1.51197, + "primary_prob": 37.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.267955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480521, + "hold30_r": 3.14418 + }, + { + "symbol": "MCK", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.957672, + "strategy_rank": 72.778022, + "rr": 1.526739, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.290109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.472004, + "hold30_r": 2.266235 + }, + { + "symbol": "MOS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.486772, + "strategy_rank": 95.628604, + "rr": 1.073282, + "primary_prob": 35.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.609924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.047975, + "hold30_r": 1.33621 + }, + { + "symbol": "MPC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 88.35752, + "rr": 0.820598, + "primary_prob": 38.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.230898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783967, + "hold30_r": 3.80051 + }, + { + "symbol": "MTB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.597884, + "strategy_rank": 69.798202, + "rr": 0.973299, + "primary_prob": 50.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.459949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926108, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.830688, + "strategy_rank": 67.695202, + "rr": 0.747692, + "primary_prob": 53.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.121538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.701268, + "hold30_r": 3.014964 + }, + { + "symbol": "NUE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.047619, + "strategy_rank": 90.252858, + "rr": 2.080662, + "primary_prob": 20.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.120992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.051416, + "hold30_r": 4.685818 + }, + { + "symbol": "ON", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015873, + "strategy_rank": 96.711375, + "rr": 0.887682, + "primary_prob": 43.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.331523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861183, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.603175, + "strategy_rank": 96.753884, + "rr": 1.318055, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.977083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287196, + "hold30_r": 2.079296 + }, + { + "symbol": "PANW", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.624339, + "strategy_rank": 86.654451, + "rr": 1.553345, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.330018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512975, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 80.507916, + "rr": 0.750533, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.125799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.712846, + "hold30_r": 3.69863 + }, + { + "symbol": "PGR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.814815, + "strategy_rank": 70.865093, + "rr": 1.11281, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.669214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051567, + "hold30_r": -1.257032 + }, + { + "symbol": "PSX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.021164, + "strategy_rank": 85.111649, + "rr": 1.525593, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.28839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494082, + "hold30_r": 5.004348 + }, + { + "symbol": "PWR", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 81.61243, + "rr": 0.969111, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.453666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932597, + "hold30_r": 2.73003 + }, + { + "symbol": "SLB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.079365, + "strategy_rank": 89.612284, + "rr": 0.99028, + "primary_prob": 43.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.48542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961679, + "hold30_r": 6.810185 + }, + { + "symbol": "SMCI", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.544974, + "strategy_rank": 98.26908, + "rr": 1.043758, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.565636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.01963, + "hold30_r": 5.820317 + }, + { + "symbol": "SNPS", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.185185, + "strategy_rank": 80.566305, + "rr": 1.880684, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.821026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048289, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.978836, + "strategy_rank": 63.707613, + "rr": 1.509894, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.264841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04894, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.783069, + "strategy_rank": 89.038649, + "rr": 0.720935, + "primary_prob": 45.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.081402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.691798, + "hold30_r": 5.280508 + }, + { + "symbol": "TKO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.746032, + "strategy_rank": 67.393726, + "rr": 0.920274, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.380411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.869079, + "hold30_r": 2.375139 + }, + { + "symbol": "TPL", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.57672, + "strategy_rank": 92.681276, + "rr": 0.795315, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.192972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766314, + "hold30_r": 7.40806 + }, + { + "symbol": "TRGP", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137566, + "strategy_rank": 87.780465, + "rr": 1.592972, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.389459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564601, + "hold30_r": 2.517528 + }, + { + "symbol": "TSLA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.343915, + "strategy_rank": 91.776361, + "rr": 1.966983, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.950474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02832, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-09-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.312169, + "strategy_rank": 95.741474, + "rr": 2.124799, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.187199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025548, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 78.394899, + "rr": 1.349951, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.024926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.098572, + "hold30_r": -1.051863 + }, + { + "symbol": "UNH", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.566138, + "strategy_rank": 65.847747, + "rr": 1.295483, + "primary_prob": 40.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.943225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056854, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.751323, + "strategy_rank": 93.637008, + "rr": 1.529469, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.294204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499592, + "hold30_r": 3.511778 + }, + { + "symbol": "VRTX", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37037, + "strategy_rank": 83.104906, + "rr": 0.795904, + "primary_prob": 52.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.193856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748874, + "hold30_r": 1.464081 + }, + { + "symbol": "VST", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.253968, + "strategy_rank": 85.145852, + "rr": 0.755801, + "primary_prob": 53.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.133701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717418, + "hold30_r": 2.881379 + }, + { + "symbol": "WMB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.037037, + "strategy_rank": 74.699013, + "rr": 0.946608, + "primary_prob": 40.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.419913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908241, + "hold30_r": 3.08691 + }, + { + "symbol": "WRB", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.359788, + "strategy_rank": 66.08668, + "rr": 1.747742, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.621614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690671, + "hold30_r": 3.553016 + }, + { + "symbol": "XOM", + "date": "2022-09-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.164021, + "strategy_rank": 86.470488, + "rr": 1.117713, + "primary_prob": 33.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.676569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076916, + "hold30_r": 5.019034 + }, + { + "symbol": "ABBV", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.215367, + "strategy_rank": 64.075844, + "rr": 1.675198, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.512797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624323, + "hold30_r": 2.152292 + }, + { + "symbol": "ADM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.131548, + "strategy_rank": 80.174662, + "rr": 1.548321, + "primary_prob": 22.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.322481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.502422, + "hold30_r": 2.368527 + }, + { + "symbol": "ADP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.46915, + "strategy_rank": 65.954538, + "rr": 0.935048, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.402572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057539, + "hold30_r": -1.0 + }, + { + "symbol": "AEP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.003492, + "strategy_rank": 60.541469, + "rr": 2.272573, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.408859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042516, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.167637, + "strategy_rank": 79.962642, + "rr": 0.927452, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.391177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038014, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.146682, + "strategy_rank": 65.947277, + "rr": 1.521653, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.282479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256318, + "hold30_r": -1.193364 + }, + { + "symbol": "ALB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.877765, + "strategy_rank": 93.348233, + "rr": 0.838671, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.258006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02872, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.925495, + "strategy_rank": 88.92485, + "rr": 1.608714, + "primary_prob": 43.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.413071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042564, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.95227, + "strategy_rank": 98.256136, + "rr": 1.576006, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.364008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.550423, + "hold30_r": 1.436755 + }, + { + "symbol": "ATO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474971, + "strategy_rank": 62.733873, + "rr": 2.013461, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.020191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.964026, + "hold30_r": 2.537698 + }, + { + "symbol": "AZO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.152503, + "strategy_rank": 76.768425, + "rr": 0.933197, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.399795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.879715, + "hold30_r": 2.473172 + }, + { + "symbol": "BLDR", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.242142, + "strategy_rank": 87.97159, + "rr": 2.063157, + "primary_prob": 34.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.094736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035875, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644936, + "strategy_rank": 72.035427, + "rr": 0.865741, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055174, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.908033, + "strategy_rank": 58.970118, + "rr": 1.583512, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.375268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.526642, + "hold30_r": 4.731932 + }, + { + "symbol": "CDNS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.009313, + "strategy_rank": 81.188401, + "rr": 2.334029, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.501044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050409, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.253783, + "strategy_rank": 94.491934, + "rr": 1.637095, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02895, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.173458, + "strategy_rank": 74.930131, + "rr": 1.606371, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.409557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049139, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.179278, + "strategy_rank": 78.573578, + "rr": 1.667256, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.500884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047268, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.379511, + "strategy_rank": 63.706076, + "rr": 1.976709, + "primary_prob": 23.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.965064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040302, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.391153, + "strategy_rank": 92.421542, + "rr": 0.698636, + "primary_prob": 55.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.047954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663002, + "hold30_r": 2.050536 + }, + { + "symbol": "COR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.61234, + "strategy_rank": 65.193098, + "rr": 1.410653, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.115979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.348356, + "hold30_r": 4.232203 + }, + { + "symbol": "COST", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.400466, + "strategy_rank": 76.118653, + "rr": 1.858685, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.788027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050035, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.898719, + "strategy_rank": 90.116212, + "rr": 1.960924, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.941386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031196, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.236321, + "strategy_rank": 62.481453, + "rr": 2.169024, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.253536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.713556, + "hold30_r": -1.653196 + }, + { + "symbol": "CVX", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.343423, + "strategy_rank": 84.71949, + "rr": 2.002162, + "primary_prob": 27.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.003242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045314, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.934808, + "strategy_rank": 75.304888, + "rr": 0.874556, + "primary_prob": 52.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.311834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079651, + "hold30_r": -1.016729 + }, + { + "symbol": "DLTR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.206054, + "strategy_rank": 93.61915, + "rr": 1.550444, + "primary_prob": 35.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.325666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046372, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.185099, + "strategy_rank": 97.617723, + "rr": 1.175048, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.762572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029391, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.522701, + "strategy_rank": 63.571814, + "rr": 1.802692, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.704038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046096, + "hold30_r": -1.0 + }, + { + "symbol": "EIX", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.37369, + "strategy_rank": 65.672385, + "rr": 1.967477, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.951216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041512, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988359, + "strategy_rank": 69.960492, + "rr": 1.353131, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.029697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182677, + "hold30_r": -1.129962 + }, + { + "symbol": "EOG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.830035, + "strategy_rank": 92.092174, + "rr": 1.916406, + "primary_prob": 27.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.874609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881669, + "hold30_r": 2.309793 + }, + { + "symbol": "EQT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883586, + "strategy_rank": 98.524782, + "rr": 0.930545, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.395818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023381, + "hold30_r": -1.0 + }, + { + "symbol": "EXR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.681024, + "strategy_rank": 73.913999, + "rr": 1.561826, + "primary_prob": 32.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.342739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046184, + "hold30_r": -1.0 + }, + { + "symbol": "F", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.543655, + "strategy_rank": 86.785785, + "rr": 1.066875, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.600313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060176, + "hold30_r": -1.031525 + }, + { + "symbol": "FANG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.433062, + "strategy_rank": 91.915687, + "rr": 1.919926, + "primary_prob": 26.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.879889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.888701, + "hold30_r": 2.133483 + }, + { + "symbol": "FICO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.701979, + "strategy_rank": 77.093127, + "rr": 1.619699, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.429548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034601, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.665891, + "strategy_rank": 83.751141, + "rr": 0.898349, + "primary_prob": 49.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.347523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039809, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555297, + "strategy_rank": 95.361879, + "rr": 0.72251, + "primary_prob": 40.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.083765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.112274, + "hold30_r": -1.085842 + }, + { + "symbol": "GIS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.606519, + "strategy_rank": 58.971253, + "rr": 0.736496, + "primary_prob": 53.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.104744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.680446, + "hold30_r": 1.794325 + }, + { + "symbol": "GPC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454016, + "strategy_rank": 65.547777, + "rr": 1.346947, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.02042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.597206, + "strategy_rank": 76.56334, + "rr": 1.269622, + "primary_prob": 27.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.904434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052327, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-10-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.385332, + "strategy_rank": 91.321649, + "rr": 2.743895, + "primary_prob": 23.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 4.115842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.715064, + "hold30_r": 3.704241 + }, + { + "symbol": "HSY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.913853, + "strategy_rank": 60.766875, + "rr": 1.323345, + "primary_prob": 31.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.985017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25775, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.442375, + "strategy_rank": 71.536143, + "rr": 1.975832, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.963748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045052, + "hold30_r": -1.003904 + }, + { + "symbol": "IRM", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.448196, + "strategy_rank": 79.012343, + "rr": 1.963314, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.944971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.92993, + "hold30_r": 1.930474 + }, + { + "symbol": "JKHY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.770664, + "strategy_rank": 59.158977, + "rr": 1.005382, + "primary_prob": 43.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.508073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.391193, + "hold30_r": -1.322384 + }, + { + "symbol": "KLAC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.42142, + "strategy_rank": 82.154924, + "rr": 1.615152, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.422728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036011, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.776484, + "strategy_rank": 71.478382, + "rr": 1.665194, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.497791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618376, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.209546, + "strategy_rank": 56.843546, + "rr": 1.597127, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.39569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.539025, + "hold30_r": 5.318619 + }, + { + "symbol": "LVS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.675204, + "strategy_rank": 83.894245, + "rr": 0.985, + "primary_prob": 48.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.4775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032023, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.486612, + "strategy_rank": 73.08697, + "rr": 0.851011, + "primary_prob": 39.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.276517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792396, + "hold30_r": 1.307976 + }, + { + "symbol": "MOS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158324, + "strategy_rank": 94.906645, + "rr": 1.080733, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.6211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029689, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.788126, + "strategy_rank": 89.357611, + "rr": 0.902034, + "primary_prob": 48.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039825, + "hold30_r": -1.0 + }, + { + "symbol": "NI", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.119907, + "strategy_rank": 62.539336, + "rr": 1.849803, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.774704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039559, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.7078, + "strategy_rank": 67.321941, + "rr": 0.926488, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.389732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875006, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.623981, + "strategy_rank": 93.072327, + "rr": 1.714407, + "primary_prob": 23.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.571611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682042, + "hold30_r": 3.336561 + }, + { + "symbol": "ON", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.719441, + "strategy_rank": 97.187233, + "rr": 0.702598, + "primary_prob": 55.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.053897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029714, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.650757, + "strategy_rank": 96.898387, + "rr": 1.271993, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.907989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034213, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.961583, + "strategy_rank": 85.472411, + "rr": 1.576765, + "primary_prob": 23.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.365147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042457, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85099, + "strategy_rank": 71.543079, + "rr": 1.21928, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.82892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.186806, + "hold30_r": -2.125046 + }, + { + "symbol": "PWR", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.618161, + "strategy_rank": 84.620517, + "rr": 0.830037, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.245055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.200789, + "hold30_r": -1.162598 + }, + { + "symbol": "RJF", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.839348, + "strategy_rank": 72.339808, + "rr": 1.459328, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.188992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048636, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.140861, + "strategy_rank": 58.436234, + "rr": 1.857567, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.786351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058279, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.686845, + "strategy_rank": 90.484276, + "rr": 1.631343, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.447014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.59946, + "hold30_r": 3.879415 + }, + { + "symbol": "SMCI", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.417928, + "strategy_rank": 98.965372, + "rr": 1.859792, + "primary_prob": 28.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.789688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027793, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.194412, + "strategy_rank": 81.384521, + "rr": 1.91455, + "primary_prob": 27.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.871826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049325, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.866123, + "strategy_rank": 60.904544, + "rr": 1.766344, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.649517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045318, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919674, + "strategy_rank": 66.744817, + "rr": 1.844159, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.766239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04613, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.692666, + "strategy_rank": 90.817619, + "rr": 0.965636, + "primary_prob": 37.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.448454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932849, + "hold30_r": 5.072787 + }, + { + "symbol": "TMUS", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.188591, + "strategy_rank": 65.720167, + "rr": 1.381956, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.072935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054059, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.200233, + "strategy_rank": 88.825877, + "rr": 1.659028, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.488542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.628392, + "hold30_r": 1.440395 + }, + { + "symbol": "TSLA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.364377, + "strategy_rank": 94.031022, + "rr": 1.788884, + "primary_prob": 22.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.683327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023544, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.110594, + "strategy_rank": 96.333513, + "rr": 1.995126, + "primary_prob": 22.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.99269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025051, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.75553, + "strategy_rank": 84.118069, + "rr": 1.288288, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.932432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244079, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.221187, + "strategy_rank": 66.325563, + "rr": 0.740315, + "primary_prob": 57.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.110473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059637, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.85681, + "strategy_rank": 93.444366, + "rr": 1.73885, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.608274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034004, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.412107, + "strategy_rank": 86.227848, + "rr": 1.945258, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.917887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038447, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.633295, + "strategy_rank": 72.832156, + "rr": 1.701817, + "primary_prob": 22.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.552725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659901, + "hold30_r": 2.081158 + }, + { + "symbol": "WRB", + "date": "2022-10-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.940629, + "strategy_rank": 65.707917, + "rr": 1.757791, + "primary_prob": 14.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.636686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.696694, + "hold30_r": 1.872507 + }, + { + "symbol": "AAPL", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.966396, + "strategy_rank": 75.965751, + "rr": 2.034847, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.05227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.994287, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.528389, + "strategy_rank": 64.322814, + "rr": 1.73596, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.60394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686957, + "hold30_r": 2.862923 + }, + { + "symbol": "ADM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.511008, + "strategy_rank": 80.924834, + "rr": 1.743716, + "primary_prob": 31.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.615574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044952, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.502897, + "strategy_rank": 65.399087, + "rr": 1.44856, + "primary_prob": 29.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.17284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.3958, + "hold30_r": 3.907057 + }, + { + "symbol": "AEP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.515643, + "strategy_rank": 63.182749, + "rr": 2.13147, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.197206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.090235, + "hold30_r": 2.59974 + }, + { + "symbol": "AES", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.661645, + "strategy_rank": 80.085643, + "rr": 1.020284, + "primary_prob": 43.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.530426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.982647, + "hold30_r": 3.246954 + }, + { + "symbol": "AJG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.472769, + "strategy_rank": 64.632669, + "rr": 1.510727, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.26609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059334, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.334878, + "strategy_rank": 95.470055, + "rr": 1.552687, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.329031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529365, + "hold30_r": 0.766179 + }, + { + "symbol": "ANET", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.480881, + "strategy_rank": 89.639385, + "rr": 1.640422, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.460633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.610452, + "hold30_r": 4.591336 + }, + { + "symbol": "APA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.725377, + "strategy_rank": 98.069701, + "rr": 1.141634, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.712451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.115935, + "hold30_r": 1.40283 + }, + { + "symbol": "ATO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.83314, + "strategy_rank": 62.279046, + "rr": 1.798076, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.697115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.749826, + "hold30_r": 4.208724 + }, + { + "symbol": "BLDR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.069525, + "strategy_rank": 82.207837, + "rr": 1.717147, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.575721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033494, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.704519, + "strategy_rank": 59.56998, + "rr": 1.50617, + "primary_prob": 37.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.259255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.447952, + "hold30_r": 3.483876 + }, + { + "symbol": "CAH", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.206257, + "strategy_rank": 70.857875, + "rr": 1.016528, + "primary_prob": 29.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.524792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965598, + "hold30_r": 3.727121 + }, + { + "symbol": "CASY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.228273, + "strategy_rank": 58.486089, + "rr": 1.180665, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.770997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123831, + "hold30_r": 4.888981 + }, + { + "symbol": "CDNS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095017, + "strategy_rank": 81.06236, + "rr": 1.805128, + "primary_prob": 32.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.707691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037078, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.377752, + "strategy_rank": 94.712177, + "rr": 0.955197, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.432795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029905, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.558517, + "strategy_rank": 73.324526, + "rr": 2.10661, + "primary_prob": 28.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.159914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046885, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.974508, + "strategy_rank": 80.557242, + "rr": 1.827071, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.740607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.786356, + "hold30_r": 2.59677 + }, + { + "symbol": "CNP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.06489, + "strategy_rank": 65.244039, + "rr": 1.605354, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.408031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565844, + "hold30_r": 3.784173 + }, + { + "symbol": "COR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.807648, + "strategy_rank": 61.486807, + "rr": 1.88923, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.833845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.834357, + "hold30_r": 4.954224 + }, + { + "symbol": "COST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.24102, + "strategy_rank": 75.889129, + "rr": 0.843582, + "primary_prob": 45.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.265372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797659, + "hold30_r": 3.222032 + }, + { + "symbol": "CTRA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.682503, + "strategy_rank": 93.01443, + "rr": 1.692516, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.538774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032335, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.747393, + "strategy_rank": 68.673694, + "rr": 2.13136, + "primary_prob": 27.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.19704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.089531, + "hold30_r": 2.590529 + }, + { + "symbol": "CVX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.523754, + "strategy_rank": 86.251749, + "rr": 1.949001, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.923502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905708, + "hold30_r": 2.412431 + }, + { + "symbol": "DE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.764774, + "strategy_rank": 77.608006, + "rr": 1.716022, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.574033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.668704, + "hold30_r": 4.787633 + }, + { + "symbol": "DG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.734647, + "strategy_rank": 74.246433, + "rr": 0.782483, + "primary_prob": 55.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.173725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060851, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871379, + "strategy_rank": 93.311695, + "rr": 1.039756, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.559633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.994576, + "hold30_r": 1.737802 + }, + { + "symbol": "DVN", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.188876, + "strategy_rank": 97.494497, + "rr": 1.153064, + "primary_prob": 41.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.729596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124169, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.918888, + "strategy_rank": 64.154294, + "rr": 2.286211, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.429316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.2416, + "hold30_r": 4.167855 + }, + { + "symbol": "EIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.979143, + "strategy_rank": 69.35495, + "rr": 2.626246, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.939369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.585359, + "hold30_r": 2.633612 + }, + { + "symbol": "ELV", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.223638, + "strategy_rank": 69.307758, + "rr": 1.489511, + "primary_prob": 32.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.234266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.439682, + "hold30_r": 2.087126 + }, + { + "symbol": "EOG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292005, + "strategy_rank": 93.390562, + "rr": 0.763982, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.145973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.730105, + "hold30_r": 2.035156 + }, + { + "symbol": "EQT", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884125, + "strategy_rank": 98.327192, + "rr": 0.860944, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.291416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024906, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.901506, + "strategy_rank": 93.52448, + "rr": 1.584244, + "primary_prob": 31.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.376366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552613, + "hold30_r": 0.439793 + }, + { + "symbol": "FICO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.991889, + "strategy_rank": 81.187056, + "rr": 1.671365, + "primary_prob": 26.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.507047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.635649, + "hold30_r": 8.176109 + }, + { + "symbol": "FIX", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.815759, + "strategy_rank": 84.417398, + "rr": 0.88953, + "primary_prob": 49.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.334295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8502, + "hold30_r": 4.325148 + }, + { + "symbol": "FSLR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.249131, + "strategy_rank": 93.871623, + "rr": 0.839468, + "primary_prob": 40.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.259202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025194, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.283893, + "strategy_rank": 78.487653, + "rr": 2.27037, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.405555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.22486, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.150637, + "strategy_rank": 64.800948, + "rr": 1.378138, + "primary_prob": 20.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.067207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318345, + "hold30_r": 5.645477 + }, + { + "symbol": "GWW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.541136, + "strategy_rank": 76.051113, + "rr": 1.690923, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641781, + "hold30_r": 4.069648 + }, + { + "symbol": "HAL", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.047509, + "strategy_rank": 92.399692, + "rr": 1.983179, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.974769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.954969, + "hold30_r": 2.380305 + }, + { + "symbol": "HST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022016, + "strategy_rank": 82.714719, + "rr": 1.583214, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.374821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547544, + "hold30_r": 1.727335 + }, + { + "symbol": "HUBB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485516, + "strategy_rank": 71.966505, + "rr": 0.820857, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.231286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051113, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.052144, + "strategy_rank": 75.280445, + "rr": 2.077003, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.115504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.037949, + "hold30_r": 3.057559 + }, + { + "symbol": "IRM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.614137, + "strategy_rank": 83.464498, + "rr": 1.536765, + "primary_prob": 33.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.305147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501021, + "hold30_r": 3.037224 + }, + { + "symbol": "JKHY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.039397, + "strategy_rank": 58.11962, + "rr": 2.138235, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.207352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.076049, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.687138, + "strategy_rank": 87.936706, + "rr": 1.77324, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.659859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.747877, + "hold30_r": 4.621724 + }, + { + "symbol": "KR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.760139, + "strategy_rank": 71.959087, + "rr": 0.716485, + "primary_prob": 53.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.074727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043446, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.030127, + "strategy_rank": 72.150501, + "rr": 1.253745, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.880618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.19833, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.060255, + "strategy_rank": 94.993043, + "rr": 0.83081, + "primary_prob": 41.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.246215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028371, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.575898, + "strategy_rank": 85.753648, + "rr": 1.926575, + "primary_prob": 23.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.889862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905321, + "hold30_r": 1.194729 + }, + { + "symbol": "NI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.198146, + "strategy_rank": 63.429014, + "rr": 1.695196, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.542795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038767, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.584009, + "strategy_rank": 90.102924, + "rr": 1.52211, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.283166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033405, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.957126, + "strategy_rank": 97.505283, + "rr": 1.59066, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.38599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5684, + "hold30_r": 2.344173 + }, + { + "symbol": "OXY", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.652375, + "strategy_rank": 96.71168, + "rr": 1.085084, + "primary_prob": 28.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.627626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.055372, + "hold30_r": 0.498116 + }, + { + "symbol": "PANW", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790267, + "strategy_rank": 85.839692, + "rr": 1.702638, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.553958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.668467, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309386, + "strategy_rank": 82.982314, + "rr": 0.671912, + "primary_prob": 57.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.007867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639279, + "hold30_r": 1.208597 + }, + { + "symbol": "PGR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438007, + "strategy_rank": 72.577193, + "rr": 0.853747, + "primary_prob": 40.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.280621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048455, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.279258, + "strategy_rank": 86.160533, + "rr": 1.579882, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.369823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542492, + "hold30_r": 2.628877 + }, + { + "symbol": "QCOM", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.271147, + "strategy_rank": 81.084613, + "rr": 1.611129, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.416694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.187943, + "hold30_r": -1.157142 + }, + { + "symbol": "RJF", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.00927, + "strategy_rank": 74.204413, + "rr": 1.015994, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.52399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046516, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.417149, + "strategy_rank": 57.779894, + "rr": 1.519507, + "primary_prob": 33.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.27926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.056026, + "hold30_r": 1.329046 + }, + { + "symbol": "SLB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.88876, + "strategy_rank": 91.346354, + "rr": 1.959349, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.939023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.925001, + "hold30_r": 2.580545 + }, + { + "symbol": "SMCI", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.420626, + "strategy_rank": 98.971601, + "rr": 0.85105, + "primary_prob": 36.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.276575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827647, + "hold30_r": 8.215574 + }, + { + "symbol": "SNPS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.326767, + "strategy_rank": 82.158841, + "rr": 1.578574, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.367861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035651, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.253766, + "strategy_rank": 62.98075, + "rr": 1.600619, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.400928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04309, + "hold30_r": 0.96204 + }, + { + "symbol": "SRE", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12051, + "strategy_rank": 68.152177, + "rr": 1.817786, + "primary_prob": 23.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.726678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77479, + "hold30_r": 3.068969 + }, + { + "symbol": "STLD", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.35226, + "strategy_rank": 88.556616, + "rr": 1.675892, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.513838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642524, + "hold30_r": 4.728074 + }, + { + "symbol": "TMUS", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.29664, + "strategy_rank": 69.800727, + "rr": 1.725967, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.588951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672546, + "hold30_r": 3.606804 + }, + { + "symbol": "TRGP", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.669757, + "strategy_rank": 91.043916, + "rr": 0.818984, + "primary_prob": 43.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.228477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787128, + "hold30_r": 1.148381 + }, + { + "symbol": "TSLA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.71263, + "strategy_rank": 95.718564, + "rr": 1.071366, + "primary_prob": 39.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.607048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022678, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.742758, + "strategy_rank": 95.377716, + "rr": 2.098553, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.147829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02014, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.429896, + "strategy_rank": 79.819612, + "rr": 1.636661, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.454992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044614, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.455388, + "strategy_rank": 65.456142, + "rr": 1.147979, + "primary_prob": 43.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.721969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095026, + "hold30_r": 1.438823 + }, + { + "symbol": "VLO", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828505, + "strategy_rank": 93.377532, + "rr": 1.849006, + "primary_prob": 28.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.773509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819111, + "hold30_r": 2.169248 + }, + { + "symbol": "VST", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.961761, + "strategy_rank": 84.226866, + "rr": 0.921823, + "primary_prob": 45.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.382735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.885018, + "hold30_r": 2.037179 + }, + { + "symbol": "WMB", + "date": "2022-10-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.996524, + "strategy_rank": 70.711407, + "rr": 1.958333, + "primary_prob": 20.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.9375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.91679, + "hold30_r": 2.38388 + }, + { + "symbol": "AAPL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.337349, + "strategy_rank": 76.374274, + "rr": 1.988948, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.983422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.948053, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.518072, + "strategy_rank": 64.317327, + "rr": 1.963815, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.945722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.908322, + "hold30_r": 4.024227 + }, + { + "symbol": "ADM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.614458, + "strategy_rank": 81.6812, + "rr": 0.810986, + "primary_prob": 41.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.216479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766288, + "hold30_r": 0.855187 + }, + { + "symbol": "ADP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.650602, + "strategy_rank": 65.44535, + "rr": 0.679475, + "primary_prob": 60.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.019213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628446, + "hold30_r": 4.494107 + }, + { + "symbol": "AEP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.120482, + "strategy_rank": 59.969229, + "rr": 2.457412, + "primary_prob": 22.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.686117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.414508, + "hold30_r": 2.8601 + }, + { + "symbol": "AJG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.722892, + "strategy_rank": 62.657103, + "rr": 1.20905, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.813575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158339, + "hold30_r": 4.002742 + }, + { + "symbol": "ALB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228916, + "strategy_rank": 95.326428, + "rr": 0.960375, + "primary_prob": 40.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.440562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936058, + "hold30_r": 1.375351 + }, + { + "symbol": "ANET", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.421687, + "strategy_rank": 88.953454, + "rr": 1.875347, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.813021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84445, + "hold30_r": 4.299377 + }, + { + "symbol": "APA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.192771, + "strategy_rank": 97.691774, + "rr": 1.831452, + "primary_prob": 28.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.747178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805635, + "hold30_r": 1.741456 + }, + { + "symbol": "ATO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.891566, + "strategy_rank": 59.355032, + "rr": 1.255306, + "primary_prob": 42.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.882958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206938, + "hold30_r": 3.96903 + }, + { + "symbol": "AZO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.036145, + "strategy_rank": 74.015949, + "rr": 0.973629, + "primary_prob": 46.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.460444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.918921, + "hold30_r": 3.78747 + }, + { + "symbol": "BLDR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.759036, + "strategy_rank": 89.414059, + "rr": 1.683728, + "primary_prob": 23.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.525591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658363, + "hold30_r": 2.017026 + }, + { + "symbol": "BMY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.963855, + "strategy_rank": 56.890526, + "rr": 1.861923, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.792884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797742, + "hold30_r": 4.917322 + }, + { + "symbol": "CASY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.566265, + "strategy_rank": 58.894947, + "rr": 0.884151, + "primary_prob": 48.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.326226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827812, + "hold30_r": 3.525231 + }, + { + "symbol": "CDNS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.445783, + "strategy_rank": 84.263847, + "rr": 0.725123, + "primary_prob": 58.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.087684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68746, + "hold30_r": -1.11351 + }, + { + "symbol": "CF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.433735, + "strategy_rank": 94.874837, + "rr": 0.755076, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.132614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.72705, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.674699, + "strategy_rank": 74.770131, + "rr": 1.707321, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.560981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664562, + "hold30_r": 3.356111 + }, + { + "symbol": "CNP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.578313, + "strategy_rank": 62.981798, + "rr": 2.024511, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.036766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.981333, + "hold30_r": 3.303303 + }, + { + "symbol": "COR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.481928, + "strategy_rank": 60.330155, + "rr": 1.853538, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.780307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.79513, + "hold30_r": 6.386221 + }, + { + "symbol": "COST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.204819, + "strategy_rank": 73.21028, + "rr": 1.049573, + "primary_prob": 38.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.57436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.002144, + "hold30_r": 1.526624 + }, + { + "symbol": "CTRA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.024096, + "strategy_rank": 91.929098, + "rr": 0.887209, + "primary_prob": 38.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.330814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.855041, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.13253, + "strategy_rank": 65.710757, + "rr": 2.203505, + "primary_prob": 27.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.305258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.155145, + "hold30_r": 3.079948 + }, + { + "symbol": "CVX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.578313, + "strategy_rank": 84.118488, + "rr": 0.886652, + "primary_prob": 51.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.329978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842096, + "hold30_r": 1.591477 + }, + { + "symbol": "DECK", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.855422, + "strategy_rank": 84.382248, + "rr": 1.855067, + "primary_prob": 34.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.782601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033892, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.373494, + "strategy_rank": 74.008928, + "rr": 1.443469, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.165203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382146, + "hold30_r": 0.871156 + }, + { + "symbol": "DLTR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.626506, + "strategy_rank": 93.034238, + "rr": 1.319931, + "primary_prob": 24.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.979897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.273811, + "hold30_r": 2.018594 + }, + { + "symbol": "DVN", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.915663, + "strategy_rank": 97.334489, + "rr": 0.745877, + "primary_prob": 55.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.118816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.715915, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.46988, + "strategy_rank": 62.308052, + "rr": 2.075984, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.113976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.027542, + "hold30_r": 4.044539 + }, + { + "symbol": "EOG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.216867, + "strategy_rank": 92.102886, + "rr": 1.881435, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.822153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.846738, + "hold30_r": 0.972986 + }, + { + "symbol": "EQT", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.879518, + "strategy_rank": 98.153073, + "rr": 0.900905, + "primary_prob": 39.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.351357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06222, + "hold30_r": -1.038321 + }, + { + "symbol": "EXE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.674699, + "strategy_rank": 95.798908, + "rr": 0.892366, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.338549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861124, + "hold30_r": 0.459901 + }, + { + "symbol": "FANG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.891566, + "strategy_rank": 91.822658, + "rr": 1.515662, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.273494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482108, + "hold30_r": -0.129328 + }, + { + "symbol": "FICO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277108, + "strategy_rank": 80.335703, + "rr": 1.933686, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.900528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89775, + "hold30_r": 9.35482 + }, + { + "symbol": "FIX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.180723, + "strategy_rank": 85.799168, + "rr": 0.825838, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.238757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786042, + "hold30_r": 4.285906 + }, + { + "symbol": "FSLR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.987952, + "strategy_rank": 94.869984, + "rr": 0.782196, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.173295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757882, + "hold30_r": 5.079131 + }, + { + "symbol": "GDDY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.228916, + "strategy_rank": 79.621392, + "rr": 1.549133, + "primary_prob": 51.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.323699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501669, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.987952, + "strategy_rank": 62.402358, + "rr": 1.115967, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.67395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05322, + "hold30_r": 4.030608 + }, + { + "symbol": "GPC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.481928, + "strategy_rank": 64.776198, + "rr": 1.033692, + "primary_prob": 28.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.550539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978243, + "hold30_r": 5.16495 + }, + { + "symbol": "GWW", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.433735, + "strategy_rank": 71.975557, + "rr": 1.09788, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.64682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.053386, + "hold30_r": 4.058423 + }, + { + "symbol": "HAL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048193, + "strategy_rank": 84.556037, + "rr": 1.752045, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.628067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723034, + "hold30_r": 3.303324 + }, + { + "symbol": "HST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.614458, + "strategy_rank": 80.004941, + "rr": 1.94791, + "primary_prob": 41.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.921865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.910177, + "hold30_r": 1.455461 + }, + { + "symbol": "HSY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.060241, + "strategy_rank": 60.081737, + "rr": 0.752131, + "primary_prob": 48.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.128197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681891, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.963855, + "strategy_rank": 75.18549, + "rr": 0.714381, + "primary_prob": 54.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.071572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674385, + "hold30_r": 3.523288 + }, + { + "symbol": "HWM", + "date": "2022-10-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.951807, + "strategy_rank": 75.990725, + "rr": 2.144925, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.217387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103546, + "hold30_r": 3.077297 + }, + { + "symbol": "IRM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.301205, + "strategy_rank": 79.818757, + "rr": 1.928891, + "primary_prob": 28.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 93.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.893336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89394, + "hold30_r": 3.306347 + }, + { + "symbol": "JBL", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.240964, + "strategy_rank": 74.801768, + "rr": 1.895625, + "primary_prob": 30.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.843437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.857831, + "hold30_r": 3.816758 + }, + { + "symbol": "KLAC", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.927711, + "strategy_rank": 89.277455, + "rr": 2.44132, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 3.66198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.41469, + "hold30_r": 5.412551 + }, + { + "symbol": "KR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.409639, + "strategy_rank": 69.305452, + "rr": 1.503499, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.255248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466027, + "hold30_r": 2.3992 + }, + { + "symbol": "LVS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.506024, + "strategy_rank": 88.216087, + "rr": 1.887091, + "primary_prob": 34.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.830637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025181, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.951807, + "strategy_rank": 71.65979, + "rr": 0.948946, + "primary_prob": 49.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.423419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888723, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.783133, + "strategy_rank": 94.961862, + "rr": 0.937504, + "primary_prob": 37.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.406256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91002, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.289157, + "strategy_rank": 86.307446, + "rr": 1.563053, + "primary_prob": 20.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.34458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541881, + "hold30_r": 2.193353 + }, + { + "symbol": "MTB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.722892, + "strategy_rank": 78.362139, + "rr": 1.962204, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.943306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03067, + "hold30_r": 0.731598 + }, + { + "symbol": "NUE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.240964, + "strategy_rank": 88.420473, + "rr": 1.922836, + "primary_prob": 31.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.884254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.89162, + "hold30_r": 3.658308 + }, + { + "symbol": "ON", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.39759, + "strategy_rank": 97.743781, + "rr": 1.504111, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.256166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480309, + "hold30_r": 2.228542 + }, + { + "symbol": "OXY", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638554, + "strategy_rank": 96.401664, + "rr": 1.627573, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.441359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595055, + "hold30_r": -0.151134 + }, + { + "symbol": "PANW", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.710843, + "strategy_rank": 85.929964, + "rr": 1.654822, + "primary_prob": 34.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.482234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.619911, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.192771, + "strategy_rank": 80.044292, + "rr": 1.069779, + "primary_prob": 42.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.604669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034821, + "hold30_r": 2.016807 + }, + { + "symbol": "PGR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.168675, + "strategy_rank": 71.784259, + "rr": 0.716631, + "primary_prob": 50.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.074947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672179, + "hold30_r": 2.552451 + }, + { + "symbol": "PWR", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.855422, + "strategy_rank": 85.878651, + "rr": 0.985781, + "primary_prob": 36.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.478671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.950116, + "hold30_r": 3.045741 + }, + { + "symbol": "QCOM", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.819277, + "strategy_rank": 82.395077, + "rr": 1.140497, + "primary_prob": 29.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.710745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.109502, + "hold30_r": -1.051787 + }, + { + "symbol": "REGN", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.686747, + "strategy_rank": 85.87137, + "rr": 1.142472, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.713707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.099944, + "hold30_r": 1.822465 + }, + { + "symbol": "RJF", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903614, + "strategy_rank": 75.923897, + "rr": 1.857561, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.786342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819503, + "hold30_r": 4.094623 + }, + { + "symbol": "SLB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.542169, + "strategy_rank": 86.750022, + "rr": 0.933126, + "primary_prob": 48.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.39969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896763, + "hold30_r": 2.825365 + }, + { + "symbol": "SMCI", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.156627, + "strategy_rank": 98.510358, + "rr": 1.609502, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.414253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.585809, + "hold30_r": 4.897644 + }, + { + "symbol": "SNPS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.746988, + "strategy_rank": 82.341597, + "rr": 1.855629, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.783443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035862, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.445783, + "strategy_rank": 59.098379, + "rr": 1.148747, + "primary_prob": 45.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.72312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.104035, + "hold30_r": 1.351922 + }, + { + "symbol": "SRE", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 66.920863, + "rr": 1.482959, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.224438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.440245, + "hold30_r": 4.004279 + }, + { + "symbol": "STLD", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.650602, + "strategy_rank": 88.668371, + "rr": 1.624259, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.436388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.591492, + "hold30_r": 4.571713 + }, + { + "symbol": "TMUS", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.096386, + "strategy_rank": 66.025743, + "rr": 1.186676, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.780014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129632, + "hold30_r": 3.436815 + }, + { + "symbol": "TRGP", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.409639, + "strategy_rank": 89.47092, + "rr": 1.527789, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.291684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494983, + "hold30_r": 2.349332 + }, + { + "symbol": "TSLA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.86747, + "strategy_rank": 96.548236, + "rr": 1.55439, + "primary_prob": 30.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.331584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020195, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.385542, + "strategy_rank": 97.218081, + "rr": 1.363722, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.045583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022247, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.373494, + "strategy_rank": 86.65641, + "rr": 1.684856, + "primary_prob": 34.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.527284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64629, + "hold30_r": 4.5349 + }, + { + "symbol": "UNH", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.144578, + "strategy_rank": 62.747248, + "rr": 1.477157, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.215736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.422503, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.939759, + "strategy_rank": 92.536968, + "rr": 1.947726, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.921589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.916984, + "hold30_r": 0.32486 + }, + { + "symbol": "VRTX", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.590361, + "strategy_rank": 82.34203, + "rr": 1.068107, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.60216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.018718, + "hold30_r": 2.656182 + }, + { + "symbol": "VST", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.13253, + "strategy_rank": 84.905001, + "rr": 1.032782, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.549173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997107, + "hold30_r": 2.047329 + }, + { + "symbol": "WRB", + "date": "2022-10-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.204819, + "strategy_rank": 67.296611, + "rr": 0.685099, + "primary_prob": 57.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.027649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.630455, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.416481, + "strategy_rank": 78.805299, + "rr": 1.818492, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.727738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.776487, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095768, + "strategy_rank": 67.364596, + "rr": 1.938516, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.907774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.512045, + "hold30_r": -1.453115 + }, + { + "symbol": "ADM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.209354, + "strategy_rank": 81.429345, + "rr": 0.942903, + "primary_prob": 47.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.414355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.894937, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 65.64546, + "rr": 1.581822, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.372734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530511, + "hold30_r": 2.42724 + }, + { + "symbol": "AJG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.85078, + "strategy_rank": 63.722516, + "rr": 1.505476, + "primary_prob": 38.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.258213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453213, + "hold30_r": 2.10486 + }, + { + "symbol": "ALB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438753, + "strategy_rank": 95.510124, + "rr": 0.760289, + "primary_prob": 55.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.140433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.489458, + "hold30_r": -1.461189 + }, + { + "symbol": "ANET", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.547884, + "strategy_rank": 91.157326, + "rr": 2.567039, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.850558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.53862, + "hold30_r": 1.049718 + }, + { + "symbol": "APA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.106904, + "strategy_rank": 97.642647, + "rr": 1.734581, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.601872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029877, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.080178, + "strategy_rank": 61.521386, + "rr": 2.071483, + "primary_prob": 43.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.107224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.017586, + "hold30_r": 3.341184 + }, + { + "symbol": "BIIB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.870824, + "strategy_rank": 93.210798, + "rr": 1.721211, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.581816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682775, + "hold30_r": 0.51871 + }, + { + "symbol": "BLDR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.32294, + "strategy_rank": 92.697201, + "rr": 1.951996, + "primary_prob": 38.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.927995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.227676, + "hold30_r": -1.19762 + }, + { + "symbol": "BMY", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.309577, + "strategy_rank": 62.783074, + "rr": 2.261492, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.392238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.197899, + "hold30_r": 1.802954 + }, + { + "symbol": "CDNS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.648107, + "strategy_rank": 85.19696, + "rr": 1.952161, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.928242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034885, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.997773, + "strategy_rank": 95.735733, + "rr": 1.517889, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.276833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.366057, + "hold30_r": -1.335821 + }, + { + "symbol": "CNC", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.74833, + "strategy_rank": 77.804852, + "rr": 1.921986, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.88298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042191, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 63.317052, + "rr": 1.820699, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.731048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770538, + "hold30_r": 2.204301 + }, + { + "symbol": "COR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.302895, + "strategy_rank": 64.574069, + "rr": 1.391206, + "primary_prob": 38.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.086808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.33012, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.514477, + "strategy_rank": 74.207747, + "rr": 1.674543, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.511814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050627, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.100223, + "strategy_rank": 91.775483, + "rr": 2.089631, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.134447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0359, + "hold30_r": -1.0 + }, + { + "symbol": "CVS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.073497, + "strategy_rank": 66.075976, + "rr": 1.750831, + "primary_prob": 32.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.626247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.701514, + "hold30_r": 2.380762 + }, + { + "symbol": "DE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.405345, + "strategy_rank": 78.660434, + "rr": 1.956919, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.935378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.908356, + "hold30_r": 2.47497 + }, + { + "symbol": "DECK", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.743875, + "strategy_rank": 84.8923, + "rr": 2.417413, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.626119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034936, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.325167, + "strategy_rank": 93.198982, + "rr": 2.189692, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.284539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.140864, + "hold30_r": -1.0 + }, + { + "symbol": "ED", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.300668, + "strategy_rank": 60.676061, + "rr": 2.245542, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.368314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.192038, + "hold30_r": 3.129643 + }, + { + "symbol": "EOG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.766147, + "strategy_rank": 92.573817, + "rr": 1.719761, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.579642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.67954, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 98.390417, + "rr": 0.823215, + "primary_prob": 45.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.234823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801005, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772829, + "strategy_rank": 95.311124, + "rr": 1.081121, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.621681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048291, + "hold30_r": -0.554258 + }, + { + "symbol": "FANG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.541203, + "strategy_rank": 92.415579, + "rr": 0.787807, + "primary_prob": 52.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.18171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.750538, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.093541, + "strategy_rank": 83.54428, + "rr": 1.718593, + "primary_prob": 33.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.57789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038802, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 94.887294, + "rr": 0.864832, + "primary_prob": 49.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.297248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836819, + "hold30_r": 2.112029 + }, + { + "symbol": "GDDY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 81.51989, + "rr": 1.86607, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.799105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049143, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.423163, + "strategy_rank": 72.685781, + "rr": 1.672683, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.509025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622914, + "hold30_r": 2.33219 + }, + { + "symbol": "HAL", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 85.977385, + "rr": 1.90412, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.85618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03105, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.639198, + "strategy_rank": 83.15654, + "rr": 2.170118, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.255177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042239, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.314031, + "strategy_rank": 79.003063, + "rr": 2.192746, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.289119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.150182, + "hold30_r": 1.76492 + }, + { + "symbol": "INCY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.400891, + "strategy_rank": 65.137449, + "rr": 1.614518, + "primary_prob": 50.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.421778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.55852, + "hold30_r": 3.643071 + }, + { + "symbol": "IRM", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.178174, + "strategy_rank": 76.86834, + "rr": 2.012521, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.018781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040819, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.973274, + "strategy_rank": 80.493611, + "rr": 2.082493, + "primary_prob": 30.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.12374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.040737, + "hold30_r": 2.444118 + }, + { + "symbol": "JKHY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.853007, + "strategy_rank": 59.363031, + "rr": 1.390597, + "primary_prob": 42.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.085896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067084, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.979955, + "strategy_rank": 88.758111, + "rr": 1.987695, + "primary_prob": 39.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.981543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.956667, + "hold30_r": 4.243885 + }, + { + "symbol": "KR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.525612, + "strategy_rank": 72.92087, + "rr": 1.766264, + "primary_prob": 36.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.649395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722675, + "hold30_r": 0.376917 + }, + { + "symbol": "LVS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.76392, + "strategy_rank": 93.636964, + "rr": 1.802044, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.703065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.779798, + "hold30_r": 3.890581 + }, + { + "symbol": "MCHP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.521158, + "strategy_rank": 82.80521, + "rr": 1.604437, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.406655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574046, + "hold30_r": 3.632574 + }, + { + "symbol": "MNST", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 63.47964, + "rr": 1.86414, + "primary_prob": 38.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.796211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807616, + "hold30_r": 2.556993 + }, + { + "symbol": "MOS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.879733, + "strategy_rank": 95.018144, + "rr": 1.960566, + "primary_prob": 32.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.940849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.378874, + "hold30_r": -1.347101 + }, + { + "symbol": "MTB", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.986637, + "strategy_rank": 80.441034, + "rr": 1.662229, + "primary_prob": 34.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.493343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.068537, + "hold30_r": -2.031465 + }, + { + "symbol": "NUE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.195991, + "strategy_rank": 87.242188, + "rr": 1.896824, + "primary_prob": 30.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.845236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046471, + "hold30_r": -1.011807 + }, + { + "symbol": "ON", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 97.778946, + "rr": 1.649401, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.474102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055143, + "hold30_r": -1.030616 + }, + { + "symbol": "OXY", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 96.191302, + "rr": 0.991004, + "primary_prob": 45.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.486506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.954217, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.761693, + "strategy_rank": 89.805549, + "rr": 1.672158, + "primary_prob": 36.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.508236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.594103, + "hold30_r": -1.556342 + }, + { + "symbol": "PSX", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.298441, + "strategy_rank": 82.516123, + "rr": 0.835507, + "primary_prob": 50.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.25326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.793435, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.318486, + "strategy_rank": 85.933373, + "rr": 1.072656, + "primary_prob": 43.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.608984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032249, + "hold30_r": 1.135071 + }, + { + "symbol": "QCOM", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.193764, + "strategy_rank": 83.677144, + "rr": 0.778895, + "primary_prob": 41.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.168342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.746531, + "hold30_r": -1.455931 + }, + { + "symbol": "RSG", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291759, + "strategy_rank": 58.569048, + "rr": 1.643453, + "primary_prob": 24.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.46518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060836, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.000331, + "rr": 0.965517, + "primary_prob": 46.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.448276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939482, + "hold30_r": 3.350867 + }, + { + "symbol": "SNA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.846325, + "strategy_rank": 62.652361, + "rr": 2.284054, + "primary_prob": 21.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.426081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.233062, + "hold30_r": 2.238036 + }, + { + "symbol": "SNPS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.532294, + "strategy_rank": 84.048854, + "rr": 1.899807, + "primary_prob": 25.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.84971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036025, + "hold30_r": -1.0 + }, + { + "symbol": "SO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.071269, + "strategy_rank": 58.914927, + "rr": 2.165914, + "primary_prob": 20.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.248871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049668, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.418708, + "strategy_rank": 65.955249, + "rr": 1.789912, + "primary_prob": 47.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.684868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.740316, + "hold30_r": 1.844964 + }, + { + "symbol": "STZ", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.069042, + "strategy_rank": 57.946998, + "rr": 2.432773, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.649159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.371714, + "hold30_r": 0.45834 + }, + { + "symbol": "TAP", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.628062, + "strategy_rank": 65.431209, + "rr": 2.138793, + "primary_prob": 42.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.20819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058807, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.64588, + "strategy_rank": 69.645235, + "rr": 1.321101, + "primary_prob": 46.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.981651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.258316, + "hold30_r": 0.209833 + }, + { + "symbol": "TRGP", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316258, + "strategy_rank": 89.760116, + "rr": 1.673382, + "primary_prob": 34.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.510073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.636312, + "hold30_r": 0.196544 + }, + { + "symbol": "TSLA", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.538976, + "strategy_rank": 93.545318, + "rr": 1.096716, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.645075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022364, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.663697, + "strategy_rank": 98.831514, + "rr": 1.854869, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.782304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128489, + "hold30_r": -1.107809 + }, + { + "symbol": "ULTA", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.432071, + "strategy_rank": 87.345513, + "rr": 2.061951, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.092927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.019572, + "hold30_r": 3.655443 + }, + { + "symbol": "VICI", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848552, + "strategy_rank": 65.08533, + "rr": 1.759133, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.638699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.707848, + "hold30_r": 2.432667 + }, + { + "symbol": "VLO", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.104677, + "strategy_rank": 93.877824, + "rr": 1.583111, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.374667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549092, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2022-10-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.329621, + "strategy_rank": 86.178127, + "rr": 0.78391, + "primary_prob": 42.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.175865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743155, + "hold30_r": 1.722124 + }, + { + "symbol": "VST", + "date": "2022-10-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.864143, + "strategy_rank": 82.349184, + "rr": 2.707248, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.060872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.667069, + "hold30_r": 1.718307 + }, + { + "symbol": "AAPL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.625731, + "strategy_rank": 77.406156, + "rr": 1.61945, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.429174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.585027, + "hold30_r": -0.541572 + }, + { + "symbol": "ABBV", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.602339, + "strategy_rank": 62.651859, + "rr": 1.515083, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.272624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.464352, + "hold30_r": 2.820736 + }, + { + "symbol": "ADP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.964912, + "strategy_rank": 66.266454, + "rr": 0.690886, + "primary_prob": 52.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.036328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.640103, + "hold30_r": 1.177609 + }, + { + "symbol": "AES", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.912281, + "strategy_rank": 80.512109, + "rr": 1.111437, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.667155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068815, + "hold30_r": 1.749461 + }, + { + "symbol": "ALB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.269006, + "strategy_rank": 92.907791, + "rr": 0.759307, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.13896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732452, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.368421, + "strategy_rank": 84.926856, + "rr": 0.687305, + "primary_prob": 51.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.030958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65797, + "hold30_r": 0.172786 + }, + { + "symbol": "APA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.71345, + "strategy_rank": 98.154258, + "rr": 1.132473, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.698709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028563, + "hold30_r": -1.0 + }, + { + "symbol": "ATO", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.169591, + "strategy_rank": 57.973906, + "rr": 2.084937, + "primary_prob": 28.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.127405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.030325, + "hold30_r": 2.614839 + }, + { + "symbol": "BIIB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.871345, + "strategy_rank": 86.294772, + "rr": 1.628351, + "primary_prob": 32.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.442526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587799, + "hold30_r": 0.342211 + }, + { + "symbol": "BLDR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.97076, + "strategy_rank": 92.38385, + "rr": 1.824923, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.737385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.797329, + "hold30_r": 2.678473 + }, + { + "symbol": "BRO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.093567, + "strategy_rank": 73.567947, + "rr": 1.687097, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.530645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038827, + "hold30_r": -0.357094 + }, + { + "symbol": "CDNS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.005848, + "strategy_rank": 82.852518, + "rr": 2.044244, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.066367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.007929, + "hold30_r": 2.58527 + }, + { + "symbol": "CF", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.947368, + "strategy_rank": 95.762574, + "rr": 1.07852, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.617781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026313, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.403509, + "strategy_rank": 70.214662, + "rr": 1.762455, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.643682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723869, + "hold30_r": 1.223382 + }, + { + "symbol": "CNC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.614035, + "strategy_rank": 77.327724, + "rr": 1.88534, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.82801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048246, + "hold30_r": -1.0 + }, + { + "symbol": "CNP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.520468, + "strategy_rank": 61.019987, + "rr": 1.811054, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.716581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.760627, + "hold30_r": 1.800342 + }, + { + "symbol": "COR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.807018, + "strategy_rank": 61.325472, + "rr": 0.922096, + "primary_prob": 51.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.383144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865697, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.350877, + "strategy_rank": 56.945731, + "rr": 1.118625, + "primary_prob": 42.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.677938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066948, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.25731, + "strategy_rank": 91.63916, + "rr": 1.819472, + "primary_prob": 27.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.729208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.153356, + "hold30_r": -1.1167 + }, + { + "symbol": "DE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.146199, + "strategy_rank": 80.955898, + "rr": 1.931692, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.897538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.885273, + "hold30_r": 2.208739 + }, + { + "symbol": "DECK", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.116959, + "strategy_rank": 81.63613, + "rr": 0.773521, + "primary_prob": 44.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.160281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030941, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.327485, + "strategy_rank": 74.956894, + "rr": 0.85056, + "primary_prob": 41.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.27584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790363, + "hold30_r": -1.156879 + }, + { + "symbol": "DLTR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.204678, + "strategy_rank": 92.757627, + "rr": 1.516329, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.274494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466914, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.415205, + "strategy_rank": 97.700328, + "rr": 0.836652, + "primary_prob": 37.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.254978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026191, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.842105, + "strategy_rank": 94.148867, + "rr": 1.082695, + "primary_prob": 43.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.624042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.042638, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883041, + "strategy_rank": 98.517895, + "rr": 0.735511, + "primary_prob": 49.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.103266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713655, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.894737, + "strategy_rank": 95.270773, + "rr": 1.068424, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.602636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036868, + "hold30_r": -0.233996 + }, + { + "symbol": "FICO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.865497, + "strategy_rank": 85.344238, + "rr": 1.872216, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.808324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.838084, + "hold30_r": 6.016551 + }, + { + "symbol": "FIX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.05848, + "strategy_rank": 83.76439, + "rr": 0.936252, + "primary_prob": 47.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896657, + "hold30_r": -0.206048 + }, + { + "symbol": "FTNT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.508772, + "strategy_rank": 85.830703, + "rr": 1.696273, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.54441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.673999, + "hold30_r": 1.452438 + }, + { + "symbol": "GDDY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.450292, + "strategy_rank": 84.038309, + "rr": 1.578533, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.367799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040881, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.017544, + "strategy_rank": 62.382526, + "rr": 1.057705, + "primary_prob": 43.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.586558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065354, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.035088, + "strategy_rank": 93.409159, + "rr": 1.713176, + "primary_prob": 32.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.569764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032732, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549708, + "strategy_rank": 63.875344, + "rr": 0.866872, + "primary_prob": 37.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.300307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044902, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.040936, + "strategy_rank": 80.602401, + "rr": 2.111614, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.167421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.076268, + "hold30_r": 0.010402 + }, + { + "symbol": "HWM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.345029, + "strategy_rank": 79.554123, + "rr": 1.962006, + "primary_prob": 26.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.94301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.922229, + "hold30_r": 1.637169 + }, + { + "symbol": "IT", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.584795, + "strategy_rank": 74.437361, + "rr": 1.50913, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.263695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468746, + "hold30_r": 1.193311 + }, + { + "symbol": "JBL", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836257, + "strategy_rank": 81.193665, + "rr": 0.869865, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.304798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.82863, + "hold30_r": 1.972135 + }, + { + "symbol": "JKHY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.304094, + "strategy_rank": 64.893379, + "rr": 1.598887, + "primary_prob": 30.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.39833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.442624, + "hold30_r": -1.394095 + }, + { + "symbol": "KLAC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.274854, + "strategy_rank": 83.216552, + "rr": 1.756592, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.634887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.724178, + "hold30_r": 3.665043 + }, + { + "symbol": "LVS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.619883, + "strategy_rank": 94.168574, + "rr": 1.766198, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.649298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74132, + "hold30_r": 3.168187 + }, + { + "symbol": "MCHP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.935673, + "strategy_rank": 80.353921, + "rr": 1.657549, + "primary_prob": 28.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.486323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.627048, + "hold30_r": 3.388092 + }, + { + "symbol": "MNST", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.561404, + "strategy_rank": 63.953776, + "rr": 2.033121, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.049681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.977758, + "hold30_r": 2.941355 + }, + { + "symbol": "MOS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.608187, + "strategy_rank": 95.455369, + "rr": 1.647813, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.47172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621875, + "hold30_r": -1.120582 + }, + { + "symbol": "MPWR", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.573099, + "strategy_rank": 85.980866, + "rr": 1.559746, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.339618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.536065, + "hold30_r": 1.163114 + }, + { + "symbol": "MTB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.812865, + "strategy_rank": 79.11148, + "rr": 2.316416, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.474624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.04361, + "hold30_r": -2.001025 + }, + { + "symbol": "NOC", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.216374, + "strategy_rank": 75.053096, + "rr": 1.146569, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.719853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047303, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.339181, + "strategy_rank": 73.49507, + "rr": 1.725186, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.587779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046956, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.163743, + "strategy_rank": 89.858844, + "rr": 1.500468, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.250702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466981, + "hold30_r": 0.628023 + }, + { + "symbol": "ON", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.245614, + "strategy_rank": 97.09165, + "rr": 0.684228, + "primary_prob": 57.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.026341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662276, + "hold30_r": 1.147859 + }, + { + "symbol": "ORLY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 68.057483, + "rr": 0.669324, + "primary_prob": 57.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.610072, + "hold30_r": -0.271201 + }, + { + "symbol": "OXY", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.649123, + "strategy_rank": 96.323814, + "rr": 0.900707, + "primary_prob": 33.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.864419, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.51462, + "strategy_rank": 90.209475, + "rr": 1.893197, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.839795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.863682, + "hold30_r": 0.128156 + }, + { + "symbol": "PSX", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.578947, + "strategy_rank": 87.594178, + "rr": 0.890898, + "primary_prob": 49.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.336347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.850544, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.900585, + "strategy_rank": 83.829242, + "rr": 1.198928, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.798392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.172725, + "hold30_r": 1.343171 + }, + { + "symbol": "SMCI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.181287, + "strategy_rank": 97.816632, + "rr": 0.784229, + "primary_prob": 51.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.176344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758837, + "hold30_r": 0.164078 + }, + { + "symbol": "SNPS", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.070175, + "strategy_rank": 82.792647, + "rr": 1.753265, + "primary_prob": 32.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 97.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.629898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.716704, + "hold30_r": 3.261563 + }, + { + "symbol": "SRE", + "date": "2022-11-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.538012, + "strategy_rank": 66.107297, + "rr": 2.372248, + "primary_prob": 37.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.558372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32015, + "hold30_r": 0.802185 + }, + { + "symbol": "STLD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.023392, + "strategy_rank": 91.615441, + "rr": 0.947317, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.420975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.913315, + "hold30_r": 1.758589 + }, + { + "symbol": "TKO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.526316, + "strategy_rank": 71.594792, + "rr": 1.070629, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.605943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022933, + "hold30_r": -0.080535 + }, + { + "symbol": "TRGP", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.80117, + "strategy_rank": 90.935031, + "rr": 1.616156, + "primary_prob": 36.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.424233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034792, + "hold30_r": 0.102345 + }, + { + "symbol": "TTD", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.309942, + "strategy_rank": 97.871918, + "rr": 1.40001, + "primary_prob": 24.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.100016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020472, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.707602, + "strategy_rank": 84.393921, + "rr": 1.304781, + "primary_prob": 38.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262645, + "hold30_r": 1.798418 + }, + { + "symbol": "VICI", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.859649, + "strategy_rank": 66.47305, + "rr": 1.617445, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.426168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567259, + "hold30_r": 1.058948 + }, + { + "symbol": "VLO", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.660819, + "strategy_rank": 94.161873, + "rr": 1.939218, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.908826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033772, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.760234, + "strategy_rank": 84.465653, + "rr": 1.506313, + "primary_prob": 43.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.259469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.465435, + "hold30_r": 0.739079 + }, + { + "symbol": "WMB", + "date": "2022-11-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.105263, + "strategy_rank": 70.355831, + "rr": 1.77134, + "primary_prob": 36.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.65701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720124, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.651599, + "strategy_rank": 80.456009, + "rr": 1.829673, + "primary_prob": 46.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.744509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033892, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.533627, + "strategy_rank": 63.257842, + "rr": 1.884781, + "primary_prob": 30.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.827171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.830311, + "hold30_r": 2.4339 + }, + { + "symbol": "ADM", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.928335, + "strategy_rank": 80.610098, + "rr": 0.913871, + "primary_prob": 49.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.370806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865341, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.305402, + "strategy_rank": 77.200939, + "rr": 1.200724, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.801087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041362, + "hold30_r": 0.9817 + }, + { + "symbol": "APA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.228225, + "strategy_rank": 98.142524, + "rr": 1.192661, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.788991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027751, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.171996, + "strategy_rank": 72.390869, + "rr": 0.719343, + "primary_prob": 56.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.079015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055131, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.982359, + "strategy_rank": 90.698519, + "rr": 0.915941, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.373912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871773, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.825799, + "strategy_rank": 92.878938, + "rr": 1.65569, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.483535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025628, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.572216, + "strategy_rank": 72.46323, + "rr": 1.732255, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.598382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041115, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.479603, + "strategy_rank": 70.820354, + "rr": 0.812229, + "primary_prob": 51.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.218344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046084, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.123484, + "strategy_rank": 78.908393, + "rr": 1.804893, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.70734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037205, + "hold30_r": -0.065445 + }, + { + "symbol": "CF", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.787211, + "strategy_rank": 94.935899, + "rr": 0.685063, + "primary_prob": 56.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.027595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027643, + "hold30_r": -1.0 + }, + { + "symbol": "CHRW", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.697905, + "strategy_rank": 69.702255, + "rr": 2.164129, + "primary_prob": 42.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.246193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040925, + "hold30_r": -0.185173 + }, + { + "symbol": "COP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.566703, + "strategy_rank": 92.608108, + "rr": 0.921846, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.382768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034829, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667034, + "strategy_rank": 61.350019, + "rr": 1.19009, + "primary_prob": 44.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.785135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045582, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22602, + "strategy_rank": 60.119246, + "rr": 1.411959, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.117939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059678, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.446527, + "strategy_rank": 80.657794, + "rr": 1.939675, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.909512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041958, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794928, + "strategy_rank": 92.265451, + "rr": 0.762975, + "primary_prob": 49.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.144463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734527, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.431092, + "strategy_rank": 81.091995, + "rr": 2.175896, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.263844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.125325, + "hold30_r": 1.818819 + }, + { + "symbol": "DECK", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.343991, + "strategy_rank": 84.529268, + "rr": 0.956727, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.435091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028919, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.70011, + "strategy_rank": 93.071307, + "rr": 1.645403, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.468105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.268541, + "hold30_r": -1.222843 + }, + { + "symbol": "DVN", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 97.473608, + "rr": 1.183541, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.775311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026047, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.210584, + "strategy_rank": 67.238408, + "rr": 1.110013, + "primary_prob": 42.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.66502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050842, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.471885, + "strategy_rank": 92.623624, + "rr": 0.799342, + "primary_prob": 51.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.199013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763617, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889746, + "strategy_rank": 98.440934, + "rr": 1.730712, + "primary_prob": 34.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.596067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023383, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.92613, + "strategy_rank": 83.651584, + "rr": 1.558237, + "primary_prob": 51.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.337355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026197, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.841235, + "strategy_rank": 81.24825, + "rr": 1.516965, + "primary_prob": 33.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.275448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.483077, + "hold30_r": 0.710727 + }, + { + "symbol": "GIS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 62.708317, + "rr": 0.751456, + "primary_prob": 39.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.127184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063476, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.692393, + "strategy_rank": 94.75383, + "rr": 1.820619, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.730929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032647, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.974642, + "strategy_rank": 64.784993, + "rr": 0.906276, + "primary_prob": 51.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.359413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046533, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549063, + "strategy_rank": 82.450425, + "rr": 1.547619, + "primary_prob": 45.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.321429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035383, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966924, + "strategy_rank": 63.372017, + "rr": 1.261146, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.891719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059296, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.910695, + "strategy_rank": 63.306421, + "rr": 1.505475, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.258212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.454017, + "hold30_r": 1.184215 + }, + { + "symbol": "IRM", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.131202, + "strategy_rank": 77.489317, + "rr": 2.066067, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.099101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038676, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.579934, + "strategy_rank": 74.304307, + "rr": 1.54437, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.316554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043145, + "hold30_r": -0.313242 + }, + { + "symbol": "JBL", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.997795, + "strategy_rank": 78.771453, + "rr": 1.864556, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.796834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824347, + "hold30_r": 1.442488 + }, + { + "symbol": "JKHY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.990077, + "strategy_rank": 63.85683, + "rr": 1.86344, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.795159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.821736, + "hold30_r": 0.188646 + }, + { + "symbol": "KR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.792723, + "strategy_rank": 69.983117, + "rr": 1.845872, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.768807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046446, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.943771, + "strategy_rank": 92.985996, + "rr": 2.020866, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.0313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.992828, + "hold30_r": 1.868074 + }, + { + "symbol": "MAR", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351709, + "strategy_rank": 77.314363, + "rr": 1.911753, + "primary_prob": 40.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.86763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038715, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.023153, + "strategy_rank": 69.002925, + "rr": 0.955208, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.432812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046173, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015436, + "strategy_rank": 96.108061, + "rr": 1.622014, + "primary_prob": 37.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.433021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026108, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.502756, + "strategy_rank": 78.846331, + "rr": 1.634357, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.451536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046898, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15656, + "strategy_rank": 74.241096, + "rr": 0.884361, + "primary_prob": 48.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048477, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628445, + "strategy_rank": 75.82191, + "rr": 0.784367, + "primary_prob": 53.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.17655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040512, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.707828, + "strategy_rank": 91.191199, + "rr": 1.994679, + "primary_prob": 27.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.992019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080989, + "hold30_r": -1.04698 + }, + { + "symbol": "OMC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705623, + "strategy_rank": 66.439051, + "rr": 1.786273, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.67941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.734043, + "hold30_r": 1.874066 + }, + { + "symbol": "OXY", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 95.915559, + "rr": 1.158947, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.738421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.127902, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.848953, + "strategy_rank": 88.424124, + "rr": 1.731599, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.597399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028925, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.164278, + "strategy_rank": 82.240241, + "rr": 0.856862, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.285293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815317, + "hold30_r": 1.753279 + }, + { + "symbol": "PODD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044101, + "strategy_rank": 83.429334, + "rr": 0.751202, + "primary_prob": 54.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.126803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028187, + "hold30_r": -0.59478 + }, + { + "symbol": "PSX", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 87.864167, + "rr": 0.770318, + "primary_prob": 53.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.155477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.727669, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.674752, + "strategy_rank": 76.890329, + "rr": 1.65904, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.48856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038811, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.264609, + "strategy_rank": 70.213766, + "rr": 1.534212, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.301318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04236, + "hold30_r": 0.865416 + }, + { + "symbol": "SNPS", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.367144, + "strategy_rank": 77.868088, + "rr": 1.659093, + "primary_prob": 45.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.48864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.621534, + "hold30_r": 0.085426 + }, + { + "symbol": "SRE", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.328556, + "strategy_rank": 64.546345, + "rr": 1.783489, + "primary_prob": 44.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.675234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.731436, + "hold30_r": 0.320657 + }, + { + "symbol": "TAP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13892, + "strategy_rank": 66.256848, + "rr": 1.760497, + "primary_prob": 47.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.640745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712993, + "hold30_r": 0.221591 + }, + { + "symbol": "TKO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920617, + "strategy_rank": 72.347506, + "rr": 1.152592, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.728889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.101246, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.148842, + "strategy_rank": 90.610776, + "rr": 1.603816, + "primary_prob": 34.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.405723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03423, + "hold30_r": 0.423151 + }, + { + "symbol": "TSCO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.485116, + "strategy_rank": 75.702918, + "rr": 1.56131, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.341965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524399, + "hold30_r": 0.565232 + }, + { + "symbol": "TTD", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.605292, + "strategy_rank": 95.391981, + "rr": 0.759629, + "primary_prob": 45.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.139444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.744042, + "hold30_r": -0.43143 + }, + { + "symbol": "ULTA", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 84.397278, + "rr": 0.915973, + "primary_prob": 48.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.37396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872382, + "hold30_r": 1.688767 + }, + { + "symbol": "VICI", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.754135, + "strategy_rank": 67.660276, + "rr": 1.875792, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.813688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051679, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.574421, + "strategy_rank": 93.527122, + "rr": 1.610378, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.415567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035093, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.407938, + "strategy_rank": 80.969421, + "rr": 1.54157, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.312354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038213, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359427, + "strategy_rank": 68.749294, + "rr": 1.961691, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.942537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051829, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-11-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.723264, + "strategy_rank": 68.528677, + "rr": 0.729027, + "primary_prob": 40.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.09354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052084, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.039648, + "strategy_rank": 76.634888, + "rr": 2.171363, + "primary_prob": 42.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.257044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037622, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.995595, + "strategy_rank": 63.177597, + "rr": 1.990655, + "primary_prob": 27.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.985982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.937694, + "hold30_r": 1.778567 + }, + { + "symbol": "ADM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713656, + "strategy_rank": 79.801206, + "rr": 0.866991, + "primary_prob": 50.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.300487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816219, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.259912, + "strategy_rank": 78.270961, + "rr": 0.685926, + "primary_prob": 56.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.028889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.641654, + "hold30_r": 0.515734 + }, + { + "symbol": "ALB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400881, + "strategy_rank": 91.453394, + "rr": 0.801492, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.202238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024036, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.088106, + "strategy_rank": 78.802618, + "rr": 1.149853, + "primary_prob": 45.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.724779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044389, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 98.143119, + "rr": 0.693277, + "primary_prob": 57.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.039916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028551, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.84141, + "strategy_rank": 69.138273, + "rr": 1.121051, + "primary_prob": 42.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.681576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.072256, + "hold30_r": 0.1032 + }, + { + "symbol": "BIIB", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.30837, + "strategy_rank": 92.326726, + "rr": 2.944435, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 24, + "primary_distance_atr": 4.416653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047184, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.894273, + "strategy_rank": 84.865508, + "rr": 2.654318, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.981476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036837, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.048458, + "strategy_rank": 84.503075, + "rr": 1.757011, + "primary_prob": 38.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.635517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026941, + "hold30_r": 0.520231 + }, + { + "symbol": "BMY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.251101, + "strategy_rank": 59.864904, + "rr": 0.696854, + "primary_prob": 59.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.045281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64066, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837004, + "strategy_rank": 70.285135, + "rr": 1.846039, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.769058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041117, + "hold30_r": 0.09479 + }, + { + "symbol": "CAH", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.594714, + "strategy_rank": 72.119373, + "rr": 1.176285, + "primary_prob": 40.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.764427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132311, + "hold30_r": 0.043066 + }, + { + "symbol": "CF", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.017621, + "strategy_rank": 94.495979, + "rr": 0.964916, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.447375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024998, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.493392, + "strategy_rank": 68.549326, + "rr": 1.166542, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.749813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119465, + "hold30_r": 0.707439 + }, + { + "symbol": "COP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568282, + "strategy_rank": 92.905591, + "rr": 0.722944, + "primary_prob": 55.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.084416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037026, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.903084, + "strategy_rank": 60.461467, + "rr": 1.261414, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.892121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.209466, + "hold30_r": 2.937469 + }, + { + "symbol": "CSGP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 77.179674, + "rr": 1.661587, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.492381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044827, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.46696, + "strategy_rank": 92.595698, + "rr": 1.864452, + "primary_prob": 24.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.796678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029679, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.722467, + "strategy_rank": 75.056879, + "rr": 0.789861, + "primary_prob": 38.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.184791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044856, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.123348, + "strategy_rank": 80.044851, + "rr": 1.919996, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.879995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.866593, + "hold30_r": 0.730597 + }, + { + "symbol": "DLTR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.555066, + "strategy_rank": 85.393925, + "rr": 0.866311, + "primary_prob": 54.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.299466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.280479, + "hold30_r": -1.236979 + }, + { + "symbol": "DVN", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.449339, + "strategy_rank": 97.506963, + "rr": 0.863425, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.295137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028785, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.334802, + "strategy_rank": 68.741386, + "rr": 1.288466, + "primary_prob": 36.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.932698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245844, + "hold30_r": 1.125378 + }, + { + "symbol": "EQT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669604, + "strategy_rank": 98.385627, + "rr": 1.635577, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.453366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023728, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.237885, + "strategy_rank": 94.946542, + "rr": 0.956352, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.434528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032097, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 93.541553, + "rr": 0.703182, + "primary_prob": 55.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.054773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.675513, + "hold30_r": 0.105636 + }, + { + "symbol": "FTNT", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.396476, + "strategy_rank": 83.116172, + "rr": 1.768436, + "primary_prob": 47.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.652654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028493, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.748899, + "strategy_rank": 80.253098, + "rr": 1.95457, + "primary_prob": 30.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.931856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037455, + "hold30_r": 0.289376 + }, + { + "symbol": "HAL", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.246696, + "strategy_rank": 94.977188, + "rr": 2.00506, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.00759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032973, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 69.995237, + "rr": 1.176905, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.765357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135571, + "hold30_r": 0.399467 + }, + { + "symbol": "HLT", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.066079, + "strategy_rank": 73.861843, + "rr": 2.110379, + "primary_prob": 43.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.165569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042673, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.867841, + "strategy_rank": 84.971155, + "rr": 1.873446, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.810169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036271, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.647577, + "strategy_rank": 62.852097, + "rr": 0.823932, + "primary_prob": 53.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.235898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77132, + "hold30_r": 0.630297 + }, + { + "symbol": "HUM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.77533, + "strategy_rank": 65.065124, + "rr": 1.535832, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.303749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.489555, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 78.468172, + "rr": 1.026916, + "primary_prob": 32.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.540375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987134, + "hold30_r": 1.412637 + }, + { + "symbol": "IBKR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.656388, + "strategy_rank": 76.944213, + "rr": 1.423873, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.13581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.385335, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 63.231273, + "rr": 1.538369, + "primary_prob": 38.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.307554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.483496, + "hold30_r": 0.559573 + }, + { + "symbol": "IRM", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.718062, + "strategy_rank": 76.500118, + "rr": 2.070325, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.105488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.029243, + "hold30_r": -0.660423 + }, + { + "symbol": "JBL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.801762, + "strategy_rank": 77.078028, + "rr": 0.844199, + "primary_prob": 55.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.266298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803027, + "hold30_r": -0.124872 + }, + { + "symbol": "JKHY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.969163, + "strategy_rank": 66.938568, + "rr": 1.842311, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.763466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08623, + "hold30_r": -1.040853 + }, + { + "symbol": "KMI", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.480176, + "strategy_rank": 66.47125, + "rr": 2.138116, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.207175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051794, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.299559, + "strategy_rank": 91.044708, + "rr": 2.246655, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.369982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03094, + "hold30_r": 1.764315 + }, + { + "symbol": "MAR", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.132159, + "strategy_rank": 78.363093, + "rr": 1.786589, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.679883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041992, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.696035, + "strategy_rank": 69.432559, + "rr": 1.074186, + "primary_prob": 29.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.611278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032939, + "hold30_r": 0.437727 + }, + { + "symbol": "MOS", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.797357, + "strategy_rank": 95.856613, + "rr": 1.241453, + "primary_prob": 29.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.862179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024498, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.581498, + "strategy_rank": 73.169727, + "rr": 2.059089, + "primary_prob": 28.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.088633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048821, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.264317, + "strategy_rank": 78.474265, + "rr": 1.244036, + "primary_prob": 23.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.866054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040172, + "hold30_r": 0.831538 + }, + { + "symbol": "NRG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.528634, + "strategy_rank": 76.47652, + "rr": 1.921161, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.881741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.678183, + "hold30_r": -2.640219 + }, + { + "symbol": "NUE", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.273128, + "strategy_rank": 90.755185, + "rr": 1.659871, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.489806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035634, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.497797, + "strategy_rank": 66.993573, + "rr": 2.463472, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.695208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053293, + "hold30_r": 2.202181 + }, + { + "symbol": "ON", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.145374, + "strategy_rank": 96.116252, + "rr": 0.855829, + "primary_prob": 50.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.283743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023916, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 95.674828, + "rr": 0.966844, + "primary_prob": 47.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.450266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032269, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.436123, + "strategy_rank": 86.076527, + "rr": 1.617939, + "primary_prob": 35.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.426908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588232, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.070485, + "strategy_rank": 81.902687, + "rr": 0.697977, + "primary_prob": 43.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.046965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654911, + "hold30_r": 1.624575 + }, + { + "symbol": "PFG", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85022, + "strategy_rank": 77.072322, + "rr": 0.956526, + "primary_prob": 46.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.43479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048441, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.488987, + "strategy_rank": 75.854256, + "rr": 2.660795, + "primary_prob": 20.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.991193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038788, + "hold30_r": -0.660717 + }, + { + "symbol": "REGN", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.674009, + "strategy_rank": 82.010994, + "rr": 0.679419, + "primary_prob": 57.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.019129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638582, + "hold30_r": -0.51414 + }, + { + "symbol": "RJF", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 74.080753, + "rr": 1.145843, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.718765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051319, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.475771, + "strategy_rank": 93.910647, + "rr": 0.880146, + "primary_prob": 49.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.320219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037859, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.343612, + "strategy_rank": 64.853262, + "rr": 2.048078, + "primary_prob": 41.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.072117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.997339, + "hold30_r": -0.059274 + }, + { + "symbol": "SYY", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.810573, + "strategy_rank": 65.681671, + "rr": 1.954926, + "primary_prob": 27.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.932388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.734071, + "hold30_r": -1.676064 + }, + { + "symbol": "TKO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.814978, + "strategy_rank": 72.767521, + "rr": 0.685334, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.028001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632682, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.044053, + "strategy_rank": 90.306907, + "rr": 1.833296, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.749944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035507, + "hold30_r": -0.08005 + }, + { + "symbol": "UAL", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.352423, + "strategy_rank": 86.190165, + "rr": 1.779515, + "primary_prob": 44.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.669272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037879, + "hold30_r": -1.0 + }, + { + "symbol": "UNH", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215859, + "strategy_rank": 63.562298, + "rr": 1.365418, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.048127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.317983, + "hold30_r": 0.153265 + }, + { + "symbol": "VICI", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 61.712646, + "rr": 1.915551, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.873326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.860934, + "hold30_r": -0.060076 + }, + { + "symbol": "VLO", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.788546, + "strategy_rank": 94.673387, + "rr": 0.884639, + "primary_prob": 48.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.326959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036439, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876652, + "strategy_rank": 80.25976, + "rr": 1.969841, + "primary_prob": 21.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.954762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.93419, + "hold30_r": -0.150794 + }, + { + "symbol": "WMB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.030837, + "strategy_rank": 70.314451, + "rr": 1.903021, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.854532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.849253, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-11-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 71.226432, + "rr": 1.10557, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.658355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.058808, + "hold30_r": 0.209628 + }, + { + "symbol": "ABBV", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.470852, + "strategy_rank": 64.942138, + "rr": 2.104763, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.157145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.061008, + "hold30_r": 0.003822 + }, + { + "symbol": "ALB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.834081, + "strategy_rank": 92.391583, + "rr": 0.678611, + "primary_prob": 47.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.017916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025437, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.726457, + "strategy_rank": 72.225317, + "rr": 1.156218, + "primary_prob": 45.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.734328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050805, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 64.841882, + "rr": 1.053096, + "primary_prob": 43.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.579644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154422, + "hold30_r": -1.097394 + }, + { + "symbol": "APA", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.327354, + "strategy_rank": 98.353336, + "rr": 0.852893, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.27934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028391, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941704, + "strategy_rank": 80.309809, + "rr": 1.756993, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.63549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039427, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.825112, + "strategy_rank": 94.104118, + "rr": 2.262937, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.394406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05448, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 85.645604, + "rr": 1.602505, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.403757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566632, + "hold30_r": 1.491551 + }, + { + "symbol": "CF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 94.567111, + "rr": 1.145362, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.718042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027439, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.107623, + "strategy_rank": 76.160107, + "rr": 1.959803, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.939704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048419, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.206278, + "strategy_rank": 93.201282, + "rr": 0.749851, + "primary_prob": 40.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.124776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036935, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.237668, + "strategy_rank": 82.82471, + "rr": 2.030078, + "primary_prob": 20.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.045117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048064, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.636771, + "strategy_rank": 91.699491, + "rr": 1.619301, + "primary_prob": 27.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.428951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034967, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.529148, + "strategy_rank": 76.034905, + "rr": 1.654793, + "primary_prob": 27.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.48219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035162, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.103139, + "strategy_rank": 97.490898, + "rr": 0.880217, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.320326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029125, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 72.065517, + "rr": 1.532806, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.29921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051133, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300448, + "strategy_rank": 92.908634, + "rr": 0.826771, + "primary_prob": 51.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.240157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039062, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 98.521573, + "rr": 1.883288, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.824932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026055, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.076233, + "strategy_rank": 93.457171, + "rr": 0.749715, + "primary_prob": 42.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.124573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033157, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 84.743772, + "rr": 1.948679, + "primary_prob": 33.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.923019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.917501, + "hold30_r": 3.172405 + }, + { + "symbol": "FICO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.955157, + "strategy_rank": 94.788879, + "rr": 0.738665, + "primary_prob": 54.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.107997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706975, + "hold30_r": -0.086343 + }, + { + "symbol": "FISV", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.165919, + "strategy_rank": 67.163288, + "rr": 2.067797, + "primary_prob": 38.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.101696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050812, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.408072, + "strategy_rank": 85.597296, + "rr": 1.830486, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.745728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03044, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.058296, + "strategy_rank": 81.495902, + "rr": 2.154335, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.231503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044083, + "hold30_r": -1.0 + }, + { + "symbol": "GPN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390135, + "strategy_rank": 78.742411, + "rr": 1.696357, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.544536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033513, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.982063, + "strategy_rank": 95.866279, + "rr": 0.727588, + "primary_prob": 47.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.091382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697203, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.273543, + "strategy_rank": 69.961133, + "rr": 1.468391, + "primary_prob": 20.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.202586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045498, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.67713, + "strategy_rank": 83.507362, + "rr": 1.466176, + "primary_prob": 31.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.199265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043098, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.479821, + "strategy_rank": 67.731283, + "rr": 0.698397, + "primary_prob": 44.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.047595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643811, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.080717, + "strategy_rank": 73.235002, + "rr": 0.798059, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.197089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754738, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 62.405455, + "rr": 1.557698, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.336547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.497811, + "hold30_r": 0.493572 + }, + { + "symbol": "IRM", + "date": "2022-11-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.865471, + "strategy_rank": 78.58836, + "rr": 2.211784, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.317677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051211, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 67.417909, + "rr": 0.924937, + "primary_prob": 47.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.387406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054078, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 64.194884, + "rr": 1.777126, + "primary_prob": 34.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.665688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056072, + "hold30_r": -1.0 + }, + { + "symbol": "LHX", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.856502, + "strategy_rank": 67.971668, + "rr": 2.249879, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.374819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048077, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 87.525849, + "rr": 0.986496, + "primary_prob": 47.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.479745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.95309, + "hold30_r": 4.112981 + }, + { + "symbol": "MAR", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650224, + "strategy_rank": 76.618091, + "rr": 1.671575, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.507362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049163, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.860987, + "strategy_rank": 69.751179, + "rr": 0.858218, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.287327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050378, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.421525, + "strategy_rank": 95.541092, + "rr": 0.905485, + "primary_prob": 38.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.358227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028623, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 70.859751, + "rr": 1.711961, + "primary_prob": 48.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.567942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059463, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 91.614689, + "rr": 1.321185, + "primary_prob": 25.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.981777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023482, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 78.014138, + "rr": 1.047969, + "primary_prob": 28.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.571953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047777, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.461883, + "strategy_rank": 77.169791, + "rr": 1.728452, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.592678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.419047, + "hold30_r": -3.375723 + }, + { + "symbol": "NUE", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.506726, + "strategy_rank": 90.846758, + "rr": 0.80403, + "primary_prob": 54.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.206046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03902, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.735426, + "strategy_rank": 64.398561, + "rr": 1.614165, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.421247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061907, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 95.856575, + "rr": 1.250804, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.876207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032187, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.06278, + "strategy_rank": 80.42267, + "rr": 1.900114, + "primary_prob": 29.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.850171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033382, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.013453, + "strategy_rank": 75.545699, + "rr": 0.871123, + "primary_prob": 49.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058325, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.134529, + "strategy_rank": 80.832132, + "rr": 0.844019, + "primary_prob": 55.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.266028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043843, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 82.308187, + "rr": 0.860354, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.290531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814191, + "hold30_r": -1.351235 + }, + { + "symbol": "RJF", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 73.204571, + "rr": 1.215952, + "primary_prob": 39.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.823927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054459, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.304933, + "strategy_rank": 71.712221, + "rr": 0.78182, + "primary_prob": 42.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.172731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.542601, + "strategy_rank": 95.553169, + "rr": 0.957795, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.436693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924779, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7713, + "strategy_rank": 65.342374, + "rr": 1.603893, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.405839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059918, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 66.171744, + "rr": 1.31816, + "primary_prob": 38.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.97724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068677, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.497758, + "strategy_rank": 90.207669, + "rr": 1.767052, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.650579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036374, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.807175, + "strategy_rank": 89.365694, + "rr": 1.977861, + "primary_prob": 36.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.966791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042481, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.313901, + "strategy_rank": 64.456573, + "rr": 1.591865, + "primary_prob": 33.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.387797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065239, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.766816, + "strategy_rank": 94.870254, + "rr": 0.842751, + "primary_prob": 50.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.264126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037588, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.632287, + "strategy_rank": 76.918861, + "rr": 1.748252, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.622378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043177, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-11-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.874439, + "strategy_rank": 72.105389, + "rr": 1.875078, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.812616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056128, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.426029, + "strategy_rank": 59.961413, + "rr": 2.041804, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.062706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063703, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 80.054606, + "rr": 1.08122, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.62183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.031915, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.423804, + "strategy_rank": 69.069834, + "rr": 0.752299, + "primary_prob": 57.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.128449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68441, + "hold30_r": -0.292113 + }, + { + "symbol": "ALB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.988877, + "strategy_rank": 88.967823, + "rr": 1.897131, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.845696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028837, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.098999, + "strategy_rank": 63.300563, + "rr": 0.903706, + "primary_prob": 48.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.35556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.376024, + "hold30_r": -1.316773 + }, + { + "symbol": "ANET", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.875417, + "strategy_rank": 83.696827, + "rr": 1.755501, + "primary_prob": 28.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.633251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039722, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.110122, + "strategy_rank": 98.046709, + "rr": 0.682951, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.024426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030502, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 81.079593, + "rr": 1.009149, + "primary_prob": 46.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.513724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038776, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 82.805199, + "rr": 1.662722, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.494083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203254, + "hold30_r": -1.166332 + }, + { + "symbol": "BG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 74.89101, + "rr": 0.730845, + "primary_prob": 51.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.096268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.694543, + "hold30_r": 0.585702 + }, + { + "symbol": "BIIB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.437152, + "strategy_rank": 94.508002, + "rr": 1.750617, + "primary_prob": 30.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.625925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046819, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.985539, + "strategy_rank": 84.903181, + "rr": 2.446806, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.67021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040211, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.775306, + "strategy_rank": 94.750918, + "rr": 0.753309, + "primary_prob": 43.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.129964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027804, + "hold30_r": -1.0 + }, + { + "symbol": "CNC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.430478, + "strategy_rank": 75.735703, + "rr": 1.226447, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.83967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052655, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 93.100069, + "rr": 0.854297, + "primary_prob": 37.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.281446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03848, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.315907, + "strategy_rank": 79.109826, + "rr": 1.812095, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.718143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051452, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 91.409746, + "rr": 1.935617, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.903426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036299, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 83.037386, + "rr": 0.95879, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.438185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055725, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.538376, + "strategy_rank": 61.538282, + "rr": 1.067974, + "primary_prob": 38.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.60196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042284, + "hold30_r": -1.0 + }, + { + "symbol": "DLTR", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.873192, + "strategy_rank": 77.173319, + "rr": 1.856504, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.784757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039058, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 97.126013, + "rr": 0.964098, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.446147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032826, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.768632, + "strategy_rank": 71.787931, + "rr": 1.133848, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.700772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086455, + "hold30_r": -1.030096 + }, + { + "symbol": "EOG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 92.796073, + "rr": 0.733631, + "primary_prob": 42.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.100446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038439, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 98.236474, + "rr": 1.244908, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.867363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025613, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.552836, + "strategy_rank": 94.462152, + "rr": 0.720711, + "primary_prob": 41.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.081067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03593, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 93.282842, + "rr": 1.244197, + "primary_prob": 27.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.866295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034107, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.650723, + "strategy_rank": 75.953289, + "rr": 2.147761, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.221641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047333, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 95.337465, + "rr": 1.934711, + "primary_prob": 25.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.902067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03368, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.214683, + "strategy_rank": 70.605045, + "rr": 1.294637, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.941955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047934, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.543938, + "strategy_rank": 83.667453, + "rr": 2.221418, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.332127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04479, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.76307, + "strategy_rank": 73.605546, + "rr": 0.969212, + "primary_prob": 31.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.453819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917796, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 62.142082, + "rr": 1.661946, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.492919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061798, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.088988, + "strategy_rank": 70.995773, + "rr": 1.085743, + "primary_prob": 41.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.628614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057405, + "hold30_r": -1.0 + }, + { + "symbol": "JKHY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 65.271884, + "rr": 1.853451, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.780176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055143, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.324805, + "strategy_rank": 91.700534, + "rr": 1.518687, + "primary_prob": 33.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.278031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482255, + "hold30_r": 2.438469 + }, + { + "symbol": "MAR", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.422692, + "strategy_rank": 73.091893, + "rr": 2.339957, + "primary_prob": 26.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.509936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052306, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 69.215919, + "rr": 0.682166, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.023249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055262, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 94.515771, + "rr": 0.932326, + "primary_prob": 42.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.398489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028873, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.442714, + "strategy_rank": 89.830077, + "rr": 1.37428, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.06142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043594, + "hold30_r": -1.0 + }, + { + "symbol": "MTB", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.424917, + "strategy_rank": 70.302763, + "rr": 2.276114, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.414171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059433, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 94.71735, + "rr": 1.365371, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.048057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038932, + "hold30_r": -1.012956 + }, + { + "symbol": "NRG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.208009, + "strategy_rank": 75.779531, + "rr": 1.52767, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.291505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.961731, + "hold30_r": -2.919181 + }, + { + "symbol": "NUE", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.104561, + "strategy_rank": 90.385388, + "rr": 2.171381, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.257071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041422, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 95.764708, + "rr": 1.226554, + "primary_prob": 28.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.839831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035177, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.323693, + "strategy_rank": 77.396652, + "rr": 0.948315, + "primary_prob": 46.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.422473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05728, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.648498, + "strategy_rank": 85.261266, + "rr": 0.801122, + "primary_prob": 52.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.201683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037522, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 88.845662, + "rr": 1.18035, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.770524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044871, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.428254, + "strategy_rank": 76.39623, + "rr": 1.618901, + "primary_prob": 33.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.428352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047195, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.101224, + "strategy_rank": 75.311876, + "rr": 1.284194, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.926291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053328, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.433815, + "strategy_rank": 75.310323, + "rr": 1.485571, + "primary_prob": 19.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.228356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054272, + "hold30_r": -1.0 + }, + { + "symbol": "RTX", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 65.237539, + "rr": 1.441949, + "primary_prob": 34.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.162924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067206, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.665184, + "strategy_rank": 95.440351, + "rr": 0.884307, + "primary_prob": 48.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.326461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0374, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 98.213783, + "rr": 1.010598, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.515897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025174, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.760845, + "strategy_rank": 63.955652, + "rr": 1.223347, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.835021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064743, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.652948, + "strategy_rank": 65.813826, + "rr": 0.843296, + "primary_prob": 48.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.264944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068837, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882091, + "strategy_rank": 90.16314, + "rr": 0.860524, + "primary_prob": 52.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.290786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041628, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.766407, + "strategy_rank": 88.346463, + "rr": 1.749955, + "primary_prob": 44.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.624933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044867, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540601, + "strategy_rank": 64.702589, + "rr": 0.915782, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.373674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065061, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 94.374496, + "rr": 1.207958, + "primary_prob": 27.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.811936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035122, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 75.043631, + "rr": 0.921811, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.382716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.875352, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2022-12-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.206897, + "strategy_rank": 72.517777, + "rr": 2.276653, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.41498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060092, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.107898, + "strategy_rank": 86.168433, + "rr": 0.796191, + "primary_prob": 39.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.194287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053992, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.642241, + "strategy_rank": 80.098925, + "rr": 1.070886, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.60633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.019804, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.465517, + "strategy_rank": 68.163201, + "rr": 0.888762, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.333143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820624, + "hold30_r": 0.539568 + }, + { + "symbol": "AJG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.327586, + "strategy_rank": 61.137894, + "rr": 1.440757, + "primary_prob": 20.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.161136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06884, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.719828, + "strategy_rank": 92.505596, + "rr": 0.918442, + "primary_prob": 44.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.377663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027409, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.806034, + "strategy_rank": 74.879246, + "rr": 1.877747, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.81662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.825265, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.331897, + "strategy_rank": 63.530182, + "rr": 1.751957, + "primary_prob": 13.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.627935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062711, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.530172, + "strategy_rank": 77.019619, + "rr": 1.413458, + "primary_prob": 19.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.120187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.111884, + "hold30_r": -1.052893 + }, + { + "symbol": "ANET", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.081897, + "strategy_rank": 80.528572, + "rr": 0.981097, + "primary_prob": 38.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.471646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94178, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.030172, + "strategy_rank": 98.065756, + "rr": 1.156922, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.735383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.130879, + "hold30_r": 0.693699 + }, + { + "symbol": "ARES", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900862, + "strategy_rank": 85.37438, + "rr": 1.905574, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.858361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.8683, + "hold30_r": 2.489996 + }, + { + "symbol": "AXON", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.857759, + "strategy_rank": 92.224036, + "rr": 1.80147, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.702205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768185, + "hold30_r": 2.326419 + }, + { + "symbol": "AZO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.685345, + "strategy_rank": 63.335106, + "rr": 0.774766, + "primary_prob": 40.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.162149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056404, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.650862, + "strategy_rank": 76.203243, + "rr": 0.675732, + "primary_prob": 53.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.013597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634602, + "hold30_r": 0.294985 + }, + { + "symbol": "BIIB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.918103, + "strategy_rank": 93.473574, + "rr": 0.671194, + "primary_prob": 44.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.006791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.624128, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.25431, + "strategy_rank": 86.241537, + "rr": 1.269562, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.904343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.232972, + "hold30_r": 2.625097 + }, + { + "symbol": "CAH", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.336207, + "strategy_rank": 73.67998, + "rr": 1.060144, + "primary_prob": 30.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.590216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.00756, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.681034, + "strategy_rank": 75.234664, + "rr": 1.324855, + "primary_prob": 23.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.987282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267924, + "hold30_r": 3.901162 + }, + { + "symbol": "CF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.599138, + "strategy_rank": 95.285491, + "rr": 1.105602, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.658403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028999, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.737069, + "strategy_rank": 93.136978, + "rr": 0.677086, + "primary_prob": 47.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.015629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.644146, + "hold30_r": 1.549378 + }, + { + "symbol": "COR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.469828, + "strategy_rank": 63.602699, + "rr": 1.395914, + "primary_prob": 19.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.093871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059806, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.590517, + "strategy_rank": 79.782032, + "rr": 1.914886, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.872329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051202, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.349138, + "strategy_rank": 89.429804, + "rr": 0.710658, + "primary_prob": 45.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.065987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.677369, + "hold30_r": -1.026687 + }, + { + "symbol": "CTVA", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.780172, + "strategy_rank": 74.989039, + "rr": 0.765938, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.148908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049198, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.50431, + "strategy_rank": 83.889069, + "rr": 1.344352, + "primary_prob": 26.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.016528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.297189, + "hold30_r": 1.555251 + }, + { + "symbol": "DLTR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.836207, + "strategy_rank": 76.485774, + "rr": 2.051061, + "primary_prob": 20.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.076591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041785, + "hold30_r": 1.064376 + }, + { + "symbol": "DVN", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.952586, + "strategy_rank": 96.764235, + "rr": 1.628067, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.4421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026498, + "hold30_r": 1.011111 + }, + { + "symbol": "ELV", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.853448, + "strategy_rank": 69.069946, + "rr": 1.21696, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.825441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064697, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.375, + "strategy_rank": 66.755633, + "rr": 0.694156, + "primary_prob": 43.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.041234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635774, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 93.594791, + "rr": 1.158362, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.737543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.128357, + "hold30_r": 1.335405 + }, + { + "symbol": "EQT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461207, + "strategy_rank": 98.431858, + "rr": 1.559677, + "primary_prob": 27.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.339516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060857, + "hold30_r": -1.036216 + }, + { + "symbol": "ERIE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.487069, + "strategy_rank": 70.67185, + "rr": 0.80042, + "primary_prob": 37.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.20063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757659, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.767241, + "strategy_rank": 94.196296, + "rr": 0.854364, + "primary_prob": 48.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.281546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823239, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.689655, + "strategy_rank": 93.377608, + "rr": 1.220535, + "primary_prob": 34.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.830802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.191826, + "hold30_r": 1.936091 + }, + { + "symbol": "FIX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.840517, + "strategy_rank": 83.963899, + "rr": 0.698404, + "primary_prob": 44.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.047606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.650156, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.521552, + "strategy_rank": 96.011867, + "rr": 0.814323, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.221484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.785261, + "hold30_r": 1.665223 + }, + { + "symbol": "GD", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.314655, + "strategy_rank": 62.255023, + "rr": 1.250147, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.875221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077548, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 63.728541, + "rr": 0.810343, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.215514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743725, + "hold30_r": 1.206352 + }, + { + "symbol": "GWW", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.237069, + "strategy_rank": 69.966377, + "rr": 0.927034, + "primary_prob": 35.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.390551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059007, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.306034, + "strategy_rank": 95.73225, + "rr": 0.943377, + "primary_prob": 39.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.415065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.918203, + "hold30_r": 2.676733 + }, + { + "symbol": "HII", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.715517, + "strategy_rank": 67.774253, + "rr": 1.276175, + "primary_prob": 24.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.914262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050183, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.021552, + "strategy_rank": 72.809078, + "rr": 1.075848, + "primary_prob": 28.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.613772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017359, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.668103, + "strategy_rank": 64.441921, + "rr": 1.200385, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.800578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059919, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.926724, + "strategy_rank": 61.766733, + "rr": 1.954602, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931903, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06118, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.051724, + "strategy_rank": 73.836207, + "rr": 1.272545, + "primary_prob": 22.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.908818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212802, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.288793, + "strategy_rank": 72.761812, + "rr": 0.799407, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.199111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743824, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.978448, + "strategy_rank": 68.167317, + "rr": 0.79476, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.19214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069866, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.625, + "strategy_rank": 90.218616, + "rr": 1.782123, + "primary_prob": 29.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.673184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745847, + "hold30_r": 2.955892 + }, + { + "symbol": "MCK", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.905172, + "strategy_rank": 69.193707, + "rr": 1.019046, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.528569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965859, + "hold30_r": 0.332231 + }, + { + "symbol": "MET", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.068966, + "strategy_rank": 64.006216, + "rr": 1.686153, + "primary_prob": 19.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.529229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069382, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.12069, + "strategy_rank": 94.129976, + "rr": 1.801344, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.702015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029667, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.383621, + "strategy_rank": 90.37068, + "rr": 1.251937, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.877905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.214989, + "hold30_r": 3.973853 + }, + { + "symbol": "MTB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00431, + "strategy_rank": 73.594004, + "rr": 1.618442, + "primary_prob": 35.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.427663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043813, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.099138, + "strategy_rank": 89.979697, + "rr": 0.673877, + "primary_prob": 48.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.010815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648139, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.133621, + "strategy_rank": 76.210273, + "rr": 1.076719, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.615079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051668, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.702586, + "strategy_rank": 88.526574, + "rr": 1.136794, + "primary_prob": 29.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.705191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040441, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.073276, + "strategy_rank": 94.724684, + "rr": 0.744993, + "primary_prob": 41.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.11749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.715018, + "hold30_r": -1.036985 + }, + { + "symbol": "ORLY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.284483, + "strategy_rank": 61.936048, + "rr": 0.805344, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.208016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0709, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892241, + "strategy_rank": 95.868775, + "rr": 1.227665, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.841497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.195748, + "hold30_r": 0.489465 + }, + { + "symbol": "PCAR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.142241, + "strategy_rank": 60.37253, + "rr": 1.139629, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.709444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076333, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.271552, + "strategy_rank": 76.508112, + "rr": 1.018998, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.528497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966383, + "hold30_r": -1.111211 + }, + { + "symbol": "PODD", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.426724, + "strategy_rank": 92.372956, + "rr": 0.771363, + "primary_prob": 41.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.157045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731514, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.935345, + "strategy_rank": 89.147874, + "rr": 0.83552, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.25328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796561, + "hold30_r": 2.156629 + }, + { + "symbol": "PTC", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.452586, + "strategy_rank": 76.587197, + "rr": 1.539202, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.308803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493918, + "hold30_r": 2.410111 + }, + { + "symbol": "PWR", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.99569, + "strategy_rank": 84.796554, + "rr": 0.771189, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.156783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723124, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.564655, + "strategy_rank": 76.254486, + "rr": 1.635058, + "primary_prob": 19.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.452587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.100944, + "hold30_r": -1.048203 + }, + { + "symbol": "ROL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 76.11699, + "rr": 0.908288, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.362432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.173217, + "hold30_r": -1.118353 + }, + { + "symbol": "SLB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.168103, + "strategy_rank": 95.305655, + "rr": 0.723746, + "primary_prob": 41.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.085619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.694023, + "hold30_r": 2.936244 + }, + { + "symbol": "SMCI", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.676724, + "strategy_rank": 98.389587, + "rr": 0.962881, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.444321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93808, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.387931, + "strategy_rank": 61.196444, + "rr": 1.136489, + "primary_prob": 43.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.704733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068134, + "hold30_r": -1.0 + }, + { + "symbol": "SYY", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.405172, + "strategy_rank": 63.372891, + "rr": 1.225196, + "primary_prob": 43.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.837794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.359564, + "hold30_r": -1.288682 + }, + { + "symbol": "TKO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.150862, + "strategy_rank": 71.369552, + "rr": 1.135042, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.702563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052277, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.409483, + "strategy_rank": 67.986209, + "rr": 0.751074, + "primary_prob": 57.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.126612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059793, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.24569, + "strategy_rank": 96.542798, + "rr": 1.537079, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.305619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.504484, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.211207, + "strategy_rank": 89.646986, + "rr": 0.864513, + "primary_prob": 45.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.29677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828295, + "hold30_r": 1.765498 + }, + { + "symbol": "UAL", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.038793, + "strategy_rank": 87.217284, + "rr": 1.998971, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.998456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040263, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.172414, + "strategy_rank": 60.144295, + "rr": 1.112338, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.668507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071345, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.814655, + "strategy_rank": 95.307598, + "rr": 1.669921, + "primary_prob": 20.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.504882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638954, + "hold30_r": 3.875969 + }, + { + "symbol": "VRTX", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.366379, + "strategy_rank": 80.919556, + "rr": 0.728406, + "primary_prob": 41.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.092608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051568, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.62069, + "strategy_rank": 76.9465, + "rr": 1.650929, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.476394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048452, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.603448, + "strategy_rank": 68.010397, + "rr": 0.84874, + "primary_prob": 35.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.27311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788175, + "hold30_r": 1.001463 + }, + { + "symbol": "WMB", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.883621, + "strategy_rank": 72.607805, + "rr": 1.665104, + "primary_prob": 22.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.497656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.05093, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.982759, + "strategy_rank": 86.621837, + "rr": 0.750542, + "primary_prob": 39.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.125814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703497, + "hold30_r": 2.196854 + }, + { + "symbol": "ADM", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.125671, + "strategy_rank": 79.626473, + "rr": 1.005923, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.508884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951657, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.647691, + "strategy_rank": 80.957662, + "rr": 1.158106, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.737159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051755, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.854995, + "strategy_rank": 60.649833, + "rr": 0.9732, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.4598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908411, + "hold30_r": 1.999437 + }, + { + "symbol": "AJG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021482, + "strategy_rank": 60.956214, + "rr": 1.14652, + "primary_prob": 32.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.71978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084669, + "hold30_r": 1.647914 + }, + { + "symbol": "ALB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.092374, + "strategy_rank": 92.238993, + "rr": 1.540168, + "primary_prob": 29.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.310253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02734, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.780881, + "strategy_rank": 60.090467, + "rr": 1.819292, + "primary_prob": 21.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.728939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057214, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.351235, + "strategy_rank": 75.062442, + "rr": 1.050203, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.575305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996905, + "hold30_r": 3.615209 + }, + { + "symbol": "APA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.24812, + "strategy_rank": 98.158176, + "rr": 1.126002, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.689003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.09868, + "hold30_r": -0.121666 + }, + { + "symbol": "ARES", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.184748, + "strategy_rank": 83.740018, + "rr": 1.582279, + "primary_prob": 33.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.373418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547748, + "hold30_r": 4.185828 + }, + { + "symbol": "AXON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.810956, + "strategy_rank": 93.37783, + "rr": 1.926413, + "primary_prob": 20.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.88962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.889177, + "hold30_r": 3.193922 + }, + { + "symbol": "AZO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.28464, + "strategy_rank": 61.528125, + "rr": 0.971418, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.457127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91608, + "hold30_r": 1.339385 + }, + { + "symbol": "BIIB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.481203, + "strategy_rank": 93.902618, + "rr": 1.527383, + "primary_prob": 22.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.291074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048971, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010741, + "strategy_rank": 87.873829, + "rr": 1.114355, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.671533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076007, + "hold30_r": 2.446607 + }, + { + "symbol": "CASY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.432868, + "strategy_rank": 64.636163, + "rr": 0.886924, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.330386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05443, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.240602, + "strategy_rank": 93.999437, + "rr": 1.801941, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.702912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030712, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.621912, + "strategy_rank": 66.605927, + "rr": 0.870206, + "primary_prob": 34.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.30531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062521, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.203008, + "strategy_rank": 63.580073, + "rr": 1.531345, + "primary_prob": 24.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.297018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476884, + "hold30_r": 1.769533 + }, + { + "symbol": "COP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.744361, + "strategy_rank": 92.196454, + "rr": 0.675208, + "primary_prob": 47.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.012811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638859, + "hold30_r": 1.194737 + }, + { + "symbol": "COR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.640172, + "strategy_rank": 61.590366, + "rr": 1.254621, + "primary_prob": 38.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.881932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066879, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.995704, + "strategy_rank": 79.909292, + "rr": 1.819841, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.729761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046122, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.26638, + "strategy_rank": 88.522295, + "rr": 1.376123, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.064184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034995, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.836735, + "strategy_rank": 75.291062, + "rr": 1.528118, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.292177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479782, + "hold30_r": 1.900141 + }, + { + "symbol": "CVX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.951665, + "strategy_rank": 83.118572, + "rr": 1.315936, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.973904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.265803, + "hold30_r": 0.392218 + }, + { + "symbol": "DLTR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.614393, + "strategy_rank": 80.928471, + "rr": 0.687803, + "primary_prob": 46.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.031704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642566, + "hold30_r": 1.726721 + }, + { + "symbol": "DVN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.603652, + "strategy_rank": 97.033252, + "rr": 1.681927, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.522891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652494, + "hold30_r": 0.443367 + }, + { + "symbol": "EG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.41783, + "strategy_rank": 70.275904, + "rr": 0.86893, + "primary_prob": 40.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.303395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.810535, + "hold30_r": 3.00192 + }, + { + "symbol": "EME", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.969925, + "strategy_rank": 67.899803, + "rr": 0.744946, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.117419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056277, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.670247, + "strategy_rank": 93.016767, + "rr": 0.708145, + "primary_prob": 42.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.062218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6745, + "hold30_r": 0.203313 + }, + { + "symbol": "EQT", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.033298, + "strategy_rank": 97.815287, + "rr": 1.699707, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.549561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026604, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.407089, + "strategy_rank": 71.0117, + "rr": 0.6695, + "primary_prob": 42.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.004251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.62102, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.455424, + "strategy_rank": 93.9573, + "rr": 0.928844, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.393266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034712, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.025779, + "strategy_rank": 93.20735, + "rr": 0.764533, + "primary_prob": 48.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.1468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.73193, + "hold30_r": 1.0959 + }, + { + "symbol": "FCX", + "date": "2022-12-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.136412, + "strategy_rank": 86.81581, + "rr": 2.048376, + "primary_prob": 29.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.072564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.01559, + "hold30_r": 2.75641 + }, + { + "symbol": "FICO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88507, + "strategy_rank": 96.119014, + "rr": 0.78491, + "primary_prob": 40.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749057, + "hold30_r": 2.793851 + }, + { + "symbol": "FIX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.192266, + "strategy_rank": 82.540469, + "rr": 1.044502, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.566753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996836, + "hold30_r": 1.216305 + }, + { + "symbol": "FSLR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.174006, + "strategy_rank": 96.058703, + "rr": 0.966192, + "primary_prob": 32.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.449288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029836, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.773362, + "strategy_rank": 58.498573, + "rr": 1.305673, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.95851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072505, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.236305, + "strategy_rank": 73.555788, + "rr": 1.984109, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.976164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.939464, + "hold30_r": 2.657517 + }, + { + "symbol": "GL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143931, + "strategy_rank": 62.001287, + "rr": 0.813792, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.220688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74737, + "hold30_r": 1.054762 + }, + { + "symbol": "GPC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.440387, + "strategy_rank": 64.39918, + "rr": 0.930404, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.395606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059734, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.062299, + "strategy_rank": 68.128101, + "rr": 1.203783, + "primary_prob": 36.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.805675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052136, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.529538, + "strategy_rank": 95.896345, + "rr": 1.886248, + "primary_prob": 29.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.829372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858468, + "hold30_r": 1.933322 + }, + { + "symbol": "HST", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.795918, + "strategy_rank": 83.167303, + "rr": 1.579575, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.369363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040563, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358754, + "strategy_rank": 73.477866, + "rr": 0.963933, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.445899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046365, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.003222, + "strategy_rank": 68.859475, + "rr": 0.872514, + "primary_prob": 35.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.30877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05459, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.366273, + "strategy_rank": 68.524305, + "rr": 0.937568, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.406352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070625, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.307197, + "strategy_rank": 92.710225, + "rr": 1.844541, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.766811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.805333, + "hold30_r": 4.718266 + }, + { + "symbol": "MAR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.706767, + "strategy_rank": 73.809175, + "rr": 1.982514, + "primary_prob": 22.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.973771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053374, + "hold30_r": -1.006197 + }, + { + "symbol": "MCK", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 68.890756, + "rr": 0.950234, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.425352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.895767, + "hold30_r": -0.121317 + }, + { + "symbol": "MET", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.573577, + "strategy_rank": 64.09883, + "rr": 0.929025, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.393537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.863082, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.166488, + "strategy_rank": 93.568413, + "rr": 1.574193, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.36129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031158, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.388829, + "strategy_rank": 89.310683, + "rr": 0.777148, + "primary_prob": 39.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.165722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737658, + "hold30_r": 2.378382 + }, + { + "symbol": "NCLH", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.051557, + "strategy_rank": 94.051063, + "rr": 1.515099, + "primary_prob": 24.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.272648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023663, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.581096, + "strategy_rank": 75.47682, + "rr": 1.082538, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.623807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05433, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.696026, + "strategy_rank": 90.491496, + "rr": 0.834988, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.252483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801737, + "hold30_r": 5.149456 + }, + { + "symbol": "OKE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.451128, + "strategy_rank": 74.829158, + "rr": 0.720281, + "primary_prob": 55.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.080422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.67259, + "hold30_r": 1.386578 + }, + { + "symbol": "ON", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.38131, + "strategy_rank": 95.51558, + "rr": 0.888978, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.333467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026854, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.425349, + "strategy_rank": 60.060311, + "rr": 1.44219, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.163284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.375014, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892589, + "strategy_rank": 95.721603, + "rr": 1.353136, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.029704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318499, + "hold30_r": 0.26865 + }, + { + "symbol": "PCAR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.069817, + "strategy_rank": 63.848337, + "rr": 0.939504, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.409256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.889051, + "hold30_r": 3.370505 + }, + { + "symbol": "PFG", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.977444, + "strategy_rank": 77.192232, + "rr": 0.78843, + "primary_prob": 38.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.182645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740779, + "hold30_r": 2.00881 + }, + { + "symbol": "PGR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.566058, + "strategy_rank": 65.651321, + "rr": 1.097897, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.646845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.038361, + "hold30_r": 2.714314 + }, + { + "symbol": "PODD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340494, + "strategy_rank": 92.41856, + "rr": 0.975142, + "primary_prob": 34.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.462713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038786, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 88.64734, + "rr": 0.874874, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.312311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.831719, + "hold30_r": -0.56817 + }, + { + "symbol": "PTC", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.218045, + "strategy_rank": 77.031241, + "rr": 1.637242, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.455863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046076, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.910849, + "strategy_rank": 85.026899, + "rr": 1.011482, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.517223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04504, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.929108, + "strategy_rank": 89.669093, + "rr": 0.781091, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.171636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029047, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.847476, + "strategy_rank": 78.052591, + "rr": 0.880276, + "primary_prob": 45.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.320415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829086, + "hold30_r": -1.063218 + }, + { + "symbol": "RJF", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.225564, + "strategy_rank": 75.286237, + "rr": 1.076972, + "primary_prob": 37.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.615458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.030398, + "hold30_r": 1.167065 + }, + { + "symbol": "ROL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.39957, + "strategy_rank": 76.254031, + "rr": 1.15765, + "primary_prob": 43.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.736475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.054224, + "hold30_r": -0.309769 + }, + { + "symbol": "SLB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.959184, + "strategy_rank": 95.074102, + "rr": 0.959409, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.439114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926645, + "hold30_r": 2.096707 + }, + { + "symbol": "SMCI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677766, + "strategy_rank": 98.58727, + "rr": 0.916958, + "primary_prob": 35.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.375436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.89485, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.92159, + "strategy_rank": 63.435487, + "rr": 1.697389, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.546084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058057, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.099893, + "strategy_rank": 92.643722, + "rr": 0.693954, + "primary_prob": 42.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.040932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.661177, + "hold30_r": 3.942277 + }, + { + "symbol": "SYY", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 63.816654, + "rr": 2.343193, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 3.51479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057679, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.596133, + "strategy_rank": 70.639218, + "rr": 1.198, + "primary_prob": 28.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.796999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050544, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.606874, + "strategy_rank": 64.480962, + "rr": 1.556367, + "primary_prob": 24.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.334551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055023, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.462943, + "strategy_rank": 96.832616, + "rr": 1.117383, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.676075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031757, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.522019, + "strategy_rank": 90.518355, + "rr": 1.614526, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.421788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.5772, + "hold30_r": 1.192711 + }, + { + "symbol": "UAL", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.655209, + "strategy_rank": 88.581641, + "rr": 1.535185, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.302777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505036, + "hold30_r": 4.624618 + }, + { + "symbol": "ULTA", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7884, + "strategy_rank": 69.511238, + "rr": 0.686782, + "primary_prob": 45.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.030173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635514, + "hold30_r": 4.117976 + }, + { + "symbol": "URI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.277121, + "strategy_rank": 78.898798, + "rr": 1.169504, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.754256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.128117, + "hold30_r": 5.935123 + }, + { + "symbol": "VICI", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.988185, + "strategy_rank": 59.547344, + "rr": 0.717127, + "primary_prob": 50.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.075691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06716, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.818475, + "strategy_rank": 95.033895, + "rr": 1.092383, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.638575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.058271, + "hold30_r": 2.40907 + }, + { + "symbol": "VRTX", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555317, + "strategy_rank": 79.413855, + "rr": 0.75566, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.133489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052224, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491944, + "strategy_rank": 69.327249, + "rr": 1.191446, + "primary_prob": 26.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.787169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134697, + "hold30_r": 1.495204 + }, + { + "symbol": "WMB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.15145, + "strategy_rank": 74.598528, + "rr": 1.770063, + "primary_prob": 20.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.655095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.048302, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.829216, + "strategy_rank": 68.98259, + "rr": 1.153151, + "primary_prob": 32.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.729727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061312, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 87.182663, + "rr": 1.932888, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.899332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038126, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.314715, + "strategy_rank": 85.799445, + "rr": 1.24437, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.866556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194944, + "hold30_r": -1.29113 + }, + { + "symbol": "ADM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 76.757549, + "rr": 1.00156, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.50234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059031, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.242591, + "strategy_rank": 82.261936, + "rr": 0.898471, + "primary_prob": 33.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.347706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055517, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.742042, + "strategy_rank": 63.553565, + "rr": 0.874585, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.311878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806616, + "hold30_r": 1.396104 + }, + { + "symbol": "ALB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 92.963824, + "rr": 1.063211, + "primary_prob": 37.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.594817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027528, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.778266, + "strategy_rank": 74.345442, + "rr": 1.146545, + "primary_prob": 45.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.719818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.086568, + "hold30_r": -2.269429 + }, + { + "symbol": "AMGN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.863886, + "strategy_rank": 60.378681, + "rr": 1.315447, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.97317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250513, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.839737, + "strategy_rank": 76.663308, + "rr": 1.480127, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.220191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.42384, + "hold30_r": 4.056256 + }, + { + "symbol": "APA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 97.940333, + "rr": 1.161335, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.742002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028958, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 78.65339, + "rr": 1.840391, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.760587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803175, + "hold30_r": 4.907014 + }, + { + "symbol": "AXON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.535675, + "strategy_rank": 91.131647, + "rr": 1.280458, + "primary_prob": 37.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.920687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243011, + "hold30_r": 1.775059 + }, + { + "symbol": "AZO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 63.132922, + "rr": 1.123167, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.684751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.218095, + "hold30_r": -1.158607 + }, + { + "symbol": "BIIB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304061, + "strategy_rank": 94.55792, + "rr": 1.375265, + "primary_prob": 23.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.062897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053511, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2022-12-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.254665, + "strategy_rank": 87.051789, + "rr": 2.599428, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.899142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037809, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.424808, + "strategy_rank": 59.578985, + "rr": 1.687436, + "primary_prob": 33.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.531154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068192, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.620198, + "strategy_rank": 64.036983, + "rr": 1.474646, + "primary_prob": 19.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.211968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05474, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.609221, + "strategy_rank": 93.020546, + "rr": 2.058625, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 70, + "primary_distance_atr": 3.087937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032027, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.644347, + "strategy_rank": 63.63857, + "rr": 0.919569, + "primary_prob": 39.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.379353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.861103, + "hold30_r": 0.708833 + }, + { + "symbol": "COP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 91.427964, + "rr": 0.987059, + "primary_prob": 33.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.480588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037263, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 63.405941, + "rr": 0.675833, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.013749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075646, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.950604, + "strategy_rank": 90.426035, + "rr": 1.113885, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.670828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037787, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316136, + "strategy_rank": 72.662871, + "rr": 1.186334, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.779501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135805, + "hold30_r": 1.063671 + }, + { + "symbol": "CVX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.938529, + "strategy_rank": 82.189793, + "rr": 0.743961, + "primary_prob": 43.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.115941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.691364, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474204, + "strategy_rank": 85.991024, + "rr": 1.694495, + "primary_prob": 36.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.541743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.651456, + "hold30_r": 1.314638 + }, + { + "symbol": "DG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.558727, + "strategy_rank": 60.80008, + "rr": 0.939469, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.409204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053259, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 96.142491, + "rr": 1.839205, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.758808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031919, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 66.009375, + "rr": 1.08226, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.62339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061266, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.597146, + "strategy_rank": 92.661766, + "rr": 0.668497, + "primary_prob": 45.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.002745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035948, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451153, + "strategy_rank": 98.171605, + "rr": 1.527394, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.29109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027824, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 93.668835, + "rr": 0.995597, + "primary_prob": 40.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.493396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035213, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.170143, + "strategy_rank": 91.826977, + "rr": 1.119492, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.679238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049491, + "hold30_r": -1.01439 + }, + { + "symbol": "FIX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.986828, + "strategy_rank": 82.902814, + "rr": 1.355985, + "primary_prob": 24.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.033978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054031, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 97.109328, + "rr": 0.778615, + "primary_prob": 39.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.167922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029149, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.961581, + "strategy_rank": 61.311181, + "rr": 1.013516, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.520274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070725, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.767289, + "strategy_rank": 65.353076, + "rr": 1.052266, + "primary_prob": 35.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.5784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064649, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.400659, + "strategy_rank": 70.743262, + "rr": 1.025851, + "primary_prob": 41.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.538777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059926, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.036224, + "strategy_rank": 95.430827, + "rr": 1.690436, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.535655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659309, + "hold30_r": 0.075649 + }, + { + "symbol": "HII", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.18112, + "strategy_rank": 66.256981, + "rr": 0.814985, + "primary_prob": 46.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.222477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055913, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 76.628816, + "rr": 1.560645, + "primary_prob": 36.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.340967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.521047, + "hold30_r": 2.677814 + }, + { + "symbol": "HUBB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.023052, + "strategy_rank": 74.920075, + "rr": 1.669552, + "primary_prob": 21.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.504327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049367, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997805, + "strategy_rank": 65.046166, + "rr": 1.75413, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.631194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055233, + "hold30_r": 0.121793 + }, + { + "symbol": "LDOS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98573, + "strategy_rank": 59.599858, + "rr": 1.168532, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.752798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066496, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.230516, + "strategy_rank": 69.167926, + "rr": 0.847311, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.270966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072529, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.43798, + "strategy_rank": 90.72431, + "rr": 1.936328, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.904491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.893337, + "hold30_r": 5.08733 + }, + { + "symbol": "MCK", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.511526, + "strategy_rank": 69.27623, + "rr": 1.035054, + "primary_prob": 29.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.552581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062388, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 64.151941, + "rr": 1.577657, + "primary_prob": 21.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.366485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066506, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 92.43639, + "rr": 1.832313, + "primary_prob": 21.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.748469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034438, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 89.318384, + "rr": 1.226511, + "primary_prob": 25.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.839766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.14909, + "hold30_r": -1.106896 + }, + { + "symbol": "MTB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.546652, + "strategy_rank": 75.342831, + "rr": 0.85816, + "primary_prob": 43.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.287241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.808657, + "hold30_r": 2.453599 + }, + { + "symbol": "NOC", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 75.864525, + "rr": 0.865665, + "primary_prob": 34.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057097, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 91.408448, + "rr": 1.270295, + "primary_prob": 26.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.905442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.232876, + "hold30_r": 4.156269 + }, + { + "symbol": "OKE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.766191, + "strategy_rank": 76.021673, + "rr": 1.324116, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.986174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.274988, + "hold30_r": 1.195227 + }, + { + "symbol": "ON", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.291987, + "strategy_rank": 94.92124, + "rr": 1.586968, + "primary_prob": 24.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.380452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.559911, + "hold30_r": 4.599122 + }, + { + "symbol": "OXY", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 96.082899, + "rr": 1.827156, + "primary_prob": 21.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.740734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037444, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 64.982946, + "rr": 1.219471, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.829207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05616, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.218441, + "strategy_rank": 76.620961, + "rr": 0.667312, + "primary_prob": 43.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.000969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.614695, + "hold30_r": 1.712713 + }, + { + "symbol": "PODD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.889133, + "strategy_rank": 90.73399, + "rr": 1.513262, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.269893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040303, + "hold30_r": -0.277344 + }, + { + "symbol": "PSX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158068, + "strategy_rank": 88.284389, + "rr": 0.696645, + "primary_prob": 44.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.044968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652727, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.755214, + "strategy_rank": 84.359722, + "rr": 0.946315, + "primary_prob": 36.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.419473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049576, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 78.85411, + "rr": 0.791418, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.187126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.302737, + "hold30_r": -1.248734 + }, + { + "symbol": "RJF", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.901207, + "strategy_rank": 74.582924, + "rr": 1.034911, + "primary_prob": 38.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.552366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983678, + "hold30_r": 1.434128 + }, + { + "symbol": "ROL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.522503, + "strategy_rank": 73.213892, + "rr": 1.005612, + "primary_prob": 46.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.508418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.302964, + "strategy_rank": 79.854525, + "rr": 1.147183, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.720775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.092071, + "hold30_r": -0.236237 + }, + { + "symbol": "SLB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 95.126499, + "rr": 0.753153, + "primary_prob": 53.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718394, + "hold30_r": 0.56411 + }, + { + "symbol": "SMCI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.670692, + "strategy_rank": 98.751979, + "rr": 0.757011, + "primary_prob": 40.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.135516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733249, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 59.341659, + "rr": 0.749321, + "primary_prob": 49.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.123981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685371, + "hold30_r": 3.29381 + }, + { + "symbol": "SRE", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.059276, + "strategy_rank": 65.460311, + "rr": 1.794951, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.692426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064658, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.133919, + "strategy_rank": 93.146697, + "rr": 0.935044, + "primary_prob": 33.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.402567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032871, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.205269, + "strategy_rank": 65.399049, + "rr": 2.138504, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.207756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066628, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 72.748789, + "rr": 0.801933, + "primary_prob": 40.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.2029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753606, + "hold30_r": 6.725222 + }, + { + "symbol": "TMUS", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.693743, + "strategy_rank": 66.647983, + "rr": 1.05432, + "primary_prob": 47.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.58148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996503, + "hold30_r": 0.782492 + }, + { + "symbol": "TPL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.231614, + "strategy_rank": 96.836309, + "rr": 1.184553, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.776829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032091, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.389682, + "strategy_rank": 90.667744, + "rr": 1.900551, + "primary_prob": 26.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.850826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039425, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.083425, + "strategy_rank": 83.442642, + "rr": 1.761707, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.642561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727496, + "hold30_r": 5.516197 + }, + { + "symbol": "ULTA", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.608123, + "strategy_rank": 69.684767, + "rr": 1.348234, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.022351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.295373, + "hold30_r": 3.869585 + }, + { + "symbol": "URI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.278814, + "strategy_rank": 81.992544, + "rr": 1.143366, + "primary_prob": 27.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.715049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.098902, + "hold30_r": 6.435098 + }, + { + "symbol": "VICI", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.90011, + "strategy_rank": 58.730733, + "rr": 1.372666, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.058999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064899, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.353458, + "strategy_rank": 93.694248, + "rr": 1.045344, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.568016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008425, + "hold30_r": 1.447146 + }, + { + "symbol": "VRTX", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.084523, + "strategy_rank": 79.437065, + "rr": 0.791353, + "primary_prob": 43.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.18703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740923, + "hold30_r": 0.31683 + }, + { + "symbol": "WAB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.339188, + "strategy_rank": 66.981195, + "rr": 0.880398, + "primary_prob": 35.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.320597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.819957, + "hold30_r": 1.031517 + }, + { + "symbol": "WMB", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.46213, + "strategy_rank": 74.866379, + "rr": 1.649573, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.474359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051779, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2022-12-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 84.315862, + "rr": 1.060586, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.59088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008432, + "hold30_r": -2.267492 + }, + { + "symbol": "HOOD", + "date": "2022-12-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 100.0, + "strategy_rank": 100.0, + "rr": 0.883655, + "primary_prob": 39.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.325483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860627, + "hold30_r": 2.715892 + }, + { + "symbol": "ADM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.988056, + "strategy_rank": 74.61255, + "rr": 1.245716, + "primary_prob": 31.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.868574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056066, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.382193, + "strategy_rank": 80.816614, + "rr": 1.449524, + "primary_prob": 19.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.174285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05439, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.564604, + "strategy_rank": 65.853511, + "rr": 0.674635, + "primary_prob": 46.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.011953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.604502, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.93051, + "strategy_rank": 63.529255, + "rr": 1.126675, + "primary_prob": 32.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.690013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056333, + "hold30_r": 0.576607 + }, + { + "symbol": "ALB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.725299, + "strategy_rank": 91.624935, + "rr": 1.947987, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.92198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.920123, + "hold30_r": 3.786011 + }, + { + "symbol": "AMGN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.690554, + "strategy_rank": 61.103539, + "rr": 1.754748, + "primary_prob": 16.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.632122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.683912, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.124864, + "strategy_rank": 76.131284, + "rr": 1.334347, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.00152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.274368, + "hold30_r": 3.826624 + }, + { + "symbol": "APA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.805646, + "strategy_rank": 97.863844, + "rr": 1.167671, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.751506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026953, + "hold30_r": -0.71369 + }, + { + "symbol": "AXON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290988, + "strategy_rank": 90.930886, + "rr": 0.727687, + "primary_prob": 49.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.091531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68668, + "hold30_r": 3.747509 + }, + { + "symbol": "AZO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.77633, + "strategy_rank": 62.156107, + "rr": 1.266365, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.899547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.385251, + "hold30_r": -1.317867 + }, + { + "symbol": "BIIB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.073833, + "strategy_rank": 93.736623, + "rr": 1.204883, + "primary_prob": 32.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.807325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1484, + "hold30_r": 0.657789 + }, + { + "symbol": "BKR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.707926, + "strategy_rank": 87.480164, + "rr": 1.513911, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.270866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476002, + "hold30_r": 2.241561 + }, + { + "symbol": "BMY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.559175, + "strategy_rank": 60.964012, + "rr": 0.705165, + "primary_prob": 59.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.057747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633189, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.896851, + "strategy_rank": 73.155857, + "rr": 0.91891, + "primary_prob": 38.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.378365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.853655, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.758958, + "strategy_rank": 61.716644, + "rr": 1.354824, + "primary_prob": 29.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.032236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30117, + "hold30_r": 0.301115 + }, + { + "symbol": "CF", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.982628, + "strategy_rank": 93.645044, + "rr": 0.999652, + "primary_prob": 36.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.499478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.967977, + "hold30_r": 0.591373 + }, + { + "symbol": "CI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.639522, + "strategy_rank": 67.105412, + "rr": 0.80063, + "primary_prob": 41.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.200944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068615, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.285559, + "strategy_rank": 90.559263, + "rr": 0.977943, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.466914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939644, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.061889, + "strategy_rank": 79.075067, + "rr": 1.313835, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.970753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052571, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.548317, + "strategy_rank": 91.065837, + "rr": 0.875744, + "primary_prob": 37.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.313616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840541, + "hold30_r": 1.296781 + }, + { + "symbol": "CTVA", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.856678, + "strategy_rank": 72.100324, + "rr": 1.56315, + "primary_prob": 27.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.344725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506258, + "hold30_r": 1.535008 + }, + { + "symbol": "CVX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.765472, + "strategy_rank": 82.084585, + "rr": 1.293866, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.940799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240447, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.553746, + "strategy_rank": 70.213191, + "rr": 0.966652, + "primary_prob": 42.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.449978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896934, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.947883, + "strategy_rank": 84.965468, + "rr": 1.12781, + "primary_prob": 32.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.691714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08505, + "hold30_r": 1.443544 + }, + { + "symbol": "DVN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.068404, + "strategy_rank": 95.965218, + "rr": 1.633848, + "primary_prob": 21.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.450773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602502, + "hold30_r": -0.240002 + }, + { + "symbol": "EME", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.319218, + "strategy_rank": 65.7864, + "rr": 0.834619, + "primary_prob": 38.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.251928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065447, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.416938, + "strategy_rank": 91.998899, + "rr": 0.97849, + "primary_prob": 33.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.467735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941668, + "hold30_r": 0.603586 + }, + { + "symbol": "EQT", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.239957, + "strategy_rank": 98.03785, + "rr": 1.159033, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.738549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.133828, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.376764, + "strategy_rank": 77.129716, + "rr": 1.539601, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.309402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038329, + "hold30_r": -0.246173 + }, + { + "symbol": "EXE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.851249, + "strategy_rank": 93.700533, + "rr": 1.884928, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.827392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.02997, + "hold30_r": -0.516728 + }, + { + "symbol": "FANG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.59392, + "strategy_rank": 89.632754, + "rr": 1.27086, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.906291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.234719, + "hold30_r": 1.961391 + }, + { + "symbol": "FICO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.634093, + "strategy_rank": 96.278752, + "rr": 0.850004, + "primary_prob": 39.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.275006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81028, + "hold30_r": 3.619975 + }, + { + "symbol": "FIX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.422367, + "strategy_rank": 82.619709, + "rr": 0.950391, + "primary_prob": 36.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.425586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055872, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.022801, + "strategy_rank": 97.235788, + "rr": 0.744528, + "primary_prob": 42.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.116792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.716581, + "hold30_r": 2.529634 + }, + { + "symbol": "GD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.844734, + "strategy_rank": 59.38893, + "rr": 0.998924, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.498386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077543, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.976113, + "strategy_rank": 67.816648, + "rr": 1.465291, + "primary_prob": 20.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.197936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070778, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.627579, + "strategy_rank": 58.684376, + "rr": 1.176536, + "primary_prob": 29.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.764804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105193, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.359392, + "strategy_rank": 63.884185, + "rr": 1.032283, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.548425, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066168, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.324647, + "strategy_rank": 67.620644, + "rr": 1.631161, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.446741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063597, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.71987, + "strategy_rank": 95.706184, + "rr": 0.717202, + "primary_prob": 43.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.075802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686331, + "hold30_r": 0.118857 + }, + { + "symbol": "HII", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.364821, + "strategy_rank": 65.035873, + "rr": 1.163412, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.745118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063051, + "hold30_r": -1.0 + }, + { + "symbol": "HST", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.410423, + "strategy_rank": 78.359019, + "rr": 1.788198, + "primary_prob": 31.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.682297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745996, + "hold30_r": 3.311478 + }, + { + "symbol": "HUBB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513572, + "strategy_rank": 73.61053, + "rr": 0.908228, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.362342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054158, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.541802, + "strategy_rank": 61.109598, + "rr": 1.326076, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.989114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062355, + "hold30_r": -1.0 + }, + { + "symbol": "KMI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.4962, + "strategy_rank": 65.922963, + "rr": 1.265688, + "primary_prob": 42.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.898533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205969, + "hold30_r": 0.298433 + }, + { + "symbol": "LDOS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.279045, + "strategy_rank": 59.530434, + "rr": 1.39717, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.095754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070398, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.033659, + "strategy_rank": 67.361481, + "rr": 1.314273, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.971409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073611, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.679696, + "strategy_rank": 93.18803, + "rr": 1.629812, + "primary_prob": 31.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.444718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.588328, + "hold30_r": 3.035846 + }, + { + "symbol": "MCK", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.811075, + "strategy_rank": 68.300472, + "rr": 1.023682, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.535523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955933, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.296417, + "strategy_rank": 63.6102, + "rr": 0.674249, + "primary_prob": 50.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.011374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.601304, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.942454, + "strategy_rank": 91.84195, + "rr": 0.926263, + "primary_prob": 38.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.389395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.890553, + "hold30_r": 2.927687 + }, + { + "symbol": "MPC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.588491, + "strategy_rank": 88.936104, + "rr": 1.357619, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.036429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.314724, + "hold30_r": 3.130499 + }, + { + "symbol": "NCLH", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.713355, + "strategy_rank": 88.241819, + "rr": 1.056033, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.584049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033391, + "hold30_r": 5.966018 + }, + { + "symbol": "NUE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.462541, + "strategy_rank": 91.70341, + "rr": 1.442531, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.163797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.401653, + "hold30_r": 6.085275 + }, + { + "symbol": "OKE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.147666, + "strategy_rank": 76.942369, + "rr": 0.953635, + "primary_prob": 46.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.430453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904816, + "hold30_r": 2.187482 + }, + { + "symbol": "ON", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.245385, + "strategy_rank": 94.801672, + "rr": 0.889896, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.334843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860822, + "hold30_r": 5.922256 + }, + { + "symbol": "OXY", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891422, + "strategy_rank": 96.023671, + "rr": 1.121429, + "primary_prob": 37.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.682144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08329, + "hold30_r": 0.577863 + }, + { + "symbol": "PCAR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.907709, + "strategy_rank": 63.140705, + "rr": 1.085184, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.627776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023504, + "hold30_r": 4.366114 + }, + { + "symbol": "PCG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.205212, + "strategy_rank": 78.047332, + "rr": 1.029853, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.54478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053497, + "hold30_r": 0.255885 + }, + { + "symbol": "PFG", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.576547, + "strategy_rank": 75.444645, + "rr": 0.693894, + "primary_prob": 42.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.040841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638128, + "hold30_r": 2.74269 + }, + { + "symbol": "PODD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.159609, + "strategy_rank": 92.318985, + "rr": 0.871833, + "primary_prob": 47.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.30775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.834184, + "hold30_r": 0.74673 + }, + { + "symbol": "PSX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.331162, + "strategy_rank": 86.883493, + "rr": 0.840766, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.261149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.794733, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.130293, + "strategy_rank": 70.684921, + "rr": 0.819012, + "primary_prob": 50.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.228519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770745, + "hold30_r": 2.771391 + }, + { + "symbol": "PWR", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.508143, + "strategy_rank": 83.119731, + "rr": 1.673844, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.510766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051756, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.34202, + "strategy_rank": 80.963682, + "rr": 1.093815, + "primary_prob": 38.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.640723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.141809, + "hold30_r": -1.084643 + }, + { + "symbol": "RJF", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.165038, + "strategy_rank": 73.253988, + "rr": 0.881765, + "primary_prob": 44.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.322648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.82632, + "hold30_r": 2.027407 + }, + { + "symbol": "ROL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.107492, + "strategy_rank": 70.588895, + "rr": 1.627881, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.441822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066868, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.781759, + "strategy_rank": 76.763916, + "rr": 1.171516, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.757274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110631, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.15418, + "strategy_rank": 94.970115, + "rr": 0.787499, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.181248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751909, + "hold30_r": 1.551432 + }, + { + "symbol": "SMCI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.674267, + "strategy_rank": 98.7319, + "rr": 1.082079, + "primary_prob": 28.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.623118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054926, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.536374, + "strategy_rank": 64.930824, + "rr": 2.641529, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.962293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.063451, + "hold30_r": 0.961757 + }, + { + "symbol": "STLD", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.371336, + "strategy_rank": 93.692004, + "rr": 0.705617, + "primary_prob": 42.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.058426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.670908, + "hold30_r": 5.56361 + }, + { + "symbol": "TAP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.347448, + "strategy_rank": 64.206377, + "rr": 2.517216, + "primary_prob": 23.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.775824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.455872, + "hold30_r": 1.780507 + }, + { + "symbol": "TKO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.199783, + "strategy_rank": 73.645373, + "rr": 0.670185, + "primary_prob": 47.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.005277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617158, + "hold30_r": 7.279827 + }, + { + "symbol": "TMUS", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.793702, + "strategy_rank": 67.27596, + "rr": 1.375596, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.063394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.312749, + "hold30_r": 1.923294 + }, + { + "symbol": "TPL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.457112, + "strategy_rank": 97.182275, + "rr": 0.838732, + "primary_prob": 35.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.258098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024596, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.114007, + "strategy_rank": 90.469295, + "rr": 1.523399, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.285099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484364, + "hold30_r": 1.616111 + }, + { + "symbol": "UAL", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.753529, + "strategy_rank": 85.429529, + "rr": 1.883677, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.825516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.847652, + "hold30_r": 6.147739 + }, + { + "symbol": "URI", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.993485, + "strategy_rank": 81.549719, + "rr": 1.126715, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.690072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078808, + "hold30_r": 7.651242 + }, + { + "symbol": "VLO", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.937025, + "strategy_rank": 92.932949, + "rr": 1.108426, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.662638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.070274, + "hold30_r": 2.595029 + }, + { + "symbol": "VRTX", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.02823, + "strategy_rank": 78.88585, + "rr": 1.22835, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.842525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.17329, + "hold30_r": 1.225299 + }, + { + "symbol": "WAB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.193268, + "strategy_rank": 67.611127, + "rr": 1.192281, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.788421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.127241, + "hold30_r": 1.903737 + }, + { + "symbol": "WMB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010858, + "strategy_rank": 74.838586, + "rr": 1.530122, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.295184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.053211, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.336591, + "strategy_rank": 69.898669, + "rr": 0.985054, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.477581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065897, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.970684, + "strategy_rank": 89.189338, + "rr": 1.917082, + "primary_prob": 32.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.875623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.881094, + "hold30_r": 4.802741 + }, + { + "symbol": "XOM", + "date": "2023-01-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.502714, + "strategy_rank": 82.975627, + "rr": 0.848755, + "primary_prob": 39.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.273132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796528, + "hold30_r": -1.784839 + }, + { + "symbol": "A", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.992465, + "strategy_rank": 76.165465, + "rr": 1.881313, + "primary_prob": 30.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.821969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046332, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.346609, + "strategy_rank": 59.539733, + "rr": 0.867736, + "primary_prob": 41.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.301605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069985, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38859, + "strategy_rank": 74.808026, + "rr": 1.636529, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.454794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053199, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.173305, + "strategy_rank": 83.531924, + "rr": 1.013609, + "primary_prob": 38.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.520413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044115, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.898816, + "strategy_rank": 65.113094, + "rr": 1.296759, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.945138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227157, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 91.047906, + "rr": 0.832666, + "primary_prob": 51.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.248999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801631, + "hold30_r": 2.075688 + }, + { + "symbol": "AMGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.391819, + "strategy_rank": 61.228614, + "rr": 1.3204, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.9806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068645, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.086114, + "strategy_rank": 79.275714, + "rr": 1.585249, + "primary_prob": 28.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.377873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.311724, + "hold30_r": -1.273505 + }, + { + "symbol": "APA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.708288, + "strategy_rank": 97.74532, + "rr": 0.803152, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.204728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773458, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.510226, + "strategy_rank": 92.17002, + "rr": 1.685281, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.527921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64166, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 63.444945, + "rr": 1.197235, + "primary_prob": 27.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.795853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067098, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 94.599801, + "rr": 1.012266, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.518399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964974, + "hold30_r": -1.0 + }, + { + "symbol": "BMY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.745963, + "strategy_rank": 59.876194, + "rr": 0.97629, + "primary_prob": 49.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.464435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907233, + "hold30_r": -0.120476 + }, + { + "symbol": "CAH", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.725511, + "strategy_rank": 72.738726, + "rr": 1.135634, + "primary_prob": 28.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.703451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069672, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836383, + "strategy_rank": 65.472607, + "rr": 1.609481, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.414222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.554909, + "hold30_r": -0.627439 + }, + { + "symbol": "CF", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.95479, + "strategy_rank": 94.902758, + "rr": 0.821031, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.231546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787971, + "hold30_r": 0.653224 + }, + { + "symbol": "CI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.294941, + "strategy_rank": 68.964658, + "rr": 1.053814, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.580721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991983, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.586652, + "strategy_rank": 88.7113, + "rr": 1.680383, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.520575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041663, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.405813, + "strategy_rank": 62.888249, + "rr": 1.35883, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.038245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078537, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.419806, + "strategy_rank": 83.776179, + "rr": 1.195536, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.793304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05028, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.530678, + "strategy_rank": 64.709417, + "rr": 1.034796, + "primary_prob": 33.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.552194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058272, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.621098, + "strategy_rank": 85.450524, + "rr": 2.139614, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.209421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038798, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.635091, + "strategy_rank": 71.097297, + "rr": 1.57146, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.35719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510836, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.649085, + "strategy_rank": 79.702269, + "rr": 1.782996, + "primary_prob": 29.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.674493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.727043, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.249731, + "strategy_rank": 87.275776, + "rr": 2.120276, + "primary_prob": 24.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.180413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.043571, + "hold30_r": -0.106239 + }, + { + "symbol": "DVN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.232508, + "strategy_rank": 95.304878, + "rr": 1.853782, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.780673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035551, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.204521, + "strategy_rank": 91.020978, + "rr": 1.134914, + "primary_prob": 31.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.702371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033808, + "hold30_r": -1.0 + }, + { + "symbol": "ELV", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 68.306446, + "rr": 2.027358, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.041037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.973094, + "hold30_r": 0.890019 + }, + { + "symbol": "EME", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.221744, + "strategy_rank": 66.335928, + "rr": 0.965313, + "primary_prob": 34.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.44797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909014, + "hold30_r": 2.884818 + }, + { + "symbol": "EOG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.003229, + "strategy_rank": 88.446312, + "rr": 1.978778, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.968167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041189, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 97.703093, + "rr": 1.71506, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.572591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02695, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.86437, + "strategy_rank": 76.701844, + "rr": 0.903994, + "primary_prob": 36.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.355991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041488, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.801938, + "strategy_rank": 92.784829, + "rr": 1.505224, + "primary_prob": 29.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.257836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030956, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.607104, + "strategy_rank": 82.633333, + "rr": 1.954658, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.931987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039294, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 85.410998, + "rr": 1.684153, + "primary_prob": 33.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.52623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038801, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.493003, + "strategy_rank": 97.530311, + "rr": 1.020829, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.531244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981779, + "hold30_r": 2.85979 + }, + { + "symbol": "FIX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.218515, + "strategy_rank": 83.002156, + "rr": 1.333521, + "primary_prob": 26.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.000282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279371, + "hold30_r": 4.833128 + }, + { + "symbol": "GD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.409042, + "strategy_rank": 57.47604, + "rr": 1.11472, + "primary_prob": 27.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.67208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073928, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.930032, + "strategy_rank": 60.222727, + "rr": 0.84371, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.265565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074069, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 66.075994, + "rr": 1.07092, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.606379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067852, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 69.34158, + "rr": 1.035621, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.553431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978721, + "hold30_r": 4.743346 + }, + { + "symbol": "HAL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.017223, + "strategy_rank": 94.35032, + "rr": 1.008164, + "primary_prob": 44.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.512246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.973707, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 64.528501, + "rr": 1.639842, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.459763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057355, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.270183, + "strategy_rank": 57.0499, + "rr": 1.459531, + "primary_prob": 32.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.189296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077188, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.989236, + "strategy_rank": 75.371886, + "rr": 0.788275, + "primary_prob": 42.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.182412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048666, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.371367, + "strategy_rank": 70.554169, + "rr": 1.092037, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.638055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034173, + "hold30_r": 1.745817 + }, + { + "symbol": "IRM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.759957, + "strategy_rank": 80.249655, + "rr": 2.298962, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.448442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.24924, + "hold30_r": 1.293584 + }, + { + "symbol": "IT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.051668, + "strategy_rank": 73.50112, + "rr": 0.995337, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.493005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059144, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.916039, + "strategy_rank": 81.264057, + "rr": 1.795585, + "primary_prob": 27.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.693378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041961, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.624327, + "strategy_rank": 58.0769, + "rr": 1.757182, + "primary_prob": 32.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.635773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059744, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.079656, + "strategy_rank": 72.929714, + "rr": 0.859701, + "primary_prob": 42.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.289551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.055791, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.558665, + "strategy_rank": 67.449908, + "rr": 0.97179, + "primary_prob": 45.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.457685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096045, + "hold30_r": -1.035417 + }, + { + "symbol": "LULU", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.266954, + "strategy_rank": 88.056964, + "rr": 0.960827, + "primary_prob": 42.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.44124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.928119, + "hold30_r": 0.43966 + }, + { + "symbol": "MCK", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.940797, + "strategy_rank": 68.998751, + "rr": 1.257511, + "primary_prob": 39.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.886267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070093, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.787944, + "strategy_rank": 91.961207, + "rr": 0.987305, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.480957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.95276, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.277718, + "strategy_rank": 87.476075, + "rr": 1.689813, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.534719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646943, + "hold30_r": 1.659583 + }, + { + "symbol": "MPWR", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.25296, + "strategy_rank": 87.908583, + "rr": 2.37695, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.565425, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.346005, + "hold30_r": 4.254234 + }, + { + "symbol": "MRNA", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.561895, + "strategy_rank": 87.214548, + "rr": 1.876699, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.815048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023296, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.850377, + "strategy_rank": 75.042209, + "rr": 1.579984, + "primary_prob": 30.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.369976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046001, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.770721, + "strategy_rank": 93.880984, + "rr": 2.489895, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.734842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.039192, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.631862, + "strategy_rank": 97.05613, + "rr": 1.697946, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.546919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.669237, + "hold30_r": 3.153651 + }, + { + "symbol": "ORLY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.437029, + "strategy_rank": 61.502705, + "rr": 0.867624, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.301436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072815, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677072, + "strategy_rank": 95.304497, + "rr": 1.880412, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.820618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039935, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 73.77656, + "rr": 1.974972, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.962458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.914643, + "hold30_r": 0.457871 + }, + { + "symbol": "PODD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.447793, + "strategy_rank": 94.716028, + "rr": 0.934848, + "primary_prob": 35.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.402271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037366, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.128095, + "strategy_rank": 82.164586, + "rr": 1.764719, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.647078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.720918, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.20775, + "strategy_rank": 72.329026, + "rr": 2.547706, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.821559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048212, + "hold30_r": 0.522238 + }, + { + "symbol": "PWR", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.986006, + "strategy_rank": 84.867696, + "rr": 1.192137, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.788206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.14223, + "hold30_r": 3.596981 + }, + { + "symbol": "REGN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.912809, + "strategy_rank": 84.232536, + "rr": 1.527116, + "primary_prob": 29.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.290674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48363, + "hold30_r": 1.88855 + }, + { + "symbol": "ROL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.054898, + "strategy_rank": 69.278621, + "rr": 1.77726, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.66589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070912, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.697524, + "strategy_rank": 81.670261, + "rr": 1.625838, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.438757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061521, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892357, + "strategy_rank": 99.024329, + "rr": 0.817844, + "primary_prob": 41.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.226766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796263, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839612, + "strategy_rank": 75.398018, + "rr": 0.876298, + "primary_prob": 43.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.314447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830302, + "hold30_r": 2.656895 + }, + { + "symbol": "STLD", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.138859, + "strategy_rank": 94.541896, + "rr": 0.786951, + "primary_prob": 52.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.180426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751132, + "hold30_r": 2.036301 + }, + { + "symbol": "TPL", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461787, + "strategy_rank": 97.147367, + "rr": 0.921037, + "primary_prob": 32.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.381556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025274, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 87.209529, + "rr": 1.669263, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.503895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041098, + "hold30_r": 0.57457 + }, + { + "symbol": "UNH", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 60.291293, + "rr": 1.515399, + "primary_prob": 36.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.273098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061424, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482239, + "strategy_rank": 82.837889, + "rr": 1.840803, + "primary_prob": 26.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.761204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792221, + "hold30_r": 4.148519 + }, + { + "symbol": "VICI", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.468245, + "strategy_rank": 61.917804, + "rr": 1.76819, + "primary_prob": 23.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.652284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699704, + "hold30_r": -2.612098 + }, + { + "symbol": "VLO", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.416577, + "strategy_rank": 92.500286, + "rr": 1.878319, + "primary_prob": 26.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.817478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.838948, + "hold30_r": 0.06263 + }, + { + "symbol": "VRTX", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 79.567457, + "rr": 0.976093, + "primary_prob": 36.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.46414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919902, + "hold30_r": 0.371689 + }, + { + "symbol": "WMB", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.131324, + "strategy_rank": 67.684853, + "rr": 1.578567, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.367851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.054583, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.34338, + "strategy_rank": 90.64326, + "rr": 0.997767, + "primary_prob": 48.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.496651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958908, + "hold30_r": 1.668461 + }, + { + "symbol": "XOM", + "date": "2023-01-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.201292, + "strategy_rank": 81.481419, + "rr": 0.715694, + "primary_prob": 57.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.07354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.663343, + "hold30_r": -2.582118 + }, + { + "symbol": "A", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.481752, + "strategy_rank": 75.618846, + "rr": 1.13905, + "primary_prob": 29.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.708575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049706, + "hold30_r": -1.0 + }, + { + "symbol": "ABBV", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.230448, + "strategy_rank": 59.602747, + "rr": 1.514043, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.271065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061354, + "hold30_r": -1.0 + }, + { + "symbol": "ADM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657977, + "strategy_rank": 75.905132, + "rr": 0.759867, + "primary_prob": 51.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.1398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.173125, + "hold30_r": -1.117881 + }, + { + "symbol": "ADP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.8561, + "strategy_rank": 65.679332, + "rr": 1.691633, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.537449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057407, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.264859, + "strategy_rank": 86.172317, + "rr": 0.866259, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.299388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046742, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.633994, + "strategy_rank": 66.436319, + "rr": 1.425477, + "primary_prob": 20.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.138215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.355924, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.240876, + "strategy_rank": 90.753348, + "rr": 1.875166, + "primary_prob": 38.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.812749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.840562, + "hold30_r": 0.466975 + }, + { + "symbol": "ANET", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.021898, + "strategy_rank": 79.892899, + "rr": 1.798231, + "primary_prob": 24.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.697347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.407391, + "hold30_r": -1.365188 + }, + { + "symbol": "AON", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.794578, + "strategy_rank": 61.351843, + "rr": 0.85484, + "primary_prob": 56.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.282261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779227, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.748697, + "strategy_rank": 97.566455, + "rr": 1.191983, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.787975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031454, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.123045, + "strategy_rank": 94.729745, + "rr": 2.02504, + "primary_prob": 24.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.03756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.982226, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.62878, + "strategy_rank": 61.593105, + "rr": 1.640038, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.460057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.575454, + "hold30_r": 1.937588 + }, + { + "symbol": "BIIB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.222106, + "strategy_rank": 94.289742, + "rr": 0.91137, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.367054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859902, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.767466, + "strategy_rank": 74.621961, + "rr": 1.133825, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.700738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071626, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.302398, + "strategy_rank": 67.417286, + "rr": 1.489925, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.234888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059123, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.420229, + "strategy_rank": 75.901949, + "rr": 1.591163, + "primary_prob": 44.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.386745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.543627, + "hold30_r": 2.781166 + }, + { + "symbol": "CF", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.914494, + "strategy_rank": 94.459149, + "rr": 1.343355, + "primary_prob": 26.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.015033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30734, + "hold30_r": 0.478759 + }, + { + "symbol": "CI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47341, + "strategy_rank": 68.374378, + "rr": 1.328464, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.992696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06205, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.396246, + "strategy_rank": 76.526593, + "rr": 2.709308, + "primary_prob": 24.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.063962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.658341, + "hold30_r": -0.278094 + }, + { + "symbol": "COP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994786, + "strategy_rank": 88.240899, + "rr": 1.622629, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.433943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042488, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 61.869159, + "rr": 0.960008, + "primary_prob": 39.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.440012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083015, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.003128, + "strategy_rank": 59.722127, + "rr": 1.268256, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.902385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065301, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.591241, + "strategy_rank": 82.03038, + "rr": 1.129282, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.693924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051098, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.567258, + "strategy_rank": 65.863747, + "rr": 1.482451, + "primary_prob": 22.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.223676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057581, + "hold30_r": -0.19185 + }, + { + "symbol": "CTRA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.842544, + "strategy_rank": 86.488846, + "rr": 1.630054, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.445081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040115, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.259645, + "strategy_rank": 70.487982, + "rr": 1.035802, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.553703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.973638, + "hold30_r": 1.03085 + }, + { + "symbol": "CVX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.430657, + "strategy_rank": 80.012052, + "rr": 1.646272, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.469408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58809, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.922836, + "strategy_rank": 65.940378, + "rr": 0.728828, + "primary_prob": 52.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.093242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061689, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.411887, + "strategy_rank": 89.218228, + "rr": 1.534635, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.301953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051247, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.254432, + "strategy_rank": 63.869068, + "rr": 1.658746, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.48812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.36102, + "hold30_r": -1.308398 + }, + { + "symbol": "DLTR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297185, + "strategy_rank": 77.465039, + "rr": 1.443751, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.165626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.38653, + "hold30_r": 0.443969 + }, + { + "symbol": "DVN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.037539, + "strategy_rank": 94.765218, + "rr": 1.309393, + "primary_prob": 28.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.96409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.271488, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.283629, + "strategy_rank": 92.386702, + "rr": 1.026525, + "primary_prob": 41.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.539788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.994311, + "hold30_r": 2.206915 + }, + { + "symbol": "EME", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.548488, + "strategy_rank": 67.125998, + "rr": 0.923721, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.385582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.867786, + "hold30_r": 3.728926 + }, + { + "symbol": "EOG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.719499, + "strategy_rank": 86.743525, + "rr": 1.094696, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.642044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05247, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.165798, + "strategy_rank": 97.764968, + "rr": 1.214189, + "primary_prob": 29.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.821283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028086, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.976017, + "strategy_rank": 79.503149, + "rr": 1.509219, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.263829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04472, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.705944, + "strategy_rank": 93.378584, + "rr": 1.535532, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.303298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033494, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.045881, + "strategy_rank": 82.258908, + "rr": 1.778525, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.667788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042812, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.492179, + "strategy_rank": 82.813061, + "rr": 1.667832, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.501748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047764, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.813347, + "strategy_rank": 58.251586, + "rr": 1.536195, + "primary_prob": 36.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.304293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068791, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.505735, + "strategy_rank": 71.193578, + "rr": 0.757187, + "primary_prob": 48.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.13578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065771, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.837331, + "strategy_rank": 59.776474, + "rr": 1.841022, + "primary_prob": 18.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.761533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065798, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.866528, + "strategy_rank": 65.864202, + "rr": 1.130277, + "primary_prob": 28.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.695416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070839, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.604797, + "strategy_rank": 67.015258, + "rr": 0.710803, + "primary_prob": 52.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.066205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058884, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.24609, + "strategy_rank": 94.381609, + "rr": 1.122062, + "primary_prob": 41.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.683093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033305, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.187696, + "strategy_rank": 61.863474, + "rr": 1.137628, + "primary_prob": 45.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.706443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055479, + "hold30_r": -0.228917 + }, + { + "symbol": "HUBB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.468196, + "strategy_rank": 74.559201, + "rr": 1.577955, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.366933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.527941, + "hold30_r": 2.366143 + }, + { + "symbol": "HUM", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.093848, + "strategy_rank": 66.585943, + "rr": 0.903857, + "primary_prob": 42.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.355786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.845506, + "hold30_r": 0.662658 + }, + { + "symbol": "IRM", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.449426, + "strategy_rank": 83.32924, + "rr": 2.226165, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.339248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.173744, + "hold30_r": 0.362428 + }, + { + "symbol": "IT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.075078, + "strategy_rank": 76.570935, + "rr": 1.156516, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.734774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095653, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.558916, + "strategy_rank": 74.880961, + "rr": 0.968262, + "primary_prob": 39.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.452393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.058708, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.425443, + "strategy_rank": 66.477249, + "rr": 1.264679, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.897018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.203912, + "hold30_r": 2.550358 + }, + { + "symbol": "LULU", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.008342, + "strategy_rank": 87.774064, + "rr": 1.246066, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.869099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037201, + "hold30_r": -0.375432 + }, + { + "symbol": "MCK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.203337, + "strategy_rank": 69.63299, + "rr": 0.732923, + "primary_prob": 44.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.099385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07659, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.799791, + "strategy_rank": 88.157673, + "rr": 1.991425, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.987138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034489, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331595, + "strategy_rank": 87.087569, + "rr": 0.801418, + "primary_prob": 52.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.202127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.756967, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.38269, + "strategy_rank": 89.205266, + "rr": 2.223994, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.335991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.188568, + "hold30_r": 4.269206 + }, + { + "symbol": "MRK", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.885297, + "strategy_rank": 63.449303, + "rr": 1.130486, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.695729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073315, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.620438, + "strategy_rank": 96.280101, + "rr": 2.674879, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.012319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024912, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.510949, + "strategy_rank": 76.909066, + "rr": 1.917262, + "primary_prob": 22.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.875893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.041204, + "hold30_r": 1.025797 + }, + { + "symbol": "NUE", + "date": "2023-01-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.828989, + "strategy_rank": 93.186211, + "rr": 2.366506, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.549759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.040022, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.68196, + "strategy_rank": 94.813198, + "rr": 1.875736, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.813604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.843445, + "hold30_r": 2.536391 + }, + { + "symbol": "ORLY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.131387, + "strategy_rank": 61.133092, + "rr": 1.922245, + "primary_prob": 16.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.883368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074387, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.374348, + "strategy_rank": 94.951452, + "rr": 1.857961, + "primary_prob": 20.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.786942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041478, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.909281, + "strategy_rank": 78.276372, + "rr": 1.245862, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.868793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057735, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.339937, + "strategy_rank": 72.805557, + "rr": 0.724938, + "primary_prob": 45.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.087407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667221, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.064651, + "strategy_rank": 59.999773, + "rr": 1.599953, + "primary_prob": 17.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.399929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532326, + "hold30_r": 3.696965 + }, + { + "symbol": "PODD", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.540146, + "strategy_rank": 96.112059, + "rr": 0.68099, + "primary_prob": 55.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.021486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643423, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.757039, + "strategy_rank": 80.418401, + "rr": 1.038834, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.558252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991701, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.965589, + "strategy_rank": 74.676535, + "rr": 1.627606, + "primary_prob": 31.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.44141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.578779, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.288843, + "strategy_rank": 86.046115, + "rr": 0.887761, + "primary_prob": 54.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.331642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840359, + "hold30_r": 2.586908 + }, + { + "symbol": "REGN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.17414, + "strategy_rank": 83.015667, + "rr": 0.808909, + "primary_prob": 47.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.213363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.75901, + "hold30_r": 1.527172 + }, + { + "symbol": "ROL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.64755, + "strategy_rank": 70.268549, + "rr": 1.544136, + "primary_prob": 33.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.316203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06867, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.92805, + "strategy_rank": 83.71194, + "rr": 1.657702, + "primary_prob": 22.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.486552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066815, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.687174, + "strategy_rank": 98.877595, + "rr": 0.733401, + "primary_prob": 44.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.100101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021266, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.211679, + "strategy_rank": 76.877459, + "rr": 1.815748, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.723622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.766747, + "hold30_r": 2.023321 + }, + { + "symbol": "SRE", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.273201, + "strategy_rank": 63.011802, + "rr": 1.878875, + "primary_prob": 28.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.818312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059969, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.847758, + "strategy_rank": 84.696546, + "rr": 0.774813, + "primary_prob": 52.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.162219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038035, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.70073, + "strategy_rank": 69.906087, + "rr": 1.012245, + "primary_prob": 37.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.518368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.946803, + "hold30_r": -1.129875 + }, + { + "symbol": "TPL", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895725, + "strategy_rank": 97.310185, + "rr": 1.224768, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.837152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027913, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.775808, + "strategy_rank": 82.022193, + "rr": 1.702949, + "primary_prob": 29.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.554424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.649413, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.056309, + "strategy_rank": 88.892376, + "rr": 0.829901, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.244852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.785497, + "hold30_r": 1.158184 + }, + { + "symbol": "URI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.676747, + "strategy_rank": 83.396776, + "rr": 1.672118, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.508177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052974, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.216893, + "strategy_rank": 64.86709, + "rr": 1.207929, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.811893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -2.523507, + "hold30_r": -2.465523 + }, + { + "symbol": "VLO", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.497393, + "strategy_rank": 92.484935, + "rr": 0.724055, + "primary_prob": 56.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.086082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682197, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.639208, + "strategy_rank": 79.971121, + "rr": 1.066726, + "primary_prob": 44.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.600089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.007598, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.438999, + "strategy_rank": 68.222253, + "rr": 2.039309, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.058963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.055718, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.051095, + "strategy_rank": 67.818632, + "rr": 1.723706, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.58556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065092, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.984359, + "strategy_rank": 87.58874, + "rr": 0.882634, + "primary_prob": 51.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.323951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840497, + "hold30_r": 3.224943 + }, + { + "symbol": "A", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.754995, + "strategy_rank": 74.923261, + "rr": 2.003451, + "primary_prob": 28.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.005176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204682, + "hold30_r": -1.153001 + }, + { + "symbol": "ABBV", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.647739, + "strategy_rank": 61.703679, + "rr": 1.180598, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.770897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.114208, + "hold30_r": -0.098829 + }, + { + "symbol": "ADM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.165089, + "strategy_rank": 75.80195, + "rr": 1.280291, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.920437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056664, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.429022, + "strategy_rank": 84.30241, + "rr": 0.856132, + "primary_prob": 39.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.284199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050945, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.536278, + "strategy_rank": 90.139792, + "rr": 1.638836, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.458254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035565, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.527865, + "strategy_rank": 97.335998, + "rr": 1.258423, + "primary_prob": 28.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.887634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033531, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.004206, + "strategy_rank": 93.056347, + "rr": 1.528802, + "primary_prob": 31.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.293203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043025, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.855941, + "strategy_rank": 63.123766, + "rr": 1.548754, + "primary_prob": 23.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.323131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479993, + "hold30_r": 0.938762 + }, + { + "symbol": "BIIB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.006309, + "strategy_rank": 94.767767, + "rr": 1.043783, + "primary_prob": 48.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.565674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058585, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.266036, + "strategy_rank": 74.683084, + "rr": 1.475207, + "primary_prob": 24.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.212811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.404522, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486856, + "strategy_rank": 65.261742, + "rr": 1.227917, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.841876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060609, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.804416, + "strategy_rank": 77.748955, + "rr": 1.059057, + "primary_prob": 46.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.588586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009446, + "hold30_r": 1.892217 + }, + { + "symbol": "CF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.637224, + "strategy_rank": 91.722497, + "rr": 0.758572, + "primary_prob": 45.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.137859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.720781, + "hold30_r": -0.597816 + }, + { + "symbol": "CI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.216614, + "strategy_rank": 67.647965, + "rr": 1.594941, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.392412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064988, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.268139, + "strategy_rank": 87.860472, + "rr": 2.134372, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.201558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.311443, + "hold30_r": -1.267105 + }, + { + "symbol": "COR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.958991, + "strategy_rank": 63.841974, + "rr": 0.811131, + "primary_prob": 44.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.216697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729759, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.173502, + "strategy_rank": 61.035064, + "rr": 0.757347, + "primary_prob": 43.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.136021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067404, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.748686, + "strategy_rank": 82.668583, + "rr": 1.407832, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.111748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.666156, + "hold30_r": -1.613804 + }, + { + "symbol": "CTAS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.435331, + "strategy_rank": 66.975936, + "rr": 1.565845, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.348767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057286, + "hold30_r": -0.170463 + }, + { + "symbol": "CTRA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.639327, + "strategy_rank": 88.533393, + "rr": 1.335776, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.003664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042288, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.905363, + "strategy_rank": 70.37878, + "rr": 1.622012, + "primary_prob": 35.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.433018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063744, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.954784, + "strategy_rank": 78.670443, + "rr": 1.391568, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.087353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330635, + "hold30_r": -1.076915 + }, + { + "symbol": "DE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.222923, + "strategy_rank": 67.567565, + "rr": 1.576666, + "primary_prob": 29.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.364999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518477, + "hold30_r": 0.547226 + }, + { + "symbol": "DECK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.847529, + "strategy_rank": 88.005836, + "rr": 1.622274, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.433411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054587, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808623, + "strategy_rank": 62.512109, + "rr": 1.169983, + "primary_prob": 44.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.754974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055969, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.057834, + "strategy_rank": 93.870327, + "rr": 1.76237, + "primary_prob": 37.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.643555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040799, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.06204, + "strategy_rank": 91.387407, + "rr": 1.601744, + "primary_prob": 27.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.402615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566397, + "hold30_r": 1.373064 + }, + { + "symbol": "EG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.806519, + "strategy_rank": 71.355663, + "rr": 0.696672, + "primary_prob": 55.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.045008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632814, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.012618, + "strategy_rank": 68.142864, + "rr": 1.160624, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.740936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102829, + "hold30_r": 3.68976 + }, + { + "symbol": "EOG", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.692955, + "strategy_rank": 87.179833, + "rr": 2.155236, + "primary_prob": 26.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.232854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048505, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.948475, + "strategy_rank": 97.347702, + "rr": 1.416513, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.124769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028182, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.845426, + "strategy_rank": 79.414835, + "rr": 0.781042, + "primary_prob": 38.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.171563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045429, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.476341, + "strategy_rank": 93.018779, + "rr": 1.790205, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.685308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037446, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.225026, + "strategy_rank": 83.038147, + "rr": 2.218327, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.327491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046137, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.585699, + "strategy_rank": 84.044021, + "rr": 1.197477, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.796215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149677, + "hold30_r": 5.418903 + }, + { + "symbol": "FSLR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.474238, + "strategy_rank": 97.464427, + "rr": 1.188149, + "primary_prob": 24.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.782224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.159339, + "hold30_r": 3.68054 + }, + { + "symbol": "GD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.016824, + "strategy_rank": 60.947903, + "rr": 1.667357, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.501035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05695, + "hold30_r": -0.503282 + }, + { + "symbol": "GILD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.645636, + "strategy_rank": 71.678123, + "rr": 1.975869, + "primary_prob": 12.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.963804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068421, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.227129, + "strategy_rank": 60.184121, + "rr": 0.783727, + "primary_prob": 44.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.175591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069319, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.851735, + "strategy_rank": 65.229722, + "rr": 1.046508, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.569762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977289, + "hold30_r": -0.264039 + }, + { + "symbol": "GWW", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.493165, + "strategy_rank": 68.197048, + "rr": 1.189872, + "primary_prob": 36.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.784807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135708, + "hold30_r": 6.441439 + }, + { + "symbol": "HAL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.478444, + "strategy_rank": 93.724963, + "rr": 0.840636, + "primary_prob": 37.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.260955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0337, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.231335, + "strategy_rank": 61.910626, + "rr": 1.447135, + "primary_prob": 38.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.170703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.054745, + "hold30_r": -0.864621 + }, + { + "symbol": "HUBB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.433228, + "strategy_rank": 72.992265, + "rr": 1.649636, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.474454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597233, + "hold30_r": 2.16392 + }, + { + "symbol": "HUM", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.90326, + "strategy_rank": 67.630711, + "rr": 1.177042, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.765563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060451, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.014721, + "strategy_rank": 79.498263, + "rr": 2.055543, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.083314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.000895, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.274448, + "strategy_rank": 74.680595, + "rr": 1.283701, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.925551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225774, + "hold30_r": 0.327886 + }, + { + "symbol": "KLAC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.651945, + "strategy_rank": 80.26788, + "rr": 1.51425, + "primary_prob": 32.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.271375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043639, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.214511, + "strategy_rank": 74.418221, + "rr": 0.754173, + "primary_prob": 46.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.13126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037201, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.276551, + "strategy_rank": 65.679973, + "rr": 1.626012, + "primary_prob": 30.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.439018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561657, + "hold30_r": 1.536761 + }, + { + "symbol": "LULU", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.334385, + "strategy_rank": 83.738781, + "rr": 1.095734, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.643601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.058346, + "hold30_r": -0.46626 + }, + { + "symbol": "MCK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.793901, + "strategy_rank": 69.725888, + "rr": 0.995346, + "primary_prob": 35.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.493019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917304, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.272345, + "strategy_rank": 90.215249, + "rr": 2.049273, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.07391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.02089, + "hold30_r": 1.310024 + }, + { + "symbol": "MPWR", + "date": "2023-01-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.38591, + "strategy_rank": 86.579561, + "rr": 2.524361, + "primary_prob": 30.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.786542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.491303, + "hold30_r": 2.645821 + }, + { + "symbol": "MRK", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.218717, + "strategy_rank": 64.898652, + "rr": 0.895827, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.343741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.206325, + "hold30_r": -1.151598 + }, + { + "symbol": "MRNA", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.73817, + "strategy_rank": 98.457033, + "rr": 1.974332, + "primary_prob": 13.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.961498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.233654, + "hold30_r": -1.20556 + }, + { + "symbol": "NOC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.325973, + "strategy_rank": 76.547553, + "rr": 0.692314, + "primary_prob": 52.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.038472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046781, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.896951, + "strategy_rank": 93.627342, + "rr": 1.806848, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.710272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.776583, + "hold30_r": 1.07988 + }, + { + "symbol": "OKE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.28286, + "strategy_rank": 74.018421, + "rr": 1.87826, + "primary_prob": 26.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.817389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048332, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.424816, + "strategy_rank": 96.020931, + "rr": 1.015113, + "primary_prob": 45.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.52267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981899, + "hold30_r": 2.220141 + }, + { + "symbol": "OXY", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.15878, + "strategy_rank": 94.57345, + "rr": 1.654689, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.482034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03765, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.802313, + "strategy_rank": 73.273138, + "rr": 1.550186, + "primary_prob": 32.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.325279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061902, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.107256, + "strategy_rank": 95.753613, + "rr": 0.701527, + "primary_prob": 55.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.052291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660648, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.484753, + "strategy_rank": 81.738803, + "rr": 0.696467, + "primary_prob": 56.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.044701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044314, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.02103, + "strategy_rank": 69.993779, + "rr": 1.823957, + "primary_prob": 31.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.735935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050776, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055731, + "strategy_rank": 86.347389, + "rr": 0.708093, + "primary_prob": 55.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.659565, + "hold30_r": 1.900199 + }, + { + "symbol": "REGN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.594111, + "strategy_rank": 81.905407, + "rr": 1.193701, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.790551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137754, + "hold30_r": 0.096996 + }, + { + "symbol": "RJF", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.54469, + "strategy_rank": 67.770812, + "rr": 1.687358, + "primary_prob": 30.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.531037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058711, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12408, + "strategy_rank": 70.64916, + "rr": 1.860831, + "primary_prob": 28.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.791246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067976, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.48265, + "strategy_rank": 82.886022, + "rr": 1.680216, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.520323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068213, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.635121, + "strategy_rank": 93.246679, + "rr": 1.579001, + "primary_prob": 31.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.368501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031676, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.684543, + "strategy_rank": 98.805358, + "rr": 0.946586, + "primary_prob": 37.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.419878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.925677, + "hold30_r": 2.873563 + }, + { + "symbol": "SNPS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.383807, + "strategy_rank": 78.491178, + "rr": 1.786911, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.680366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736743, + "hold30_r": 0.90849 + }, + { + "symbol": "SRE", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.9653, + "strategy_rank": 62.787752, + "rr": 1.501733, + "primary_prob": 34.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 85.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.252599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063336, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.426919, + "strategy_rank": 81.742822, + "rr": 0.863104, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.294657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818373, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894848, + "strategy_rank": 97.067755, + "rr": 1.256631, + "primary_prob": 23.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.884947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077469, + "hold30_r": -1.045046 + }, + { + "symbol": "TPR", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.86225, + "strategy_rank": 79.158549, + "rr": 1.680537, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.520806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.629084, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796004, + "strategy_rank": 88.526313, + "rr": 1.598608, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.397912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047001, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.175605, + "strategy_rank": 79.332871, + "rr": 1.651098, + "primary_prob": 35.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.476648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.487333, + "hold30_r": -3.430804 + }, + { + "symbol": "URI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.695058, + "strategy_rank": 83.456698, + "rr": 1.602582, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.403873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562417, + "hold30_r": 3.131964 + }, + { + "symbol": "VICI", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.963197, + "strategy_rank": 62.584185, + "rr": 0.805868, + "primary_prob": 53.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.208802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.762653, + "hold30_r": -0.326703 + }, + { + "symbol": "VLO", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.686646, + "strategy_rank": 91.940861, + "rr": 1.509723, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.264585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030316, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.072555, + "strategy_rank": 67.085867, + "rr": 1.650514, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.475772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.031211, + "hold30_r": -0.75046 + }, + { + "symbol": "WRB", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.115668, + "strategy_rank": 67.730182, + "rr": 0.720185, + "primary_prob": 47.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.080277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055694, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-01-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.437434, + "strategy_rank": 87.064319, + "rr": 0.941436, + "primary_prob": 49.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.412154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.893659, + "hold30_r": 2.675002 + }, + { + "symbol": "A", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.534611, + "strategy_rank": 74.985257, + "rr": 0.979534, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.469301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.198452, + "hold30_r": -1.144847 + }, + { + "symbol": "ADM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.817891, + "strategy_rank": 72.034666, + "rr": 1.303989, + "primary_prob": 34.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.955984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054791, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.729499, + "strategy_rank": 67.136843, + "rr": 1.542719, + "primary_prob": 36.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.314078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053567, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.56869, + "strategy_rank": 84.522579, + "rr": 0.97006, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.45509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046516, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.789137, + "strategy_rank": 64.314962, + "rr": 1.622871, + "primary_prob": 23.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.434306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068278, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.646432, + "strategy_rank": 64.851972, + "rr": 0.765849, + "primary_prob": 53.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.148774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068045, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.794462, + "strategy_rank": 87.542974, + "rr": 1.768017, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.652026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037157, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.828541, + "strategy_rank": 97.557497, + "rr": 1.50594, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.25891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032684, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.953142, + "strategy_rank": 92.649702, + "rr": 0.812392, + "primary_prob": 50.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.218588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043282, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.391906, + "strategy_rank": 65.214737, + "rr": 1.109651, + "primary_prob": 42.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.664476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065035, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.71672, + "strategy_rank": 94.551863, + "rr": 2.158189, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.237284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061685, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.937167, + "strategy_rank": 80.229718, + "rr": 1.998107, + "primary_prob": 29.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.99716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040376, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.321619, + "strategy_rank": 83.99841, + "rr": 1.110422, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.665633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062247, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.911608, + "strategy_rank": 75.377892, + "rr": 1.384051, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.076077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.317952, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.345048, + "strategy_rank": 63.686284, + "rr": 1.94608, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.919121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059075, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.604899, + "strategy_rank": 74.780587, + "rr": 0.93407, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.401106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054257, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.225772, + "strategy_rank": 89.786036, + "rr": 2.239222, + "primary_prob": 31.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.358833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.109827, + "hold30_r": -1.069557 + }, + { + "symbol": "CI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.527157, + "strategy_rank": 69.127758, + "rr": 0.909014, + "primary_prob": 37.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.363521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068755, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.101171, + "strategy_rank": 88.172093, + "rr": 0.981245, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.471867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041611, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.919063, + "strategy_rank": 61.797427, + "rr": 1.196366, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.794549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067977, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.220447, + "strategy_rank": 62.804048, + "rr": 0.772987, + "primary_prob": 42.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.15948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069407, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.669862, + "strategy_rank": 76.957662, + "rr": 1.822052, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.733077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.236827, + "hold30_r": -1.180633 + }, + { + "symbol": "CTAS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.303514, + "strategy_rank": 66.043319, + "rr": 1.006766, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.510149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0624, + "hold30_r": -1.0 + }, + { + "symbol": "CTRA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.942492, + "strategy_rank": 83.860699, + "rr": 0.868553, + "primary_prob": 42.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.30283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.825284, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.859425, + "strategy_rank": 69.932138, + "rr": 1.568035, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.352053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093264, + "hold30_r": -1.031127 + }, + { + "symbol": "CVX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.249201, + "strategy_rank": 78.795226, + "rr": 1.59488, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.39232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049428, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444089, + "strategy_rank": 88.380534, + "rr": 1.095512, + "primary_prob": 42.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.643268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054776, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368477, + "strategy_rank": 65.770765, + "rr": 1.553242, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.329863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05728, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.314164, + "strategy_rank": 94.206659, + "rr": 1.580044, + "primary_prob": 22.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.370067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03868, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.480298, + "strategy_rank": 91.459326, + "rr": 1.067178, + "primary_prob": 39.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.600767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026957, + "hold30_r": 1.278963 + }, + { + "symbol": "ELV", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.191693, + "strategy_rank": 61.256137, + "rr": 1.428078, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.142117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053779, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.095847, + "strategy_rank": 68.252671, + "rr": 1.249706, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.87456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061445, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030884, + "strategy_rank": 85.004546, + "rr": 0.673627, + "primary_prob": 47.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.010441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628189, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.041534, + "strategy_rank": 97.388458, + "rr": 1.452812, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.179218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02949, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.758253, + "strategy_rank": 77.051668, + "rr": 0.714334, + "primary_prob": 43.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.071501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047124, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.189563, + "strategy_rank": 93.515303, + "rr": 1.507041, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.260561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034725, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.132055, + "strategy_rank": 81.448112, + "rr": 1.984108, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.976163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044712, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.456869, + "strategy_rank": 90.55194, + "rr": 1.5032, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.2548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035627, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.929712, + "strategy_rank": 81.65748, + "rr": 1.135073, + "primary_prob": 42.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.702609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082261, + "hold30_r": 3.703583 + }, + { + "symbol": "GD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363152, + "strategy_rank": 59.531089, + "rr": 2.240309, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.360463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06026, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.072417, + "strategy_rank": 73.230756, + "rr": 0.714834, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.07225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071993, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.01278, + "strategy_rank": 65.999614, + "rr": 1.465286, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.197929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.389732, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.379127, + "strategy_rank": 94.188612, + "rr": 1.132993, + "primary_prob": 40.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.699489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037081, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.155485, + "strategy_rank": 66.226124, + "rr": 1.355672, + "primary_prob": 40.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.033507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059413, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.693291, + "strategy_rank": 75.70174, + "rr": 2.36193, + "primary_prob": 21.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.542895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04977, + "hold30_r": 0.343492 + }, + { + "symbol": "HUM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.521832, + "strategy_rank": 69.091687, + "rr": 1.987475, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.981213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049148, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.617678, + "strategy_rank": 75.965779, + "rr": 1.345302, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057605, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.243876, + "strategy_rank": 71.855655, + "rr": 1.57752, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.36628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.310557, + "hold30_r": -1.24977 + }, + { + "symbol": "KLAC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.493078, + "strategy_rank": 83.164136, + "rr": 1.95417, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.931255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038018, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.124601, + "strategy_rank": 75.304294, + "rr": 0.812907, + "primary_prob": 42.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.21936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042425, + "hold30_r": -1.0 + }, + { + "symbol": "LMT", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.664537, + "strategy_rank": 63.305473, + "rr": 1.134852, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.702279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.064247, + "hold30_r": 0.839319 + }, + { + "symbol": "LULU", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.576145, + "strategy_rank": 83.253885, + "rr": 0.777271, + "primary_prob": 48.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.165906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.736209, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.781683, + "strategy_rank": 69.528514, + "rr": 1.431974, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.147962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072463, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.308839, + "strategy_rank": 89.748531, + "rr": 2.657221, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.985832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03425, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.615548, + "strategy_rank": 88.309781, + "rr": 1.634321, + "primary_prob": 30.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.451482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035466, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.58147, + "strategy_rank": 88.73004, + "rr": 1.641005, + "primary_prob": 37.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.461508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.608126, + "hold30_r": 1.443678 + }, + { + "symbol": "MRK", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.841321, + "strategy_rank": 64.066125, + "rr": 0.835647, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.25347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060918, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.592119, + "strategy_rank": 96.946403, + "rr": 2.058955, + "primary_prob": 11.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.088432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026798, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.108626, + "strategy_rank": 65.779326, + "rr": 0.686582, + "primary_prob": 52.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.029873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066156, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.166134, + "strategy_rank": 80.836973, + "rr": 1.668934, + "primary_prob": 26.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.503401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.626005, + "hold30_r": 0.366644 + }, + { + "symbol": "NUE", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.657082, + "strategy_rank": 93.9379, + "rr": 0.967996, + "primary_prob": 45.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.451994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032525, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.15016, + "strategy_rank": 74.588781, + "rr": 2.294283, + "primary_prob": 21.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.441424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050782, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.267306, + "strategy_rank": 65.064208, + "rr": 1.495384, + "primary_prob": 22.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.243077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062343, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.254526, + "strategy_rank": 94.578911, + "rr": 1.1841, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.77615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038405, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.545261, + "strategy_rank": 78.588682, + "rr": 1.317572, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.976359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064026, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.43344, + "strategy_rank": 73.578806, + "rr": 0.936024, + "primary_prob": 47.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.404035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054685, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.740149, + "strategy_rank": 94.123088, + "rr": 0.67205, + "primary_prob": 56.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.008075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6292, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.054313, + "strategy_rank": 84.034944, + "rr": 0.776653, + "primary_prob": 46.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.16498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740529, + "hold30_r": -1.199956 + }, + { + "symbol": "ROL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.8541, + "strategy_rank": 67.319185, + "rr": 1.903286, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.854929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069527, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.184239, + "strategy_rank": 83.744343, + "rr": 1.355233, + "primary_prob": 27.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.03285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068576, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.870075, + "strategy_rank": 94.277875, + "rr": 1.89795, + "primary_prob": 26.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.846926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034335, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893504, + "strategy_rank": 99.066492, + "rr": 1.058815, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.588223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036848, + "hold30_r": 2.409091 + }, + { + "symbol": "SNPS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.280085, + "strategy_rank": 77.384077, + "rr": 1.479947, + "primary_prob": 33.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.219921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052443, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.971246, + "strategy_rank": 81.209247, + "rr": 1.77756, + "primary_prob": 27.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.66634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048958, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680511, + "strategy_rank": 97.135849, + "rr": 0.922363, + "primary_prob": 38.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.383544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031009, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.503727, + "strategy_rank": 88.326416, + "rr": 1.948142, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.922213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049648, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.70607, + "strategy_rank": 79.972828, + "rr": 1.846756, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.770134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05492, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.402556, + "strategy_rank": 92.964504, + "rr": 1.731548, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.597322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028887, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.882854, + "strategy_rank": 67.880882, + "rr": 1.687555, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.531332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055682, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.007455, + "strategy_rank": 89.091857, + "rr": 2.092146, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.138219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.047477, + "hold30_r": 0.667973 + }, + { + "symbol": "XYL", + "date": "2023-02-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.404686, + "strategy_rank": 72.539908, + "rr": 1.123991, + "primary_prob": 33.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.685986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042786, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.844538, + "strategy_rank": 87.493063, + "rr": 1.3395, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.00925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046076, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.243697, + "strategy_rank": 65.731595, + "rr": 1.92787, + "primary_prob": 30.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.891805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054626, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.067227, + "strategy_rank": 82.442656, + "rr": 1.143637, + "primary_prob": 29.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.715455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050101, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.605042, + "strategy_rank": 64.436737, + "rr": 0.809645, + "primary_prob": 36.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.214467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069833, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.394958, + "strategy_rank": 88.251942, + "rr": 0.706984, + "primary_prob": 51.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.060475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.67138, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794118, + "strategy_rank": 96.47475, + "rr": 1.293799, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.940698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.104967, + "hold30_r": -1.073459 + }, + { + "symbol": "APD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.235294, + "strategy_rank": 73.557159, + "rr": 1.414933, + "primary_prob": 34.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.122399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050531, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.638655, + "strategy_rank": 92.835738, + "rr": 0.71665, + "primary_prob": 43.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.074976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.684262, + "hold30_r": 2.689146 + }, + { + "symbol": "AZO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.029412, + "strategy_rank": 63.648261, + "rr": 1.266977, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.900465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204338, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.327731, + "strategy_rank": 94.960229, + "rr": 0.79999, + "primary_prob": 41.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.199985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056671, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.037815, + "strategy_rank": 80.350999, + "rr": 1.739967, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.609951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043825, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298319, + "strategy_rank": 84.440899, + "rr": 1.059683, + "primary_prob": 44.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.589524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048111, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.39916, + "strategy_rank": 65.093877, + "rr": 0.956541, + "primary_prob": 41.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.434812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058762, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.705882, + "strategy_rank": 75.341287, + "rr": 1.008471, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.512707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054195, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.655462, + "strategy_rank": 79.73178, + "rr": 0.688666, + "primary_prob": 59.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.032998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635683, + "hold30_r": 3.078418 + }, + { + "symbol": "CF", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.865546, + "strategy_rank": 87.080096, + "rr": 0.754659, + "primary_prob": 45.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.131989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.712374, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.911765, + "strategy_rank": 67.136977, + "rr": 1.513797, + "primary_prob": 22.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.270695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053163, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.647059, + "strategy_rank": 86.708287, + "rr": 1.341541, + "primary_prob": 27.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.012312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036667, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.609244, + "strategy_rank": 61.876156, + "rr": 1.19604, + "primary_prob": 29.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.79406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132655, + "hold30_r": 1.618879 + }, + { + "symbol": "CSGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815126, + "strategy_rank": 76.313356, + "rr": 0.794038, + "primary_prob": 48.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.191058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743805, + "hold30_r": -1.283566 + }, + { + "symbol": "CTAS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.823529, + "strategy_rank": 64.714206, + "rr": 1.524008, + "primary_prob": 21.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.286012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080508, + "hold30_r": -1.016817 + }, + { + "symbol": "CTVA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.184874, + "strategy_rank": 68.513688, + "rr": 0.771046, + "primary_prob": 42.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.156568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.714239, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.495798, + "strategy_rank": 74.691084, + "rr": 1.140949, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.711424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051194, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.033613, + "strategy_rank": 64.924158, + "rr": 1.97552, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.96328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.918733, + "hold30_r": -1.310713 + }, + { + "symbol": "DECK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.214286, + "strategy_rank": 88.498428, + "rr": 1.149072, + "primary_prob": 32.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.723608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050628, + "hold30_r": -1.0 + }, + { + "symbol": "DG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.44958, + "strategy_rank": 65.892064, + "rr": 1.728275, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 78, + "primary_distance_atr": 2.592412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.763624, + "hold30_r": -1.702402 + }, + { + "symbol": "DHI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.239496, + "strategy_rank": 81.971421, + "rr": 0.96181, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.442716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045926, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.802521, + "strategy_rank": 92.674343, + "rr": 0.901163, + "primary_prob": 41.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.351744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.862361, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.07563, + "strategy_rank": 89.491306, + "rr": 0.67493, + "primary_prob": 53.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.012395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63358, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.285714, + "strategy_rank": 67.625786, + "rr": 0.984149, + "primary_prob": 34.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.476223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919335, + "hold30_r": 2.202024 + }, + { + "symbol": "EOG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.457983, + "strategy_rank": 78.947003, + "rr": 1.246693, + "primary_prob": 27.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.870039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.222879, + "hold30_r": -1.175901 + }, + { + "symbol": "EQT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.054622, + "strategy_rank": 97.419996, + "rr": 1.455465, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.183197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427683, + "hold30_r": -0.130472 + }, + { + "symbol": "ERIE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957983, + "strategy_rank": 77.602664, + "rr": 1.289854, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.934782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052422, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.848739, + "strategy_rank": 92.290973, + "rr": 1.915682, + "primary_prob": 22.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.873523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034622, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.617647, + "strategy_rank": 79.113485, + "rr": 0.986955, + "primary_prob": 34.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.480433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042948, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.226891, + "strategy_rank": 92.451905, + "rr": 1.193231, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.789847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035994, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.592437, + "strategy_rank": 93.848039, + "rr": 0.702079, + "primary_prob": 54.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.053118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662333, + "hold30_r": 0.117444 + }, + { + "symbol": "FIX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.693277, + "strategy_rank": 82.016741, + "rr": 0.870049, + "primary_prob": 38.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.305074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815283, + "hold30_r": 3.503141 + }, + { + "symbol": "FSLR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.684874, + "strategy_rank": 96.351739, + "rr": 0.892433, + "primary_prob": 35.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.338649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.863667, + "hold30_r": 3.874969 + }, + { + "symbol": "GILD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.176471, + "strategy_rank": 75.081391, + "rr": 1.150612, + "primary_prob": 27.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.725918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060556, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462185, + "strategy_rank": 58.115982, + "rr": 1.714386, + "primary_prob": 20.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.57158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.64764, + "hold30_r": 2.824411 + }, + { + "symbol": "GPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.436975, + "strategy_rank": 65.963744, + "rr": 1.26511, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.897665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1892, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.168067, + "strategy_rank": 93.50444, + "rr": 1.257312, + "primary_prob": 25.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.885967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035956, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042017, + "strategy_rank": 71.123751, + "rr": 0.864533, + "primary_prob": 39.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.296799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053406, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.882353, + "strategy_rank": 61.145949, + "rr": 2.642554, + "primary_prob": 20.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.96383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061081, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915966, + "strategy_rank": 74.356271, + "rr": 1.338328, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.007492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287517, + "hold30_r": -0.789577 + }, + { + "symbol": "IEX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663866, + "strategy_rank": 65.585461, + "rr": 1.541003, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.311505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055749, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.252101, + "strategy_rank": 74.289678, + "rr": 2.093772, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.140657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05771, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.613445, + "strategy_rank": 68.372179, + "rr": 0.772968, + "primary_prob": 52.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.159452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079488, + "hold30_r": -1.032686 + }, + { + "symbol": "KLAC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.651261, + "strategy_rank": 87.260914, + "rr": 0.786017, + "primary_prob": 44.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.179026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038793, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.378151, + "strategy_rank": 73.934517, + "rr": 0.908564, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.362846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.108478, + "hold30_r": -1.067113 + }, + { + "symbol": "LVS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.747899, + "strategy_rank": 92.77007, + "rr": 0.835046, + "primary_prob": 50.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.252569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787561, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.827731, + "strategy_rank": 82.216519, + "rr": 1.120025, + "primary_prob": 42.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.680037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043984, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.012605, + "strategy_rank": 67.884295, + "rr": 1.5108, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.2662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05843, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.189076, + "strategy_rank": 86.141787, + "rr": 1.984864, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.977296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.945438, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 87.249353, + "rr": 1.212851, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.819277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177872, + "hold30_r": 0.660394 + }, + { + "symbol": "MPWR", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.231092, + "strategy_rank": 91.432205, + "rr": 2.435944, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.653915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033028, + "hold30_r": 1.694211 + }, + { + "symbol": "MRK", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.382353, + "strategy_rank": 65.996578, + "rr": 1.533832, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.300748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474407, + "hold30_r": -0.671487 + }, + { + "symbol": "MRNA", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004202, + "strategy_rank": 97.407973, + "rr": 1.508675, + "primary_prob": 24.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.263013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028142, + "hold30_r": -1.0 + }, + { + "symbol": "NOC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.441176, + "strategy_rank": 76.516371, + "rr": 1.646911, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.470366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047671, + "hold30_r": -0.607305 + }, + { + "symbol": "NUE", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.113445, + "strategy_rank": 92.908343, + "rr": 1.879538, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.819307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131804, + "hold30_r": -1.099047 + }, + { + "symbol": "ORLY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.861345, + "strategy_rank": 64.79791, + "rr": 1.006294, + "primary_prob": 42.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.50944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947565, + "hold30_r": 0.525859 + }, + { + "symbol": "OXY", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.634454, + "strategy_rank": 93.100721, + "rr": 1.055889, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.583833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038731, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.537815, + "strategy_rank": 79.509804, + "rr": 0.900577, + "primary_prob": 39.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.350866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066068, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.819328, + "strategy_rank": 69.413152, + "rr": 1.217035, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.825553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054073, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.323529, + "strategy_rank": 94.25037, + "rr": 0.899773, + "primary_prob": 47.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.34966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.854981, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092437, + "strategy_rank": 76.827599, + "rr": 1.856961, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.785441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040032, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.453782, + "strategy_rank": 70.658528, + "rr": 1.562271, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.343407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045828, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.247899, + "strategy_rank": 66.284221, + "rr": 1.291044, + "primary_prob": 41.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.936566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068786, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.903361, + "strategy_rank": 84.868202, + "rr": 1.59592, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.393881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063033, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668067, + "strategy_rank": 71.263873, + "rr": 2.049885, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.074827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062385, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.37395, + "strategy_rank": 93.664909, + "rr": 1.103002, + "primary_prob": 28.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.654503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034888, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894958, + "strategy_rank": 99.045967, + "rr": 0.745189, + "primary_prob": 54.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.117783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.721332, + "hold30_r": 4.028273 + }, + { + "symbol": "SNPS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.978992, + "strategy_rank": 78.604791, + "rr": 1.953433, + "primary_prob": 26.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.93015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051859, + "hold30_r": 1.351842 + }, + { + "symbol": "STLD", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.264706, + "strategy_rank": 94.862653, + "rr": 0.951006, + "primary_prob": 45.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03674, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.42437, + "strategy_rank": 86.06687, + "rr": 0.903235, + "primary_prob": 32.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.354853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048662, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.869748, + "strategy_rank": 64.833981, + "rr": 1.456762, + "primary_prob": 27.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.185142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06345, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.47479, + "strategy_rank": 97.148076, + "rr": 1.204858, + "primary_prob": 30.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.807288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027223, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.02521, + "strategy_rank": 84.101924, + "rr": 0.798827, + "primary_prob": 38.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.19824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.756573, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.701681, + "strategy_rank": 86.298095, + "rr": 1.045533, + "primary_prob": 31.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.568299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995291, + "hold30_r": -1.129547 + }, + { + "symbol": "TT", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.088235, + "strategy_rank": 70.614595, + "rr": 1.706034, + "primary_prob": 35.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.559051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046274, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.878151, + "strategy_rank": 82.197096, + "rr": 1.572836, + "primary_prob": 31.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.359254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039939, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.445378, + "strategy_rank": 83.075287, + "rr": 0.985492, + "primary_prob": 41.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.478238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.931917, + "hold30_r": -3.100818 + }, + { + "symbol": "VLO", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.584034, + "strategy_rank": 92.42832, + "rr": 0.907931, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.361896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029305, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.672269, + "strategy_rank": 62.162412, + "rr": 1.601535, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.402303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054926, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.491597, + "strategy_rank": 92.188772, + "rr": 2.280907, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.42136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.235768, + "hold30_r": 0.561945 + }, + { + "symbol": "XYL", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.857143, + "strategy_rank": 81.163522, + "rr": 0.898569, + "primary_prob": 40.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.347854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04554, + "hold30_r": -1.0 + }, + { + "symbol": "XYZ", + "date": "2023-02-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.302521, + "strategy_rank": 86.534406, + "rr": 1.991439, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.987159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041442, + "hold30_r": -1.014153 + }, + { + "symbol": "CEG", + "date": "2023-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.146211, + "strategy_rank": 87.325671, + "rr": 1.387034, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.080551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04906, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.52508, + "strategy_rank": 75.749026, + "rr": 1.161686, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.742528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058481, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.604055, + "strategy_rank": 64.340411, + "rr": 1.608989, + "primary_prob": 34.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 98.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.413483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061411, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102455, + "strategy_rank": 81.692166, + "rr": 1.780528, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.670792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053059, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.967983, + "strategy_rank": 66.460016, + "rr": 1.736036, + "primary_prob": 14.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.604054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063737, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.833511, + "strategy_rank": 88.192723, + "rr": 1.695425, + "primary_prob": 31.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.543137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039933, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.292423, + "strategy_rank": 96.728019, + "rr": 1.605317, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.407976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031068, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.327641, + "strategy_rank": 73.903151, + "rr": 1.785187, + "primary_prob": 27.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.67778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053833, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.584845, + "strategy_rank": 96.491181, + "rr": 1.338243, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.007364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051392, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042689, + "strategy_rank": 78.713589, + "rr": 0.678434, + "primary_prob": 44.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.017651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045857, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.410886, + "strategy_rank": 72.857908, + "rr": 0.778743, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.168115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058363, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.046958, + "strategy_rank": 67.479516, + "rr": 1.093604, + "primary_prob": 37.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.640405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056311, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.248666, + "strategy_rank": 76.653619, + "rr": 1.051523, + "primary_prob": 29.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.577284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055452, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.754536, + "strategy_rank": 88.547025, + "rr": 1.414459, + "primary_prob": 24.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.121688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056087, + "hold30_r": -1.015555 + }, + { + "symbol": "CI", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.703308, + "strategy_rank": 68.33992, + "rr": 0.824358, + "primary_prob": 40.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.236537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060425, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.130203, + "strategy_rank": 87.744177, + "rr": 1.242819, + "primary_prob": 29.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.864228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038295, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.03095, + "strategy_rank": 60.070547, + "rr": 1.220059, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.830089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.153608, + "hold30_r": 2.249829 + }, + { + "symbol": "CSGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.462113, + "strategy_rank": 79.039454, + "rr": 1.7478, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.6217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052697, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.592316, + "strategy_rank": 66.048806, + "rr": 1.206646, + "primary_prob": 28.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.809969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066553, + "hold30_r": -1.0 + }, + { + "symbol": "CTVA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.232657, + "strategy_rank": 68.701518, + "rr": 1.260279, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.890419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055099, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.67556, + "strategy_rank": 76.632956, + "rr": 1.373922, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.060882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054206, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.225187, + "strategy_rank": 87.195011, + "rr": 1.123395, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.685092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051554, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.367129, + "strategy_rank": 83.071048, + "rr": 1.900709, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.851064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051188, + "hold30_r": -1.0 + }, + { + "symbol": "DVN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.916756, + "strategy_rank": 93.345563, + "rr": 1.809937, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.714905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029813, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.620064, + "strategy_rank": 88.873981, + "rr": 2.993296, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.489944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040534, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.608324, + "strategy_rank": 68.218159, + "rr": 0.766066, + "primary_prob": 41.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.1491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700108, + "hold30_r": 2.729058 + }, + { + "symbol": "EOG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.272145, + "strategy_rank": 81.415741, + "rr": 1.177238, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.765857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117739, + "hold30_r": -1.074119 + }, + { + "symbol": "EPAM", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.6873, + "strategy_rank": 89.301557, + "rr": 0.686853, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.03028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034454, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.932764, + "strategy_rank": 97.11236, + "rr": 1.128757, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.693135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.098878, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.889007, + "strategy_rank": 76.271187, + "rr": 1.044639, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.566958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050548, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.944504, + "strategy_rank": 91.410354, + "rr": 1.905245, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.857867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040152, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.098186, + "strategy_rank": 80.657867, + "rr": 0.754832, + "primary_prob": 42.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.132249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041629, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.311633, + "strategy_rank": 86.81367, + "rr": 0.952665, + "primary_prob": 38.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.428998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036596, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893276, + "strategy_rank": 96.570661, + "rr": 0.847196, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.270794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029868, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.276414, + "strategy_rank": 75.644928, + "rr": 1.415667, + "primary_prob": 21.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.1235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062134, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.157951, + "strategy_rank": 94.33932, + "rr": 1.242204, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.863306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034056, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.469584, + "strategy_rank": 70.961297, + "rr": 0.668095, + "primary_prob": 46.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.002142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.188163, + "hold30_r": -1.127023 + }, + { + "symbol": "HII", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.564568, + "strategy_rank": 63.57507, + "rr": 1.245056, + "primary_prob": 42.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.867583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054853, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.541089, + "strategy_rank": 74.212308, + "rr": 1.13356, + "primary_prob": 41.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.70034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057119, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.766275, + "strategy_rank": 66.998374, + "rr": 1.351295, + "primary_prob": 35.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.026943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064329, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.951974, + "strategy_rank": 60.776286, + "rr": 1.147564, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.721346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061089, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.299893, + "strategy_rank": 79.161044, + "rr": 0.872537, + "primary_prob": 53.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.308805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060411, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.738527, + "strategy_rank": 68.901634, + "rr": 0.970214, + "primary_prob": 31.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.45532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05034, + "hold30_r": -1.0 + }, + { + "symbol": "KHC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.963714, + "strategy_rank": 58.812299, + "rr": 1.22359, + "primary_prob": 30.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.835385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070072, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.821772, + "strategy_rank": 87.377157, + "rr": 0.816864, + "primary_prob": 43.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.225295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040315, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.283885, + "strategy_rank": 78.684981, + "rr": 1.753291, + "primary_prob": 32.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.629937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050653, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.798292, + "strategy_rank": 75.522383, + "rr": 0.82734, + "primary_prob": 39.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.24101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044432, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.109925, + "strategy_rank": 82.815286, + "rr": 1.776068, + "primary_prob": 32.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.664102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044667, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.84952, + "strategy_rank": 91.448338, + "rr": 1.265255, + "primary_prob": 22.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.897883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.217609, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.53682, + "strategy_rank": 82.02785, + "rr": 0.850913, + "primary_prob": 51.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.27637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045714, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.489861, + "strategy_rank": 67.168142, + "rr": 1.021337, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.532006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066064, + "hold30_r": -1.0 + }, + { + "symbol": "MOS", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.817503, + "strategy_rank": 84.553722, + "rr": 2.250358, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.375537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.209196, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.438634, + "strategy_rank": 87.823657, + "rr": 1.117382, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.676072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03949, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.34365, + "strategy_rank": 66.74343, + "rr": 0.702532, + "primary_prob": 47.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.053798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634837, + "hold30_r": -1.009006 + }, + { + "symbol": "MRNA", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.50587, + "strategy_rank": 97.708102, + "rr": 2.177266, + "primary_prob": 9.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.265898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.338598, + "hold30_r": -1.306167 + }, + { + "symbol": "NUE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.371398, + "strategy_rank": 93.370522, + "rr": 1.601299, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.401948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035566, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.719317, + "strategy_rank": 93.416621, + "rr": 1.338759, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.008138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.122367, + "hold30_r": -1.085071 + }, + { + "symbol": "PCG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.731057, + "strategy_rank": 79.919088, + "rr": 0.990071, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.485106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182019, + "hold30_r": -1.11293 + }, + { + "symbol": "PFG", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.552828, + "strategy_rank": 69.500718, + "rr": 0.99811, + "primary_prob": 45.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.497166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057002, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.770544, + "strategy_rank": 93.304237, + "rr": 1.784287, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.67643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045262, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.896478, + "strategy_rank": 76.883126, + "rr": 1.148428, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.722643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043576, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.086446, + "strategy_rank": 72.430161, + "rr": 0.874024, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.311035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050519, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.750267, + "strategy_rank": 78.503142, + "rr": 1.577045, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.365567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05739, + "hold30_r": -1.0 + }, + { + "symbol": "ROL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.244397, + "strategy_rank": 67.025072, + "rr": 1.004114, + "primary_prob": 49.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.506171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08506, + "hold30_r": -1.010259 + }, + { + "symbol": "ROST", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.983991, + "strategy_rank": 83.45365, + "rr": 1.042873, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.564309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066698, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.778015, + "strategy_rank": 72.127039, + "rr": 1.371643, + "primary_prob": 46.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.057465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.18995, + "hold30_r": -1.120179 + }, + { + "symbol": "SLB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.865528, + "strategy_rank": 93.841333, + "rr": 0.720916, + "primary_prob": 41.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.081373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037041, + "hold30_r": -1.0 + }, + { + "symbol": "SRE", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.683031, + "strategy_rank": 62.069176, + "rr": 1.684884, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.527326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065574, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.359658, + "strategy_rank": 95.142815, + "rr": 0.718843, + "primary_prob": 54.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.078265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037872, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.652081, + "strategy_rank": 85.385211, + "rr": 0.872978, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.309466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816631, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.573106, + "strategy_rank": 97.177212, + "rr": 1.296782, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.945173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029164, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.900747, + "strategy_rank": 84.339149, + "rr": 0.739355, + "primary_prob": 54.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.109032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042389, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.18143, + "strategy_rank": 85.043934, + "rr": 1.338951, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.008426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052089, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.912487, + "strategy_rank": 72.534907, + "rr": 1.906296, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.859445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053263, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.394877, + "strategy_rank": 87.39782, + "rr": 1.016552, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.524828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.973804, + "hold30_r": -1.049228 + }, + { + "symbol": "UHS", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.256137, + "strategy_rank": 77.009967, + "rr": 1.37316, + "primary_prob": 26.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.05974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.199966, + "hold30_r": -4.13783 + }, + { + "symbol": "VLO", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.078975, + "strategy_rank": 93.096177, + "rr": 0.729431, + "primary_prob": 41.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.094147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032825, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.636073, + "strategy_rank": 78.679117, + "rr": 0.711831, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.067747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054276, + "hold30_r": -1.0 + }, + { + "symbol": "WRB", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.323372, + "strategy_rank": 62.645211, + "rr": 1.275614, + "primary_prob": 29.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.913421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058422, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-02-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.114194, + "strategy_rank": 90.494952, + "rr": 2.044221, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.066331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046655, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-02-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.422625, + "strategy_rank": 80.382739, + "rr": 1.441478, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.162217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052826, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.369748, + "strategy_rank": 88.206622, + "rr": 1.834365, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.751548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037779, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.554622, + "strategy_rank": 75.147984, + "rr": 1.52467, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.287005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055459, + "hold30_r": -1.0 + }, + { + "symbol": "ADP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.247899, + "strategy_rank": 64.051517, + "rr": 2.438219, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 47, + "primary_distance_atr": 3.657328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063869, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.756303, + "strategy_rank": 80.070292, + "rr": 1.524183, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.286274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055253, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.920168, + "strategy_rank": 65.129023, + "rr": 1.61429, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.421436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.202684, + "hold30_r": -1.132663 + }, + { + "symbol": "ALB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 95.519793, + "rr": 0.92375, + "primary_prob": 45.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.385624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092184, + "hold30_r": -1.063539 + }, + { + "symbol": "AMP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.932773, + "strategy_rank": 71.378098, + "rr": 0.707131, + "primary_prob": 45.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.060696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059501, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.689076, + "strategy_rank": 96.212542, + "rr": 1.784741, + "primary_prob": 22.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.677112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030102, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.441176, + "strategy_rank": 74.535239, + "rr": 1.284948, + "primary_prob": 41.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.927421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.226935, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.89916, + "strategy_rank": 91.139475, + "rr": 1.065763, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.598644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027259, + "hold30_r": 2.435064 + }, + { + "symbol": "BIIB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.218487, + "strategy_rank": 96.189419, + "rr": 1.155382, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.733072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051043, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.542017, + "strategy_rank": 70.597022, + "rr": 1.246493, + "primary_prob": 26.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.86974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065067, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.97479, + "strategy_rank": 66.291158, + "rr": 1.336309, + "primary_prob": 31.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.004463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056889, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.962185, + "strategy_rank": 77.809378, + "rr": 1.086021, + "primary_prob": 31.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.629031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032396, + "hold30_r": -1.0 + }, + { + "symbol": "CF", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.663866, + "strategy_rank": 85.082316, + "rr": 1.821637, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.732455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037051, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.966387, + "strategy_rank": 66.475213, + "rr": 1.280326, + "primary_prob": 26.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.920489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062475, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.642857, + "strategy_rank": 88.231132, + "rr": 1.656623, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.484934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038332, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.176471, + "strategy_rank": 79.861265, + "rr": 1.676435, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.514652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042458, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.512605, + "strategy_rank": 63.190899, + "rr": 0.882431, + "primary_prob": 51.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.323646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.812082, + "hold30_r": 1.17151 + }, + { + "symbol": "CTRA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.672269, + "strategy_rank": 80.684425, + "rr": 1.720394, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.580591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083378, + "hold30_r": -1.041267 + }, + { + "symbol": "CTVA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 68.54236, + "rr": 1.2304, + "primary_prob": 27.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.845601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051696, + "hold30_r": -1.0 + }, + { + "symbol": "CVX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.277311, + "strategy_rank": 77.526822, + "rr": 1.882698, + "primary_prob": 20.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.824047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056423, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.668067, + "strategy_rank": 66.38966, + "rr": 0.670113, + "primary_prob": 69.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.005169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051761, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.478992, + "strategy_rank": 87.260451, + "rr": 1.17838, + "primary_prob": 35.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.76757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124399, + "hold30_r": 2.829716 + }, + { + "symbol": "DG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.344538, + "strategy_rank": 66.32168, + "rr": 2.060099, + "primary_prob": 28.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 3.090149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057761, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.970588, + "strategy_rank": 83.851739, + "rr": 1.653589, + "primary_prob": 21.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.480384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.607844, + "hold30_r": 0.837951 + }, + { + "symbol": "DVN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.911765, + "strategy_rank": 91.665279, + "rr": 1.826503, + "primary_prob": 23.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.739755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031338, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.084034, + "strategy_rank": 86.948761, + "rr": 1.037235, + "primary_prob": 34.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.555853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.001279, + "hold30_r": 0.096423 + }, + { + "symbol": "EOG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.130252, + "strategy_rank": 83.735202, + "rr": 1.211159, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.816739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040605, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.739496, + "strategy_rank": 97.136515, + "rr": 1.013224, + "primary_prob": 35.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.519836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984046, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.752101, + "strategy_rank": 76.75037, + "rr": 1.146042, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.719063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053174, + "hold30_r": -1.0 + }, + { + "symbol": "EXE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.008403, + "strategy_rank": 91.356826, + "rr": 1.650965, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.476447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037234, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.134454, + "strategy_rank": 82.778394, + "rr": 1.243129, + "primary_prob": 27.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.864693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.410042, + "hold30_r": -1.372274 + }, + { + "symbol": "FCX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092437, + "strategy_rank": 84.469108, + "rr": 1.681152, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.521728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03479, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.693277, + "strategy_rank": 95.192841, + "rr": 1.014387, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.52158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.967547, + "hold30_r": 0.026151 + }, + { + "symbol": "FSLR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.894958, + "strategy_rank": 96.498798, + "rr": 0.987334, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.481001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955509, + "hold30_r": 3.741183 + }, + { + "symbol": "GILD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.596639, + "strategy_rank": 74.746578, + "rr": 1.196374, + "primary_prob": 37.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.794561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063137, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.088235, + "strategy_rank": 73.822142, + "rr": 0.866406, + "primary_prob": 50.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.299609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.809211, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.907563, + "strategy_rank": 92.4963, + "rr": 0.866042, + "primary_prob": 45.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.299063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832507, + "hold30_r": -1.161634 + }, + { + "symbol": "HUBB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390756, + "strategy_rank": 74.20875, + "rr": 1.305794, + "primary_prob": 37.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.958691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060655, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 66.540881, + "rr": 1.547897, + "primary_prob": 31.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.321845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061916, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.878151, + "strategy_rank": 59.178228, + "rr": 1.959191, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.938786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065144, + "hold30_r": -1.0 + }, + { + "symbol": "IRM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.184874, + "strategy_rank": 79.802997, + "rr": 1.028625, + "primary_prob": 48.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.542938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.975107, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.823529, + "strategy_rank": 68.204772, + "rr": 1.15649, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.734735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052455, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.021008, + "strategy_rank": 86.851184, + "rr": 1.718335, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.577503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041081, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.92437, + "strategy_rank": 81.40492, + "rr": 1.287506, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.93126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239992, + "hold30_r": 1.200694 + }, + { + "symbol": "LLY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.168067, + "strategy_rank": 73.881798, + "rr": 0.840286, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.260429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046828, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.697479, + "strategy_rank": 91.90899, + "rr": 1.297268, + "primary_prob": 22.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.945902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.249913, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.121849, + "strategy_rank": 66.183407, + "rr": 1.393012, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.089518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068978, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.605042, + "strategy_rank": 64.656863, + "rr": 0.756607, + "primary_prob": 40.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.134911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.856174, + "hold30_r": -1.775148 + }, + { + "symbol": "MOS", + "date": "2023-02-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.453782, + "strategy_rank": 85.501295, + "rr": 2.356955, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.535433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.431609, + "hold30_r": -1.391788 + }, + { + "symbol": "MPC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.319328, + "strategy_rank": 88.257492, + "rr": 0.741131, + "primary_prob": 39.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.111697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699507, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.109244, + "strategy_rank": 97.450055, + "rr": 1.30758, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.96137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025277, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.298319, + "strategy_rank": 66.70505, + "rr": 1.132235, + "primary_prob": 28.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.698352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065261, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.504202, + "strategy_rank": 89.727155, + "rr": 1.218467, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.8277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017259, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.457983, + "strategy_rank": 85.802349, + "rr": 0.77935, + "primary_prob": 38.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.169025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035908, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432773, + "strategy_rank": 91.983444, + "rr": 0.802126, + "primary_prob": 39.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.20319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.76511, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.722689, + "strategy_rank": 80.665002, + "rr": 1.606154, + "primary_prob": 32.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.409231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043922, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462185, + "strategy_rank": 72.738624, + "rr": 1.617228, + "primary_prob": 20.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.425841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058323, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.957983, + "strategy_rank": 94.741028, + "rr": 1.083144, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.624716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049937, + "hold30_r": -1.016928 + }, + { + "symbol": "ORCL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87395, + "strategy_rank": 67.304846, + "rr": 1.167378, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.751067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070035, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.159664, + "strategy_rank": 91.330004, + "rr": 1.720043, + "primary_prob": 29.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.580065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037586, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.252101, + "strategy_rank": 63.566408, + "rr": 0.790341, + "primary_prob": 37.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.185511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733997, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.378151, + "strategy_rank": 79.217536, + "rr": 1.205301, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.807951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.142997, + "hold30_r": 2.915392 + }, + { + "symbol": "PFG", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.55042, + "strategy_rank": 71.38781, + "rr": 0.828075, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.242112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769877, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.302521, + "strategy_rank": 80.307991, + "rr": 0.985313, + "primary_prob": 35.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.47797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.940316, + "hold30_r": 1.5999 + }, + { + "symbol": "PODD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.117647, + "strategy_rank": 92.769145, + "rr": 1.115216, + "primary_prob": 30.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.672825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040363, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.231092, + "strategy_rank": 83.602016, + "rr": 0.919196, + "primary_prob": 40.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.378794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876985, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.810924, + "strategy_rank": 73.84249, + "rr": 1.01145, + "primary_prob": 35.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.517175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052803, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.268908, + "strategy_rank": 85.383833, + "rr": 0.964749, + "primary_prob": 45.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.447124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043865, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.243697, + "strategy_rank": 80.102664, + "rr": 1.345063, + "primary_prob": 20.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.017595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059944, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.487395, + "strategy_rank": 82.170736, + "rr": 1.726639, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.589958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.389703, + "hold30_r": -1.324231 + }, + { + "symbol": "SBUX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.882353, + "strategy_rank": 70.171106, + "rr": 1.289934, + "primary_prob": 26.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.934901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067049, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.848739, + "strategy_rank": 92.731225, + "rr": 1.039485, + "primary_prob": 32.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.559228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.40322, + "hold30_r": -1.366333 + }, + { + "symbol": "SNPS", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.340336, + "strategy_rank": 81.397984, + "rr": 1.453728, + "primary_prob": 19.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.180592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406047, + "hold30_r": 0.680998 + }, + { + "symbol": "STLD", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.94958, + "strategy_rank": 94.830744, + "rr": 1.160224, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.740336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.122616, + "hold30_r": -1.008856 + }, + { + "symbol": "TJX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 65.715409, + "rr": 1.519, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.2785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074468, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.638655, + "strategy_rank": 84.439512, + "rr": 1.117529, + "primary_prob": 28.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.676294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159311, + "hold30_r": -1.105573 + }, + { + "symbol": "TPL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.579832, + "strategy_rank": 96.844247, + "rr": 0.975006, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.46251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029185, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.613445, + "strategy_rank": 80.699223, + "rr": 0.890979, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.336468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044307, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.60084, + "strategy_rank": 84.450148, + "rr": 1.21911, + "primary_prob": 24.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.828665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.486761, + "hold30_r": -1.439712 + }, + { + "symbol": "UAL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.033613, + "strategy_rank": 82.91158, + "rr": 0.711253, + "primary_prob": 43.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.06688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669021, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.386555, + "strategy_rank": 84.976878, + "rr": 0.98498, + "primary_prob": 45.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.477469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936761, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.764706, + "strategy_rank": 63.282464, + "rr": 1.588706, + "primary_prob": 19.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.383059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070544, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.529412, + "strategy_rank": 93.59323, + "rr": 0.667086, + "primary_prob": 47.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.000629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.631286, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.331933, + "strategy_rank": 78.311598, + "rr": 1.348778, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.023167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.292471, + "hold30_r": 2.799309 + }, + { + "symbol": "WYNN", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.180672, + "strategy_rank": 90.382445, + "rr": 1.790995, + "primary_prob": 28.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.686493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745053, + "hold30_r": 0.711875 + }, + { + "symbol": "XOM", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.428571, + "strategy_rank": 80.550314, + "rr": 0.832398, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.248596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.223284, + "hold30_r": -1.175088 + }, + { + "symbol": "XYL", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042017, + "strategy_rank": 71.626896, + "rr": 0.959274, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.43891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052331, + "hold30_r": -1.0 + }, + { + "symbol": "XYZ", + "date": "2023-02-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.760504, + "strategy_rank": 91.692101, + "rr": 1.240339, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.860508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213782, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.679144, + "strategy_rank": 88.697493, + "rr": 2.053052, + "primary_prob": 21.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.079577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037141, + "hold30_r": 0.696864 + }, + { + "symbol": "HOOD", + "date": "2023-03-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962567, + "strategy_rank": 85.969421, + "rr": 4.025567, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 17, + "primary_distance_atr": 6.038351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026607, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.320856, + "strategy_rank": 70.952454, + "rr": 1.709981, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.564972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051523, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.192513, + "strategy_rank": 80.543297, + "rr": 1.538529, + "primary_prob": 27.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.307793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047766, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.989305, + "strategy_rank": 62.593794, + "rr": 1.896342, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.844513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070918, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.417112, + "strategy_rank": 63.725703, + "rr": 1.380343, + "primary_prob": 34.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.070515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.566475, + "hold30_r": -1.492626 + }, + { + "symbol": "ALB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.28877, + "strategy_rank": 96.400858, + "rr": 1.749005, + "primary_prob": 25.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.623507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030818, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.336898, + "strategy_rank": 91.726651, + "rr": 0.685482, + "primary_prob": 53.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.028223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033087, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.475936, + "strategy_rank": 77.055354, + "rr": 1.196097, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.794146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061843, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.529412, + "strategy_rank": 80.178166, + "rr": 0.741364, + "primary_prob": 42.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.112045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043166, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 67.862618, + "rr": 1.257833, + "primary_prob": 25.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.886749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065673, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.791444, + "strategy_rank": 96.633413, + "rr": 1.579058, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.368587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054717, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.203209, + "strategy_rank": 77.663484, + "rr": 1.245335, + "primary_prob": 38.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.868002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058089, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.534759, + "strategy_rank": 79.554694, + "rr": 1.038787, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.558181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047351, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.935829, + "strategy_rank": 72.85412, + "rr": 1.886903, + "primary_prob": 20.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.830355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067434, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.165775, + "strategy_rank": 66.651048, + "rr": 1.834384, + "primary_prob": 22.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.751576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059798, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.796791, + "strategy_rank": 78.40055, + "rr": 0.671234, + "primary_prob": 57.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.006851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056879, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.55615, + "strategy_rank": 80.975431, + "rr": 1.278237, + "primary_prob": 22.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.917356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220664, + "hold30_r": 3.274083 + }, + { + "symbol": "CI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.374332, + "strategy_rank": 66.111552, + "rr": 1.344763, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.017145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066007, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.160428, + "strategy_rank": 85.588287, + "rr": 1.15912, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.73868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.221369, + "hold30_r": -1.180948 + }, + { + "symbol": "CSGP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.122995, + "strategy_rank": 79.602532, + "rr": 1.786044, + "primary_prob": 21.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.679066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049822, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.604278, + "strategy_rank": 63.206239, + "rr": 1.022296, + "primary_prob": 47.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.533445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953023, + "hold30_r": 1.855654 + }, + { + "symbol": "CTVA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.770053, + "strategy_rank": 71.263904, + "rr": 1.248737, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.873105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05683, + "hold30_r": -1.0 + }, + { + "symbol": "DE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.566845, + "strategy_rank": 66.02518, + "rr": 1.021126, + "primary_prob": 41.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.531689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058474, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.502674, + "strategy_rank": 88.35422, + "rr": 0.838307, + "primary_prob": 41.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.25746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783045, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.957219, + "strategy_rank": 80.061409, + "rr": 0.809315, + "primary_prob": 42.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.213973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760654, + "hold30_r": 1.999169 + }, + { + "symbol": "DVN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.748663, + "strategy_rank": 83.930681, + "rr": 1.861146, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.79172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036302, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.245989, + "strategy_rank": 80.36835, + "rr": 1.657856, + "primary_prob": 21.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.486784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039023, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.465241, + "strategy_rank": 97.096319, + "rr": 1.111036, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.666555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030994, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.754011, + "strategy_rank": 96.506783, + "rr": 2.264616, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.396923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030144, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.86631, + "strategy_rank": 78.604923, + "rr": 0.708186, + "primary_prob": 45.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.062279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65441, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.406417, + "strategy_rank": 75.922486, + "rr": 1.2008, + "primary_prob": 34.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.801201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068521, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.620321, + "strategy_rank": 67.427608, + "rr": 0.736308, + "primary_prob": 42.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.104462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060242, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.010695, + "strategy_rank": 92.637796, + "rr": 1.098064, + "primary_prob": 33.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.647096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036208, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.946524, + "strategy_rank": 73.688287, + "rr": 1.403917, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.105876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061286, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.02139, + "strategy_rank": 67.954354, + "rr": 1.886858, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.830287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067515, + "hold30_r": -1.0 + }, + { + "symbol": "INCY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.919786, + "strategy_rank": 60.75655, + "rr": 1.109004, + "primary_prob": 46.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.663506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071858, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.379679, + "strategy_rank": 70.41871, + "rr": 1.148417, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.722625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054884, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 74.97817, + "rr": 1.701819, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.552729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.042323, + "hold30_r": 0.230597 + }, + { + "symbol": "KLAC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.342246, + "strategy_rank": 85.436157, + "rr": 1.801106, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.701659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042259, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.032086, + "strategy_rank": 78.32961, + "rr": 1.659941, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.489911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609759, + "hold30_r": 2.335149 + }, + { + "symbol": "LLY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.764706, + "strategy_rank": 71.407119, + "rr": 1.239151, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.858727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.190388, + "hold30_r": 4.618569 + }, + { + "symbol": "MCHP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.775401, + "strategy_rank": 84.567861, + "rr": 0.801919, + "primary_prob": 44.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.202879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753913, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.97861, + "strategy_rank": 65.889829, + "rr": 1.679368, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.519052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069503, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.84492, + "strategy_rank": 65.241817, + "rr": 0.801226, + "primary_prob": 38.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.201838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734624, + "hold30_r": 0.964861 + }, + { + "symbol": "MPC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.716578, + "strategy_rank": 89.336396, + "rr": 0.771365, + "primary_prob": 52.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.157048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042794, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.550802, + "strategy_rank": 64.853971, + "rr": 0.958034, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.437052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.887453, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.652406, + "strategy_rank": 95.008019, + "rr": 2.36721, + "primary_prob": 15.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.550815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.341079, + "hold30_r": 1.823446 + }, + { + "symbol": "MSI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390374, + "strategy_rank": 64.945514, + "rr": 1.350438, + "primary_prob": 23.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.025657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074147, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.262032, + "strategy_rank": 91.025151, + "rr": 1.120175, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.680262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040956, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.721925, + "strategy_rank": 95.148357, + "rr": 0.862984, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.294475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830733, + "hold30_r": 0.245816 + }, + { + "symbol": "OXY", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.326203, + "strategy_rank": 89.963988, + "rr": 1.516325, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.274487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041824, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.508021, + "strategy_rank": 78.95807, + "rr": 0.841482, + "primary_prob": 51.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.262224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779977, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.048128, + "strategy_rank": 76.435718, + "rr": 0.87585, + "primary_prob": 42.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.313775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044066, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.561497, + "strategy_rank": 83.009377, + "rr": 0.942775, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.414163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.893685, + "hold30_r": 2.649845 + }, + { + "symbol": "PODD", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.743316, + "strategy_rank": 85.386596, + "rr": 1.011902, + "primary_prob": 44.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.517853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977599, + "hold30_r": 2.174354 + }, + { + "symbol": "PSX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.593583, + "strategy_rank": 82.414761, + "rr": 0.808432, + "primary_prob": 54.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.212648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043372, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.090909, + "strategy_rank": 72.865237, + "rr": 1.624859, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.437288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053186, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.149733, + "strategy_rank": 84.497983, + "rr": 0.963091, + "primary_prob": 45.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.444637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046772, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.807487, + "strategy_rank": 82.884664, + "rr": 1.057243, + "primary_prob": 27.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.585865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065422, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438503, + "strategy_rank": 82.307592, + "rr": 1.782926, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.674389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062235, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.631016, + "strategy_rank": 74.056866, + "rr": 1.509665, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.264498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069381, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.967914, + "strategy_rank": 93.806996, + "rr": 1.026252, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.539378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039557, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.59893, + "strategy_rank": 63.157352, + "rr": 0.896931, + "primary_prob": 35.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.345396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079277, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.208556, + "strategy_rank": 78.032542, + "rr": 0.779605, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.169408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.727004, + "hold30_r": 1.324518 + }, + { + "symbol": "STT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 75.466382, + "rr": 1.091382, + "primary_prob": 39.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.637073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057328, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.294118, + "strategy_rank": 84.155189, + "rr": 1.408744, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.113116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055683, + "hold30_r": -1.0 + }, + { + "symbol": "TMUS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.780749, + "strategy_rank": 61.756556, + "rr": 1.014064, + "primary_prob": 48.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.521096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942075, + "hold30_r": 2.152265 + }, + { + "symbol": "TPL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037433, + "strategy_rank": 96.220547, + "rr": 0.707765, + "primary_prob": 43.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.061648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034459, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.304813, + "strategy_rank": 84.477083, + "rr": 1.145584, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.718377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049558, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.994652, + "strategy_rank": 79.611732, + "rr": 1.016446, + "primary_prob": 44.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.524669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049339, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.176471, + "strategy_rank": 68.797916, + "rr": 2.139479, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.209219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059492, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.588235, + "strategy_rank": 87.456589, + "rr": 0.972824, + "primary_prob": 45.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.459236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.926524, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.080214, + "strategy_rank": 70.174079, + "rr": 0.815182, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.222774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737508, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.171123, + "strategy_rank": 61.225016, + "rr": 1.202916, + "primary_prob": 27.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.804374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068449, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.251337, + "strategy_rank": 94.769426, + "rr": 1.817732, + "primary_prob": 27.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.726598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037967, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.834225, + "strategy_rank": 93.959411, + "rr": 0.723051, + "primary_prob": 39.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.084577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026252, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.224599, + "strategy_rank": 79.85263, + "rr": 1.658733, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.488099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.597784, + "hold30_r": 4.481617 + }, + { + "symbol": "VTRS", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.385027, + "strategy_rank": 77.799508, + "rr": 1.534166, + "primary_prob": 24.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.301248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048752, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 95.405453, + "rr": 1.782389, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.673583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086537, + "hold30_r": -1.03856 + }, + { + "symbol": "XOM", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.005348, + "strategy_rank": 80.550488, + "rr": 0.779539, + "primary_prob": 42.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.169308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054872, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.240642, + "strategy_rank": 75.004628, + "rr": 1.335951, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.003927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056359, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.042553, + "strategy_rank": 88.40622, + "rr": 1.955627, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.933441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041914, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.042553, + "strategy_rank": 78.791571, + "rr": 1.504103, + "primary_prob": 18.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.256154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068428, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.425532, + "strategy_rank": 71.966662, + "rr": 1.921639, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.882458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048187, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489362, + "strategy_rank": 64.109432, + "rr": 1.630631, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.445946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211531, + "hold30_r": -1.140887 + }, + { + "symbol": "ALB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.765957, + "strategy_rank": 96.079482, + "rr": 1.529798, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.294697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050993, + "hold30_r": -1.021897 + }, + { + "symbol": "AMP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.021277, + "strategy_rank": 79.765212, + "rr": 0.899581, + "primary_prob": 38.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.349371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051856, + "hold30_r": -1.0 + }, + { + "symbol": "APA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.765957, + "strategy_rank": 85.770565, + "rr": 2.000568, + "primary_prob": 22.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 56, + "primary_distance_atr": 3.000852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030045, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.276596, + "strategy_rank": 71.380878, + "rr": 2.148576, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.222864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063427, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.914894, + "strategy_rank": 79.760808, + "rr": 0.674969, + "primary_prob": 51.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.012454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041743, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.170213, + "strategy_rank": 84.997493, + "rr": 1.152646, + "primary_prob": 34.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.728969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049973, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.617021, + "strategy_rank": 66.299431, + "rr": 1.393101, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.089651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067323, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.638298, + "strategy_rank": 82.112414, + "rr": 1.511361, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.267041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047679, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.276596, + "strategy_rank": 96.278967, + "rr": 1.736693, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.60504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680553, + "hold30_r": 3.793421 + }, + { + "symbol": "BKNG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.595745, + "strategy_rank": 81.218932, + "rr": 0.830804, + "primary_prob": 38.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.246206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057127, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.744681, + "strategy_rank": 72.944843, + "rr": 0.990549, + "primary_prob": 31.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.485824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062966, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.702128, + "strategy_rank": 67.092763, + "rr": 1.915119, + "primary_prob": 21.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.872678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058173, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.87234, + "strategy_rank": 80.427836, + "rr": 0.719886, + "primary_prob": 54.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.079829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6609, + "hold30_r": 2.492773 + }, + { + "symbol": "CI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12766, + "strategy_rank": 61.119935, + "rr": 1.339056, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.008585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058069, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.531915, + "strategy_rank": 78.181258, + "rr": 0.850369, + "primary_prob": 47.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.275553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792458, + "hold30_r": 4.648558 + }, + { + "symbol": "CMI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.851064, + "strategy_rank": 65.796382, + "rr": 1.106742, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.660113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059074, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.404255, + "strategy_rank": 68.542214, + "rr": 0.693465, + "primary_prob": 49.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.040198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071779, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.893617, + "strategy_rank": 80.406424, + "rr": 0.834464, + "primary_prob": 44.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.251696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051055, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.404255, + "strategy_rank": 81.53266, + "rr": 1.667028, + "primary_prob": 28.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.500542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050606, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.255319, + "strategy_rank": 88.141144, + "rr": 1.451744, + "primary_prob": 19.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.177616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056068, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.468085, + "strategy_rank": 80.433392, + "rr": 1.094425, + "primary_prob": 33.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.641638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.042342, + "hold30_r": 3.192759 + }, + { + "symbol": "EG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.893617, + "strategy_rank": 77.798143, + "rr": 1.194539, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.791808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059327, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.787234, + "strategy_rank": 97.239599, + "rr": 1.731976, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.597964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03427, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.382979, + "strategy_rank": 92.089104, + "rr": 1.584787, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.377181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02916, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.106383, + "strategy_rank": 78.389755, + "rr": 1.058601, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.587902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055129, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.829787, + "strategy_rank": 85.012061, + "rr": 0.84298, + "primary_prob": 50.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.264471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.164351, + "hold30_r": -1.115697 + }, + { + "symbol": "GILD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.255319, + "strategy_rank": 76.711207, + "rr": 1.515514, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.273271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06915, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.255319, + "strategy_rank": 60.252609, + "rr": 1.417645, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.126468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.545344, + "hold30_r": -1.475905 + }, + { + "symbol": "GPC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.765957, + "strategy_rank": 67.897954, + "rr": 1.159123, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.738684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060755, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446809, + "strategy_rank": 74.808307, + "rr": 1.743668, + "primary_prob": 13.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.615501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060863, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.319149, + "strategy_rank": 80.131048, + "rr": 1.15337, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.730056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052888, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.702128, + "strategy_rank": 69.261553, + "rr": 1.431011, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.146517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060544, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.085106, + "strategy_rank": 71.022632, + "rr": 1.548943, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.323415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05649, + "hold30_r": -1.0 + }, + { + "symbol": "KEYS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.276596, + "strategy_rank": 73.931834, + "rr": 2.041202, + "primary_prob": 20.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.061802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049006, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.808511, + "strategy_rank": 87.769142, + "rr": 1.798978, + "primary_prob": 23.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.698467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042495, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.829787, + "strategy_rank": 79.445182, + "rr": 1.042817, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.564225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.989059, + "hold30_r": 3.437888 + }, + { + "symbol": "LIN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.106383, + "strategy_rank": 63.877016, + "rr": 0.797987, + "primary_prob": 37.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.19698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059365, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553191, + "strategy_rank": 68.548381, + "rr": 1.214389, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.821584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.160241, + "hold30_r": 5.843801 + }, + { + "symbol": "LVS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.617021, + "strategy_rank": 95.337647, + "rr": 0.873549, + "primary_prob": 36.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.310323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047902, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.914894, + "strategy_rank": 85.330871, + "rr": 1.170439, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.755658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04795, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.468085, + "strategy_rank": 64.411099, + "rr": 1.699237, + "primary_prob": 18.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.548855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633604, + "hold30_r": 2.333475 + }, + { + "symbol": "MNST", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.404255, + "strategy_rank": 70.128202, + "rr": 0.896146, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.344219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826316, + "hold30_r": 1.417129 + }, + { + "symbol": "MPC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.553191, + "strategy_rank": 88.319081, + "rr": 0.945096, + "primary_prob": 46.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.417644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040968, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.340426, + "strategy_rank": 89.323011, + "rr": 1.858441, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.787662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034853, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.234043, + "strategy_rank": 65.710327, + "rr": 0.687117, + "primary_prob": 49.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.030675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623243, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.489362, + "strategy_rank": 96.300515, + "rr": 2.644321, + "primary_prob": 12.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.966481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.615807, + "hold30_r": 0.362229 + }, + { + "symbol": "NCLH", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.255319, + "strategy_rank": 91.650698, + "rr": 1.420802, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.131203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256566, + "hold30_r": -1.23353 + }, + { + "symbol": "NFLX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.851064, + "strategy_rank": 84.65307, + "rr": 0.791663, + "primary_prob": 40.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.187494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755205, + "hold30_r": 1.848621 + }, + { + "symbol": "NUE", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.978723, + "strategy_rank": 90.944979, + "rr": 0.92542, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.38813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041277, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.978723, + "strategy_rank": 81.110584, + "rr": 0.852832, + "primary_prob": 45.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.279248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046791, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.191489, + "strategy_rank": 97.014297, + "rr": 0.992743, + "primary_prob": 30.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.489114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033664, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.617021, + "strategy_rank": 80.092424, + "rr": 1.378819, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.068228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04093, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.680851, + "strategy_rank": 78.028188, + "rr": 0.789235, + "primary_prob": 51.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.183852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05537, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.617021, + "strategy_rank": 78.81217, + "rr": 0.814667, + "primary_prob": 35.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.222001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.318237, + "hold30_r": -1.27798 + }, + { + "symbol": "PGR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.106383, + "strategy_rank": 66.16364, + "rr": 0.813992, + "primary_prob": 36.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.220988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076804, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.06383, + "strategy_rank": 83.3657, + "rr": 0.919377, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.379066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052004, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.638298, + "strategy_rank": 83.262095, + "rr": 1.511454, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.26718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475363, + "hold30_r": 2.306016 + }, + { + "symbol": "PSX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.340426, + "strategy_rank": 78.466323, + "rr": 0.711327, + "primary_prob": 49.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.06699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040186, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.042553, + "strategy_rank": 72.29794, + "rr": 0.706969, + "primary_prob": 54.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.060453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054107, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.319149, + "strategy_rank": 80.070538, + "rr": 0.956556, + "primary_prob": 45.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.434834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050424, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.680851, + "strategy_rank": 91.407169, + "rr": 1.309596, + "primary_prob": 29.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.964395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03703, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.680851, + "strategy_rank": 80.23201, + "rr": 0.962621, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.443932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.900597, + "hold30_r": 2.375874 + }, + { + "symbol": "RL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489362, + "strategy_rank": 79.52663, + "rr": 2.047182, + "primary_prob": 21.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.070773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051078, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.191489, + "strategy_rank": 80.520667, + "rr": 1.63279, + "primary_prob": 24.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.449184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057678, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.425532, + "strategy_rank": 71.740547, + "rr": 1.428139, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.142209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066683, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.212766, + "strategy_rank": 84.648936, + "rr": 1.506659, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.259988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065523, + "hold30_r": -1.027491 + }, + { + "symbol": "SNPS", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.191489, + "strategy_rank": 77.82003, + "rr": 0.880488, + "primary_prob": 38.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.320732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828381, + "hold30_r": 1.104272 + }, + { + "symbol": "STLD", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.468085, + "strategy_rank": 94.914284, + "rr": 0.914154, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.371231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038283, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.06383, + "strategy_rank": 70.661878, + "rr": 1.066498, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.599747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066879, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.744681, + "strategy_rank": 67.279238, + "rr": 1.381513, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.07227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.312647, + "hold30_r": 1.589161 + }, + { + "symbol": "TKO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.340426, + "strategy_rank": 85.367597, + "rr": 0.759611, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.139416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700886, + "hold30_r": 10.276766 + }, + { + "symbol": "TPL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.978723, + "strategy_rank": 95.081922, + "rr": 1.47548, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.21322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037301, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.468085, + "strategy_rank": 88.165876, + "rr": 1.246342, + "primary_prob": 32.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.869513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047367, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.553191, + "strategy_rank": 69.793603, + "rr": 1.782133, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.673199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05861, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.404255, + "strategy_rank": 92.449858, + "rr": 1.101422, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.652133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128676, + "hold30_r": -1.085329 + }, + { + "symbol": "UBER", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.042553, + "strategy_rank": 86.823418, + "rr": 1.449921, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.174882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031284, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.531915, + "strategy_rank": 70.279984, + "rr": 0.920309, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.380463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841403, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.957447, + "strategy_rank": 88.284862, + "rr": 1.205519, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.808278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04969, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.893617, + "strategy_rank": 61.941455, + "rr": 0.856628, + "primary_prob": 52.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.284942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068407, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.702128, + "strategy_rank": 92.500407, + "rr": 0.670159, + "primary_prob": 49.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.005238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034865, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.829787, + "strategy_rank": 98.161743, + "rr": 1.221529, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.832294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028422, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.12766, + "strategy_rank": 73.664521, + "rr": 1.397878, + "primary_prob": 27.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.096817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.332483, + "hold30_r": 5.038866 + }, + { + "symbol": "WYNN", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.021277, + "strategy_rank": 95.84483, + "rr": 0.983383, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.475074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048322, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.957447, + "strategy_rank": 76.058748, + "rr": 1.304954, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.957431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052403, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.829787, + "strategy_rank": 77.212698, + "rr": 0.941786, + "primary_prob": 38.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.412679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057658, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-03-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614072, + "strategy_rank": 87.795808, + "rr": 2.244466, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.366699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043255, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.603412, + "strategy_rank": 82.245792, + "rr": 1.196839, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.795258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044822, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.023454, + "strategy_rank": 74.20578, + "rr": 0.719688, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.079532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666601, + "hold30_r": -1.152025 + }, + { + "symbol": "ADSK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 86.457447, + "rr": 1.161677, + "primary_prob": 34.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.742515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037472, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.441365, + "strategy_rank": 95.783423, + "rr": 0.768409, + "primary_prob": 52.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.152613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.742495, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.206823, + "strategy_rank": 78.406478, + "rr": 1.07417, + "primary_prob": 40.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.611255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.039457, + "hold30_r": 1.026651 + }, + { + "symbol": "APA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.01919, + "strategy_rank": 90.07939, + "rr": 0.667932, + "primary_prob": 48.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.001898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.644209, + "hold30_r": 1.460514 + }, + { + "symbol": "APD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.501066, + "strategy_rank": 70.606065, + "rr": 1.273019, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.909528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057137, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.287846, + "strategy_rank": 84.148301, + "rr": 0.888961, + "primary_prob": 49.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.333441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860797, + "hold30_r": 1.11219 + }, + { + "symbol": "ARES", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.942431, + "strategy_rank": 80.432042, + "rr": 1.87302, + "primary_prob": 20.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.809529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.834133, + "hold30_r": 2.885804 + }, + { + "symbol": "AZO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.658849, + "strategy_rank": 65.984598, + "rr": 0.760077, + "primary_prob": 46.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.140115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072355, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.166311, + "strategy_rank": 83.163226, + "rr": 1.661898, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.492846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038001, + "hold30_r": 0.335709 + }, + { + "symbol": "BIIB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.014925, + "strategy_rank": 96.825341, + "rr": 2.001653, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.00248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.945798, + "hold30_r": 4.104087 + }, + { + "symbol": "BKNG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.810235, + "strategy_rank": 71.726739, + "rr": 1.516771, + "primary_prob": 20.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.275156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46328, + "hold30_r": 2.699222 + }, + { + "symbol": "CAH", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.202559, + "strategy_rank": 72.163068, + "rr": 1.330253, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.99538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268198, + "hold30_r": 5.10011 + }, + { + "symbol": "CI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.140725, + "strategy_rank": 63.585742, + "rr": 1.886485, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.829727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059303, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.36887, + "strategy_rank": 64.964592, + "rr": 1.275452, + "primary_prob": 41.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.913177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046929, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.221748, + "strategy_rank": 81.455224, + "rr": 1.575296, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.362944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.543106, + "hold30_r": 1.08359 + }, + { + "symbol": "CSGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.791045, + "strategy_rank": 77.817561, + "rr": 1.313349, + "primary_prob": 31.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.970023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052786, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.867804, + "strategy_rank": 86.475548, + "rr": 0.91055, + "primary_prob": 39.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.365825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865503, + "hold30_r": 3.382136 + }, + { + "symbol": "DHI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.953092, + "strategy_rank": 82.152271, + "rr": 0.79282, + "primary_prob": 39.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.189231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747214, + "hold30_r": 2.729534 + }, + { + "symbol": "DVN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.872068, + "strategy_rank": 90.421086, + "rr": 1.184413, + "primary_prob": 28.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.776619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.157491, + "hold30_r": 2.08297 + }, + { + "symbol": "DXCM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.795309, + "strategy_rank": 86.358844, + "rr": 1.352379, + "primary_prob": 25.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.028569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31661, + "hold30_r": 1.058449 + }, + { + "symbol": "EG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.364606, + "strategy_rank": 81.572245, + "rr": 0.714701, + "primary_prob": 39.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.072051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039799, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.515991, + "strategy_rank": 68.995237, + "rr": 1.121328, + "primary_prob": 42.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.681992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048076, + "hold30_r": -1.0 + }, + { + "symbol": "EOG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.449893, + "strategy_rank": 80.376628, + "rr": 1.92491, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.887366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.894834, + "hold30_r": 2.157549 + }, + { + "symbol": "EPAM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.466951, + "strategy_rank": 97.009844, + "rr": 1.063584, + "primary_prob": 36.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.595377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.031557, + "hold30_r": 0.143587 + }, + { + "symbol": "EQT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.430704, + "strategy_rank": 92.754684, + "rr": 1.19614, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.79421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.170529, + "hold30_r": 2.006675 + }, + { + "symbol": "ERIE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.390192, + "strategy_rank": 78.809305, + "rr": 0.668105, + "primary_prob": 47.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.002157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051422, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.420043, + "strategy_rank": 84.683392, + "rr": 1.710664, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.565997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.682202, + "hold30_r": 1.88983 + }, + { + "symbol": "FICO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.801706, + "strategy_rank": 96.005875, + "rr": 0.723295, + "primary_prob": 41.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.084943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.679754, + "hold30_r": 1.536181 + }, + { + "symbol": "FIX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.004264, + "strategy_rank": 84.381708, + "rr": 1.603921, + "primary_prob": 31.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.405881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040525, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.415778, + "strategy_rank": 75.918704, + "rr": 1.079943, + "primary_prob": 37.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.619915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067354, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.176972, + "strategy_rank": 68.000476, + "rr": 1.254337, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.881506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06036, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.298507, + "strategy_rank": 79.389806, + "rr": 0.814056, + "primary_prob": 36.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055663, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.511727, + "strategy_rank": 75.996507, + "rr": 0.976422, + "primary_prob": 40.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.464633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047076, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.780384, + "strategy_rank": 72.29946, + "rr": 0.951098, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.426647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908351, + "hold30_r": 2.029008 + }, + { + "symbol": "IBKR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.24307, + "strategy_rank": 83.204192, + "rr": 0.844771, + "primary_prob": 36.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.267156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.809476, + "hold30_r": -0.018118 + }, + { + "symbol": "IT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.302772, + "strategy_rank": 68.718323, + "rr": 1.652434, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.478651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045032, + "hold30_r": -0.25684 + }, + { + "symbol": "JBL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.162047, + "strategy_rank": 80.01556, + "rr": 0.769808, + "primary_prob": 39.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.154712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.725407, + "hold30_r": -0.062321 + }, + { + "symbol": "KEYS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.58209, + "strategy_rank": 74.975548, + "rr": 1.771227, + "primary_prob": 26.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.656841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049653, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.633262, + "strategy_rank": 85.247539, + "rr": 0.991334, + "primary_prob": 40.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037441, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.648188, + "strategy_rank": 79.168625, + "rr": 2.048051, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.072076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.001734, + "hold30_r": 1.913588 + }, + { + "symbol": "LLY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.008529, + "strategy_rank": 65.922991, + "rr": 0.78421, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.176314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731168, + "hold30_r": 5.338323 + }, + { + "symbol": "LVS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.680171, + "strategy_rank": 96.425056, + "rr": 1.519701, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.279552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479434, + "hold30_r": 3.46714 + }, + { + "symbol": "MCHP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.434968, + "strategy_rank": 83.136393, + "rr": 0.86373, + "primary_prob": 40.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.295595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043171, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.089552, + "strategy_rank": 58.707367, + "rr": 1.300782, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.951172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.235017, + "hold30_r": 2.352623 + }, + { + "symbol": "MPC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.040512, + "strategy_rank": 89.977294, + "rr": 1.239975, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.859962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206027, + "hold30_r": -0.42855 + }, + { + "symbol": "MPWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.029851, + "strategy_rank": 94.001747, + "rr": 1.054419, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.581628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031511, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.724947, + "strategy_rank": 64.815973, + "rr": 0.671491, + "primary_prob": 50.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.007236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055983, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.963753, + "strategy_rank": 93.798031, + "rr": 1.152742, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.729112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.121095, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.876333, + "strategy_rank": 78.568752, + "rr": 0.758394, + "primary_prob": 42.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.137591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042536, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.074627, + "strategy_rank": 87.382026, + "rr": 1.630241, + "primary_prob": 16.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.445362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593538, + "hold30_r": 1.171771 + }, + { + "symbol": "NUE", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.085288, + "strategy_rank": 87.985233, + "rr": 1.529856, + "primary_prob": 20.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.294784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029806, + "hold30_r": 0.282855 + }, + { + "symbol": "ON", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.081023, + "strategy_rank": 96.773738, + "rr": 1.065887, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.59883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030046, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.663113, + "strategy_rank": 58.855668, + "rr": 1.262523, + "primary_prob": 29.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.893784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193506, + "hold30_r": 4.118502 + }, + { + "symbol": "OXY", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.80597, + "strategy_rank": 84.47269, + "rr": 1.616009, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.424014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.581936, + "hold30_r": 0.718521 + }, + { + "symbol": "PCAR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.15565, + "strategy_rank": 65.645125, + "rr": 1.49693, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.245394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053549, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.643923, + "strategy_rank": 76.276278, + "rr": 0.707342, + "primary_prob": 39.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.061013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050758, + "hold30_r": -1.0 + }, + { + "symbol": "PFG", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.217484, + "strategy_rank": 80.286281, + "rr": 0.834201, + "primary_prob": 43.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.251302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803297, + "hold30_r": 0.453602 + }, + { + "symbol": "PH", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.927505, + "strategy_rank": 73.266275, + "rr": 0.92864, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.39296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886023, + "hold30_r": 0.738335 + }, + { + "symbol": "PHM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.567164, + "strategy_rank": 82.650206, + "rr": 0.68598, + "primary_prob": 43.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.02897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64076, + "hold30_r": 4.521212 + }, + { + "symbol": "PSX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.735608, + "strategy_rank": 88.525564, + "rr": 1.704563, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.556845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671056, + "hold30_r": 0.696244 + }, + { + "symbol": "PTC", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.592751, + "strategy_rank": 72.514925, + "rr": 0.892756, + "primary_prob": 47.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.339133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842451, + "hold30_r": 1.330554 + }, + { + "symbol": "PWR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.379531, + "strategy_rank": 78.461416, + "rr": 0.749046, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.12357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703874, + "hold30_r": 1.785804 + }, + { + "symbol": "RCL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.353945, + "strategy_rank": 89.107336, + "rr": 1.110653, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.665979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02972, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.816631, + "strategy_rank": 79.68228, + "rr": 0.673725, + "primary_prob": 45.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.010588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617234, + "hold30_r": 0.954843 + }, + { + "symbol": "SBUX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.445629, + "strategy_rank": 72.888536, + "rr": 1.396414, + "primary_prob": 25.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.09462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067324, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.375267, + "strategy_rank": 93.154176, + "rr": 0.850141, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.275211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821775, + "hold30_r": 0.973572 + }, + { + "symbol": "SNA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.236674, + "strategy_rank": 60.344395, + "rr": 1.491627, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.23744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0685, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.577825, + "strategy_rank": 83.700222, + "rr": 0.910307, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.365461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860845, + "hold30_r": -0.177217 + }, + { + "symbol": "STLD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.253731, + "strategy_rank": 95.871229, + "rr": 0.751429, + "primary_prob": 39.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.127143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.72709, + "hold30_r": -0.265668 + }, + { + "symbol": "TJX", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232409, + "strategy_rank": 65.622261, + "rr": 1.534433, + "primary_prob": 30.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.301649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466658, + "hold30_r": 1.916962 + }, + { + "symbol": "TKO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228145, + "strategy_rank": 84.591616, + "rr": 1.188433, + "primary_prob": 28.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.782649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129939, + "hold30_r": 7.912484 + }, + { + "symbol": "TPL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.654584, + "strategy_rank": 94.879486, + "rr": 1.292081, + "primary_prob": 32.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.938122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.261114, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.151386, + "strategy_rank": 84.774055, + "rr": 0.840782, + "primary_prob": 45.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.261173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796828, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.729211, + "strategy_rank": 78.814703, + "rr": 1.920312, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.880467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.885121, + "hold30_r": 1.757757 + }, + { + "symbol": "TT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.277186, + "strategy_rank": 69.949349, + "rr": 0.843111, + "primary_prob": 41.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.264667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047396, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.063966, + "strategy_rank": 85.789457, + "rr": 1.010385, + "primary_prob": 39.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.515577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984086, + "hold30_r": 1.219349 + }, + { + "symbol": "UAL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.45629, + "strategy_rank": 91.236424, + "rr": 1.630326, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.445489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028619, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938166, + "strategy_rank": 91.582248, + "rr": 1.214294, + "primary_prob": 30.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.821441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030739, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.66951, + "strategy_rank": 69.364401, + "rr": 1.184438, + "primary_prob": 25.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.776657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.117625, + "hold30_r": 2.443877 + }, + { + "symbol": "URI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.989339, + "strategy_rank": 88.705303, + "rr": 1.185167, + "primary_prob": 25.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.777751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033319, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.861407, + "strategy_rank": 62.754049, + "rr": 2.145697, + "primary_prob": 25.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 91.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.218545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056546, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.827292, + "strategy_rank": 94.615275, + "rr": 1.203454, + "primary_prob": 31.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.805181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.173432, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.588486, + "strategy_rank": 96.590664, + "rr": 0.863845, + "primary_prob": 41.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.295767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023544, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.597015, + "strategy_rank": 67.907272, + "rr": 2.134949, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.202423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.073319, + "hold30_r": 4.10914 + }, + { + "symbol": "WYNN", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.400853, + "strategy_rank": 96.869959, + "rr": 1.248693, + "primary_prob": 24.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.87304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208357, + "hold30_r": 1.283965 + }, + { + "symbol": "XOM", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.948827, + "strategy_rank": 80.440775, + "rr": 0.684597, + "primary_prob": 44.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.026895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643981, + "hold30_r": 3.479467 + }, + { + "symbol": "XYL", + "date": "2023-03-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.993603, + "strategy_rank": 75.735948, + "rr": 0.862946, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.294418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.811626, + "hold30_r": 1.764185 + }, + { + "symbol": "CEG", + "date": "2023-03-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 87.821273, + "rr": 1.526594, + "primary_prob": 23.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.289892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484237, + "hold30_r": 1.186716 + }, + { + "symbol": "ACGL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.574421, + "strategy_rank": 85.595824, + "rr": 0.719, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.078499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676327, + "hold30_r": 2.99556 + }, + { + "symbol": "ALB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.361632, + "strategy_rank": 94.878885, + "rr": 0.722811, + "primary_prob": 54.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.084216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.696161, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.13892, + "strategy_rank": 75.616056, + "rr": 0.970434, + "primary_prob": 39.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.455652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.933516, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.902977, + "strategy_rank": 69.656176, + "rr": 2.472674, + "primary_prob": 24.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 3.709011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.420228, + "hold30_r": 2.923451 + }, + { + "symbol": "APO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.549063, + "strategy_rank": 85.732859, + "rr": 0.685018, + "primary_prob": 52.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.027527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658546, + "hold30_r": 0.649187 + }, + { + "symbol": "AZO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.061742, + "strategy_rank": 67.677543, + "rr": 1.481387, + "primary_prob": 26.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.22208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411468, + "hold30_r": 5.813304 + }, + { + "symbol": "BA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22602, + "strategy_rank": 81.275376, + "rr": 1.600501, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.400752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56115, + "hold30_r": 0.043746 + }, + { + "symbol": "BEN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044101, + "strategy_rank": 77.714039, + "rr": 1.276348, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.914522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237279, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.353914, + "strategy_rank": 97.058631, + "rr": 2.080625, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.120938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.022827, + "hold30_r": 5.764075 + }, + { + "symbol": "BKNG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.123484, + "strategy_rank": 73.374888, + "rr": 1.553002, + "primary_prob": 32.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.329503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.500266, + "hold30_r": 0.31678 + }, + { + "symbol": "BLDR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.674752, + "strategy_rank": 85.113911, + "rr": 1.046811, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008652, + "hold30_r": 6.096609 + }, + { + "symbol": "CAH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.723264, + "strategy_rank": 71.209915, + "rr": 1.151209, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.726814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.093157, + "hold30_r": 5.968454 + }, + { + "symbol": "CDW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.454245, + "strategy_rank": 68.622922, + "rr": 1.803984, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.705975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056704, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461963, + "strategy_rank": 63.340866, + "rr": 1.253997, + "primary_prob": 29.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.880996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049294, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.108049, + "strategy_rank": 67.73438, + "rr": 1.832181, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.748272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045411, + "hold30_r": 0.019073 + }, + { + "symbol": "CPB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.477398, + "strategy_rank": 59.2454, + "rr": 0.761052, + "primary_prob": 42.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.141579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.6885, + "hold30_r": 0.840792 + }, + { + "symbol": "DHI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.76957, + "strategy_rank": 80.804706, + "rr": 1.277383, + "primary_prob": 25.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.916075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.230172, + "hold30_r": 2.902921 + }, + { + "symbol": "EG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.179713, + "strategy_rank": 82.076624, + "rr": 0.939545, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.409317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902154, + "hold30_r": 1.838405 + }, + { + "symbol": "EME", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.415656, + "strategy_rank": 73.944095, + "rr": 1.032682, + "primary_prob": 30.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.549023, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983917, + "hold30_r": 1.58384 + }, + { + "symbol": "EPAM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.754135, + "strategy_rank": 89.48763, + "rr": 0.865281, + "primary_prob": 42.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.297922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8303, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.936053, + "strategy_rank": 93.742036, + "rr": 1.526918, + "primary_prob": 22.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.290377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.500422, + "hold30_r": 1.265141 + }, + { + "symbol": "ERIE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.495039, + "strategy_rank": 79.043887, + "rr": 0.982679, + "primary_prob": 35.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.474018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.931347, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.815877, + "strategy_rank": 71.257582, + "rr": 1.366933, + "primary_prob": 27.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.050399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.318704, + "hold30_r": 1.996853 + }, + { + "symbol": "FIX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.920617, + "strategy_rank": 87.474465, + "rr": 0.87911, + "primary_prob": 34.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.318665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83876, + "hold30_r": -1.045268 + }, + { + "symbol": "GILD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.038589, + "strategy_rank": 76.295989, + "rr": 0.789512, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.184268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728003, + "hold30_r": 0.386575 + }, + { + "symbol": "GIS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.431092, + "strategy_rank": 62.884932, + "rr": 1.614115, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.421173, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.544597, + "hold30_r": 3.241093 + }, + { + "symbol": "GL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.918412, + "strategy_rank": 63.15147, + "rr": 1.468735, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.203102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045444, + "hold30_r": 0.412314 + }, + { + "symbol": "GPC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 70.09035, + "rr": 1.045474, + "primary_prob": 32.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.568211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995061, + "hold30_r": 3.175926 + }, + { + "symbol": "GWW", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.597574, + "strategy_rank": 81.828863, + "rr": 0.832034, + "primary_prob": 37.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.248051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776606, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.818082, + "strategy_rank": 79.70599, + "rr": 1.915924, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.873886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044328, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359427, + "strategy_rank": 68.839717, + "rr": 1.115715, + "primary_prob": 28.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.673572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.07218, + "hold30_r": 2.063531 + }, + { + "symbol": "IBKR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.620728, + "strategy_rank": 82.583354, + "rr": 0.860566, + "primary_prob": 34.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.29085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034684, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.446527, + "strategy_rank": 72.51884, + "rr": 0.945817, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.418725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.903131, + "hold30_r": 1.63909 + }, + { + "symbol": "IT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.256891, + "strategy_rank": 67.6389, + "rr": 1.507491, + "primary_prob": 27.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.261236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046832, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.328556, + "strategy_rank": 84.225369, + "rr": 1.57152, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.357279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038078, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.895259, + "strategy_rank": 78.799619, + "rr": 1.702609, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.553914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654357, + "hold30_r": 2.350278 + }, + { + "symbol": "LULU", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.264609, + "strategy_rank": 81.003708, + "rr": 1.477156, + "primary_prob": 28.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.215734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.430321, + "hold30_r": 5.963357 + }, + { + "symbol": "LVS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 95.257677, + "rr": 1.503103, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.254654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460383, + "hold30_r": 2.700699 + }, + { + "symbol": "MCHP", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667034, + "strategy_rank": 84.12534, + "rr": 0.831909, + "primary_prob": 41.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.247863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042247, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.485116, + "strategy_rank": 57.62671, + "rr": 0.671072, + "primary_prob": 47.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.006609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.604575, + "hold30_r": 2.974095 + }, + { + "symbol": "MGM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.020948, + "strategy_rank": 81.547007, + "rr": 1.508189, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.262283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468468, + "hold30_r": 0.920039 + }, + { + "symbol": "MNST", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.85667, + "strategy_rank": 66.662045, + "rr": 0.777019, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.165528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.705272, + "hold30_r": 5.962515 + }, + { + "symbol": "MPC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.228225, + "strategy_rank": 89.855797, + "rr": 1.169798, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.754697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.133599, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.274531, + "strategy_rank": 93.47699, + "rr": 1.560923, + "primary_prob": 34.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.341384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032774, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.282249, + "strategy_rank": 66.14873, + "rr": 1.563983, + "primary_prob": 25.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.345974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506634, + "hold30_r": 3.700188 + }, + { + "symbol": "MSTR", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.195149, + "strategy_rank": 92.304591, + "rr": 2.409717, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.614575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016275, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.241455, + "strategy_rank": 87.47694, + "rr": 1.282856, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.924284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.260748, + "hold30_r": 1.371851 + }, + { + "symbol": "NUE", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.297685, + "strategy_rank": 87.795838, + "rr": 0.791349, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.187024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.759429, + "hold30_r": -0.612521 + }, + { + "symbol": "ODFL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.579934, + "strategy_rank": 79.819155, + "rr": 1.708527, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.562791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.665194, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.787211, + "strategy_rank": 97.269859, + "rr": 0.990485, + "primary_prob": 30.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.485728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030602, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.990077, + "strategy_rank": 62.972262, + "rr": 1.988499, + "primary_prob": 16.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.982749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.922069, + "hold30_r": 5.775208 + }, + { + "symbol": "PCAR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 69.67397, + "rr": 0.907787, + "primary_prob": 41.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.361681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.856319, + "hold30_r": 1.087457 + }, + { + "symbol": "PCG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.479603, + "strategy_rank": 78.122851, + "rr": 0.726087, + "primary_prob": 49.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.08913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.678016, + "hold30_r": 3.112473 + }, + { + "symbol": "PFG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.959206, + "strategy_rank": 81.2292, + "rr": 0.721181, + "primary_prob": 50.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.081771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690423, + "hold30_r": 0.053953 + }, + { + "symbol": "PGR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.533627, + "strategy_rank": 68.640206, + "rr": 0.84542, + "primary_prob": 38.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.26813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792259, + "hold30_r": -1.047181 + }, + { + "symbol": "PH", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.974642, + "strategy_rank": 75.813602, + "rr": 0.884852, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.327278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844264, + "hold30_r": 0.815766 + }, + { + "symbol": "PHM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.738699, + "strategy_rank": 85.266264, + "rr": 1.651071, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.476607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602751, + "hold30_r": 4.554413 + }, + { + "symbol": "PODD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.841235, + "strategy_rank": 91.120548, + "rr": 0.675024, + "primary_prob": 57.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.012536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638792, + "hold30_r": 1.004408 + }, + { + "symbol": "PSX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.502756, + "strategy_rank": 85.345989, + "rr": 1.631037, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.446556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595817, + "hold30_r": -0.018827 + }, + { + "symbol": "PTC", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.092613, + "strategy_rank": 72.093872, + "rr": 1.50755, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.261325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.452652, + "hold30_r": 2.077328 + }, + { + "symbol": "PWR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.887541, + "strategy_rank": 76.292896, + "rr": 1.111734, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.667601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.065658, + "hold30_r": 1.753547 + }, + { + "symbol": "RCL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.651599, + "strategy_rank": 90.06899, + "rr": 1.092156, + "primary_prob": 28.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.638234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062895, + "hold30_r": 3.283932 + }, + { + "symbol": "ROST", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15656, + "strategy_rank": 79.704972, + "rr": 1.106132, + "primary_prob": 30.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.659197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050924, + "hold30_r": 0.763224 + }, + { + "symbol": "SBUX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.636163, + "strategy_rank": 72.877327, + "rr": 1.078139, + "primary_prob": 31.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.617209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013432, + "hold30_r": 2.889546 + }, + { + "symbol": "SLB", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.141125, + "strategy_rank": 93.206378, + "rr": 1.640313, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.46047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.612227, + "hold30_r": 0.083368 + }, + { + "symbol": "STLD", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.346196, + "strategy_rank": 95.409994, + "rr": 1.185941, + "primary_prob": 25.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.778911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026483, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.036384, + "strategy_rank": 71.279924, + "rr": 1.261617, + "primary_prob": 27.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.892426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213421, + "hold30_r": 2.266014 + }, + { + "symbol": "TJX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 66.719428, + "rr": 1.493731, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.240597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427136, + "hold30_r": 1.726676 + }, + { + "symbol": "TKO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.582139, + "strategy_rank": 84.406177, + "rr": 1.159134, + "primary_prob": 29.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.7387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102082, + "hold30_r": 7.612574 + }, + { + "symbol": "TMUS", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.697905, + "strategy_rank": 59.861801, + "rr": 0.71021, + "primary_prob": 59.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 83, + "primary_distance_atr": 1.065315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638701, + "hold30_r": 0.316587 + }, + { + "symbol": "TPL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133407, + "strategy_rank": 94.297015, + "rr": 1.516583, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.274875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.485083, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.077178, + "strategy_rank": 83.747094, + "rr": 1.653562, + "primary_prob": 23.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.480342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.120968, + "hold30_r": -1.077996 + }, + { + "symbol": "TT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.68247, + "strategy_rank": 71.713042, + "rr": 1.198261, + "primary_prob": 34.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.797391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048562, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.715546, + "strategy_rank": 95.336856, + "rr": 2.400721, + "primary_prob": 29.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.601081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026951, + "hold30_r": 0.561936 + }, + { + "symbol": "UAL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.054024, + "strategy_rank": 89.593263, + "rr": 1.537673, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.30651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508629, + "hold30_r": 1.098039 + }, + { + "symbol": "UBER", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.518192, + "strategy_rank": 91.21752, + "rr": 1.227425, + "primary_prob": 31.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.841137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196961, + "hold30_r": 3.209497 + }, + { + "symbol": "ULTA", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.802646, + "strategy_rank": 70.699146, + "rr": 1.057478, + "primary_prob": 29.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.586216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990634, + "hold30_r": 0.279303 + }, + { + "symbol": "URI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.70011, + "strategy_rank": 90.158394, + "rr": 0.68957, + "primary_prob": 41.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.034355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660432, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.210584, + "strategy_rank": 64.875792, + "rr": 1.881685, + "primary_prob": 27.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 83.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.822527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.828323, + "hold30_r": 2.440865 + }, + { + "symbol": "VLO", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.794928, + "strategy_rank": 93.736978, + "rr": 1.519711, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.279566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032884, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.015436, + "strategy_rank": 97.587703, + "rr": 1.237281, + "primary_prob": 30.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.855922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023932, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.800441, + "strategy_rank": 69.841497, + "rr": 1.735185, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.602777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671929, + "hold30_r": 4.497997 + }, + { + "symbol": "WYNN", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.566703, + "strategy_rank": 96.620455, + "rr": 0.77448, + "primary_prob": 39.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.16172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733559, + "hold30_r": 0.88239 + }, + { + "symbol": "XOM", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.259096, + "strategy_rank": 80.575757, + "rr": 1.55217, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.328255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510901, + "hold30_r": 1.051581 + }, + { + "symbol": "XYL", + "date": "2023-03-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.872106, + "strategy_rank": 76.427966, + "rr": 1.654321, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.481481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.605075, + "hold30_r": 2.973093 + }, + { + "symbol": "CEG", + "date": "2023-03-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.914894, + "strategy_rank": 86.056986, + "rr": 2.017461, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.026192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045767, + "hold30_r": 0.97711 + }, + { + "symbol": "HOOD", + "date": "2023-03-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.851064, + "strategy_rank": 85.799566, + "rr": 5.307053, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 17, + "primary_distance_atr": 7.960579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027023, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.12766, + "strategy_rank": 83.944776, + "rr": 1.272799, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.909199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.223809, + "hold30_r": 3.263126 + }, + { + "symbol": "ALB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.212766, + "strategy_rank": 94.38779, + "rr": 1.518479, + "primary_prob": 28.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.277718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030635, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.808511, + "strategy_rank": 78.536658, + "rr": 0.836565, + "primary_prob": 43.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.254848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.795174, + "hold30_r": -1.040182 + }, + { + "symbol": "APA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.787234, + "strategy_rank": 86.898835, + "rr": 1.933252, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.899878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.904382, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.085106, + "strategy_rank": 68.892059, + "rr": 1.340734, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.011101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280203, + "hold30_r": -0.186105 + }, + { + "symbol": "APO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.957447, + "strategy_rank": 89.116073, + "rr": 1.681136, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.521704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03266, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.489362, + "strategy_rank": 81.596693, + "rr": 1.327366, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.991049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044013, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.702128, + "strategy_rank": 78.879387, + "rr": 1.11622, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.67433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.07241, + "hold30_r": 0.18856 + }, + { + "symbol": "AZO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.297872, + "strategy_rank": 60.951823, + "rr": 0.919003, + "primary_prob": 40.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.378505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842532, + "hold30_r": 5.130601 + }, + { + "symbol": "BA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553191, + "strategy_rank": 81.796788, + "rr": 1.837482, + "primary_prob": 32.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.756223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045929, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.276596, + "strategy_rank": 73.571961, + "rr": 2.19713, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.295695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.131349, + "hold30_r": 4.120717 + }, + { + "symbol": "BKNG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.957447, + "strategy_rank": 73.227538, + "rr": 0.874176, + "primary_prob": 49.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.311263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81607, + "hold30_r": 0.233781 + }, + { + "symbol": "BLDR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.702128, + "strategy_rank": 93.201044, + "rr": 0.672981, + "primary_prob": 41.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.009472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629756, + "hold30_r": 7.414646 + }, + { + "symbol": "CAH", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.87234, + "strategy_rank": 70.456498, + "rr": 2.231578, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.347367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168447, + "hold30_r": 3.946211 + }, + { + "symbol": "CAT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.574468, + "strategy_rank": 72.546077, + "rr": 0.783294, + "primary_prob": 42.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.174942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734655, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 68.799363, + "rr": 1.002181, + "primary_prob": 49.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.503271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.138465, + "hold30_r": -4.079676 + }, + { + "symbol": "CI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.765957, + "strategy_rank": 62.840629, + "rr": 1.506362, + "primary_prob": 24.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.259543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066777, + "hold30_r": -1.017531 + }, + { + "symbol": "CMI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.021277, + "strategy_rank": 67.889416, + "rr": 1.190944, + "primary_prob": 43.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.786416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053861, + "hold30_r": -1.0 + }, + { + "symbol": "COP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.319149, + "strategy_rank": 77.178818, + "rr": 1.285317, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.927975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.246572, + "hold30_r": 0.035134 + }, + { + "symbol": "CPRT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.531915, + "strategy_rank": 65.002914, + "rr": 1.703982, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.555974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630274, + "hold30_r": 4.182967 + }, + { + "symbol": "CRH", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.595745, + "strategy_rank": 78.51511, + "rr": 1.509003, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.263505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055751, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.170213, + "strategy_rank": 83.341442, + "rr": 1.00977, + "primary_prob": 36.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.514655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.957792, + "hold30_r": 3.646089 + }, + { + "symbol": "EG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.914894, + "strategy_rank": 81.728961, + "rr": 0.667066, + "primary_prob": 41.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.000599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623331, + "hold30_r": 1.828074 + }, + { + "symbol": "EME", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.553191, + "strategy_rank": 79.274495, + "rr": 1.212089, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.818133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055036, + "hold30_r": -1.0 + }, + { + "symbol": "EPAM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.425532, + "strategy_rank": 90.973032, + "rr": 2.228512, + "primary_prob": 18.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 52, + "primary_distance_atr": 3.342768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040435, + "hold30_r": -1.0 + }, + { + "symbol": "EQT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.340426, + "strategy_rank": 85.759317, + "rr": 1.665823, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.498735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.635664, + "hold30_r": 1.040989 + }, + { + "symbol": "ERIE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.510638, + "strategy_rank": 79.374644, + "rr": 1.440141, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.160211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382288, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.957447, + "strategy_rank": 65.173397, + "rr": 0.91478, + "primary_prob": 38.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.372169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056855, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.12766, + "strategy_rank": 79.113566, + "rr": 1.730009, + "primary_prob": 22.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.595014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.693025, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.319149, + "strategy_rank": 74.245697, + "rr": 1.073118, + "primary_prob": 34.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.609678, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017972, + "hold30_r": 1.573881 + }, + { + "symbol": "FIX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.468085, + "strategy_rank": 89.818742, + "rr": 1.100126, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.650189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041844, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.085106, + "strategy_rank": 74.809256, + "rr": 1.755238, + "primary_prob": 40.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.632857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687452, + "hold30_r": -1.0 + }, + { + "symbol": "GL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.93617, + "strategy_rank": 63.787166, + "rr": 1.862938, + "primary_prob": 23.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.794407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054329, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.723404, + "strategy_rank": 69.109568, + "rr": 1.265428, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.898143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.207113, + "hold30_r": 1.114008 + }, + { + "symbol": "GWW", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 82.200637, + "rr": 0.729746, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.094619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669024, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.574468, + "strategy_rank": 79.386841, + "rr": 1.241031, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.861547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051817, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.787234, + "strategy_rank": 73.392465, + "rr": 0.724747, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.08712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672249, + "hold30_r": 1.264238 + }, + { + "symbol": "IBKR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.93617, + "strategy_rank": 84.831752, + "rr": 1.029188, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.543782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990626, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.914894, + "strategy_rank": 64.123865, + "rr": 1.485728, + "primary_prob": 47.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.228592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067343, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.212766, + "strategy_rank": 74.932376, + "rr": 1.570414, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.35562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050602, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.148936, + "strategy_rank": 83.29916, + "rr": 1.735007, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.602511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107435, + "hold30_r": -1.068439 + }, + { + "symbol": "LEN", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.744681, + "strategy_rank": 81.48306, + "rr": 2.146825, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.220238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.092566, + "hold30_r": 2.825397 + }, + { + "symbol": "LVS", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.042553, + "strategy_rank": 93.533609, + "rr": 1.341982, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.012972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.292969, + "hold30_r": 2.020871 + }, + { + "symbol": "MCHP", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.765957, + "strategy_rank": 86.372476, + "rr": 0.696745, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.045117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041776, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.234043, + "strategy_rank": 84.025613, + "rr": 1.181679, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.772518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136547, + "hold30_r": -0.708278 + }, + { + "symbol": "MPWR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446809, + "strategy_rank": 92.993021, + "rr": 1.52846, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.292689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032089, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.361702, + "strategy_rank": 63.699688, + "rr": 1.170284, + "primary_prob": 33.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.755427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.108229, + "hold30_r": 3.286756 + }, + { + "symbol": "MSCI", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.106383, + "strategy_rank": 77.380201, + "rr": 2.947582, + "primary_prob": 21.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 26, + "primary_distance_atr": 4.421372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051464, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.553191, + "strategy_rank": 87.659846, + "rr": 1.891398, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.837097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.874382, + "hold30_r": -0.24987 + }, + { + "symbol": "NUE", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.297872, + "strategy_rank": 90.053734, + "rr": 1.133514, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.700271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038178, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.723404, + "strategy_rank": 73.924854, + "rr": 1.500324, + "primary_prob": 34.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.250485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.438876, + "hold30_r": 2.298718 + }, + { + "symbol": "ODFL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.978723, + "strategy_rank": 83.973641, + "rr": 1.613, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.4195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563772, + "hold30_r": -1.053564 + }, + { + "symbol": "ON", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.87234, + "strategy_rank": 96.854587, + "rr": 0.819125, + "primary_prob": 51.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.228688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030596, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.510638, + "strategy_rank": 80.527511, + "rr": 1.717111, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.575667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.93617, + "strategy_rank": 69.420924, + "rr": 1.082777, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.624165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060119, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.787234, + "strategy_rank": 77.019854, + "rr": 1.233034, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.849551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.178639, + "hold30_r": 2.67009 + }, + { + "symbol": "PFG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.12766, + "strategy_rank": 81.750508, + "rr": 1.065898, + "primary_prob": 33.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.598846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037517, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.382979, + "strategy_rank": 76.006302, + "rr": 1.306676, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.960014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049028, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.638298, + "strategy_rank": 88.188847, + "rr": 1.636475, + "primary_prob": 30.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.454713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582821, + "hold30_r": 5.50437 + }, + { + "symbol": "PSX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.425532, + "strategy_rank": 85.619528, + "rr": 0.951361, + "primary_prob": 40.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.427042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911143, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.297872, + "strategy_rank": 71.585581, + "rr": 1.671346, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.507019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063581, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.510638, + "strategy_rank": 90.651714, + "rr": 1.2554, + "primary_prob": 28.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.8831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03251, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.659574, + "strategy_rank": 78.460428, + "rr": 0.699914, + "primary_prob": 44.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.049871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643796, + "hold30_r": 0.375464 + }, + { + "symbol": "SBUX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.170213, + "strategy_rank": 69.172652, + "rr": 1.210918, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.816377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13602, + "hold30_r": 1.774131 + }, + { + "symbol": "SLB", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.489362, + "strategy_rank": 93.179496, + "rr": 0.702143, + "primary_prob": 45.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.053215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668795, + "hold30_r": -1.118695 + }, + { + "symbol": "SMCI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893617, + "strategy_rank": 99.033812, + "rr": 0.988168, + "primary_prob": 30.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.482253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964664, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.382979, + "strategy_rank": 63.557257, + "rr": 0.859821, + "primary_prob": 42.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.289732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786485, + "hold30_r": -1.030725 + }, + { + "symbol": "SNPS", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.531915, + "strategy_rank": 79.267245, + "rr": 0.874099, + "primary_prob": 34.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.311149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818527, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.255319, + "strategy_rank": 96.166621, + "rr": 0.803086, + "primary_prob": 37.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.204628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030953, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.744681, + "strategy_rank": 82.667773, + "rr": 1.634123, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.451185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.603333, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.744681, + "strategy_rank": 74.065863, + "rr": 1.184366, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.77655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126975, + "hold30_r": 2.371037 + }, + { + "symbol": "TJX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.148936, + "strategy_rank": 64.34693, + "rr": 1.983977, + "primary_prob": 18.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.975966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.076068, + "hold30_r": 1.028608 + }, + { + "symbol": "TPL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.06383, + "strategy_rank": 93.009012, + "rr": 1.151546, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.727319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.113618, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.574468, + "strategy_rank": 83.020599, + "rr": 0.999244, + "primary_prob": 38.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.498867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.176484, + "hold30_r": -1.127579 + }, + { + "symbol": "TT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 75.356688, + "rr": 0.691746, + "primary_prob": 47.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.037619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053778, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.595745, + "strategy_rank": 93.862244, + "rr": 2.758126, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 43, + "primary_distance_atr": 4.137189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030626, + "hold30_r": 0.563179 + }, + { + "symbol": "UAL", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.361702, + "strategy_rank": 89.938542, + "rr": 1.892495, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.838742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034138, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.340426, + "strategy_rank": 91.291164, + "rr": 1.153198, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.729797, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033434, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361702, + "strategy_rank": 62.779306, + "rr": 2.102499, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.153749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059661, + "hold30_r": 0.0844 + }, + { + "symbol": "VLO", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.085106, + "strategy_rank": 92.736008, + "rr": 0.72444, + "primary_prob": 42.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.086661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036691, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.723404, + "strategy_rank": 98.087275, + "rr": 0.824167, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.236251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028505, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.276596, + "strategy_rank": 68.358585, + "rr": 0.961342, + "primary_prob": 48.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.442012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896869, + "hold30_r": 3.640194 + }, + { + "symbol": "WYNN", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.404255, + "strategy_rank": 95.953042, + "rr": 1.026002, + "primary_prob": 30.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.539003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.982078, + "hold30_r": -0.727375 + }, + { + "symbol": "XOM", + "date": "2023-03-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.851064, + "strategy_rank": 79.070267, + "rr": 1.88257, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.823856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.833794, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-03-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.723404, + "strategy_rank": 76.69237, + "rr": 2.261402, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.392103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.203744, + "hold30_r": 0.661599 + }, + { + "symbol": "CEG", + "date": "2023-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.70913, + "strategy_rank": 86.199575, + "rr": 1.95576, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.933639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.049299, + "hold30_r": 1.578863 + }, + { + "symbol": "ACGL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 82.940552, + "rr": 0.954203, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.431305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.900417, + "hold30_r": 2.761849 + }, + { + "symbol": "ADI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.154989, + "strategy_rank": 78.524416, + "rr": 1.366084, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.049127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054081, + "hold30_r": -1.0 + }, + { + "symbol": "ALB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 92.388535, + "rr": 1.717613, + "primary_prob": 29.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.576419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027772, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.076433, + "strategy_rank": 75.605096, + "rr": 1.70382, + "primary_prob": 21.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.55573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04536, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.467091, + "strategy_rank": 80.084926, + "rr": 0.7401, + "primary_prob": 55.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.11015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.693998, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042463, + "strategy_rank": 66.762208, + "rr": 1.15251, + "primary_prob": 44.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.728765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.088223, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.70276, + "strategy_rank": 87.537155, + "rr": 1.513428, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.270142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477539, + "hold30_r": 0.878512 + }, + { + "symbol": "APTV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138004, + "strategy_rank": 83.036093, + "rr": 1.715457, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.573186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.192557, + "hold30_r": -1.150309 + }, + { + "symbol": "AZO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.121019, + "strategy_rank": 61.273885, + "rr": 0.80479, + "primary_prob": 53.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.207186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723591, + "hold30_r": 1.965267 + }, + { + "symbol": "BA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.791932, + "strategy_rank": 80.339703, + "rr": 1.892644, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.838966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052036, + "hold30_r": -1.00371 + }, + { + "symbol": "BIIB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.798301, + "strategy_rank": 72.537155, + "rr": 1.947911, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.921867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072243, + "hold30_r": -1.002222 + }, + { + "symbol": "BKNG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.501062, + "strategy_rank": 70.52017, + "rr": 1.210463, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.815695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15062, + "hold30_r": 2.10188 + }, + { + "symbol": "BLDR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 94.288747, + "rr": 0.872183, + "primary_prob": 34.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.308274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.828375, + "hold30_r": 8.88906 + }, + { + "symbol": "CAT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 72.282378, + "rr": 0.711086, + "primary_prob": 55.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.066629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667249, + "hold30_r": 0.587856 + }, + { + "symbol": "CDW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.165605, + "strategy_rank": 67.388535, + "rr": 1.810842, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.716263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.634859, + "hold30_r": -3.574062 + }, + { + "symbol": "CMI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915074, + "strategy_rank": 70.52017, + "rr": 1.722383, + "primary_prob": 33.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.583574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.675958, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.740977, + "strategy_rank": 65.530786, + "rr": 1.254093, + "primary_prob": 43.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.881139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179391, + "hold30_r": 6.959928 + }, + { + "symbol": "CRH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.435244, + "strategy_rank": 85.81741, + "rr": 0.804479, + "primary_prob": 43.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.206719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754013, + "hold30_r": 1.299422 + }, + { + "symbol": "DHI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.055202, + "strategy_rank": 84.532909, + "rr": 0.932897, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.399345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878658, + "hold30_r": 4.125728 + }, + { + "symbol": "EG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004246, + "strategy_rank": 78.673036, + "rr": 0.886242, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.329363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836409, + "hold30_r": 0.988811 + }, + { + "symbol": "EME", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.346072, + "strategy_rank": 80.467091, + "rr": 0.673431, + "primary_prob": 43.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.010146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.622885, + "hold30_r": 2.00602 + }, + { + "symbol": "EPAM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 91.061571, + "rr": 0.884386, + "primary_prob": 42.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.326579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843024, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.552017, + "strategy_rank": 77.462845, + "rr": 0.838905, + "primary_prob": 40.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.258357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776357, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.881104, + "strategy_rank": 70.180467, + "rr": 2.026727, + "primary_prob": 29.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 3.04009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.976684, + "hold30_r": 2.866454 + }, + { + "symbol": "EXPD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.377919, + "strategy_rank": 72.632696, + "rr": 0.715719, + "primary_prob": 56.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 84.0, + "primary_rejection_count": 76, + "primary_distance_atr": 1.073578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660093, + "hold30_r": 2.434131 + }, + { + "symbol": "FICO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.150743, + "strategy_rank": 97.813163, + "rr": 1.136998, + "primary_prob": 28.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.705497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.086267, + "hold30_r": 3.144946 + }, + { + "symbol": "FISV", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.89172, + "strategy_rank": 71.082803, + "rr": 1.242915, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.864372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.178891, + "hold30_r": 1.849727 + }, + { + "symbol": "FIX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.938429, + "strategy_rank": 90.021231, + "rr": 1.094765, + "primary_prob": 28.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.642147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059731, + "hold30_r": 2.981597 + }, + { + "symbol": "FSLR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.681529, + "strategy_rank": 97.929936, + "rr": 0.997989, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.496983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961019, + "hold30_r": -1.792372 + }, + { + "symbol": "GILD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.295117, + "strategy_rank": 73.715499, + "rr": 0.953667, + "primary_prob": 58.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.430501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.884473, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082803, + "strategy_rank": 67.802548, + "rr": 1.0647, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.59705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.0032, + "hold30_r": 0.471819 + }, + { + "symbol": "GWW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.267516, + "strategy_rank": 82.420382, + "rr": 1.130195, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.695292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.07801, + "hold30_r": 1.631422 + }, + { + "symbol": "HUBB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.22293, + "strategy_rank": 81.433121, + "rr": 2.131577, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.197366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.086815, + "hold30_r": 5.940153 + }, + { + "symbol": "HWM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.825902, + "strategy_rank": 74.214437, + "rr": 1.033757, + "primary_prob": 33.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.550636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978263, + "hold30_r": 2.277205 + }, + { + "symbol": "IBKR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781316, + "strategy_rank": 84.023355, + "rr": 1.120108, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.680162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.077247, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.316348, + "strategy_rank": 64.883227, + "rr": 1.854494, + "primary_prob": 31.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.78174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062813, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.339703, + "strategy_rank": 75.81741, + "rr": 1.800224, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 90.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.700336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752317, + "hold30_r": 2.331156 + }, + { + "symbol": "IT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.545648, + "strategy_rank": 69.150743, + "rr": 1.968332, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.952498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056056, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.104034, + "strategy_rank": 62.409766, + "rr": 1.058483, + "primary_prob": 47.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.587725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995912, + "hold30_r": 0.046715 + }, + { + "symbol": "JBL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 79.426752, + "rr": 1.227036, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.840554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050389, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.490446, + "strategy_rank": 87.133758, + "rr": 1.851267, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.7769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.812565, + "hold30_r": 2.52537 + }, + { + "symbol": "LEN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.993631, + "strategy_rank": 82.738854, + "rr": 1.594304, + "primary_prob": 23.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.391455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.538722, + "hold30_r": 3.139593 + }, + { + "symbol": "LRCX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.953291, + "strategy_rank": 85.456476, + "rr": 1.16664, + "primary_prob": 31.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.74996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.131411, + "hold30_r": 3.39237 + }, + { + "symbol": "LVS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.5138, + "strategy_rank": 92.335456, + "rr": 1.290874, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.936312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244547, + "hold30_r": 1.413944 + }, + { + "symbol": "MCHP", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.205945, + "strategy_rank": 90.053079, + "rr": 0.838152, + "primary_prob": 46.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.257228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79786, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.730361, + "strategy_rank": 83.418259, + "rr": 0.741457, + "primary_prob": 51.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.112185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695305, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.579618, + "strategy_rank": 65.0, + "rr": 0.949123, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.423685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882355, + "hold30_r": 4.522358 + }, + { + "symbol": "MPC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770701, + "strategy_rank": 89.140127, + "rr": 1.029674, + "primary_prob": 28.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.544511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0334, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.496815, + "strategy_rank": 95.89172, + "rr": 1.510586, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.265878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03269, + "hold30_r": -1.0 + }, + { + "symbol": "MS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.254777, + "strategy_rank": 68.216561, + "rr": 1.588195, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.382292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541751, + "hold30_r": -0.537857 + }, + { + "symbol": "MTD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.908705, + "strategy_rank": 74.660297, + "rr": 0.686744, + "primary_prob": 58.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 92.0, + "primary_rejection_count": 83, + "primary_distance_atr": 1.030116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628344, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.127389, + "strategy_rank": 88.152866, + "rr": 1.207235, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.810852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.17141, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.305732, + "strategy_rank": 89.267516, + "rr": 2.632062, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.948094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.59066, + "hold30_r": 3.230746 + }, + { + "symbol": "NVR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.278132, + "strategy_rank": 77.526539, + "rr": 1.22823, + "primary_prob": 25.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.842345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165334, + "hold30_r": 2.176485 + }, + { + "symbol": "NXPI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.528662, + "strategy_rank": 81.433121, + "rr": 1.561752, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.342627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.235293, + "hold30_r": -1.19504 + }, + { + "symbol": "ODFL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.859873, + "strategy_rank": 89.299363, + "rr": 1.619308, + "primary_prob": 22.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.428963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571734, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469214, + "strategy_rank": 97.908705, + "rr": 1.126664, + "primary_prob": 30.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.689996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030769, + "hold30_r": -1.0 + }, + { + "symbol": "OXY", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.350318, + "strategy_rank": 82.070064, + "rr": 2.405503, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.608255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04241, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.630573, + "strategy_rank": 73.917197, + "rr": 1.456134, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.184201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.403403, + "hold30_r": 1.254956 + }, + { + "symbol": "PH", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418259, + "strategy_rank": 78.577495, + "rr": 1.530056, + "primary_prob": 20.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.295083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486435, + "hold30_r": 1.421811 + }, + { + "symbol": "PHM", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 88.142251, + "rr": 1.196446, + "primary_prob": 39.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.794669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.138864, + "hold30_r": 5.64474 + }, + { + "symbol": "PSX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.713376, + "strategy_rank": 78.66242, + "rr": 1.753882, + "primary_prob": 29.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.630823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038248, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.367304, + "strategy_rank": 71.157113, + "rr": 1.151599, + "primary_prob": 33.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.727398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.081871, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.507431, + "strategy_rank": 79.278132, + "rr": 1.26389, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.895835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.210338, + "hold30_r": 2.116776 + }, + { + "symbol": "ROK", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.679406, + "strategy_rank": 73.418259, + "rr": 1.149459, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.724188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.100401, + "hold30_r": 0.825593 + }, + { + "symbol": "ROST", + "date": "2023-04-06", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.428875, + "strategy_rank": 75.276008, + "rr": 2.279958, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.419938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058827, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.853503, + "strategy_rank": 71.33758, + "rr": 1.055618, + "primary_prob": 47.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.583427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977047, + "hold30_r": 0.311491 + }, + { + "symbol": "SLB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647558, + "strategy_rank": 92.494692, + "rr": 1.622653, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.433979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033128, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893843, + "strategy_rank": 99.288747, + "rr": 0.751702, + "primary_prob": 39.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.127553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.730106, + "hold30_r": 6.809286 + }, + { + "symbol": "SNA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.288747, + "strategy_rank": 62.855626, + "rr": 1.625691, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.438537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563215, + "hold30_r": 4.391177 + }, + { + "symbol": "SNPS", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.562633, + "strategy_rank": 79.575372, + "rr": 1.041729, + "primary_prob": 29.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.562593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058336, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.726115, + "strategy_rank": 96.146497, + "rr": 0.712521, + "primary_prob": 44.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.068782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.683655, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.518047, + "strategy_rank": 74.065817, + "rr": 1.793712, + "primary_prob": 13.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.690569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.73015, + "hold30_r": 4.30828 + }, + { + "symbol": "TJX", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.216561, + "strategy_rank": 63.503185, + "rr": 1.559121, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.338681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474376, + "hold30_r": 0.705755 + }, + { + "symbol": "TPL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.569002, + "strategy_rank": 90.81741, + "rr": 0.717115, + "primary_prob": 49.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.075673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.679061, + "hold30_r": -1.078362 + }, + { + "symbol": "TPR", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.47983, + "strategy_rank": 86.26327, + "rr": 0.871665, + "primary_prob": 46.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.307498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826538, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.065817, + "strategy_rank": 75.785563, + "rr": 1.787579, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.681369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739206, + "hold30_r": 0.368442 + }, + { + "symbol": "TTD", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.641189, + "strategy_rank": 91.794055, + "rr": 1.629776, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.444664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.598336, + "hold30_r": 1.542277 + }, + { + "symbol": "UAL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.842887, + "strategy_rank": 89.2569, + "rr": 1.980761, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.971142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.944447, + "hold30_r": 2.077082 + }, + { + "symbol": "UBER", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 85.647558, + "rr": 1.53058, + "primary_prob": 24.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.29587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037987, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.356688, + "strategy_rank": 67.388535, + "rr": 0.913407, + "primary_prob": 33.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.37011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.848041, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.558386, + "strategy_rank": 92.845011, + "rr": 0.820565, + "primary_prob": 39.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.230848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.791198, + "hold30_r": -1.0 + }, + { + "symbol": "VICI", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.864119, + "strategy_rank": 61.571125, + "rr": 1.732693, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.59904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064666, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.010616, + "strategy_rank": 91.857749, + "rr": 1.172538, + "primary_prob": 27.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.758807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031597, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921444, + "strategy_rank": 96.443737, + "rr": 1.17033, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.755495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145478, + "hold30_r": 3.19181 + }, + { + "symbol": "WAB", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.92569, + "strategy_rank": 65.021231, + "rr": 1.866162, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.799242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05795, + "hold30_r": 0.315728 + }, + { + "symbol": "WYNN", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 95.456476, + "rr": 0.99443, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.491645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.950782, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-06", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.093418, + "strategy_rank": 75.106157, + "rr": 0.995821, + "primary_prob": 36.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.493731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938809, + "hold30_r": 1.34482 + }, + { + "symbol": "CEG", + "date": "2023-04-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.108108, + "strategy_rank": 85.535135, + "rr": 2.028695, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.043042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057644, + "hold30_r": -1.0 + }, + { + "symbol": "A", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.216216, + "strategy_rank": 70.324324, + "rr": 1.179647, + "primary_prob": 28.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.76947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063538, + "hold30_r": -1.0 + }, + { + "symbol": "ADI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.459459, + "strategy_rank": 80.983784, + "rr": 1.206861, + "primary_prob": 24.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.810292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056064, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.648649, + "strategy_rank": 85.978378, + "rr": 1.054273, + "primary_prob": 40.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.581409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010175, + "hold30_r": 0.48026 + }, + { + "symbol": "ALB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.540541, + "strategy_rank": 89.837838, + "rr": 1.841027, + "primary_prob": 26.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.76154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.254935, + "hold30_r": -1.222749 + }, + { + "symbol": "AMAT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 88.962162, + "rr": 1.476677, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.215015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.437854, + "hold30_r": 3.98205 + }, + { + "symbol": "AMD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.783784, + "strategy_rank": 89.859459, + "rr": 0.772137, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.158205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035169, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.810811, + "strategy_rank": 89.005405, + "rr": 0.850847, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.276271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048979, + "hold30_r": -1.0 + }, + { + "symbol": "APD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 67.167568, + "rr": 0.733214, + "primary_prob": 58.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.099821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662092, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.864865, + "strategy_rank": 84.151351, + "rr": 2.004033, + "primary_prob": 34.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.006049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041286, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.486486, + "strategy_rank": 81.027027, + "rr": 0.944237, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.416355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046846, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.027027, + "strategy_rank": 72.421622, + "rr": 0.670857, + "primary_prob": 49.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.006286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.603429, + "hold30_r": 10.514286 + }, + { + "symbol": "BA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.243243, + "strategy_rank": 83.556757, + "rr": 1.371023, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.056535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045011, + "hold30_r": 0.214222 + }, + { + "symbol": "BEN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.837838, + "strategy_rank": 78.108108, + "rr": 1.068151, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.602227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.018511, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.783784, + "strategy_rank": 73.989189, + "rr": 1.876868, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.815302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.29808, + "hold30_r": -1.224136 + }, + { + "symbol": "CDW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054054, + "strategy_rank": 66.356757, + "rr": 1.598343, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 99.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.397515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.940555, + "hold30_r": -3.878236 + }, + { + "symbol": "CMI", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.324324, + "strategy_rank": 70.259459, + "rr": 2.043832, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.065748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051352, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.432432, + "strategy_rank": 58.67027, + "rr": 1.396271, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.094407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093056, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.513514, + "strategy_rank": 67.578378, + "rr": 1.460035, + "primary_prob": 33.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.190052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376734, + "hold30_r": 5.81119 + }, + { + "symbol": "CRH", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.378378, + "strategy_rank": 84.454054, + "rr": 0.719684, + "primary_prob": 52.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.079525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058141, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.810811, + "strategy_rank": 70.908108, + "rr": 0.958582, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.437873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888785, + "hold30_r": 4.673675 + }, + { + "symbol": "DHI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.405405, + "strategy_rank": 87.286486, + "rr": 0.934499, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.401748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877823, + "hold30_r": 2.44008 + }, + { + "symbol": "DRI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.675676, + "strategy_rank": 59.124324, + "rr": 1.898873, + "primary_prob": 11.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.848309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073662, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.081081, + "strategy_rank": 76.259459, + "rr": 1.268406, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.90261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.210621, + "hold30_r": -0.735977 + }, + { + "symbol": "EME", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.567568, + "strategy_rank": 79.902703, + "rr": 0.8405, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.260749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.78467, + "hold30_r": 2.676693 + }, + { + "symbol": "ERIE", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.621622, + "strategy_rank": 76.745946, + "rr": 0.966409, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.449613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.906554, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.243243, + "strategy_rank": 67.87027, + "rr": 1.176973, + "primary_prob": 44.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.765459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123218, + "hold30_r": 3.428173 + }, + { + "symbol": "EXPD", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.864865, + "strategy_rank": 71.751351, + "rr": 3.192568, + "primary_prob": 25.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 53, + "primary_distance_atr": 4.788851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059883, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.594595, + "strategy_rank": 89.610811, + "rr": 0.952816, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.429224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.913886, + "hold30_r": 2.826572 + }, + { + "symbol": "FTV", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.297297, + "strategy_rank": 65.210811, + "rr": 2.338744, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.508117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.224542, + "hold30_r": -1.163712 + }, + { + "symbol": "GILD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 74.248649, + "rr": 1.186534, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.779801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.112712, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.945946, + "strategy_rank": 67.535135, + "rr": 1.280051, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.920076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.214365, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.513514, + "strategy_rank": 81.902703, + "rr": 0.741991, + "primary_prob": 44.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.112987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689317, + "hold30_r": 0.530693 + }, + { + "symbol": "HUBB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.72973, + "strategy_rank": 80.237838, + "rr": 1.634156, + "primary_prob": 27.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.451234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583264, + "hold30_r": 7.059652 + }, + { + "symbol": "IBKR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.351351, + "strategy_rank": 80.118919, + "rr": 1.804785, + "primary_prob": 28.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.707177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.123561, + "hold30_r": -1.073922 + }, + { + "symbol": "IR", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.756757, + "strategy_rank": 74.648649, + "rr": 2.305034, + "primary_prob": 25.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.45755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049491, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297297, + "strategy_rank": 65.513514, + "rr": 1.745837, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.618756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.678913, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.837838, + "strategy_rank": 79.610811, + "rr": 0.764965, + "primary_prob": 53.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.147448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055295, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.216216, + "strategy_rank": 87.708108, + "rr": 1.932007, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.898011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040763, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.972973, + "strategy_rank": 85.848649, + "rr": 0.827126, + "primary_prob": 42.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.24069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.767539, + "hold30_r": 0.695183 + }, + { + "symbol": "LRCX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.810811, + "strategy_rank": 91.362162, + "rr": 0.984979, + "primary_prob": 36.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.477469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.946599, + "hold30_r": 4.885619 + }, + { + "symbol": "LVS", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.810811, + "strategy_rank": 89.567568, + "rr": 0.833, + "primary_prob": 51.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.2495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782902, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.324324, + "strategy_rank": 91.589189, + "rr": 1.598065, + "primary_prob": 22.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.397097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042286, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.945946, + "strategy_rank": 89.513514, + "rr": 0.840052, + "primary_prob": 51.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.260079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050879, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378378, + "strategy_rank": 82.681081, + "rr": 1.832831, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.749247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048567, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.378378, + "strategy_rank": 67.221622, + "rr": 1.051398, + "primary_prob": 28.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.577098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977435, + "hold30_r": 3.55321 + }, + { + "symbol": "MPC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.054054, + "strategy_rank": 89.394595, + "rr": 0.888544, + "primary_prob": 48.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.332815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039837, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.27027, + "strategy_rank": 97.005405, + "rr": 0.918494, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.37774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03347, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.891892, + "strategy_rank": 87.556757, + "rr": 2.717707, + "primary_prob": 9.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 31, + "primary_distance_atr": 4.076561, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034348, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.162162, + "strategy_rank": 84.12973, + "rr": 1.306638, + "primary_prob": 26.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.959958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054216, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.72973, + "strategy_rank": 76.259459, + "rr": 2.322773, + "primary_prob": 21.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.48416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06026, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.27027, + "strategy_rank": 85.643243, + "rr": 1.576895, + "primary_prob": 36.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.365343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041132, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.621622, + "strategy_rank": 97.102703, + "rr": 1.06316, + "primary_prob": 32.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.59474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020506, + "hold30_r": 9.715083 + }, + { + "symbol": "NVR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.432432, + "strategy_rank": 79.07027, + "rr": 1.807323, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.710985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.737053, + "hold30_r": -0.093506 + }, + { + "symbol": "NXPI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.162162, + "strategy_rank": 84.118919, + "rr": 0.720507, + "primary_prob": 56.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.08076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044687, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.540541, + "strategy_rank": 88.918919, + "rr": 1.701312, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.551968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.399894, + "hold30_r": -1.352523 + }, + { + "symbol": "ON", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.351351, + "strategy_rank": 97.827027, + "rr": 1.231777, + "primary_prob": 25.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.847665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052169, + "hold30_r": -1.017979 + }, + { + "symbol": "PCAR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.756757, + "strategy_rank": 73.556757, + "rr": 0.824648, + "primary_prob": 54.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.236971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.767292, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.108108, + "strategy_rank": 68.216216, + "rr": 1.211115, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.816672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050978, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.972973, + "strategy_rank": 75.643243, + "rr": 1.559748, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.339622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.514474, + "hold30_r": 0.976824 + }, + { + "symbol": "PSX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.567568, + "strategy_rank": 80.659459, + "rr": 0.758084, + "primary_prob": 56.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.137125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046103, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.027027, + "strategy_rank": 73.513514, + "rr": 1.252146, + "primary_prob": 45.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.87822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070186, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.432432, + "strategy_rank": 79.989189, + "rr": 1.859226, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.788839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048529, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.621622, + "strategy_rank": 74.291892, + "rr": 0.741106, + "primary_prob": 48.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.111659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687048, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.972973, + "strategy_rank": 74.064865, + "rr": 1.150236, + "primary_prob": 46.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.725355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.065548, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.702703, + "strategy_rank": 86.475676, + "rr": 2.168754, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.253131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04001, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.891892, + "strategy_rank": 99.210811, + "rr": 0.817645, + "primary_prob": 50.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.226468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.792358, + "hold30_r": -1.353479 + }, + { + "symbol": "SNA", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.648649, + "strategy_rank": 61.254054, + "rr": 2.016366, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.024548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.950147, + "hold30_r": 2.40239 + }, + { + "symbol": "STLD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 93.32973, + "rr": 1.335311, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.002967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301989, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.135135, + "strategy_rank": 63.556757, + "rr": 1.980523, + "primary_prob": 18.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.970785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.898594, + "hold30_r": -0.100833 + }, + { + "symbol": "TPL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.594595, + "strategy_rank": 89.686486, + "rr": 0.961514, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.442271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039582, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.945946, + "strategy_rank": 85.740541, + "rr": 1.601771, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.402656, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049733, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.675676, + "strategy_rank": 77.340541, + "rr": 1.22842, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.84263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.176715, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.297297, + "strategy_rank": 95.048649, + "rr": 0.752812, + "primary_prob": 47.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.129217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.719147, + "hold30_r": 1.935904 + }, + { + "symbol": "UAL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.459459, + "strategy_rank": 82.972973, + "rr": 1.867566, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.801349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.832202, + "hold30_r": 2.372011 + }, + { + "symbol": "UBER", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.405405, + "strategy_rank": 89.437838, + "rr": 1.403756, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.105634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039944, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.027027, + "strategy_rank": 69.632432, + "rr": 0.831946, + "primary_prob": 50.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.247919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761059, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351351, + "strategy_rank": 91.427027, + "rr": 1.046024, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.569036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073673, + "hold30_r": -1.038077 + }, + { + "symbol": "VLO", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.162162, + "strategy_rank": 90.983784, + "rr": 0.745824, + "primary_prob": 47.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.118736, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035727, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.756757, + "strategy_rank": 96.237838, + "rr": 1.273319, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.909978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244954, + "hold30_r": 8.340464 + }, + { + "symbol": "WAB", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 62.291892, + "rr": 1.904442, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.856662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064808, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-04-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.135135, + "strategy_rank": 93.816216, + "rr": 2.213501, + "primary_prob": 23.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.320252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0453, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.0, + "strategy_rank": 76.12973, + "rr": 1.790837, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.686256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062423, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-04-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.230516, + "strategy_rank": 81.536773, + "rr": 1.264252, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.896378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205913, + "hold30_r": 4.222693 + }, + { + "symbol": "ADI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.54775, + "strategy_rank": 80.911087, + "rr": 1.654387, + "primary_prob": 15.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.48158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059942, + "hold30_r": -1.0 + }, + { + "symbol": "ADSK", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.400659, + "strategy_rank": 86.520307, + "rr": 1.253857, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.880786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.204582, + "hold30_r": 1.820294 + }, + { + "symbol": "ALB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.839737, + "strategy_rank": 88.177827, + "rr": 0.792822, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.189233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.76708, + "hold30_r": 2.401615 + }, + { + "symbol": "AMAT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596048, + "strategy_rank": 87.727772, + "rr": 1.429309, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.143963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.388911, + "hold30_r": 3.608656 + }, + { + "symbol": "AMD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.279912, + "strategy_rank": 95.049396, + "rr": 1.519064, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.278596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04738, + "hold30_r": -1.010821 + }, + { + "symbol": "ANET", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 90.702525, + "rr": 0.749874, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.124812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700966, + "hold30_r": -1.656627 + }, + { + "symbol": "APD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.107574, + "strategy_rank": 67.650933, + "rr": 1.734383, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.601574, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079013, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.009879, + "strategy_rank": 63.293085, + "rr": 0.771012, + "primary_prob": 57.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.156518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075712, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.656422, + "strategy_rank": 82.755214, + "rr": 1.525734, + "primary_prob": 39.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.288601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04577, + "hold30_r": -1.0 + }, + { + "symbol": "APTV", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851811, + "strategy_rank": 82.08562, + "rr": 1.43543, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.153145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049584, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 76.278814, + "rr": 0.781968, + "primary_prob": 52.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.172952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052971, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.193194, + "strategy_rank": 73.5236, + "rr": 1.392001, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.088001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069926, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 81.723381, + "rr": 1.917059, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.875589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049745, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 70.548847, + "rr": 1.212698, + "primary_prob": 43.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.819048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081333, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.229418, + "strategy_rank": 73.754116, + "rr": 1.652581, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.478872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04056, + "hold30_r": 0.772014 + }, + { + "symbol": "CMI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.534577, + "strategy_rank": 67.135016, + "rr": 1.47036, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.20554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059231, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.206367, + "strategy_rank": 94.478595, + "rr": 1.832456, + "primary_prob": 18.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.748685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.014741, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.35236, + "strategy_rank": 70.087816, + "rr": 0.856747, + "primary_prob": 49.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.285121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094378, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.986828, + "strategy_rank": 82.107574, + "rr": 1.556738, + "primary_prob": 24.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.335106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070113, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290889, + "strategy_rank": 85.356751, + "rr": 1.040696, + "primary_prob": 46.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.561044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067808, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.87596, + "strategy_rank": 58.605928, + "rr": 0.823264, + "primary_prob": 43.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.234895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080744, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.278814, + "strategy_rank": 77.618002, + "rr": 1.776444, + "primary_prob": 28.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.664665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064637, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158068, + "strategy_rank": 80.087816, + "rr": 1.255505, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.883258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194895, + "hold30_r": 2.408597 + }, + { + "symbol": "EPAM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.095499, + "strategy_rank": 85.795829, + "rr": 1.393254, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.089881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043966, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.767289, + "strategy_rank": 79.023052, + "rr": 1.162486, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.743728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052087, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.754116, + "strategy_rank": 68.210757, + "rr": 1.128756, + "primary_prob": 45.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.693133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067738, + "hold30_r": 3.879149 + }, + { + "symbol": "FDX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315038, + "strategy_rank": 73.501647, + "rr": 1.985518, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.978278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069596, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 90.329308, + "rr": 1.595342, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.393013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045154, + "hold30_r": -1.0 + }, + { + "symbol": "FTV", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.436883, + "strategy_rank": 65.57629, + "rr": 0.748917, + "primary_prob": 48.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.123376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.212661, + "hold30_r": -1.142947 + }, + { + "symbol": "GILD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 72.59056, + "rr": 1.105838, + "primary_prob": 43.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.658756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177448, + "hold30_r": -1.096167 + }, + { + "symbol": "GPC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.498353, + "strategy_rank": 65.521405, + "rr": 1.7854, + "primary_prob": 31.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.6781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110738, + "hold30_r": -1.041504 + }, + { + "symbol": "GWW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.71899, + "strategy_rank": 82.974753, + "rr": 0.709736, + "primary_prob": 42.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.064604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.647347, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.645445, + "strategy_rank": 77.925357, + "rr": 1.454861, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.182292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397626, + "hold30_r": 7.89299 + }, + { + "symbol": "IBKR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.889133, + "strategy_rank": 81.04281, + "rr": 0.666886, + "primary_prob": 43.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.000329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044525, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 64.53348, + "rr": 1.938989, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.908484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071505, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 72.84303, + "rr": 1.630334, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.445502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056163, + "hold30_r": -1.0 + }, + { + "symbol": "ITW", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.412733, + "strategy_rank": 64.851811, + "rr": 1.133892, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.700839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059487, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 80.823271, + "rr": 1.691953, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.53793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050773, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.864984, + "strategy_rank": 88.254665, + "rr": 1.564171, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.346256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522906, + "hold30_r": 4.775374 + }, + { + "symbol": "LEN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 84.335895, + "rr": 1.363824, + "primary_prob": 36.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.045735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.302733, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.425906, + "strategy_rank": 92.458836, + "rr": 1.125983, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.688975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.088309, + "hold30_r": 3.219697 + }, + { + "symbol": "MCHP", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.499451, + "strategy_rank": 91.218441, + "rr": 0.962748, + "primary_prob": 41.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.444123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.211982, + "hold30_r": -1.16837 + }, + { + "symbol": "META", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.194292, + "strategy_rank": 94.577387, + "rr": 1.992887, + "primary_prob": 11.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.989331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.939567, + "hold30_r": 7.32587 + }, + { + "symbol": "MGM", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 78.375412, + "rr": 1.922209, + "primary_prob": 29.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.883314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054002, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 64.555434, + "rr": 0.737055, + "primary_prob": 53.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.105582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657576, + "hold30_r": 4.635142 + }, + { + "symbol": "MPC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 89.165752, + "rr": 0.70956, + "primary_prob": 46.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.06434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041541, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 96.388584, + "rr": 1.535755, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.303633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035144, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.132821, + "strategy_rank": 91.240395, + "rr": 2.478247, + "primary_prob": 14.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.71737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031751, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 84.105379, + "rr": 1.19659, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.794885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060733, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.693743, + "strategy_rank": 91.953897, + "rr": 1.639676, + "primary_prob": 18.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.459514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.018983, + "hold30_r": -0.476214 + }, + { + "symbol": "MTD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.07135, + "strategy_rank": 75.686059, + "rr": 0.777898, + "primary_prob": 56.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.166846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05811, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.243688, + "strategy_rank": 95.708013, + "rr": 2.1898, + "primary_prob": 12.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.2847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.150511, + "hold30_r": 4.521906 + }, + { + "symbol": "NVDA", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 98.024149, + "rr": 0.79158, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.18737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747499, + "hold30_r": 9.793165 + }, + { + "symbol": "NXPI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.448957, + "strategy_rank": 80.987925, + "rr": 1.76463, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.646944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.33004, + "hold30_r": -1.285576 + }, + { + "symbol": "ODFL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.060373, + "strategy_rank": 87.650933, + "rr": 1.625022, + "primary_prob": 31.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.437534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.26574, + "hold30_r": -2.213425 + }, + { + "symbol": "ON", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.341383, + "strategy_rank": 97.826564, + "rr": 1.03047, + "primary_prob": 35.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.545705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.208456, + "hold30_r": -1.174232 + }, + { + "symbol": "ORCL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.888035, + "strategy_rank": 62.228321, + "rr": 1.381428, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.072142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.29971, + "hold30_r": 5.058508 + }, + { + "symbol": "PCAR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913282, + "strategy_rank": 71.427003, + "rr": 0.715791, + "primary_prob": 58.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.073686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652748, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.474204, + "strategy_rank": 70.131723, + "rr": 1.115402, + "primary_prob": 31.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.673104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057836, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717892, + "strategy_rank": 74.500549, + "rr": 1.109136, + "primary_prob": 29.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.663704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056776, + "hold30_r": 1.353083 + }, + { + "symbol": "PSX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.668496, + "strategy_rank": 76.630077, + "rr": 1.613344, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.420016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045595, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.108672, + "strategy_rank": 73.293085, + "rr": 1.653246, + "primary_prob": 37.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.479869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073465, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 72.897914, + "rr": 1.056937, + "primary_prob": 37.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.585406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995343, + "hold30_r": 1.817968 + }, + { + "symbol": "SBUX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 73.754116, + "rr": 0.910287, + "primary_prob": 53.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.365431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.820728, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.791438, + "strategy_rank": 88.375412, + "rr": 1.83349, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.750235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039013, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 99.330406, + "rr": 1.114008, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.671012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.144037, + "hold30_r": -1.119497 + }, + { + "symbol": "SNPS", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 83.402854, + "rr": 1.08287, + "primary_prob": 27.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.624304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067604, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.291987, + "strategy_rank": 93.435785, + "rr": 1.696991, + "primary_prob": 32.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.545487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032839, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.973655, + "strategy_rank": 60.625686, + "rr": 1.425368, + "primary_prob": 42.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.138052, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.228005, + "hold30_r": -1.138281 + }, + { + "symbol": "TPL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.254665, + "strategy_rank": 88.122942, + "rr": 0.758161, + "primary_prob": 42.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.137242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038372, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 85.916575, + "rr": 1.201548, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.802322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052714, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.010977, + "strategy_rank": 75.356751, + "rr": 1.088451, + "primary_prob": 38.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.632677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027934, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.938529, + "strategy_rank": 96.893524, + "rr": 1.512887, + "primary_prob": 39.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.269331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475016, + "hold30_r": 4.013093 + }, + { + "symbol": "UBER", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.949506, + "strategy_rank": 86.838639, + "rr": 0.76259, + "primary_prob": 47.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.143886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724652, + "hold30_r": 5.900631 + }, + { + "symbol": "URI", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.328211, + "strategy_rank": 88.627881, + "rr": 0.808742, + "primary_prob": 42.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.213114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040088, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.511526, + "strategy_rank": 90.658617, + "rr": 1.815039, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.722559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034276, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 95.883644, + "rr": 1.684548, + "primary_prob": 22.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.526822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654507, + "hold30_r": 9.72993 + }, + { + "symbol": "WYNN", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 93.304061, + "rr": 1.613439, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.420159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047656, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 74.643249, + "rr": 1.987567, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.98135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067725, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-04-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.653509, + "strategy_rank": 82.752193, + "rr": 1.228064, + "primary_prob": 29.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.842096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165938, + "hold30_r": 6.694188 + }, + { + "symbol": "A", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.482456, + "strategy_rank": 71.140351, + "rr": 1.11893, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.678394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.44235, + "hold30_r": -1.388096 + }, + { + "symbol": "ADI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.035088, + "strategy_rank": 78.70614, + "rr": 1.56859, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.352885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513639, + "hold30_r": -1.27969 + }, + { + "symbol": "ADSK", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.442982, + "strategy_rank": 85.120614, + "rr": 1.203735, + "primary_prob": 36.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.805603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152639, + "hold30_r": 1.745723 + }, + { + "symbol": "ALB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.802632, + "strategy_rank": 90.888158, + "rr": 1.2785, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.91775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02937, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.991228, + "strategy_rank": 85.010965, + "rr": 0.739204, + "primary_prob": 48.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.108806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.693566, + "hold30_r": 5.446874 + }, + { + "symbol": "AMD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.241228, + "strategy_rank": 91.458333, + "rr": 1.313756, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.970634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.231766, + "hold30_r": -1.195125 + }, + { + "symbol": "AMP", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04386, + "strategy_rank": 71.688596, + "rr": 1.201554, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.802331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050443, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.149123, + "strategy_rank": 89.879386, + "rr": 0.733358, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.100037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.310461, + "hold30_r": -2.261644 + }, + { + "symbol": "APD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.263158, + "strategy_rank": 66.348684, + "rr": 1.205585, + "primary_prob": 52.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.808378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079158, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.048246, + "strategy_rank": 86.239035, + "rr": 1.703743, + "primary_prob": 21.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.555614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049245, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451754, + "strategy_rank": 92.675439, + "rr": 0.923439, + "primary_prob": 36.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.385158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.870144, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.052632, + "strategy_rank": 85.723684, + "rr": 1.715443, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.573165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050024, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.614035, + "strategy_rank": 73.410088, + "rr": 1.728259, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.592388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061776, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.175439, + "strategy_rank": 82.741228, + "rr": 0.824759, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.237138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056767, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.811404, + "strategy_rank": 73.245614, + "rr": 2.007412, + "primary_prob": 29.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.011118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050278, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.662281, + "strategy_rank": 65.964912, + "rr": 1.232876, + "primary_prob": 42.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.849315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061641, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.815789, + "strategy_rank": 79.934211, + "rr": 1.405208, + "primary_prob": 32.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.107811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.069579, + "hold30_r": 0.832078 + }, + { + "symbol": "CRM", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649123, + "strategy_rank": 84.780702, + "rr": 1.105147, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.65772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121055, + "hold30_r": -1.056283 + }, + { + "symbol": "DRI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.45614, + "strategy_rank": 58.442982, + "rr": 0.763304, + "primary_prob": 45.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.144956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07689, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-04-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.526316, + "strategy_rank": 87.5, + "rr": 2.336174, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.50426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048541, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.486842, + "strategy_rank": 77.664474, + "rr": 1.200553, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.800829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.548385, + "hold30_r": -1.478524 + }, + { + "symbol": "EPAM", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.785088, + "strategy_rank": 85.449561, + "rr": 1.316066, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.9741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046226, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.969298, + "strategy_rank": 80.515351, + "rr": 1.564584, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.346875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518471, + "hold30_r": 0.022278 + }, + { + "symbol": "FDX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.004386, + "strategy_rank": 73.300439, + "rr": 1.131931, + "primary_prob": 33.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.697896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067187, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.232456, + "strategy_rank": 97.883772, + "rr": 0.757184, + "primary_prob": 52.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.135775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700974, + "hold30_r": 2.788669 + }, + { + "symbol": "FSLR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890351, + "strategy_rank": 98.278509, + "rr": 0.776217, + "primary_prob": 37.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.164326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.750216, + "hold30_r": 0.972675 + }, + { + "symbol": "FTNT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.688596, + "strategy_rank": 83.10307, + "rr": 1.827751, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.741627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055424, + "hold30_r": -1.0 + }, + { + "symbol": "FTV", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.030702, + "strategy_rank": 64.583333, + "rr": 1.796579, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.694868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736368, + "hold30_r": 2.557679 + }, + { + "symbol": "GE", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.732456, + "strategy_rank": 81.864035, + "rr": 1.524706, + "primary_prob": 45.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.287059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.458261, + "hold30_r": 2.437059 + }, + { + "symbol": "GILD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.22807, + "strategy_rank": 74.813596, + "rr": 1.416877, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.125315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067367, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 62.894737, + "rr": 1.542322, + "primary_prob": 20.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.313483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076367, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.311404, + "strategy_rank": 82.719298, + "rr": 1.171371, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.757056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047863, + "hold30_r": -1.0 + }, + { + "symbol": "IEX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.469298, + "strategy_rank": 63.311404, + "rr": 2.238762, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.358143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058301, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.899123, + "strategy_rank": 76.787281, + "rr": 0.744795, + "primary_prob": 55.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.117193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689386, + "hold30_r": 2.822923 + }, + { + "symbol": "ITW", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.429825, + "strategy_rank": 64.725877, + "rr": 1.476927, + "primary_prob": 18.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.215391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075755, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.47807, + "strategy_rank": 80.734649, + "rr": 1.237537, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.856306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.187909, + "hold30_r": 6.452023 + }, + { + "symbol": "KLAC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.679825, + "strategy_rank": 87.752193, + "rr": 0.746662, + "primary_prob": 45.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.119993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704539, + "hold30_r": 4.844423 + }, + { + "symbol": "LEN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.394737, + "strategy_rank": 82.072368, + "rr": 0.977692, + "primary_prob": 46.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.466538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911944, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951754, + "strategy_rank": 88.234649, + "rr": 1.728809, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.593214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.689091, + "hold30_r": 3.918002 + }, + { + "symbol": "MCHP", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.434211, + "strategy_rank": 88.717105, + "rr": 1.05355, + "primary_prob": 40.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.580325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.011226, + "hold30_r": 2.879012 + }, + { + "symbol": "META", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.95614, + "strategy_rank": 95.942982, + "rr": 1.712583, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.568875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.667126, + "hold30_r": 2.906322 + }, + { + "symbol": "MPC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.807018, + "strategy_rank": 89.320175, + "rr": 1.015587, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.523381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043096, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.27193, + "strategy_rank": 95.548246, + "rr": 1.59193, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.387896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.219164, + "hold30_r": -2.183717 + }, + { + "symbol": "MRNA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.868421, + "strategy_rank": 88.092105, + "rr": 1.314474, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.971712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032275, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.407895, + "strategy_rank": 89.473684, + "rr": 0.940888, + "primary_prob": 44.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.411332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039607, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.995614, + "strategy_rank": 94.265351, + "rr": 1.630878, + "primary_prob": 32.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.446317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021082, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.745614, + "strategy_rank": 77.850877, + "rr": 0.786146, + "primary_prob": 55.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 96.0, + "primary_rejection_count": 89, + "primary_distance_atr": 1.179219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052439, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.013158, + "strategy_rank": 95.723684, + "rr": 2.300906, + "primary_prob": 11.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.451359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.257108, + "hold30_r": 6.246473 + }, + { + "symbol": "NVDA", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.135965, + "strategy_rank": 97.510965, + "rr": 1.225907, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.83886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181611, + "hold30_r": 9.361906 + }, + { + "symbol": "ODFL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.254386, + "strategy_rank": 85.997807, + "rr": 1.575771, + "primary_prob": 24.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.363657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036642, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.684211, + "strategy_rank": 97.302632, + "rr": 0.78992, + "primary_prob": 40.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.184879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757837, + "hold30_r": 4.257786 + }, + { + "symbol": "ORCL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.307018, + "strategy_rank": 62.774123, + "rr": 1.600298, + "primary_prob": 31.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.400448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517172, + "hold30_r": 9.526317 + }, + { + "symbol": "OXY", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.223684, + "strategy_rank": 79.276316, + "rr": 1.364751, + "primary_prob": 36.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.047127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053999, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.092105, + "strategy_rank": 73.190789, + "rr": 1.354855, + "primary_prob": 25.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.032282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062592, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.171053, + "strategy_rank": 74.736842, + "rr": 0.802132, + "primary_prob": 39.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.203198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747332, + "hold30_r": 2.84307 + }, + { + "symbol": "PSX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.828947, + "strategy_rank": 80.986842, + "rr": 0.776042, + "primary_prob": 49.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.164063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047965, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 73.08114, + "rr": 0.797366, + "primary_prob": 45.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.196049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.742233, + "hold30_r": 3.249948 + }, + { + "symbol": "REGN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.403509, + "strategy_rank": 68.70614, + "rr": 1.243658, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.865487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.232555, + "hold30_r": -1.161594 + }, + { + "symbol": "RL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.236842, + "strategy_rank": 78.223684, + "rr": 1.526164, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.289246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054607, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.627193, + "strategy_rank": 73.114035, + "rr": 1.803348, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.705022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.049965, + "hold30_r": -1.963886 + }, + { + "symbol": "SLB", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.447368, + "strategy_rank": 87.960526, + "rr": 1.257355, + "primary_prob": 31.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.886032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03776, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.671053, + "strategy_rank": 99.111842, + "rr": 0.819738, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.229607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796151, + "hold30_r": 17.153407 + }, + { + "symbol": "SNPS", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.530702, + "strategy_rank": 82.445175, + "rr": 1.538143, + "primary_prob": 17.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.307214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474773, + "hold30_r": 6.375862 + }, + { + "symbol": "STLD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.872807, + "strategy_rank": 91.91886, + "rr": 0.758004, + "primary_prob": 44.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.137006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034363, + "hold30_r": -1.0 + }, + { + "symbol": "STT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.907895, + "strategy_rank": 80.263158, + "rr": 0.981253, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.47188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154647, + "hold30_r": -1.116326 + }, + { + "symbol": "TJX", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.390351, + "strategy_rank": 62.653509, + "rr": 1.154351, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.731526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086575, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.188596, + "strategy_rank": 91.655702, + "rr": 1.779752, + "primary_prob": 17.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.669628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037327, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 85.756579, + "rr": 1.222032, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.833048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051822, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.02193, + "strategy_rank": 73.903509, + "rr": 1.72666, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.58999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061418, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.710526, + "strategy_rank": 97.434211, + "rr": 1.804191, + "primary_prob": 36.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.706287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035319, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.460526, + "strategy_rank": 88.026316, + "rr": 0.72185, + "primary_prob": 45.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.082774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037202, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.214912, + "strategy_rank": 89.024123, + "rr": 1.176421, + "primary_prob": 33.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.764631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035979, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.609649, + "strategy_rank": 89.813596, + "rr": 1.613911, + "primary_prob": 30.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.420867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586886, + "hold30_r": 5.606122 + }, + { + "symbol": "WYNN", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.464912, + "strategy_rank": 92.510965, + "rr": 1.502008, + "primary_prob": 33.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.253011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04543, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-04-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.267544, + "strategy_rank": 75.274123, + "rr": 1.060954, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.591431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.993313, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-04", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.84141, + "strategy_rank": 82.929515, + "rr": 2.470494, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.705741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.413095, + "hold30_r": 5.222027 + }, + { + "symbol": "HOOD", + "date": "2023-05-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15859, + "strategy_rank": 86.88326, + "rr": 8.643586, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 12.965379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034951, + "hold30_r": 3.19423 + }, + { + "symbol": "ADI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.343612, + "strategy_rank": 76.993392, + "rr": 1.08897, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.633455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.02988, + "hold30_r": -1.915211 + }, + { + "symbol": "AES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.176211, + "strategy_rank": 68.777533, + "rr": 2.041557, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 83, + "primary_distance_atr": 3.062336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049584, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.894273, + "strategy_rank": 90.132159, + "rr": 0.783025, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.174537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035348, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577093, + "strategy_rank": 93.645374, + "rr": 1.173868, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.760802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140696, + "hold30_r": 1.990911 + }, + { + "symbol": "APD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.268722, + "strategy_rank": 67.797357, + "rr": 0.855531, + "primary_prob": 62.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.283296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076615, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.215859, + "strategy_rank": 86.696035, + "rr": 1.249667, + "primary_prob": 33.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.8745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208792, + "hold30_r": 5.358319 + }, + { + "symbol": "ARES", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.801762, + "strategy_rank": 80.27533, + "rr": 0.861396, + "primary_prob": 40.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.292094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823123, + "hold30_r": 2.669095 + }, + { + "symbol": "AXON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.559471, + "strategy_rank": 93.11674, + "rr": 0.726828, + "primary_prob": 56.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.090241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676514, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.026432, + "strategy_rank": 86.123348, + "rr": 1.957115, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.935673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.907534, + "hold30_r": 1.753629 + }, + { + "symbol": "BIIB", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.356828, + "strategy_rank": 74.955947, + "rr": 2.138846, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.208269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062734, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.85022, + "strategy_rank": 74.900881, + "rr": 0.887932, + "primary_prob": 38.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.331898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830086, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.814978, + "strategy_rank": 83.42511, + "rr": 0.879205, + "primary_prob": 35.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.318807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.819339, + "hold30_r": 3.980078 + }, + { + "symbol": "CRH", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361233, + "strategy_rank": 76.200441, + "rr": 1.501183, + "primary_prob": 40.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.251775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069937, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.726872, + "strategy_rank": 81.9163, + "rr": 1.228967, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.843451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164635, + "hold30_r": 3.154913 + }, + { + "symbol": "DRI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.581498, + "strategy_rank": 59.867841, + "rr": 1.915551, + "primary_prob": 11.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.873326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081593, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.537445, + "strategy_rank": 85.837004, + "rr": 2.432521, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.648781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048181, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.299559, + "strategy_rank": 76.729075, + "rr": 1.194329, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.791493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057511, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.365639, + "strategy_rank": 82.290749, + "rr": 0.714349, + "primary_prob": 54.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.071523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056974, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.38326, + "strategy_rank": 81.431718, + "rr": 1.067868, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.601803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046604, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.480176, + "strategy_rank": 74.328194, + "rr": 0.931835, + "primary_prob": 38.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.397752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06943, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 98.237885, + "rr": 1.158185, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.737278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.130384, + "hold30_r": 0.583723 + }, + { + "symbol": "FTNT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.757709, + "strategy_rank": 89.196035, + "rr": 1.594623, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.391935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.545641, + "hold30_r": 2.680772 + }, + { + "symbol": "GE", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.77533, + "strategy_rank": 82.786344, + "rr": 1.842266, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.763399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.781559, + "hold30_r": 1.144622 + }, + { + "symbol": "GILD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.823789, + "strategy_rank": 68.491189, + "rr": 1.097811, + "primary_prob": 40.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.646717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065813, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.563877, + "strategy_rank": 64.262115, + "rr": 1.911608, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.867412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077342, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.070485, + "strategy_rank": 80.407489, + "rr": 1.176134, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.764202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061711, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 67.80837, + "rr": 0.695704, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.043556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633738, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.488987, + "strategy_rank": 68.0837, + "rr": 1.148199, + "primary_prob": 28.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.722298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062138, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.022026, + "strategy_rank": 68.997797, + "rr": 0.821143, + "primary_prob": 50.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.231715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.035242, + "strategy_rank": 87.312775, + "rr": 0.846603, + "primary_prob": 44.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.269904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.805966, + "hold30_r": 0.997877 + }, + { + "symbol": "IDXX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.986784, + "strategy_rank": 84.129956, + "rr": 1.597601, + "primary_prob": 20.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.396402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046925, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.114537, + "strategy_rank": 74.460352, + "rr": 0.759229, + "primary_prob": 56.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.138843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706943, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.497797, + "strategy_rank": 65.242291, + "rr": 0.848643, + "primary_prob": 47.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.272965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797493, + "hold30_r": 4.194732 + }, + { + "symbol": "JBL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.585903, + "strategy_rank": 79.537445, + "rr": 0.858746, + "primary_prob": 36.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.288119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.810706, + "hold30_r": 8.896764 + }, + { + "symbol": "KLAC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.242291, + "strategy_rank": 83.656388, + "rr": 0.834599, + "primary_prob": 42.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.251899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790205, + "hold30_r": 4.534991 + }, + { + "symbol": "LEN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.281938, + "strategy_rank": 81.123348, + "rr": 0.797273, + "primary_prob": 53.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.19591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.730893, + "hold30_r": -1.094239 + }, + { + "symbol": "LVS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.678414, + "strategy_rank": 87.147577, + "rr": 1.14392, + "primary_prob": 40.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.715881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046822, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444934, + "strategy_rank": 85.132159, + "rr": 1.776401, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.664601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039313, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.718062, + "strategy_rank": 60.671806, + "rr": 0.857321, + "primary_prob": 40.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.285981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787723, + "hold30_r": 4.228728 + }, + { + "symbol": "MGM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 79.72467, + "rr": 1.264235, + "primary_prob": 30.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.896352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044359, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.806167, + "strategy_rank": 90.0, + "rr": 1.185108, + "primary_prob": 28.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.777663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.151566, + "hold30_r": 0.633815 + }, + { + "symbol": "MPWR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 85.154185, + "rr": 1.595349, + "primary_prob": 31.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.393024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569338, + "hold30_r": 3.129457 + }, + { + "symbol": "MRNA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.14978, + "strategy_rank": 86.949339, + "rr": 0.814987, + "primary_prob": 48.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.222481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033466, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.061674, + "strategy_rank": 88.700441, + "rr": 0.748992, + "primary_prob": 47.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.123489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042871, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.722467, + "strategy_rank": 72.742291, + "rr": 1.454811, + "primary_prob": 20.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.182217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.380585, + "hold30_r": -0.32294 + }, + { + "symbol": "MSTR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.797357, + "strategy_rank": 98.325991, + "rr": 1.655396, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.483095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020599, + "hold30_r": -1.0 + }, + { + "symbol": "MTD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.938326, + "strategy_rank": 76.090308, + "rr": 1.879312, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 95.0, + "primary_rejection_count": 89, + "primary_distance_atr": 2.818968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048152, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 96.222467, + "rr": 1.044093, + "primary_prob": 32.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.566139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.998692, + "hold30_r": 7.869198 + }, + { + "symbol": "NVDA", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.348018, + "strategy_rank": 97.753304, + "rr": 2.275495, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.413242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231842, + "hold30_r": 11.51446 + }, + { + "symbol": "ODFL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.572687, + "strategy_rank": 83.127753, + "rr": 0.992318, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.488477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039497, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.792952, + "strategy_rank": 67.125551, + "rr": 0.75298, + "primary_prob": 47.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.12947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.700919, + "hold30_r": 1.131123 + }, + { + "symbol": "ON", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.017621, + "strategy_rank": 96.861233, + "rr": 1.038241, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.557362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004453, + "hold30_r": 1.697295 + }, + { + "symbol": "ORCL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.638767, + "strategy_rank": 66.090308, + "rr": 1.67636, + "primary_prob": 14.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.51454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587894, + "hold30_r": 11.43574 + }, + { + "symbol": "PCAR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.700441, + "strategy_rank": 67.973568, + "rr": 0.761995, + "primary_prob": 43.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.142992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054061, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.198238, + "strategy_rank": 73.14978, + "rr": 1.204138, + "primary_prob": 28.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.806208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.157811, + "hold30_r": -0.007154 + }, + { + "symbol": "REGN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.859031, + "strategy_rank": 73.314978, + "rr": 1.349661, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.024492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055341, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.418502, + "strategy_rank": 77.235683, + "rr": 1.994607, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.99191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062903, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 76.85022, + "rr": 1.714193, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.57129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060496, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.629956, + "strategy_rank": 88.557269, + "rr": 1.238062, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.857093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035422, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.162996, + "strategy_rank": 82.863436, + "rr": 1.626346, + "primary_prob": 15.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.439519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.558394, + "hold30_r": 5.846718 + }, + { + "symbol": "STLD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977974, + "strategy_rank": 90.242291, + "rr": 1.676847, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.51527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031863, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.013216, + "strategy_rank": 72.797357, + "rr": 0.866787, + "primary_prob": 35.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.30018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069175, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.436123, + "strategy_rank": 63.623348, + "rr": 1.288587, + "primary_prob": 30.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.932881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.205055, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.044053, + "strategy_rank": 92.599119, + "rr": 1.544853, + "primary_prob": 21.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.317279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037388, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.621145, + "strategy_rank": 84.988987, + "rr": 1.685824, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.528737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048479, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.76652, + "strategy_rank": 75.154185, + "rr": 1.612713, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.41907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052778, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 95.495595, + "rr": 1.324098, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.986146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286858, + "hold30_r": 3.854663 + }, + { + "symbol": "UBER", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.079295, + "strategy_rank": 91.145374, + "rr": 2.791912, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.187869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.754815, + "hold30_r": 2.171777 + }, + { + "symbol": "ULTA", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.603524, + "strategy_rank": 69.030837, + "rr": 1.107415, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.661122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061484, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.140969, + "strategy_rank": 84.372247, + "rr": 1.606003, + "primary_prob": 22.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.409004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.572784, + "hold30_r": 3.154347 + }, + { + "symbol": "VRSN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 62.422907, + "rr": 1.637561, + "primary_prob": 20.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.456341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.562292, + "hold30_r": 0.377219 + }, + { + "symbol": "VRT", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.920705, + "strategy_rank": 87.290749, + "rr": 1.62124, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.43186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593033, + "hold30_r": 7.870828 + }, + { + "symbol": "WST", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929515, + "strategy_rank": 82.863436, + "rr": 1.525424, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.288136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057905, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.898678, + "strategy_rank": 90.27533, + "rr": 0.673273, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.00991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045038, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.400881, + "strategy_rank": 78.854626, + "rr": 1.439769, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.159653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050857, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-05-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.506608, + "strategy_rank": 70.231278, + "rr": 2.443954, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.66593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065495, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.762014, + "strategy_rank": 80.881007, + "rr": 1.320965, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.981447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.260371, + "hold30_r": 4.407429 + }, + { + "symbol": "HOOD", + "date": "2023-05-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.981693, + "strategy_rank": 87.757437, + "rr": 5.342342, + "primary_prob": 11.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 8.013514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034093, + "hold30_r": -1.0 + }, + { + "symbol": "AES", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.837529, + "strategy_rank": 73.12357, + "rr": 1.826228, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 98, + "primary_distance_atr": 2.739341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04334, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.075515, + "strategy_rank": 93.066362, + "rr": 2.068692, + "primary_prob": 12.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.103038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035925, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.910755, + "strategy_rank": 92.173913, + "rr": 1.267158, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.900737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.228479, + "hold30_r": 2.438344 + }, + { + "symbol": "APO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.922197, + "strategy_rank": 82.814645, + "rr": 1.711917, + "primary_prob": 21.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.567876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.671276, + "hold30_r": 3.982186 + }, + { + "symbol": "ARES", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.871854, + "strategy_rank": 83.375286, + "rr": 0.963279, + "primary_prob": 37.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.444919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919614, + "hold30_r": 2.928063 + }, + { + "symbol": "AXON", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.771167, + "strategy_rank": 95.377574, + "rr": 0.79728, + "primary_prob": 39.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.19592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032072, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.71167, + "strategy_rank": 84.908467, + "rr": 1.710101, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.565151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658481, + "hold30_r": 1.122664 + }, + { + "symbol": "BIIB", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.453089, + "strategy_rank": 74.313501, + "rr": 2.224681, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.337022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06591, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.464531, + "strategy_rank": 67.494279, + "rr": 0.834796, + "primary_prob": 36.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.252194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.774731, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.224256, + "strategy_rank": 84.347826, + "rr": 0.92203, + "primary_prob": 36.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.383045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.858518, + "hold30_r": 4.363407 + }, + { + "symbol": "COIN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.283753, + "strategy_rank": 98.729977, + "rr": 2.386502, + "primary_prob": 11.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.579753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.508747, + "hold30_r": -1.492037 + }, + { + "symbol": "CRH", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.354691, + "strategy_rank": 76.601831, + "rr": 1.115637, + "primary_prob": 38.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.673456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073893, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.210526, + "strategy_rank": 73.947368, + "rr": 1.580846, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.371269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513886, + "hold30_r": 6.46322 + }, + { + "symbol": "DRI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.892449, + "strategy_rank": 57.242563, + "rr": 1.643732, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.465598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567385, + "hold30_r": 3.813489 + }, + { + "symbol": "DXCM", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.652174, + "strategy_rank": 90.743707, + "rr": 2.430502, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.645753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052261, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.423341, + "strategy_rank": 82.551487, + "rr": 1.350255, + "primary_prob": 35.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.025383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286469, + "hold30_r": 2.855128 + }, + { + "symbol": "ERIE", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.363844, + "strategy_rank": 81.659039, + "rr": 1.280099, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.920148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04787, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.329519, + "strategy_rank": 84.382151, + "rr": 1.756048, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.634071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056677, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.956522, + "strategy_rank": 82.871854, + "rr": 1.517585, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.276377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453945, + "hold30_r": 1.971014 + }, + { + "symbol": "GILD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.702517, + "strategy_rank": 64.919908, + "rr": 1.846428, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.769643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068073, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.693364, + "strategy_rank": 60.995423, + "rr": 1.023508, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.535262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078352, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.503432, + "strategy_rank": 80.06865, + "rr": 0.803936, + "primary_prob": 52.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.205904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066158, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.384439, + "strategy_rank": 66.167048, + "rr": 1.003886, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.50583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938211, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15103, + "strategy_rank": 68.249428, + "rr": 1.076098, + "primary_prob": 30.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.614147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069047, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.524027, + "strategy_rank": 68.489703, + "rr": 0.860882, + "primary_prob": 34.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.291323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801879, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.881007, + "strategy_rank": 87.505721, + "rr": 1.151116, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.726675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.107403, + "hold30_r": 1.477122 + }, + { + "symbol": "IDXX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.21968, + "strategy_rank": 87.173913, + "rr": 0.80894, + "primary_prob": 42.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.213409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053333, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.668192, + "strategy_rank": 71.933638, + "rr": 1.236161, + "primary_prob": 27.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.854241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181578, + "hold30_r": 2.661232 + }, + { + "symbol": "ISRG", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.434783, + "strategy_rank": 76.144165, + "rr": 1.491017, + "primary_prob": 36.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.236526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.416853, + "hold30_r": 3.00645 + }, + { + "symbol": "IT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.697941, + "strategy_rank": 68.19222, + "rr": 1.68435, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.526525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.625475, + "hold30_r": 2.697068 + }, + { + "symbol": "JBL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.16476, + "strategy_rank": 78.169336, + "rr": 1.546267, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.319401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491234, + "hold30_r": 8.262891 + }, + { + "symbol": "LEN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.135011, + "strategy_rank": 81.636156, + "rr": 0.895336, + "primary_prob": 49.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.343004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.145926, + "hold30_r": -1.076843 + }, + { + "symbol": "LULU", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.379863, + "strategy_rank": 83.272311, + "rr": 0.99469, + "primary_prob": 36.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.492035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074534, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.741419, + "strategy_rank": 86.453089, + "rr": 1.034943, + "primary_prob": 30.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.552414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045969, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.663616, + "strategy_rank": 75.858124, + "rr": 1.305594, + "primary_prob": 36.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 70, + "primary_distance_atr": 1.958391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045835, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707094, + "strategy_rank": 88.489703, + "rr": 1.529136, + "primary_prob": 22.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.293704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037313, + "hold30_r": 0.696142 + }, + { + "symbol": "MPWR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.121281, + "strategy_rank": 85.2746, + "rr": 2.105638, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.158458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.078753, + "hold30_r": 4.499649 + }, + { + "symbol": "MRNA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.533181, + "strategy_rank": 92.837529, + "rr": 1.885653, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.82848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033829, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.130435, + "strategy_rank": 86.315789, + "rr": 1.81356, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.72034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047658, + "hold30_r": -0.230868 + }, + { + "symbol": "MSTR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.542334, + "strategy_rank": 99.542334, + "rr": 0.963148, + "primary_prob": 33.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.444722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947002, + "hold30_r": 1.605744 + }, + { + "symbol": "MTD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528604, + "strategy_rank": 79.633867, + "rr": 1.526905, + "primary_prob": 31.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.290357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053035, + "hold30_r": -1.004886 + }, + { + "symbol": "NFLX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.199085, + "strategy_rank": 96.487414, + "rr": 1.706772, + "primary_prob": 33.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.560158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659725, + "hold30_r": 5.342745 + }, + { + "symbol": "NVDA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.254005, + "strategy_rank": 96.979405, + "rr": 1.718097, + "primary_prob": 32.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.577146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.672549, + "hold30_r": 10.880746 + }, + { + "symbol": "OMC", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.20595, + "strategy_rank": 63.558352, + "rr": 0.950176, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.425264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057785, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.194508, + "strategy_rank": 94.885584, + "rr": 1.087959, + "primary_prob": 42.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.631939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051628, + "hold30_r": 2.35168 + }, + { + "symbol": "ORCL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.558352, + "strategy_rank": 64.805492, + "rr": 1.380349, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.070524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2837, + "hold30_r": 9.872336 + }, + { + "symbol": "PANW", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.155606, + "strategy_rank": 83.135011, + "rr": 1.664639, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.496958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055361, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.897025, + "strategy_rank": 69.038902, + "rr": 0.796304, + "primary_prob": 41.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.194456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055658, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.125858, + "strategy_rank": 70.846682, + "rr": 1.634709, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.452064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049154, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.2746, + "strategy_rank": 92.814645, + "rr": 2.241453, + "primary_prob": 25.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.36218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.215103, + "hold30_r": 7.086887 + }, + { + "symbol": "REGN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.93135, + "strategy_rank": 73.215103, + "rr": 1.026279, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.539419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062872, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.926773, + "strategy_rank": 80.846682, + "rr": 1.923903, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.885855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048872, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.473684, + "strategy_rank": 76.94508, + "rr": 1.458199, + "primary_prob": 29.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.187299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397413, + "hold30_r": 5.679277 + }, + { + "symbol": "SBUX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 73.867277, + "rr": 1.348846, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.023269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067055, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.990847, + "strategy_rank": 89.79405, + "rr": 1.212445, + "primary_prob": 27.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.818667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177221, + "hold30_r": 1.626504 + }, + { + "symbol": "STLD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.791762, + "strategy_rank": 92.276888, + "rr": 1.206264, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.809397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033309, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.608696, + "strategy_rank": 69.874142, + "rr": 0.817009, + "primary_prob": 37.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.225514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073171, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.732265, + "strategy_rank": 65.160183, + "rr": 1.04574, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.56861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960225, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.05492, + "strategy_rank": 90.709382, + "rr": 0.942582, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.413873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8856, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.448513, + "strategy_rank": 89.393593, + "rr": 1.091491, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.637236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040613, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.681922, + "strategy_rank": 88.306636, + "rr": 0.772618, + "primary_prob": 48.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.158927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731688, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.727689, + "strategy_rank": 74.02746, + "rr": 1.555057, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.332586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055916, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.482838, + "strategy_rank": 97.963387, + "rr": 1.195384, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.793077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164729, + "hold30_r": 3.56005 + }, + { + "symbol": "UBER", + "date": "2023-05-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.393593, + "strategy_rank": 93.741419, + "rr": 2.67015, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.005226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.628936, + "hold30_r": 2.883404 + }, + { + "symbol": "ULTA", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.304348, + "strategy_rank": 66.933638, + "rr": 0.798306, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.197459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062986, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.299771, + "strategy_rank": 86.887872, + "rr": 1.581184, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.371776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547232, + "hold30_r": 4.689112 + }, + { + "symbol": "VRSN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295195, + "strategy_rank": 62.459954, + "rr": 1.134758, + "primary_prob": 45.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.702136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054655, + "hold30_r": -0.231968 + }, + { + "symbol": "VRT", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.439359, + "strategy_rank": 87.665904, + "rr": 1.663292, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.494938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.631937, + "hold30_r": 9.032861 + }, + { + "symbol": "WST", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.75286, + "strategy_rank": 83.135011, + "rr": 1.26257, + "primary_prob": 30.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.893855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063154, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.512586, + "strategy_rank": 90.102975, + "rr": 0.895346, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.343019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.856273, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.901602, + "strategy_rank": 76.029748, + "rr": 1.371132, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.056698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051228, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-05-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.066362, + "strategy_rank": 72.01373, + "rr": 1.670488, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.505732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061587, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-18", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.804878, + "strategy_rank": 76.596452, + "rr": 2.530863, + "primary_prob": 27.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.796294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.469738, + "hold30_r": 3.829691 + }, + { + "symbol": "ALGN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685144, + "strategy_rank": 93.447894, + "rr": 2.438739, + "primary_prob": 8.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.658108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038836, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011086, + "strategy_rank": 92.682927, + "rr": 1.187904, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.781857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145774, + "hold30_r": 2.306724 + }, + { + "symbol": "APD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.59867, + "strategy_rank": 65.0, + "rr": 1.57678, + "primary_prob": 35.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.365171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092636, + "hold30_r": -1.026009 + }, + { + "symbol": "ARES", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.478936, + "strategy_rank": 80.654102, + "rr": 1.117692, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.676538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.069195, + "hold30_r": 3.490614 + }, + { + "symbol": "AXON", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667406, + "strategy_rank": 96.274945, + "rr": 1.298148, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.947222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034869, + "hold30_r": -0.287826 + }, + { + "symbol": "AZO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.345898, + "strategy_rank": 68.935698, + "rr": 1.173401, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.760101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.046724, + "hold30_r": -2.949611 + }, + { + "symbol": "BA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.67184, + "strategy_rank": 86.16408, + "rr": 1.132905, + "primary_prob": 40.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.699357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054725, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.452328, + "strategy_rank": 75.0, + "rr": 1.454798, + "primary_prob": 34.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.182197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070273, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.128603, + "strategy_rank": 94.423503, + "rr": 2.57544, + "primary_prob": 10.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.863161, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.489051, + "hold30_r": -1.471784 + }, + { + "symbol": "CRH", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.259424, + "strategy_rank": 74.013304, + "rr": 1.158301, + "primary_prob": 47.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.737452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083414, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.037694, + "strategy_rank": 82.67184, + "rr": 2.042599, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.063899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.978084, + "hold30_r": 0.530573 + }, + { + "symbol": "CSGP", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.37694, + "strategy_rank": 72.195122, + "rr": 1.35515, + "primary_prob": 42.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.032725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284961, + "hold30_r": 4.52432 + }, + { + "symbol": "DECK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.334812, + "strategy_rank": 84.268293, + "rr": 1.394976, + "primary_prob": 22.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.092464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075114, + "hold30_r": -1.027893 + }, + { + "symbol": "DXCM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.339246, + "strategy_rank": 92.250554, + "rr": 1.34361, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.015415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05166, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.243902, + "strategy_rank": 78.636364, + "rr": 1.163334, + "primary_prob": 25.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.745001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060317, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.119734, + "strategy_rank": 84.445676, + "rr": 1.506192, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.259287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.436597, + "hold30_r": 3.733941 + }, + { + "symbol": "ERIE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.237251, + "strategy_rank": 81.13082, + "rr": 1.135598, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.703397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051303, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889135, + "strategy_rank": 99.356984, + "rr": 1.072275, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.608413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028088, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.48337, + "strategy_rank": 79.556541, + "rr": 1.775773, + "primary_prob": 28.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.663659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062981, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.802661, + "strategy_rank": 85.576497, + "rr": 1.511533, + "primary_prob": 33.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.267299, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064645, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.24612, + "strategy_rank": 65.59867, + "rr": 1.570265, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.355397, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069446, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.696231, + "strategy_rank": 63.08204, + "rr": 1.294308, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.941461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09434, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.257206, + "strategy_rank": 63.736142, + "rr": 1.596851, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.395276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078149, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45898, + "strategy_rank": 83.614191, + "rr": 1.010906, + "primary_prob": 30.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.51636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070766, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.141907, + "strategy_rank": 64.456763, + "rr": 1.008996, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.513494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068585, + "hold30_r": -1.0 + }, + { + "symbol": "HSY", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.813747, + "strategy_rank": 59.667406, + "rr": 1.61102, + "primary_prob": 18.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.41653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.10565, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.898004, + "strategy_rank": 87.949002, + "rr": 0.78039, + "primary_prob": 46.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.170585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731533, + "hold30_r": 2.862509 + }, + { + "symbol": "IDXX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.800443, + "strategy_rank": 83.481153, + "rr": 0.786015, + "primary_prob": 43.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.179022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054197, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.929047, + "strategy_rank": 81.16408, + "rr": 1.945639, + "primary_prob": 31.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.918458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.445438, + "hold30_r": -1.395696 + }, + { + "symbol": "ISRG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.798226, + "strategy_rank": 82.48337, + "rr": 1.774995, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.662492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082987, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.261641, + "strategy_rank": 66.563193, + "rr": 1.751699, + "primary_prob": 31.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.627548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.693097, + "hold30_r": 1.436835 + }, + { + "symbol": "JBL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.019956, + "strategy_rank": 78.015521, + "rr": 0.748325, + "primary_prob": 53.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.122488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687811, + "hold30_r": 8.947482 + }, + { + "symbol": "LEN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.676275, + "strategy_rank": 76.152993, + "rr": 0.768221, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.152332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.228312, + "hold30_r": -1.160536 + }, + { + "symbol": "LII", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.922395, + "strategy_rank": 78.968958, + "rr": 1.81193, + "primary_prob": 35.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.717895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053993, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.350333, + "strategy_rank": 89.889135, + "rr": 1.635782, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.453673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068074, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.669623, + "strategy_rank": 87.527716, + "rr": 0.961236, + "primary_prob": 32.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.441853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049758, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.578714, + "strategy_rank": 83.126386, + "rr": 1.700052, + "primary_prob": 21.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.550078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046309, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.02439, + "strategy_rank": 86.929047, + "rr": 1.543473, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.31521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039706, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.7051, + "strategy_rank": 60.720621, + "rr": 0.973374, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.460061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076447, + "hold30_r": -1.0 + }, + { + "symbol": "MSCI", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.359202, + "strategy_rank": 85.332594, + "rr": 1.977213, + "primary_prob": 22.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.965819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052289, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.113082, + "strategy_rank": 99.24612, + "rr": 1.760824, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.641237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.741657, + "hold30_r": 2.985124 + }, + { + "symbol": "MTD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.035477, + "strategy_rank": 76.186253, + "rr": 1.581182, + "primary_prob": 30.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.371772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.182539, + "hold30_r": -1.130853 + }, + { + "symbol": "NFLX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.337029, + "strategy_rank": 96.341463, + "rr": 1.600565, + "primary_prob": 33.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.400847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.555711, + "hold30_r": 4.940772 + }, + { + "symbol": "NUE", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.361419, + "strategy_rank": 87.461197, + "rr": 1.796951, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.695427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042746, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.006652, + "strategy_rank": 96.740576, + "rr": 2.06871, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.103065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046291, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.902439, + "strategy_rank": 88.747228, + "rr": 1.743798, + "primary_prob": 20.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.615697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.699928, + "hold30_r": 4.826256 + }, + { + "symbol": "ORCL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 68.04878, + "rr": 1.059077, + "primary_prob": 42.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.588615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092262, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.580931, + "strategy_rank": 84.689579, + "rr": 1.180361, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.770542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.127956, + "hold30_r": 9.613889 + }, + { + "symbol": "PCAR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.13969, + "strategy_rank": 73.669623, + "rr": 1.200997, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.801495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056301, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 68.536585, + "rr": 0.727346, + "primary_prob": 42.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.091019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660599, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.152993, + "strategy_rank": 71.474501, + "rr": 0.766165, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.149247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049053, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.89357, + "strategy_rank": 84.789357, + "rr": 1.260742, + "primary_prob": 31.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.891113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048919, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 69.556541, + "rr": 1.778631, + "primary_prob": 18.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.667947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06713, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.241685, + "strategy_rank": 79.201774, + "rr": 2.240128, + "primary_prob": 26.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.360191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062753, + "hold30_r": -1.0 + }, + { + "symbol": "SBUX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124169, + "strategy_rank": 73.83592, + "rr": 1.661406, + "primary_prob": 20.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.492109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.227853, + "hold30_r": -1.156 + }, + { + "symbol": "SLB", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.026608, + "strategy_rank": 88.259424, + "rr": 0.794102, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.191154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121737, + "hold30_r": -1.082532 + }, + { + "symbol": "STLD", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.343681, + "strategy_rank": 94.379157, + "rr": 1.379522, + "primary_prob": 28.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.069284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067135, + "hold30_r": -1.029838 + }, + { + "symbol": "SYK", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.700665, + "strategy_rank": 71.197339, + "rr": 0.855514, + "primary_prob": 35.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.283271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075409, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.920177, + "strategy_rank": 60.576497, + "rr": 0.742899, + "primary_prob": 46.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.114349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075004, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.115299, + "strategy_rank": 93.658537, + "rr": 0.772285, + "primary_prob": 40.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.158427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040903, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91796, + "strategy_rank": 81.596452, + "rr": 1.8539, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.78085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040336, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.465632, + "strategy_rank": 73.203991, + "rr": 0.926585, + "primary_prob": 51.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 1.389877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052916, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.583149, + "strategy_rank": 74.844789, + "rr": 1.597285, + "primary_prob": 26.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.395928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055275, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-05-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.015521, + "strategy_rank": 94.745011, + "rr": 2.100365, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.150548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.064598, + "hold30_r": 2.770083 + }, + { + "symbol": "UBER", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.567627, + "strategy_rank": 93.569845, + "rr": 1.567901, + "primary_prob": 35.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.351852, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197805, + "hold30_r": -1.151071 + }, + { + "symbol": "ULTA", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.674058, + "strategy_rank": 72.89357, + "rr": 1.307477, + "primary_prob": 28.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.961215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.049229, + "hold30_r": -2.995679 + }, + { + "symbol": "URI", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022173, + "strategy_rank": 89.390244, + "rr": 0.707553, + "primary_prob": 49.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.061329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.671052, + "hold30_r": 4.842619 + }, + { + "symbol": "VRSN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698448, + "strategy_rank": 62.317073, + "rr": 1.274733, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.912099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.165712, + "hold30_r": -1.07943 + }, + { + "symbol": "VRTX", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.474501, + "strategy_rank": 68.747228, + "rr": 0.820567, + "primary_prob": 36.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.23085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067502, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.155211, + "strategy_rank": 56.208426, + "rr": 1.022336, + "primary_prob": 39.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.533503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094385, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.707317, + "strategy_rank": 80.94235, + "rr": 0.855361, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.283042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.197414, + "hold30_r": -1.134581 + }, + { + "symbol": "WYNN", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.891353, + "strategy_rank": 90.643016, + "rr": 0.71862, + "primary_prob": 42.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.07793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041578, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.476718, + "strategy_rank": 76.16408, + "rr": 1.369402, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.054102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105171, + "hold30_r": -1.049016 + }, + { + "symbol": "XYL", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.592018, + "strategy_rank": 72.383592, + "rr": 0.697755, + "primary_prob": 45.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.046633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628235, + "hold30_r": -1.0 + }, + { + "symbol": "YUM", + "date": "2023-05-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.485588, + "strategy_rank": 57.339246, + "rr": 0.74123, + "primary_prob": 39.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.111845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.101533, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-05-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.139738, + "strategy_rank": 78.187773, + "rr": 2.082759, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.124138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.018816, + "hold30_r": 4.485656 + }, + { + "symbol": "ACGL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.943231, + "strategy_rank": 81.615721, + "rr": 0.769838, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.154757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717233, + "hold30_r": 1.993035 + }, + { + "symbol": "AJG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.100437, + "strategy_rank": 64.617904, + "rr": 1.053318, + "primary_prob": 29.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.579976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086673, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.641921, + "strategy_rank": 87.063319, + "rr": 0.90285, + "primary_prob": 36.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.354275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865711, + "hold30_r": 4.698556 + }, + { + "symbol": "AON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20524, + "strategy_rank": 59.901747, + "rr": 1.237175, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.855762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.164116, + "hold30_r": 2.958364 + }, + { + "symbol": "APD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.222707, + "strategy_rank": 64.19214, + "rr": 0.952075, + "primary_prob": 50.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.428112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878286, + "hold30_r": 2.75128 + }, + { + "symbol": "ARES", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.441048, + "strategy_rank": 78.853712, + "rr": 0.678672, + "primary_prob": 43.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.018008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628286, + "hold30_r": 3.388628 + }, + { + "symbol": "AXON", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672489, + "strategy_rank": 96.200873, + "rr": 0.875505, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.313258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.838382, + "hold30_r": 0.088547 + }, + { + "symbol": "AZO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.283843, + "strategy_rank": 68.864629, + "rr": 0.792006, + "primary_prob": 41.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.188009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.698046, + "hold30_r": -1.633383 + }, + { + "symbol": "BA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.816594, + "strategy_rank": 86.582969, + "rr": 1.426684, + "primary_prob": 33.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.140026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370643, + "hold30_r": 1.85491 + }, + { + "symbol": "BIIB", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.524017, + "strategy_rank": 74.465066, + "rr": 1.536166, + "primary_prob": 19.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.304249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467406, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.567686, + "strategy_rank": 67.991266, + "rr": 1.181275, + "primary_prob": 27.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.771913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056816, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.087336, + "strategy_rank": 90.436681, + "rr": 0.991829, + "primary_prob": 45.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.487743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.948702, + "hold30_r": 4.421559 + }, + { + "symbol": "BSX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.80786, + "strategy_rank": 61.703057, + "rr": 1.146071, + "primary_prob": 30.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.719107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076023, + "hold30_r": 0.960318 + }, + { + "symbol": "CAH", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.449782, + "strategy_rank": 71.244541, + "rr": 1.42038, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.130569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.346049, + "hold30_r": 4.818953 + }, + { + "symbol": "CBOE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.353712, + "strategy_rank": 62.216157, + "rr": 1.281821, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.922731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201601, + "hold30_r": 0.806573 + }, + { + "symbol": "CMG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.724891, + "strategy_rank": 86.997817, + "rr": 0.901932, + "primary_prob": 32.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.352897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082268, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.078603, + "strategy_rank": 82.161572, + "rr": 1.243556, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.865334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.178531, + "hold30_r": -1.089581 + }, + { + "symbol": "CSGP", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.882096, + "strategy_rank": 77.5, + "rr": 1.396327, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.09449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.324252, + "hold30_r": 4.614325 + }, + { + "symbol": "DECK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.689956, + "strategy_rank": 81.659389, + "rr": 0.716988, + "primary_prob": 42.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.075481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676538, + "hold30_r": 3.832107 + }, + { + "symbol": "DHI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.50655, + "strategy_rank": 79.901747, + "rr": 1.431042, + "primary_prob": 19.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.146563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.367736, + "hold30_r": 5.04264 + }, + { + "symbol": "DXCM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.362445, + "strategy_rank": 93.187773, + "rr": 0.676627, + "primary_prob": 51.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.014941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629077, + "hold30_r": 3.847783 + }, + { + "symbol": "EG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358079, + "strategy_rank": 81.189956, + "rr": 1.184752, + "primary_prob": 27.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.777127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049043, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.720524, + "strategy_rank": 79.978166, + "rr": 0.740408, + "primary_prob": 46.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.110612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048577, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021834, + "strategy_rank": 69.508734, + "rr": 1.366054, + "primary_prob": 32.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.04908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074008, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.89083, + "strategy_rank": 99.399563, + "rr": 2.007925, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.011887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031261, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.19214, + "strategy_rank": 86.179039, + "rr": 1.108246, + "primary_prob": 34.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.662368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044705, + "hold30_r": 2.616077 + }, + { + "symbol": "GILD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.572052, + "strategy_rank": 64.399563, + "rr": 1.563106, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.344659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065278, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.445415, + "strategy_rank": 63.89738, + "rr": 1.226213, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.839319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.551788, + "hold30_r": -1.466919 + }, + { + "symbol": "GPC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296943, + "strategy_rank": 63.744541, + "rr": 1.719984, + "primary_prob": 20.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.579977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.358613, + "hold30_r": -2.282274 + }, + { + "symbol": "GWW", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.650655, + "strategy_rank": 84.727074, + "rr": 1.173038, + "primary_prob": 29.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.759557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073763, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.593886, + "strategy_rank": 69.617904, + "rr": 0.81712, + "primary_prob": 38.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.225681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754845, + "hold30_r": 3.630625 + }, + { + "symbol": "HSY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.008734, + "strategy_rank": 61.757642, + "rr": 0.980907, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.47136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091504, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.371179, + "strategy_rank": 69.290393, + "rr": 1.365135, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.047703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068147, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.921397, + "strategy_rank": 85.371179, + "rr": 1.763507, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.64526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.710255, + "hold30_r": 2.310567 + }, + { + "symbol": "IDXX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.537118, + "strategy_rank": 83.755459, + "rr": 0.731967, + "primary_prob": 52.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.09795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049662, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.786026, + "strategy_rank": 71.189956, + "rr": 0.951823, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.427735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056098, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.973799, + "strategy_rank": 81.670306, + "rr": 1.219469, + "primary_prob": 27.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.829203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.14915, + "hold30_r": 4.66158 + }, + { + "symbol": "LEN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.213974, + "strategy_rank": 76.266376, + "rr": 1.695301, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.542951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634224, + "hold30_r": 5.920052 + }, + { + "symbol": "LII", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.065502, + "strategy_rank": 82.925764, + "rr": 0.946229, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.419344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891305, + "hold30_r": 5.26254 + }, + { + "symbol": "LLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.026201, + "strategy_rank": 68.406114, + "rr": 0.767177, + "primary_prob": 39.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.150765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.710632, + "hold30_r": 0.98339 + }, + { + "symbol": "LULU", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.432314, + "strategy_rank": 91.615721, + "rr": 0.95108, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.426621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059741, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.126638, + "strategy_rank": 89.104803, + "rr": 1.100433, + "primary_prob": 30.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.65065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044188, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.576419, + "strategy_rank": 93.591703, + "rr": 1.170746, + "primary_prob": 39.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 1.756119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.115963, + "hold30_r": 4.944311 + }, + { + "symbol": "MGM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938865, + "strategy_rank": 84.912664, + "rr": 1.523666, + "primary_prob": 34.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.285499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478631, + "hold30_r": 3.718571 + }, + { + "symbol": "MNST", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.842795, + "strategy_rank": 60.917031, + "rr": 0.704838, + "primary_prob": 41.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.057256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.624581, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.716157, + "strategy_rank": 83.438865, + "rr": 1.145583, + "primary_prob": 29.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.718374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.101412, + "hold30_r": 2.263155 + }, + { + "symbol": "MRK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.860262, + "strategy_rank": 60.753275, + "rr": 1.568009, + "primary_prob": 20.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.352014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070753, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.502183, + "strategy_rank": 68.624454, + "rr": 1.736437, + "primary_prob": 13.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.604655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080652, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.344978, + "strategy_rank": 99.443231, + "rr": 0.670344, + "primary_prob": 44.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.005516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649377, + "hold30_r": 4.721456 + }, + { + "symbol": "NFLX", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.144105, + "strategy_rank": 96.277293, + "rr": 2.210951, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.316426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168525, + "hold30_r": 3.650207 + }, + { + "symbol": "NVR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375546, + "strategy_rank": 70.18559, + "rr": 1.098733, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.648099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033273, + "hold30_r": 4.259845 + }, + { + "symbol": "ODFL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061135, + "strategy_rank": 82.128821, + "rr": 0.72388, + "primary_prob": 46.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.08582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047919, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.423581, + "strategy_rank": 66.50655, + "rr": 0.866446, + "primary_prob": 45.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.299669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801396, + "hold30_r": 1.894741 + }, + { + "symbol": "ORLY", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.868996, + "strategy_rank": 69.454148, + "rr": 1.274177, + "primary_prob": 23.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.911266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.572439, + "hold30_r": -1.497235 + }, + { + "symbol": "PCAR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.318777, + "strategy_rank": 74.530568, + "rr": 1.499188, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.248782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061811, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.79476, + "strategy_rank": 68.689956, + "rr": 0.931479, + "primary_prob": 34.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.397218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.86339, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.960699, + "strategy_rank": 81.189956, + "rr": 0.947142, + "primary_prob": 32.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.420714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.884969, + "hold30_r": 6.668554 + }, + { + "symbol": "PODD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.995633, + "strategy_rank": 83.973799, + "rr": 2.000655, + "primary_prob": 25.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 76, + "primary_distance_atr": 3.000982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038377, + "hold30_r": 0.905124 + }, + { + "symbol": "RCL", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.755459, + "strategy_rank": 89.312227, + "rr": 2.115823, + "primary_prob": 29.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.173735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.07133, + "hold30_r": 5.719355 + }, + { + "symbol": "RL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.659389, + "strategy_rank": 76.615721, + "rr": 1.659212, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.488818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044302, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.0131, + "strategy_rank": 81.451965, + "rr": 0.704968, + "primary_prob": 47.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.057452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058329, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790393, + "strategy_rank": 63.635371, + "rr": 1.400539, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.100808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345382, + "hold30_r": 2.174377 + }, + { + "symbol": "SBUX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742358, + "strategy_rank": 76.091703, + "rr": 1.06225, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.593375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99621, + "hold30_r": 0.87468 + }, + { + "symbol": "SJM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.349345, + "strategy_rank": 56.572052, + "rr": 1.285958, + "primary_prob": 40.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 94.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.928936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197619, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.519651, + "strategy_rank": 90.305677, + "rr": 1.743012, + "primary_prob": 21.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.614518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038817, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.279476, + "strategy_rank": 71.997817, + "rr": 1.573102, + "primary_prob": 20.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.359654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509003, + "hold30_r": 2.99241 + }, + { + "symbol": "TDG", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.497817, + "strategy_rank": 70.120087, + "rr": 1.283199, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.924799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066053, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.58952, + "strategy_rank": 60.371179, + "rr": 1.850258, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.775387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.777605, + "hold30_r": 3.892152 + }, + { + "symbol": "TKO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.598253, + "strategy_rank": 93.504367, + "rr": 1.189937, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.784906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044295, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.227074, + "strategy_rank": 81.69214, + "rr": 1.04469, + "primary_prob": 36.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.567035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041495, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.737991, + "strategy_rank": 72.740175, + "rr": 2.513388, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 3.770082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051601, + "hold30_r": 1.134492 + }, + { + "symbol": "TT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.157205, + "strategy_rank": 77.696507, + "rr": 2.12202, + "primary_prob": 21.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.18303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.063869, + "hold30_r": 4.825032 + }, + { + "symbol": "TTD", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.161572, + "strategy_rank": 97.68559, + "rr": 2.977445, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 47, + "primary_distance_atr": 4.466168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.939968, + "hold30_r": 4.663205 + }, + { + "symbol": "UBER", + "date": "2023-05-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.668122, + "strategy_rank": 92.554585, + "rr": 3.031858, + "primary_prob": 21.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.547786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.98506, + "hold30_r": 3.693899 + }, + { + "symbol": "ULTA", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179039, + "strategy_rank": 84.388646, + "rr": 1.018172, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.527257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981744, + "hold30_r": 2.763657 + }, + { + "symbol": "URI", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.663755, + "strategy_rank": 87.925764, + "rr": 1.320805, + "primary_prob": 27.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.981208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038384, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.515284, + "strategy_rank": 61.277293, + "rr": 1.497415, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.246123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08315, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.305677, + "strategy_rank": 96.026201, + "rr": 1.732148, + "primary_prob": 30.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.598223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.701372, + "hold30_r": 4.692859 + }, + { + "symbol": "VRTX", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.152838, + "strategy_rank": 67.368996, + "rr": 1.086346, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.629518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.021827, + "hold30_r": 1.570985 + }, + { + "symbol": "WMT", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.004367, + "strategy_rank": 56.866812, + "rr": 0.769044, + "primary_prob": 57.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.153566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674313, + "hold30_r": 2.785056 + }, + { + "symbol": "WYNN", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.908297, + "strategy_rank": 91.572052, + "rr": 1.020747, + "primary_prob": 35.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.531121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039569, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.877729, + "strategy_rank": 73.427948, + "rr": 1.715979, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.573968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055659, + "hold30_r": 0.40298 + }, + { + "symbol": "XYL", + "date": "2023-05-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.934498, + "strategy_rank": 73.60262, + "rr": 1.55807, + "primary_prob": 28.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.337104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501447, + "hold30_r": 3.819969 + }, + { + "symbol": "CEG", + "date": "2023-06-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.0, + "strategy_rank": 56.0, + "rr": 2.072675, + "primary_prob": 29.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.109012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.013877, + "hold30_r": 2.62959 + }, + { + "symbol": "ACGL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.555436, + "strategy_rank": 80.925727, + "rr": 0.726927, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.090391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668629, + "hold30_r": 3.65896 + }, + { + "symbol": "AJG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.128095, + "strategy_rank": 65.296017, + "rr": 1.406077, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.109115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.319244, + "hold30_r": 1.357623 + }, + { + "symbol": "ALGN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.329386, + "strategy_rank": 89.655544, + "rr": 1.516809, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.275214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475456, + "hold30_r": 2.536191 + }, + { + "symbol": "ANET", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.110872, + "strategy_rank": 92.85253, + "rr": 0.971996, + "primary_prob": 46.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.457994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.935791, + "hold30_r": -1.006189 + }, + { + "symbol": "AOS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.301399, + "strategy_rank": 77.750269, + "rr": 1.390853, + "primary_prob": 28.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.086279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.331868, + "hold30_r": 3.528727 + }, + { + "symbol": "AXON", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.461787, + "strategy_rank": 95.586652, + "rr": 1.33578, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.00367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294058, + "hold30_r": -0.253341 + }, + { + "symbol": "AZO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.34338, + "strategy_rank": 68.579117, + "rr": 1.340335, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.010503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286127, + "hold30_r": 1.92213 + }, + { + "symbol": "BA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.47901, + "strategy_rank": 84.176534, + "rr": 1.604182, + "primary_prob": 39.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.406273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054986, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.847147, + "strategy_rank": 74.273412, + "rr": 1.112455, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.668683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044381, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.589882, + "strategy_rank": 63.853606, + "rr": 0.910135, + "primary_prob": 37.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.365203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83983, + "hold30_r": 0.642867 + }, + { + "symbol": "CBOE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808396, + "strategy_rank": 58.719053, + "rr": 0.899394, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.349092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081388, + "hold30_r": -1.0 + }, + { + "symbol": "CLX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.82239, + "strategy_rank": 68.320775, + "rr": 1.517163, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.275745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078247, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.017223, + "strategy_rank": 85.425188, + "rr": 0.890518, + "primary_prob": 33.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.335777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088159, + "hold30_r": -1.0 + }, + { + "symbol": "CPB", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.624327, + "strategy_rank": 59.730893, + "rr": 0.987779, + "primary_prob": 42.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.481669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080783, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.023681, + "strategy_rank": 73.013994, + "rr": 1.638313, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.457469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.563194, + "hold30_r": 7.628369 + }, + { + "symbol": "CSGP", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.992465, + "strategy_rank": 73.013994, + "rr": 0.978784, + "primary_prob": 52.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.468176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075231, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52422, + "strategy_rank": 92.518837, + "rr": 1.620427, + "primary_prob": 34.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.43064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048328, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.249731, + "strategy_rank": 80.688913, + "rr": 1.173364, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.760047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124461, + "hold30_r": 1.049374 + }, + { + "symbol": "ERIE", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 79.300323, + "rr": 1.908382, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.862573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049647, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.238967, + "strategy_rank": 70.710441, + "rr": 1.836389, + "primary_prob": 23.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.754583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764578, + "hold30_r": 4.926896 + }, + { + "symbol": "FSLR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.677072, + "strategy_rank": 99.19268, + "rr": 1.886874, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.830311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031998, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.38859, + "strategy_rank": 87.868676, + "rr": 2.282349, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.423523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.221796, + "hold30_r": 1.683972 + }, + { + "symbol": "GILD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 64.553283, + "rr": 1.364666, + "primary_prob": 24.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.046998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069278, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.77395, + "strategy_rank": 65.618945, + "rr": 0.683346, + "primary_prob": 49.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.025019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084879, + "hold30_r": -1.0 + }, + { + "symbol": "GPC", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513455, + "strategy_rank": 68.557589, + "rr": 0.99394, + "primary_prob": 37.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.49091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934514, + "hold30_r": 3.141371 + }, + { + "symbol": "GWW", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.756728, + "strategy_rank": 84.16577, + "rr": 1.396912, + "primary_prob": 20.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.095369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.323171, + "hold30_r": 4.932552 + }, + { + "symbol": "HCA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.680301, + "strategy_rank": 69.978471, + "rr": 0.66865, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.002975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.603596, + "hold30_r": 1.730112 + }, + { + "symbol": "HSY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.204521, + "strategy_rank": 63.918192, + "rr": 0.674096, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.011144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.25298, + "hold30_r": -1.160074 + }, + { + "symbol": "HUM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.054898, + "strategy_rank": 67.072121, + "rr": 1.325446, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.98817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069979, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 79.224973, + "rr": 1.771319, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.656979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05688, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.805167, + "strategy_rank": 82.152853, + "rr": 0.956328, + "primary_prob": 44.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.434492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050901, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.079656, + "strategy_rank": 84.133477, + "rr": 1.045886, + "primary_prob": 49.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.568829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069647, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.940797, + "strategy_rank": 77.502691, + "rr": 1.166032, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.749048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.104245, + "hold30_r": 5.191257 + }, + { + "symbol": "LII", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.895587, + "strategy_rank": 85.274489, + "rr": 1.967958, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.951938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.913457, + "hold30_r": 3.658187 + }, + { + "symbol": "LULU", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 91.754575, + "rr": 1.083818, + "primary_prob": 36.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.625727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.041097, + "hold30_r": 2.04174 + }, + { + "symbol": "LVS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 89.041981, + "rr": 1.1425, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.71375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.256542, + "hold30_r": -1.215838 + }, + { + "symbol": "MCD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.086114, + "strategy_rank": 56.189451, + "rr": 0.901438, + "primary_prob": 38.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.352157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.119786, + "hold30_r": -1.0 + }, + { + "symbol": "MDLZ", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.499462, + "strategy_rank": 59.827772, + "rr": 1.496735, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.245102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.284301, + "hold30_r": -1.195694 + }, + { + "symbol": "META", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 93.885899, + "rr": 1.722224, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.583336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.169316, + "hold30_r": -1.113213 + }, + { + "symbol": "MGM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.419806, + "strategy_rank": 84.639397, + "rr": 2.039995, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 70, + "primary_distance_atr": 3.059993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.993814, + "hold30_r": 5.194879 + }, + { + "symbol": "MRK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.989236, + "strategy_rank": 66.092573, + "rr": 0.920322, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.380483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072215, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.246502, + "strategy_rank": 99.34338, + "rr": 0.95532, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.43298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93571, + "hold30_r": 6.268291 + }, + { + "symbol": "NFLX", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.277718, + "strategy_rank": 95.500538, + "rr": 2.210081, + "primary_prob": 22.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.315122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.16742, + "hold30_r": 3.917215 + }, + { + "symbol": "NVDA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.308934, + "strategy_rank": 97.470398, + "rr": 0.826312, + "primary_prob": 50.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.239467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79381, + "hold30_r": 3.281681 + }, + { + "symbol": "NVR", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.81916, + "strategy_rank": 70.118407, + "rr": 1.518128, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.277192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.453291, + "hold30_r": 4.491463 + }, + { + "symbol": "ODFL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.25296, + "strategy_rank": 83.250807, + "rr": 0.905176, + "primary_prob": 39.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.357763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048184, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.423036, + "strategy_rank": 67.95479, + "rr": 1.711983, + "primary_prob": 14.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.567975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647614, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 69.77395, + "rr": 1.182174, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.773261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068198, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.294941, + "strategy_rank": 69.235737, + "rr": 1.042091, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.563136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984963, + "hold30_r": 1.544467 + }, + { + "symbol": "PH", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 74.004306, + "rr": 1.334346, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.001519, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.281786, + "hold30_r": 5.164396 + }, + { + "symbol": "PODD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.878364, + "strategy_rank": 85.414424, + "rr": 0.727145, + "primary_prob": 56.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 89.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.090718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682434, + "hold30_r": 0.295114 + }, + { + "symbol": "RCL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.694295, + "strategy_rank": 94.144241, + "rr": 1.53451, + "primary_prob": 33.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.301766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486771, + "hold30_r": 3.218071 + }, + { + "symbol": "REGN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.468245, + "strategy_rank": 72.583423, + "rr": 0.888687, + "primary_prob": 39.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.333031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816137, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.958019, + "strategy_rank": 80.88267, + "rr": 2.460374, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.69056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.405534, + "hold30_r": 4.915051 + }, + { + "symbol": "ROL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 61.16254, + "rr": 1.564749, + "primary_prob": 18.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.347124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480324, + "hold30_r": 3.270788 + }, + { + "symbol": "ROST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374596, + "strategy_rank": 65.446717, + "rr": 0.715966, + "primary_prob": 48.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.073949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.659239, + "hold30_r": 2.619018 + }, + { + "symbol": "SBUX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 72.691066, + "rr": 1.664241, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.496362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071282, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.159311, + "strategy_rank": 62.163617, + "rr": 1.721423, + "primary_prob": 27.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.582135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.081159, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892357, + "strategy_rank": 99.730893, + "rr": 0.730644, + "primary_prob": 54.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.095966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.707373, + "hold30_r": 4.16114 + }, + { + "symbol": "STLD", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.037675, + "strategy_rank": 87.136706, + "rr": 1.287486, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.931229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.249144, + "hold30_r": 1.495525 + }, + { + "symbol": "SYK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.114101, + "strategy_rank": 72.034446, + "rr": 0.993881, + "primary_prob": 33.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.490821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924807, + "hold30_r": 2.05262 + }, + { + "symbol": "TAP", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.607104, + "strategy_rank": 71.076426, + "rr": 1.269166, + "primary_prob": 22.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.903749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197332, + "hold30_r": 3.022627 + }, + { + "symbol": "TDG", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.944026, + "strategy_rank": 70.312164, + "rr": 0.78446, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.176689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717741, + "hold30_r": 4.156403 + }, + { + "symbol": "TJX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 59.440258, + "rr": 1.026587, + "primary_prob": 37.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.539881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.948061, + "hold30_r": 3.350759 + }, + { + "symbol": "TKO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.093649, + "strategy_rank": 93.218515, + "rr": 1.227166, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.840749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04678, + "hold30_r": -1.0 + }, + { + "symbol": "TSCO", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 70.764263, + "rr": 1.933658, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.900487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.883769, + "hold30_r": 0.432666 + }, + { + "symbol": "TT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.558665, + "strategy_rank": 76.835307, + "rr": 1.876282, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.814423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.816842, + "hold30_r": 4.040613 + }, + { + "symbol": "TTD", + "date": "2023-06-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.725511, + "strategy_rank": 95.920344, + "rr": 2.587032, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.880548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.550108, + "hold30_r": 3.169704 + }, + { + "symbol": "UBER", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.062433, + "strategy_rank": 95.156082, + "rr": 1.736181, + "primary_prob": 34.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.604271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046596, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.561895, + "strategy_rank": 73.100108, + "rr": 2.203527, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.30529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.152904, + "hold30_r": 3.321966 + }, + { + "symbol": "ULTA", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.759957, + "strategy_rank": 77.782562, + "rr": 1.052547, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.57882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013597, + "hold30_r": 2.322155 + }, + { + "symbol": "VRSK", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.377826, + "strategy_rank": 64.617869, + "rr": 1.202445, + "primary_prob": 42.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.803667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081899, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.544672, + "strategy_rank": 63.035522, + "rr": 0.78175, + "primary_prob": 42.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.172625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086197, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.340151, + "strategy_rank": 96.598493, + "rr": 1.500159, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.250238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.468332, + "hold30_r": 5.248969 + }, + { + "symbol": "VRTX", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.635091, + "strategy_rank": 72.260495, + "rr": 1.510022, + "primary_prob": 18.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.265032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064793, + "hold30_r": -1.0 + }, + { + "symbol": "WMT", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839612, + "strategy_rank": 56.781485, + "rr": 1.087062, + "primary_prob": 37.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.630593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990354, + "hold30_r": 1.559171 + }, + { + "symbol": "WST", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.898816, + "strategy_rank": 82.088267, + "rr": 1.692159, + "primary_prob": 20.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.538239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.625965, + "hold30_r": 4.069201 + }, + { + "symbol": "WYNN", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.600646, + "strategy_rank": 91.044133, + "rr": 1.100747, + "primary_prob": 32.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.65112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062426, + "hold30_r": 1.282198 + }, + { + "symbol": "XYL", + "date": "2023-06-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.728741, + "strategy_rank": 75.134553, + "rr": 1.178995, + "primary_prob": 46.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.768492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120405, + "hold30_r": 1.462533 + }, + { + "symbol": "CEG", + "date": "2023-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 75.47901, + "rr": 1.095355, + "primary_prob": 44.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.643033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063723, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-06-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20775, + "strategy_rank": 85.98493, + "rr": 5.944278, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 8.916416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 5.910006, + "hold30_r": 5.699718 + }, + { + "symbol": "ACGL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.739505, + "strategy_rank": 81.399354, + "rr": 1.221463, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.832195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.155977, + "hold30_r": 5.40528 + }, + { + "symbol": "AJG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.034446, + "strategy_rank": 67.104413, + "rr": 1.004843, + "primary_prob": 32.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.507264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915994, + "hold30_r": 2.455467 + }, + { + "symbol": "ALGN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77718, + "strategy_rank": 87.168999, + "rr": 1.14223, + "primary_prob": 44.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.713346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.098457, + "hold30_r": 2.008058 + }, + { + "symbol": "AON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.221744, + "strategy_rank": 62.325081, + "rr": 1.941474, + "primary_prob": 16.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.912211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.859199, + "hold30_r": 2.999379 + }, + { + "symbol": "AXON", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.569429, + "strategy_rank": 94.790097, + "rr": 0.871835, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.307753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.824786, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.836383, + "strategy_rank": 67.556512, + "rr": 1.330104, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.995157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.269537, + "hold30_r": 0.974714 + }, + { + "symbol": "BA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90958, + "strategy_rank": 83.638321, + "rr": 1.579515, + "primary_prob": 33.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.369272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052507, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.663079, + "strategy_rank": 73.541442, + "rr": 1.740859, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.611289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06385, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.680301, + "strategy_rank": 66.006459, + "rr": 1.145123, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.717684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068522, + "hold30_r": 0.897666 + }, + { + "symbol": "CASY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.409042, + "strategy_rank": 60.968784, + "rr": 1.574727, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.36209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516231, + "hold30_r": 4.590695 + }, + { + "symbol": "CLX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.051668, + "strategy_rank": 70.80732, + "rr": 1.378275, + "primary_prob": 25.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.067412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074938, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.371367, + "strategy_rank": 84.391819, + "rr": 1.11501, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.672515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028039, + "hold30_r": 0.516306 + }, + { + "symbol": "COIN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.86437, + "strategy_rank": 95.608181, + "rr": 0.896771, + "primary_prob": 41.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.345157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882358, + "hold30_r": 7.011617 + }, + { + "symbol": "CPRT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.4338, + "strategy_rank": 72.604952, + "rr": 0.839723, + "primary_prob": 51.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.259585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.762567, + "hold30_r": 1.171459 + }, + { + "symbol": "CRH", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.961249, + "strategy_rank": 74.757804, + "rr": 1.45831, + "primary_prob": 40.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.187465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.384601, + "hold30_r": 7.23589 + }, + { + "symbol": "CSGP", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.145318, + "strategy_rank": 74.424112, + "rr": 1.430547, + "primary_prob": 41.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.14582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.362687, + "hold30_r": 1.534065 + }, + { + "symbol": "CVNA", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.95479, + "strategy_rank": 98.53606, + "rr": 2.488059, + "primary_prob": 22.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.732088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.477775, + "hold30_r": 5.439265 + }, + { + "symbol": "DXCM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52422, + "strategy_rank": 93.100108, + "rr": 1.977172, + "primary_prob": 31.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.965758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.931584, + "hold30_r": 0.678916 + }, + { + "symbol": "EG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.649085, + "strategy_rank": 82.12056, + "rr": 1.582361, + "primary_prob": 20.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.373542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529528, + "hold30_r": 2.033438 + }, + { + "symbol": "ERIE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.666308, + "strategy_rank": 76.910657, + "rr": 1.803565, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.705348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053975, + "hold30_r": -1.0 + }, + { + "symbol": "FISV", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20775, + "strategy_rank": 70.871905, + "rr": 1.238794, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.858191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163603, + "hold30_r": 3.090592 + }, + { + "symbol": "FSLR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.784715, + "strategy_rank": 99.26803, + "rr": 1.186228, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.779342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032764, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38859, + "strategy_rank": 87.965554, + "rr": 1.832324, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.748486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074403, + "hold30_r": -1.006313 + }, + { + "symbol": "GILD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975242, + "strategy_rank": 64.951561, + "rr": 1.930593, + "primary_prob": 23.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.895889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066064, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.850377, + "strategy_rank": 66.533907, + "rr": 0.706267, + "primary_prob": 44.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.0594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.259992, + "hold30_r": -1.18844 + }, + { + "symbol": "GPC", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.454252, + "strategy_rank": 64.983854, + "rr": 1.321988, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.982982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.254161, + "hold30_r": -0.034315 + }, + { + "symbol": "HCA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.465016, + "strategy_rank": 69.989236, + "rr": 0.99355, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.490325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.925477, + "hold30_r": 0.731883 + }, + { + "symbol": "HSY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.697524, + "strategy_rank": 62.637244, + "rr": 1.387989, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.081983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300047, + "hold30_r": -1.0 + }, + { + "symbol": "HUM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.193757, + "strategy_rank": 67.179763, + "rr": 1.267429, + "primary_prob": 27.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.901143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.744528, + "hold30_r": -3.677991 + }, + { + "symbol": "IBKR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.312164, + "strategy_rank": 84.757804, + "rr": 1.025584, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.538375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.968151, + "hold30_r": 3.177445 + }, + { + "symbol": "IDXX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603875, + "strategy_rank": 84.111948, + "rr": 1.313858, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.970787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259557, + "hold30_r": 5.641443 + }, + { + "symbol": "ISRG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.402583, + "strategy_rank": 84.585576, + "rr": 1.475523, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.213284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406376, + "hold30_r": 1.733964 + }, + { + "symbol": "LII", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.218515, + "strategy_rank": 85.694295, + "rr": 1.792973, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.68946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736875, + "hold30_r": 2.843903 + }, + { + "symbol": "LULU", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.006459, + "strategy_rank": 87.265877, + "rr": 1.215156, + "primary_prob": 30.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.822733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165613, + "hold30_r": 0.726627 + }, + { + "symbol": "LVS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.708288, + "strategy_rank": 88.955867, + "rr": 0.782742, + "primary_prob": 38.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.174113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045196, + "hold30_r": -1.0 + }, + { + "symbol": "MCD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808396, + "strategy_rank": 57.362756, + "rr": 0.788317, + "primary_prob": 42.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.182476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68002, + "hold30_r": 0.596712 + }, + { + "symbol": "MDLZ", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.683531, + "strategy_rank": 60.721206, + "rr": 0.941439, + "primary_prob": 33.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.412159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085533, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.895587, + "strategy_rank": 93.444564, + "rr": 1.639569, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.459353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587292, + "hold30_r": 2.65386 + }, + { + "symbol": "MGM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.930032, + "strategy_rank": 81.087191, + "rr": 1.656605, + "primary_prob": 36.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.484908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050663, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.73197, + "strategy_rank": 72.691066, + "rr": 1.600425, + "primary_prob": 32.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.400638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530111, + "hold30_r": 2.926979 + }, + { + "symbol": "MNST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.020452, + "strategy_rank": 64.219591, + "rr": 1.338991, + "primary_prob": 22.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.008487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259077, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.065662, + "strategy_rank": 67.588805, + "rr": 1.034145, + "primary_prob": 32.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.551217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97265, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.527449, + "strategy_rank": 68.374596, + "rr": 0.784094, + "primary_prob": 44.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.176141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697565, + "hold30_r": 2.168597 + }, + { + "symbol": "MSTR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.923574, + "strategy_rank": 99.085038, + "rr": 0.939654, + "primary_prob": 35.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.409481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919292, + "hold30_r": 6.078604 + }, + { + "symbol": "NFLX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.246502, + "strategy_rank": 96.21098, + "rr": 1.113218, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.669828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068913, + "hold30_r": -0.067921 + }, + { + "symbol": "NVDA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.201292, + "strategy_rank": 97.395048, + "rr": 0.739778, + "primary_prob": 53.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.109667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.705043, + "hold30_r": 2.626196 + }, + { + "symbol": "ODFL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.745963, + "strategy_rank": 82.357374, + "rr": 0.853014, + "primary_prob": 47.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.279521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.808442, + "hold30_r": 8.344071 + }, + { + "symbol": "ORLY", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.694295, + "strategy_rank": 70.635091, + "rr": 0.784217, + "primary_prob": 39.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.176326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717775, + "hold30_r": 1.956445 + }, + { + "symbol": "PCG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.833154, + "strategy_rank": 69.644779, + "rr": 0.955088, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.432632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.890885, + "hold30_r": 1.819215 + }, + { + "symbol": "PLTR", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.190527, + "strategy_rank": 90.710441, + "rr": 1.656863, + "primary_prob": 32.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.485294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020734, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.156082, + "strategy_rank": 84.144241, + "rr": 0.798998, + "primary_prob": 53.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 88.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.198497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749759, + "hold30_r": -0.279049 + }, + { + "symbol": "RCL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.385361, + "strategy_rank": 96.06028, + "rr": 0.830047, + "primary_prob": 50.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.24507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.778795, + "hold30_r": 2.00493 + }, + { + "symbol": "REGN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.451023, + "strategy_rank": 75.048439, + "rr": 0.76702, + "primary_prob": 44.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.15053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688015, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.499462, + "strategy_rank": 76.264801, + "rr": 1.543351, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.315026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484871, + "hold30_r": 2.282349 + }, + { + "symbol": "ROL", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.176534, + "strategy_rank": 61.087191, + "rr": 1.885938, + "primary_prob": 13.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.828907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.796947, + "hold30_r": 4.171419 + }, + { + "symbol": "ROST", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.652314, + "strategy_rank": 64.951561, + "rr": 2.30437, + "primary_prob": 34.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 67, + "primary_distance_atr": 3.456555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.060646, + "hold30_r": 2.026854 + }, + { + "symbol": "SBUX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.096878, + "strategy_rank": 71.367061, + "rr": 1.185531, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.778296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11347, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.530678, + "strategy_rank": 59.34338, + "rr": 0.846129, + "primary_prob": 48.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.269194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060887, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.235737, + "strategy_rank": 90.043057, + "rr": 2.335544, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.503315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040062, + "hold30_r": 0.537203 + }, + { + "symbol": "SYK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513455, + "strategy_rank": 71.722282, + "rr": 0.773784, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.160677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.702051, + "hold30_r": 1.306938 + }, + { + "symbol": "TDG", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.266954, + "strategy_rank": 70.215285, + "rr": 0.773634, + "primary_prob": 37.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.160451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699723, + "hold30_r": 3.921973 + }, + { + "symbol": "TKO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.447793, + "strategy_rank": 92.927879, + "rr": 1.112915, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.669373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.065062, + "hold30_r": 1.177462 + }, + { + "symbol": "TSCO", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947255, + "strategy_rank": 68.449946, + "rr": 1.593615, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.390422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055508, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482239, + "strategy_rank": 75.888052, + "rr": 1.390413, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.08562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.325454, + "hold30_r": 3.420367 + }, + { + "symbol": "TTD", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.187298, + "strategy_rank": 95.47901, + "rr": 2.715646, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.073469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.676421, + "hold30_r": 2.367125 + }, + { + "symbol": "UBER", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.986006, + "strategy_rank": 94.434876, + "rr": 1.914148, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.871222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.865951, + "hold30_r": 3.215842 + }, + { + "symbol": "UHS", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.593111, + "strategy_rank": 72.389666, + "rr": 2.129224, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 68, + "primary_distance_atr": 3.193836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.07239, + "hold30_r": 1.084689 + }, + { + "symbol": "ULTA", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.238967, + "strategy_rank": 74.230355, + "rr": 1.003825, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.505738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958579, + "hold30_r": 1.588227 + }, + { + "symbol": "VRSK", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.437029, + "strategy_rank": 68.417653, + "rr": 1.987561, + "primary_prob": 13.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.981342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.905093, + "hold30_r": 3.366547 + }, + { + "symbol": "VRSN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.284177, + "strategy_rank": 61.356297, + "rr": 0.988936, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.483404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08632, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.232508, + "strategy_rank": 96.523143, + "rr": 1.631534, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.447301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595356, + "hold30_r": 3.624679 + }, + { + "symbol": "VRTX", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.81916, + "strategy_rank": 73.638321, + "rr": 0.841439, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.262159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.78051, + "hold30_r": 1.011605 + }, + { + "symbol": "WMT", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.360603, + "strategy_rank": 59.913886, + "rr": 1.143939, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.715909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.040162, + "hold30_r": 1.89899 + }, + { + "symbol": "WST", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.023681, + "strategy_rank": 79.763186, + "rr": 1.651534, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.477301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582195, + "hold30_r": 2.137051 + }, + { + "symbol": "WYNN", + "date": "2023-06-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.170075, + "strategy_rank": 91.130248, + "rr": 1.385564, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.078346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043229, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.714747, + "strategy_rank": 73.186222, + "rr": 2.459759, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.689638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064635, + "hold30_r": 1.487883 + }, + { + "symbol": "CEG", + "date": "2023-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.881593, + "strategy_rank": 77.44887, + "rr": 1.31806, + "primary_prob": 38.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.97709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067883, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-06-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.377826, + "strategy_rank": 84.67169, + "rr": 5.065709, + "primary_prob": 11.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 17, + "primary_distance_atr": 7.598563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038429, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.38277, + "strategy_rank": 80.801236, + "rr": 1.087707, + "primary_prob": 29.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.63156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020403, + "hold30_r": 3.123217 + }, + { + "symbol": "AMAT", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.115594, + "strategy_rank": 82.780154, + "rr": 2.218666, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.327999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.166357, + "hold30_r": 1.663457 + }, + { + "symbol": "ANET", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.02072, + "strategy_rank": 93.025276, + "rr": 0.765555, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.148333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734166, + "hold30_r": 2.311739 + }, + { + "symbol": "AXON", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454744, + "strategy_rank": 95.048136, + "rr": 1.714137, + "primary_prob": 33.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.571205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049714, + "hold30_r": -1.0 + }, + { + "symbol": "AZO", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841876, + "strategy_rank": 66.016081, + "rr": 0.81995, + "primary_prob": 40.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.229925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760793, + "hold30_r": -0.23127 + }, + { + "symbol": "BA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.784079, + "strategy_rank": 82.068877, + "rr": 1.016991, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.525487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050274, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.310796, + "strategy_rank": 72.724086, + "rr": 0.829911, + "primary_prob": 42.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.244867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054382, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.40349, + "strategy_rank": 73.173629, + "rr": 1.26334, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.895009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208166, + "hold30_r": 2.597301 + }, + { + "symbol": "CCL", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.479826, + "strategy_rank": 85.160687, + "rr": 2.185234, + "primary_prob": 26.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.277851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048815, + "hold30_r": -1.013774 + }, + { + "symbol": "CDNS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.057797, + "strategy_rank": 82.804658, + "rr": 0.776798, + "primary_prob": 52.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.165197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049073, + "hold30_r": -1.0 + }, + { + "symbol": "CLX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.549618, + "strategy_rank": 71.157747, + "rr": 1.481021, + "primary_prob": 23.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.221531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076767, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292257, + "strategy_rank": 84.28162, + "rr": 1.485932, + "primary_prob": 18.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.228897, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.394194, + "hold30_r": -2.79689 + }, + { + "symbol": "COIN", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.767721, + "strategy_rank": 92.039472, + "rr": 2.628415, + "primary_prob": 24.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.942623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.610367, + "hold30_r": 5.269855 + }, + { + "symbol": "CRH", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.969466, + "strategy_rank": 74.872206, + "rr": 0.693414, + "primary_prob": 56.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.04012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.627204, + "hold30_r": 3.658116 + }, + { + "symbol": "CSGP", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.059978, + "strategy_rank": 73.64427, + "rr": 1.600064, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.400095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532301, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.261723, + "strategy_rank": 61.112477, + "rr": 0.852352, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.278528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764815, + "hold30_r": 1.366076 + }, + { + "symbol": "CVNA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.804798, + "strategy_rank": 90.730715, + "rr": 1.752634, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.62895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.742363, + "hold30_r": 6.185252 + }, + { + "symbol": "DXCM", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.946565, + "strategy_rank": 91.823422, + "rr": 2.324729, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.487093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047038, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.494002, + "strategy_rank": 81.053419, + "rr": 1.152356, + "primary_prob": 28.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.728535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057118, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.605234, + "strategy_rank": 73.960661, + "rr": 1.10767, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.661505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057359, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672846, + "strategy_rank": 99.150753, + "rr": 1.403462, + "primary_prob": 23.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.105193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370253, + "hold30_r": 0.729836 + }, + { + "symbol": "GE", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.76554, + "strategy_rank": 89.937619, + "rr": 0.695464, + "primary_prob": 50.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.043197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632665, + "hold30_r": 2.399819 + }, + { + "symbol": "GILD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.823337, + "strategy_rank": 64.254791, + "rr": 1.380288, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.070432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069834, + "hold30_r": -1.0 + }, + { + "symbol": "GIS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.53108, + "strategy_rank": 65.348578, + "rr": 1.238588, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.857882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078322, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.092694, + "strategy_rank": 71.75531, + "rr": 0.910701, + "primary_prob": 47.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.366051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847938, + "hold30_r": -1.24294 + }, + { + "symbol": "HSY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.041439, + "strategy_rank": 60.71867, + "rr": 0.832816, + "primary_prob": 37.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.249223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089961, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.895311, + "strategy_rank": 82.647501, + "rr": 1.837129, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.755694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.779602, + "hold30_r": 3.108437 + }, + { + "symbol": "IDXX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.094875, + "strategy_rank": 82.214073, + "rr": 1.137946, + "primary_prob": 32.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.70692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.083176, + "hold30_r": 2.098968 + }, + { + "symbol": "ISRG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.220284, + "strategy_rank": 83.451478, + "rr": 1.876657, + "primary_prob": 32.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.814985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.808892, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.076336, + "strategy_rank": 72.095873, + "rr": 1.109708, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065656, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.930207, + "strategy_rank": 84.068229, + "rr": 2.077572, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.116358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.015742, + "hold30_r": 5.999386 + }, + { + "symbol": "LRCX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.679389, + "strategy_rank": 83.943799, + "rr": 0.819725, + "primary_prob": 40.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.229588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770003, + "hold30_r": 2.897671 + }, + { + "symbol": "LULU", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.751363, + "strategy_rank": 83.304953, + "rr": 2.824708, + "primary_prob": 20.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.237062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057166, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.582334, + "strategy_rank": 88.920582, + "rr": 0.956435, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.434653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048771, + "hold30_r": -1.0 + }, + { + "symbol": "MDLZ", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.897492, + "strategy_rank": 57.948484, + "rr": 0.739401, + "primary_prob": 41.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.109101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093977, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.802617, + "strategy_rank": 93.329623, + "rr": 1.668512, + "primary_prob": 30.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.502768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617319, + "hold30_r": 2.698931 + }, + { + "symbol": "MGM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.366412, + "strategy_rank": 86.364867, + "rr": 1.525612, + "primary_prob": 24.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.288418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051747, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.187568, + "strategy_rank": 60.498218, + "rr": 1.116178, + "primary_prob": 28.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.674267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.028777, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.312977, + "strategy_rank": 65.84879, + "rr": 1.009641, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.514461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942698, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.712105, + "strategy_rank": 67.952554, + "rr": 1.128075, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.692113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.041672, + "hold30_r": 1.321848 + }, + { + "symbol": "MSTR", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.928026, + "strategy_rank": 98.386397, + "rr": 2.461613, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.69242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.438168, + "hold30_r": 3.512316 + }, + { + "symbol": "NCLH", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.331516, + "strategy_rank": 90.395717, + "rr": 2.071483, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.107224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036722, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.800436, + "strategy_rank": 95.438869, + "rr": 1.972818, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.959227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04571, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.14831, + "strategy_rank": 72.207843, + "rr": 0.807313, + "primary_prob": 38.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.21097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739905, + "hold30_r": -1.774275 + }, + { + "symbol": "ORCL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.730643, + "strategy_rank": 73.467925, + "rr": 0.777142, + "primary_prob": 52.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.165713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049513, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.528899, + "strategy_rank": 70.428444, + "rr": 1.364017, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.046025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.295766, + "hold30_r": 0.033473 + }, + { + "symbol": "PCG", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.747001, + "strategy_rank": 70.091454, + "rr": 1.113698, + "primary_prob": 28.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.670547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048234, + "hold30_r": 1.358168 + }, + { + "symbol": "PLTR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438386, + "strategy_rank": 95.747784, + "rr": 1.528582, + "primary_prob": 34.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.292872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020444, + "hold30_r": -1.0 + }, + { + "symbol": "PODD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.238822, + "strategy_rank": 81.491332, + "rr": 1.748241, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.622362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050246, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022901, + "strategy_rank": 72.8638, + "rr": 0.928117, + "primary_prob": 51.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.392175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080283, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551799, + "strategy_rank": 73.814551, + "rr": 1.774155, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.661233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.715213, + "hold30_r": -1.251215 + }, + { + "symbol": "ROL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.461287, + "strategy_rank": 59.04684, + "rr": 1.917754, + "primary_prob": 12.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.876631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.829903, + "hold30_r": 0.418747 + }, + { + "symbol": "ROST", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.459106, + "strategy_rank": 64.420504, + "rr": 1.347292, + "primary_prob": 28.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.020938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279378, + "hold30_r": 1.421201 + }, + { + "symbol": "SBUX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.2759, + "strategy_rank": 72.054174, + "rr": 1.299881, + "primary_prob": 29.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.949821, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079153, + "hold30_r": -1.0 + }, + { + "symbol": "SJM", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.043621, + "strategy_rank": 56.879283, + "rr": 0.874634, + "primary_prob": 47.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.31195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067208, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890949, + "strategy_rank": 99.695155, + "rr": 0.772376, + "primary_prob": 38.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.158564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753432, + "hold30_r": 4.139782 + }, + { + "symbol": "SNPS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315158, + "strategy_rank": 76.82986, + "rr": 1.65804, + "primary_prob": 30.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.487059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053085, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.113413, + "strategy_rank": 89.394297, + "rr": 1.378656, + "primary_prob": 26.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.067984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.341807, + "hold30_r": 0.799168 + }, + { + "symbol": "TKO", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.619411, + "strategy_rank": 93.19398, + "rr": 1.123669, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.685503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.072863, + "hold30_r": 1.197078 + }, + { + "symbol": "TPR", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.241003, + "strategy_rank": 82.711793, + "rr": 0.790426, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.185639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050022, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.278081, + "strategy_rank": 73.927518, + "rr": 1.191412, + "primary_prob": 48.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.787119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120343, + "hold30_r": 3.702534 + }, + { + "symbol": "TTD", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.565976, + "strategy_rank": 94.941232, + "rr": 0.763978, + "primary_prob": 61.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.145967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.721811, + "hold30_r": 3.05335 + }, + { + "symbol": "UAL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368593, + "strategy_rank": 86.965088, + "rr": 1.00674, + "primary_prob": 45.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.51011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955447, + "hold30_r": -0.0146 + }, + { + "symbol": "UBER", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.146129, + "strategy_rank": 95.666381, + "rr": 1.525577, + "primary_prob": 36.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.288365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480984, + "hold30_r": 2.532583 + }, + { + "symbol": "UHS", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333697, + "strategy_rank": 74.184186, + "rr": 1.568252, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.352377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048255, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.769902, + "strategy_rank": 75.142413, + "rr": 1.102948, + "primary_prob": 29.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.654422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054671, + "hold30_r": -0.47781 + }, + { + "symbol": "URI", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.243184, + "strategy_rank": 84.128118, + "rr": 1.545134, + "primary_prob": 33.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.317701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.504529, + "hold30_r": 3.050233 + }, + { + "symbol": "VRSK", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.405671, + "strategy_rank": 66.363621, + "rr": 0.67219, + "primary_prob": 59.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.008285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.59035, + "hold30_r": 1.168002 + }, + { + "symbol": "VRSN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.586696, + "strategy_rank": 63.026356, + "rr": 1.376073, + "primary_prob": 25.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.064109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083004, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-20", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.074155, + "strategy_rank": 96.40316, + "rr": 2.350108, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.525162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.311344, + "hold30_r": 9.093174 + }, + { + "symbol": "VRTX", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.677208, + "strategy_rank": 70.220618, + "rr": 0.68323, + "primary_prob": 42.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.024846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.619237, + "hold30_r": 1.466833 + }, + { + "symbol": "WDAY", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.533261, + "strategy_rank": 79.985796, + "rr": 1.815637, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.723456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048043, + "hold30_r": 0.588346 + }, + { + "symbol": "WYNN", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.018539, + "strategy_rank": 91.804816, + "rr": 0.90154, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.352311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047269, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.623773, + "strategy_rank": 72.424889, + "rr": 1.183346, + "primary_prob": 43.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.775018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069572, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-06-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.580288, + "strategy_rank": 79.391837, + "rr": 2.075709, + "primary_prob": 26.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.113564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.011583, + "hold30_r": 5.016628 + }, + { + "symbol": "ACGL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 80.503662, + "rr": 0.938524, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.407787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.869625, + "hold30_r": 2.861916 + }, + { + "symbol": "AMAT", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.261351, + "strategy_rank": 86.545377, + "rr": 2.254593, + "primary_prob": 23.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.38189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049632, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.13732, + "strategy_rank": 93.236456, + "rr": 0.929751, + "primary_prob": 38.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.394627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901887, + "hold30_r": 0.010097 + }, + { + "symbol": "ANET", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 95.441689, + "rr": 1.168829, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.753243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134384, + "hold30_r": 2.356367 + }, + { + "symbol": "APO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.173865, + "strategy_rank": 82.081374, + "rr": 1.558544, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.337815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49472, + "hold30_r": 2.962394 + }, + { + "symbol": "AVGO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 85.666709, + "rr": 0.950142, + "primary_prob": 31.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.425212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904597, + "hold30_r": 0.061736 + }, + { + "symbol": "AXON", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.224806, + "strategy_rank": 95.21427, + "rr": 1.035573, + "primary_prob": 31.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.55336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046166, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.133998, + "strategy_rank": 80.376119, + "rr": 1.477666, + "primary_prob": 27.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.216499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.423995, + "hold30_r": 3.64291 + }, + { + "symbol": "BIIB", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.019934, + "strategy_rank": 72.278042, + "rr": 1.024017, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.536025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054881, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 62.592231, + "rr": 1.806667, + "primary_prob": 18.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.71, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739694, + "hold30_r": 2.782067 + }, + { + "symbol": "CDNS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358804, + "strategy_rank": 83.811384, + "rr": 1.185551, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.778326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136639, + "hold30_r": -0.374105 + }, + { + "symbol": "CMG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 82.954131, + "rr": 1.080128, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.620192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990683, + "hold30_r": -3.062273 + }, + { + "symbol": "COIN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.603544, + "strategy_rank": 89.823033, + "rr": 2.998146, + "primary_prob": 17.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 4.497219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.977897, + "hold30_r": 2.093293 + }, + { + "symbol": "CSGP", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.502769, + "strategy_rank": 72.47017, + "rr": 1.654163, + "primary_prob": 30.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.481245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064338, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.704319, + "strategy_rank": 82.844404, + "rr": 0.924589, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.386884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.86863, + "hold30_r": 4.092109 + }, + { + "symbol": "DXCM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.795127, + "strategy_rank": 90.456037, + "rr": 0.87205, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.308076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.825441, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.153931, + "strategy_rank": 78.046426, + "rr": 1.107713, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.661569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050396, + "hold30_r": 1.789561 + }, + { + "symbol": "FICO", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.449612, + "strategy_rank": 80.88158, + "rr": 1.082428, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.623641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022935, + "hold30_r": 3.038898 + }, + { + "symbol": "FSLR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.137608, + "rr": 0.955559, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.433339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922237, + "hold30_r": 1.902912 + }, + { + "symbol": "GE", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127353, + "strategy_rank": 89.727269, + "rr": 1.395501, + "primary_prob": 20.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.093252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.326037, + "hold30_r": 2.399987 + }, + { + "symbol": "GILD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.942414, + "strategy_rank": 62.969635, + "rr": 0.689617, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.034426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.620392, + "hold30_r": 1.894353 + }, + { + "symbol": "GIS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277962, + "strategy_rank": 59.952032, + "rr": 1.146052, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.719078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096668, + "hold30_r": -1.015711 + }, + { + "symbol": "HSY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 56.588119, + "rr": 1.616817, + "primary_prob": 15.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.425225, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09562, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.586932, + "strategy_rank": 84.493726, + "rr": 1.050024, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.575035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986409, + "hold30_r": 3.555136 + }, + { + "symbol": "IDXX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.163898, + "strategy_rank": 78.141248, + "rr": 1.071353, + "primary_prob": 34.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.607029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013898, + "hold30_r": 2.049831 + }, + { + "symbol": "ISRG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.466224, + "strategy_rank": 83.094865, + "rr": 1.726739, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.590108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655362, + "hold30_r": -1.019768 + }, + { + "symbol": "IT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479513, + "strategy_rank": 71.718532, + "rr": 1.123096, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.684644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056601, + "hold30_r": -0.067654 + }, + { + "symbol": "JCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.059801, + "strategy_rank": 73.088269, + "rr": 1.573315, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.359972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503987, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.700997, + "strategy_rank": 82.415007, + "rr": 1.981071, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.971607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.913909, + "hold30_r": 5.116758 + }, + { + "symbol": "LRCX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.258029, + "strategy_rank": 88.602167, + "rr": 1.809544, + "primary_prob": 30.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.714317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.193445, + "hold30_r": -1.146628 + }, + { + "symbol": "LVS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.895903, + "strategy_rank": 88.21774, + "rr": 1.091558, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.637337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051902, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 70.290976, + "rr": 1.653644, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.480466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595039, + "hold30_r": 4.761196 + }, + { + "symbol": "MDLZ", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066445, + "strategy_rank": 56.676346, + "rr": 1.883256, + "primary_prob": 16.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.824884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.238875, + "hold30_r": -1.141845 + }, + { + "symbol": "META", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.681063, + "strategy_rank": 95.319286, + "rr": 2.519974, + "primary_prob": 21.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.779961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.472736, + "hold30_r": 1.494244 + }, + { + "symbol": "MGM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596899, + "strategy_rank": 82.665896, + "rr": 1.191761, + "primary_prob": 38.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.787642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.139103, + "hold30_r": 2.053477 + }, + { + "symbol": "MNST", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.730897, + "strategy_rank": 58.600026, + "rr": 1.185599, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.778398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08011, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.929125, + "strategy_rank": 85.782432, + "rr": 2.100598, + "primary_prob": 30.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.150898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.049318, + "hold30_r": 6.764296 + }, + { + "symbol": "MRK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.499446, + "strategy_rank": 62.52696, + "rr": 1.54178, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.31267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068368, + "hold30_r": -1.0 + }, + { + "symbol": "MSI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 64.465459, + "rr": 1.907566, + "primary_prob": 11.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.861349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.823892, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.342193, + "strategy_rank": 97.973789, + "rr": 1.841267, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.7619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.819237, + "hold30_r": 1.793464 + }, + { + "symbol": "NFLX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.89258, + "strategy_rank": 95.545248, + "rr": 1.569279, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.353918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522869, + "hold30_r": 0.656486 + }, + { + "symbol": "NUE", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.281285, + "strategy_rank": 83.420104, + "rr": 2.182178, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.273267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048038, + "hold30_r": 1.286332 + }, + { + "symbol": "ORCL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79845, + "strategy_rank": 75.902009, + "rr": 1.749445, + "primary_prob": 28.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.624167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05134, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 69.880594, + "rr": 0.735855, + "primary_prob": 39.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.103782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662726, + "hold30_r": -0.222809 + }, + { + "symbol": "PCG", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.677741, + "strategy_rank": 71.188231, + "rr": 1.012658, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.518987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.944585, + "hold30_r": 1.004621 + }, + { + "symbol": "PLTR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.915836, + "strategy_rank": 93.976444, + "rr": 0.826904, + "primary_prob": 37.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.240357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806705, + "hold30_r": 0.442417 + }, + { + "symbol": "PODD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72093, + "strategy_rank": 75.245535, + "rr": 1.91484, + "primary_prob": 34.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.872259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04963, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.616833, + "strategy_rank": 73.275429, + "rr": 0.8172, + "primary_prob": 49.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.225799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053348, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.925803, + "strategy_rank": 78.192813, + "rr": 1.860694, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.79104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.800542, + "hold30_r": -1.925775 + }, + { + "symbol": "ROST", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.375415, + "strategy_rank": 64.544006, + "rr": 1.85769, + "primary_prob": 39.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.786534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.784557, + "hold30_r": 1.379797 + }, + { + "symbol": "SBUX", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 67.854812, + "rr": 1.10194, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.65291, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073016, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.808416, + "strategy_rank": 89.455394, + "rr": 2.143841, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 45, + "primary_distance_atr": 3.215762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.097938, + "hold30_r": 5.420868 + }, + { + "symbol": "SMCI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889258, + "strategy_rank": 99.690436, + "rr": 1.657393, + "primary_prob": 29.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.486089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.637696, + "hold30_r": 1.7372 + }, + { + "symbol": "SNPS", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.143965, + "strategy_rank": 81.631162, + "rr": 0.90517, + "primary_prob": 34.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.357755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.852337, + "hold30_r": 0.134936 + }, + { + "symbol": "STLD", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.801772, + "strategy_rank": 92.640798, + "rr": 2.73509, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 4.102636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039733, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.395349, + "strategy_rank": 78.192214, + "rr": 0.864266, + "primary_prob": 37.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.296399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051959, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.509413, + "strategy_rank": 73.196368, + "rr": 2.192487, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.28873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.135655, + "hold30_r": 4.530706 + }, + { + "symbol": "TT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.049834, + "strategy_rank": 73.656431, + "rr": 1.566085, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.349128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491578, + "hold30_r": 2.711844 + }, + { + "symbol": "TTD", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.462901, + "strategy_rank": 95.626793, + "rr": 1.574897, + "primary_prob": 37.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.362345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530173, + "hold30_r": 1.21175 + }, + { + "symbol": "UBER", + "date": "2023-06-27", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.674419, + "strategy_rank": 95.156623, + "rr": 2.258706, + "primary_prob": 23.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.38806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044276, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.0299, + "strategy_rank": 90.803803, + "rr": 1.984393, + "primary_prob": 26.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.97659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.94225, + "hold30_r": 2.760935 + }, + { + "symbol": "VRSK", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 66.440105, + "rr": 0.972708, + "primary_prob": 33.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.459061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886207, + "hold30_r": 2.001444 + }, + { + "symbol": "VRSN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 63.393978, + "rr": 1.47134, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.20701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085735, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.671096, + "strategy_rank": 98.075292, + "rr": 1.916778, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.875167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.878281, + "hold30_r": 8.912613 + }, + { + "symbol": "WDAY", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 81.614288, + "rr": 0.844292, + "primary_prob": 42.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.266439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.793654, + "hold30_r": 0.151315 + }, + { + "symbol": "WYNN", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.228128, + "strategy_rank": 90.472397, + "rr": 1.943982, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.915973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04935, + "hold30_r": -1.0 + }, + { + "symbol": "XOM", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.056478, + "strategy_rank": 73.255557, + "rr": 1.016519, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.524778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955815, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-06-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838317, + "strategy_rank": 69.982954, + "rr": 1.860414, + "primary_prob": 30.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.790621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075609, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.215795, + "strategy_rank": 79.933259, + "rr": 1.928297, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.892446, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856161, + "hold30_r": 5.764574 + }, + { + "symbol": "ABNB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 85.906563, + "rr": 1.810816, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.716224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.77201, + "hold30_r": -0.421391 + }, + { + "symbol": "ACGL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438265, + "strategy_rank": 78.887653, + "rr": 1.623072, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.434608, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.557338, + "hold30_r": 1.48664 + }, + { + "symbol": "AMAT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.101224, + "strategy_rank": 88.598443, + "rr": 1.487475, + "primary_prob": 21.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.231213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052833, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.437152, + "strategy_rank": 94.171301, + "rr": 1.317805, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.976708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032289, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.551724, + "strategy_rank": 95.684093, + "rr": 0.865658, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.298487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826362, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.206897, + "strategy_rank": 85.406007, + "rr": 1.830106, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.745159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.763109, + "hold30_r": 1.863723 + }, + { + "symbol": "AVGO", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994438, + "strategy_rank": 88.053393, + "rr": 0.669019, + "primary_prob": 57.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.003529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.616354, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 95.183537, + "rr": 1.404033, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.106049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051605, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.214683, + "strategy_rank": 80.533927, + "rr": 2.059389, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.089084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.999279, + "hold30_r": 2.34457 + }, + { + "symbol": "BIIB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.102336, + "strategy_rank": 70.57842, + "rr": 0.834494, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.251741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062625, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 73.359288, + "rr": 0.912157, + "primary_prob": 32.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.368236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.853735, + "hold30_r": 5.694154 + }, + { + "symbol": "BSX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.208009, + "strategy_rank": 63.014461, + "rr": 0.757741, + "primary_prob": 39.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.136611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080627, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.098999, + "strategy_rank": 91.401557, + "rr": 1.597381, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.396071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03013, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.769744, + "strategy_rank": 84.3604, + "rr": 0.850846, + "primary_prob": 34.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.276269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79717, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.328142, + "strategy_rank": 96.629588, + "rr": 1.644319, + "primary_prob": 31.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.466479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.623261, + "hold30_r": 0.087348 + }, + { + "symbol": "CSGP", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 73.915462, + "rr": 1.926345, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.889518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057636, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 98.565072, + "rr": 1.263374, + "primary_prob": 40.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.895061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25191, + "hold30_r": 2.707467 + }, + { + "symbol": "DD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 72.035595, + "rr": 1.774934, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.662402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.709514, + "hold30_r": 2.329396 + }, + { + "symbol": "DHI", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.993326, + "strategy_rank": 77.875417, + "rr": 0.816847, + "primary_prob": 51.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.22527, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.870968, + "strategy_rank": 79.432703, + "rr": 1.508942, + "primary_prob": 37.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.263413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.446001, + "hold30_r": 0.909712 + }, + { + "symbol": "DXCM", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 90.589544, + "rr": 1.859977, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.789966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.811602, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 73.737486, + "rr": 0.983098, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.474647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924162, + "hold30_r": 1.325767 + }, + { + "symbol": "FCX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.422692, + "strategy_rank": 81.85762, + "rr": 0.691646, + "primary_prob": 49.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.037469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043209, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.777531, + "strategy_rank": 99.310345, + "rr": 1.396731, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.095096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.361634, + "hold30_r": 0.4637 + }, + { + "symbol": "GE", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.106785, + "strategy_rank": 90.667408, + "rr": 1.080601, + "primary_prob": 42.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.620902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.009389, + "hold30_r": 1.612348 + }, + { + "symbol": "GILD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 61.134594, + "rr": 0.921798, + "primary_prob": 39.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.382697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074434, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.324805, + "strategy_rank": 86.117909, + "rr": 1.906406, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.859609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.215405, + "hold30_r": -1.150748 + }, + { + "symbol": "ISRG", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.546162, + "strategy_rank": 81.935484, + "rr": 1.309678, + "primary_prob": 42.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.964518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.237384, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.097887, + "strategy_rank": 70.778643, + "rr": 1.057525, + "primary_prob": 29.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.586288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.990408, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.323693, + "strategy_rank": 89.42158, + "rr": 0.779726, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.169588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.729559, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.540601, + "strategy_rank": 80.367075, + "rr": 1.272699, + "primary_prob": 43.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.909049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201561, + "hold30_r": 5.01175 + }, + { + "symbol": "LRCX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.879867, + "strategy_rank": 90.678532, + "rr": 1.068535, + "primary_prob": 30.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.602803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.019801, + "hold30_r": 0.686126 + }, + { + "symbol": "LULU", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 85.406007, + "rr": 1.949468, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.924202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066735, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885428, + "strategy_rank": 87.30812, + "rr": 0.885239, + "primary_prob": 40.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.327859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.836804, + "hold30_r": -0.731349 + }, + { + "symbol": "META", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.329255, + "strategy_rank": 95.862069, + "rr": 1.979329, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.968993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.929328, + "hold30_r": -0.006794 + }, + { + "symbol": "MGM", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.093437, + "strategy_rank": 79.955506, + "rr": 2.021522, + "primary_prob": 31.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.032283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.966267, + "hold30_r": 0.806268 + }, + { + "symbol": "MNST", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.867631, + "strategy_rank": 58.442714, + "rr": 1.164499, + "primary_prob": 28.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.746748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080321, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.428254, + "strategy_rank": 83.859844, + "rr": 1.755777, + "primary_prob": 34.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.633666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698366, + "hold30_r": 6.222288 + }, + { + "symbol": "MPWR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 88.220245, + "rr": 1.782765, + "primary_prob": 28.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.674148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.745288, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 61.935484, + "rr": 0.732295, + "primary_prob": 42.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.098443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072623, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.553949, + "strategy_rank": 98.820912, + "rr": 2.424386, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.636578, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.400573, + "hold30_r": -0.264513 + }, + { + "symbol": "MU", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.200222, + "strategy_rank": 83.070078, + "rr": 1.541109, + "primary_prob": 23.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.311663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503804, + "hold30_r": 0.649204 + }, + { + "symbol": "NCLH", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.321468, + "strategy_rank": 91.0901, + "rr": 2.906186, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 38, + "primary_distance_atr": 4.359279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036218, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.110122, + "strategy_rank": 95.272525, + "rr": 1.407271, + "primary_prob": 34.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.110906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.359594, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.205784, + "strategy_rank": 85.873192, + "rr": 1.558253, + "primary_prob": 35.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.337379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.507829, + "hold30_r": 1.261775 + }, + { + "symbol": "ORCL", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.547275, + "strategy_rank": 75.261402, + "rr": 2.255063, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.382594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052769, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 72.625139, + "rr": 0.83007, + "primary_prob": 50.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.245105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763561, + "hold30_r": 0.921491 + }, + { + "symbol": "PLTR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 96.707453, + "rr": 1.92659, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.889884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90191, + "hold30_r": -0.196495 + }, + { + "symbol": "PTC", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 63.20356, + "rr": 1.329423, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.994134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262266, + "hold30_r": 1.474303 + }, + { + "symbol": "REGN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.20356, + "strategy_rank": 74.727475, + "rr": 0.773036, + "primary_prob": 51.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.159554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.120054, + "hold30_r": -1.065108 + }, + { + "symbol": "ROK", + "date": "2023-07-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.320356, + "strategy_rank": 77.675195, + "rr": 2.293866, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.440799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.483617, + "hold30_r": -2.420506 + }, + { + "symbol": "ROST", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.543938, + "strategy_rank": 66.484983, + "rr": 1.332742, + "primary_prob": 48.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.999113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076916, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.430478, + "strategy_rank": 87.296997, + "rr": 1.703216, + "primary_prob": 37.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.554824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652884, + "hold30_r": 4.323635 + }, + { + "symbol": "SNPS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 81.590656, + "rr": 1.335338, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.003007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.275501, + "hold30_r": -0.313194 + }, + { + "symbol": "STLD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.992214, + "strategy_rank": 92.992214, + "rr": 1.412273, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.11841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.039209, + "hold30_r": 0.113623 + }, + { + "symbol": "TPR", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.873192, + "strategy_rank": 81.001112, + "rr": 1.300228, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.950343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243447, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 70.989989, + "rr": 1.358056, + "primary_prob": 40.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.037084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.278605, + "hold30_r": 2.796705 + }, + { + "symbol": "TTD", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 97.897664, + "rr": 1.537307, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.30596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04739, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 95.617353, + "rr": 1.530691, + "primary_prob": 38.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.296037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.486413, + "hold30_r": -0.005071 + }, + { + "symbol": "UHS", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 73.181313, + "rr": 1.724987, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.58748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057075, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.876529, + "strategy_rank": 89.276974, + "rr": 1.837719, + "primary_prob": 27.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.756579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047637, + "hold30_r": -1.0 + }, + { + "symbol": "VRSN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 60.456062, + "rr": 1.342726, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.014088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090642, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.332592, + "strategy_rank": 98.431591, + "rr": 1.564592, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.346888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.523929, + "hold30_r": 7.89826 + }, + { + "symbol": "WDAY", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 84.516129, + "rr": 1.069337, + "primary_prob": 35.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.604006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017004, + "hold30_r": 0.918073 + }, + { + "symbol": "WYNN", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 88.954394, + "rr": 1.066778, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.600167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047218, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 70.789766, + "rr": 1.228508, + "primary_prob": 28.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.842761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152169, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-07-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.345898, + "strategy_rank": 78.984606, + "rr": 0.824585, + "primary_prob": 52.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.236877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751772, + "hold30_r": 4.591315 + }, + { + "symbol": "AMAT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.354767, + "strategy_rank": 87.2417, + "rr": 1.236652, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.854977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.184473, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.237251, + "strategy_rank": 94.071385, + "rr": 1.324505, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.986757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035004, + "hold30_r": -1.0 + }, + { + "symbol": "AMP", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.926829, + "strategy_rank": 77.329754, + "rr": 0.985724, + "primary_prob": 50.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.478586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91232, + "hold30_r": -1.203969 + }, + { + "symbol": "ANET", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.567627, + "strategy_rank": 94.139817, + "rr": 1.00554, + "primary_prob": 30.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.50831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960551, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.361419, + "strategy_rank": 86.506976, + "rr": 0.87915, + "primary_prob": 48.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.318726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81664, + "hold30_r": 2.031861 + }, + { + "symbol": "AXON", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.558758, + "strategy_rank": 95.042016, + "rr": 1.105201, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.657801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052384, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.902439, + "strategy_rank": 79.43746, + "rr": 1.539787, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.30968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061816, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.906874, + "strategy_rank": 71.668882, + "rr": 0.705965, + "primary_prob": 53.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.058947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059021, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.13969, + "strategy_rank": 63.022119, + "rr": 1.441948, + "primary_prob": 20.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.162923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084477, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.478936, + "strategy_rank": 77.652954, + "rr": 1.173829, + "primary_prob": 40.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.760744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.113103, + "hold30_r": 2.326347 + }, + { + "symbol": "CCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.124169, + "strategy_rank": 94.924529, + "rr": 1.544372, + "primary_prob": 37.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.316557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029532, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.135255, + "strategy_rank": 82.17344, + "rr": 0.818959, + "primary_prob": 36.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.228438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765655, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.45898, + "strategy_rank": 81.947835, + "rr": 1.030166, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.545249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.940543, + "hold30_r": -3.259403 + }, + { + "symbol": "COP", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.266075, + "strategy_rank": 78.719439, + "rr": 2.508176, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.762264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.45098, + "hold30_r": 1.700547 + }, + { + "symbol": "CSGP", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.929047, + "strategy_rank": 71.65343, + "rr": 2.106818, + "primary_prob": 23.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.160227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06214, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.334812, + "strategy_rank": 99.501182, + "rr": 1.945447, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.91817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.932082, + "hold30_r": 0.238832 + }, + { + "symbol": "DE", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.596452, + "strategy_rank": 75.701587, + "rr": 2.182475, + "primary_prob": 33.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 41, + "primary_distance_atr": 3.273712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.119786, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.148559, + "strategy_rank": 78.48054, + "rr": 1.728071, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.592106, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065154, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.56541, + "strategy_rank": 90.690035, + "rr": 1.841644, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.762466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053827, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.261641, + "strategy_rank": 75.337573, + "rr": 1.960396, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.940594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.898504, + "hold30_r": -0.002633 + }, + { + "symbol": "FCX", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.359202, + "strategy_rank": 87.271795, + "rr": 2.074439, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.111658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.029896, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.778271, + "strategy_rank": 99.313816, + "rr": 1.412387, + "primary_prob": 24.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.11858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376834, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.895787, + "strategy_rank": 78.313777, + "rr": 1.229396, + "primary_prob": 38.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.844093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152573, + "hold30_r": 0.784111 + }, + { + "symbol": "GILD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.374723, + "strategy_rank": 60.944607, + "rr": 1.365487, + "primary_prob": 27.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.048231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290268, + "hold30_r": 0.324987 + }, + { + "symbol": "GWW", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.13082, + "strategy_rank": 83.205291, + "rr": 1.016806, + "primary_prob": 44.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.52521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066448, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.343681, + "strategy_rank": 72.149869, + "rr": 0.737772, + "primary_prob": 54.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.106658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071296, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.252772, + "strategy_rank": 70.465436, + "rr": 0.80617, + "primary_prob": 51.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.209256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732156, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.461197, + "strategy_rank": 86.49275, + "rr": 1.61609, + "primary_prob": 31.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.424135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110447, + "hold30_r": -1.043148 + }, + { + "symbol": "ISRG", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.463415, + "strategy_rank": 82.674833, + "rr": 1.763612, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.645418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.257238, + "hold30_r": -1.186612 + }, + { + "symbol": "IT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.804878, + "strategy_rank": 71.020937, + "rr": 0.706674, + "primary_prob": 54.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.06001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634591, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.702882, + "strategy_rank": 74.089805, + "rr": 1.69804, + "primary_prob": 34.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.547059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077852, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.913525, + "strategy_rank": 87.327963, + "rr": 0.869369, + "primary_prob": 34.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.304053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.819786, + "hold30_r": 1.49992 + }, + { + "symbol": "LII", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.033259, + "strategy_rank": 79.169299, + "rr": 1.636787, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.455181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.568499, + "hold30_r": 3.116143 + }, + { + "symbol": "LLY", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.356984, + "strategy_rank": 71.941482, + "rr": 0.737773, + "primary_prob": 40.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.106659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676119, + "hold30_r": 7.889315 + }, + { + "symbol": "LRCX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.911308, + "strategy_rank": 88.789686, + "rr": 1.355094, + "primary_prob": 23.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.032641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.304822, + "hold30_r": 2.240659 + }, + { + "symbol": "LVS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.782705, + "strategy_rank": 87.927982, + "rr": 1.592842, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.389263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05324, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.931264, + "strategy_rank": 70.755867, + "rr": 0.71686, + "primary_prob": 54.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.07529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651581, + "hold30_r": 2.274328 + }, + { + "symbol": "MCK", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.709534, + "strategy_rank": 60.545347, + "rr": 1.409945, + "primary_prob": 19.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.114918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077354, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.78714, + "strategy_rank": 95.458077, + "rr": 1.872634, + "primary_prob": 33.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.808951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05005, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.691796, + "strategy_rank": 81.995762, + "rr": 2.033849, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.050773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.979015, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.026608, + "strategy_rank": 85.545616, + "rr": 1.811038, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.716557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.755261, + "hold30_r": 5.414516 + }, + { + "symbol": "MSTR", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.68071, + "strategy_rank": 95.410567, + "rr": 2.459412, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.689118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025574, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.121951, + "strategy_rank": 95.257932, + "rr": 1.503651, + "primary_prob": 35.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.255477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036599, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.780488, + "strategy_rank": 95.064483, + "rr": 1.628054, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.442081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576635, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.81153, + "strategy_rank": 85.020726, + "rr": 1.661171, + "primary_prob": 29.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.491757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052605, + "hold30_r": -0.412355 + }, + { + "symbol": "ORCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.682927, + "strategy_rank": 75.995305, + "rr": 0.815388, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.223083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755797, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.7051, + "strategy_rank": 83.678968, + "rr": 0.812933, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.219399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.770012, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.341463, + "strategy_rank": 97.107166, + "rr": 1.207565, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.811347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1819, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.48337, + "strategy_rank": 64.27597, + "rr": 1.573216, + "primary_prob": 32.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.359825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.501027, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.556541, + "strategy_rank": 96.072322, + "rr": 1.008523, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.512784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.959026, + "hold30_r": 0.772528 + }, + { + "symbol": "REGN", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.487805, + "strategy_rank": 70.179959, + "rr": 0.798559, + "primary_prob": 49.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.197839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.740044, + "hold30_r": 4.984351 + }, + { + "symbol": "ROK", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.687361, + "strategy_rank": 80.206817, + "rr": 1.118918, + "primary_prob": 43.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.678378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.779633, + "hold30_r": -3.712492 + }, + { + "symbol": "ROST", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.91796, + "strategy_rank": 64.69213, + "rr": 1.994443, + "primary_prob": 33.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.991665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.918409, + "hold30_r": 3.531738 + }, + { + "symbol": "SLB", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.128603, + "strategy_rank": 91.337367, + "rr": 2.209803, + "primary_prob": 22.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.314705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048379, + "hold30_r": 0.516399 + }, + { + "symbol": "SNPS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.254989, + "strategy_rank": 78.893094, + "rr": 0.727627, + "primary_prob": 40.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.091441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667625, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.015521, + "strategy_rank": 92.854228, + "rr": 1.165912, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.748868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042475, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.476718, + "strategy_rank": 81.072641, + "rr": 1.781711, + "primary_prob": 28.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.672567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057663, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.924612, + "strategy_rank": 72.253866, + "rr": 1.260906, + "primary_prob": 43.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.89136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.180486, + "hold30_r": 1.44523 + }, + { + "symbol": "TTD", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.117517, + "strategy_rank": 97.51766, + "rr": 2.422992, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.634488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045859, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.004435, + "strategy_rank": 95.649564, + "rr": 1.800648, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.700971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.758254, + "hold30_r": 0.295196 + }, + { + "symbol": "UHS", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698448, + "strategy_rank": 75.619444, + "rr": 1.77242, + "primary_prob": 28.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.65863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060721, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.002217, + "strategy_rank": 98.239605, + "rr": 2.164815, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.247223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.120451, + "hold30_r": 8.542151 + }, + { + "symbol": "WDAY", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.920177, + "strategy_rank": 80.188372, + "rr": 1.502617, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.253926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450434, + "hold30_r": 1.326735 + }, + { + "symbol": "WYNN", + "date": "2023-07-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.226164, + "strategy_rank": 89.764952, + "rr": 2.053422, + "primary_prob": 24.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.080133, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092312, + "hold30_r": -1.043148 + }, + { + "symbol": "XOM", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.152993, + "strategy_rank": 71.906653, + "rr": 1.517868, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.276802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065275, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.696231, + "strategy_rank": 72.66745, + "rr": 0.71355, + "primary_prob": 44.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.070325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639374, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.481153, + "strategy_rank": 60.527515, + "rr": 1.860572, + "primary_prob": 32.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.790858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08217, + "hold30_r": -1.0 + }, + { + "symbol": "AFL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 63.682397, + "rr": 1.264028, + "primary_prob": 39.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.896041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179244, + "hold30_r": 1.997147 + }, + { + "symbol": "AMAT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.089686, + "strategy_rank": 83.824525, + "rr": 1.551116, + "primary_prob": 35.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.326674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051803, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.874439, + "strategy_rank": 88.803383, + "rr": 0.994765, + "primary_prob": 34.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.492147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033959, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 95.098564, + "rr": 0.985978, + "primary_prob": 37.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.478967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051604, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.134529, + "strategy_rank": 76.684774, + "rr": 0.84575, + "primary_prob": 51.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 89, + "primary_distance_atr": 1.268625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780384, + "hold30_r": 3.172738 + }, + { + "symbol": "BIIB", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.565022, + "strategy_rank": 69.344509, + "rr": 0.872996, + "primary_prob": 47.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.309493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065584, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919283, + "strategy_rank": 65.623364, + "rr": 1.535785, + "primary_prob": 18.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.303677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084131, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.412556, + "strategy_rank": 73.126373, + "rr": 0.852911, + "primary_prob": 36.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.279366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761451, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.170404, + "strategy_rank": 94.912571, + "rr": 2.568549, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.852824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030107, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883408, + "strategy_rank": 74.106976, + "rr": 1.128537, + "primary_prob": 41.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.692805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.909188, + "hold30_r": -1.838709 + }, + { + "symbol": "CVNA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.731017, + "rr": 1.707301, + "primary_prob": 29.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.560952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01457, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.403587, + "strategy_rank": 90.339558, + "rr": 0.840818, + "primary_prob": 41.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.261228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052402, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 78.750263, + "rr": 0.925943, + "primary_prob": 34.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.388915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.858044, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 86.344991, + "rr": 1.389864, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.084796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.344337, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.439462, + "strategy_rank": 98.970039, + "rr": 1.747094, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.62064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.713229, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 76.122205, + "rr": 1.777109, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.665663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.696894, + "hold30_r": 1.613198 + }, + { + "symbol": "GILD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 61.930809, + "rr": 1.717999, + "primary_prob": 41.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.576998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078626, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.946188, + "strategy_rank": 84.621392, + "rr": 1.588616, + "primary_prob": 16.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.382925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.448661, + "hold30_r": -1.379198 + }, + { + "symbol": "HCA", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.843049, + "strategy_rank": 72.229061, + "rr": 0.879487, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.319231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.532988, + "hold30_r": -1.466812 + }, + { + "symbol": "HSY", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.493274, + "strategy_rank": 57.553345, + "rr": 0.762436, + "primary_prob": 38.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.143654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674823, + "hold30_r": -1.202307 + }, + { + "symbol": "HWM", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.080717, + "strategy_rank": 69.426972, + "rr": 0.786373, + "primary_prob": 51.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.17956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708285, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 86.486592, + "rr": 1.177225, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.765837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.121932, + "hold30_r": 2.792957 + }, + { + "symbol": "ISRG", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.497758, + "strategy_rank": 82.898095, + "rr": 1.457079, + "primary_prob": 35.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.185619, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.384452, + "hold30_r": -1.317625 + }, + { + "symbol": "JCI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.856502, + "strategy_rank": 73.867337, + "rr": 1.465334, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.198001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087334, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.390135, + "strategy_rank": 82.375779, + "rr": 0.864323, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.296485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048371, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.32287, + "strategy_rank": 80.090438, + "rr": 1.694757, + "primary_prob": 29.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.542135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624281, + "hold30_r": 4.127331 + }, + { + "symbol": "LIN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 63.798116, + "rr": 0.703653, + "primary_prob": 40.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.05548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625967, + "hold30_r": 1.283327 + }, + { + "symbol": "LLY", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.591928, + "strategy_rank": 74.550591, + "rr": 0.717032, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.075547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652429, + "hold30_r": 6.725065 + }, + { + "symbol": "LRCX", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.735426, + "strategy_rank": 84.089295, + "rr": 2.333688, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.500531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050394, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941704, + "strategy_rank": 78.571945, + "rr": 1.695228, + "primary_prob": 18.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.542842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069093, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.748879, + "strategy_rank": 87.053074, + "rr": 1.411836, + "primary_prob": 20.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.117753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.145356, + "hold30_r": -1.092165 + }, + { + "symbol": "MCK", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.520179, + "strategy_rank": 62.860099, + "rr": 1.284248, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.926372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083241, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.506726, + "strategy_rank": 94.510413, + "rr": 2.628528, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.942792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053093, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.426009, + "strategy_rank": 83.590153, + "rr": 2.372841, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.559262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.315306, + "hold30_r": 4.954414 + }, + { + "symbol": "MSI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.61435, + "strategy_rank": 61.089776, + "rr": 0.785579, + "primary_prob": 38.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.178369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.691263, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.659193, + "strategy_rank": 90.49365, + "rr": 2.24364, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.365459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02611, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.049327, + "strategy_rank": 93.691576, + "rr": 1.184124, + "primary_prob": 45.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.776186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.297932, + "hold30_r": -1.261883 + }, + { + "symbol": "NFLX", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.430493, + "strategy_rank": 95.142956, + "rr": 2.410367, + "primary_prob": 23.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.615551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.569793, + "hold30_r": -1.522274 + }, + { + "symbol": "NUE", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.717489, + "strategy_rank": 81.233786, + "rr": 2.083214, + "primary_prob": 23.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.12482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052488, + "hold30_r": 0.493094 + }, + { + "symbol": "OMC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 79.065218, + "rr": 1.655135, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.482702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043305, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.973094, + "strategy_rank": 79.189891, + "rr": 0.978497, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.467746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060441, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 89.471589, + "rr": 0.878367, + "primary_prob": 49.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.317551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046002, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.533632, + "strategy_rank": 97.971529, + "rr": 1.809788, + "primary_prob": 28.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.714682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026708, + "hold30_r": -1.0 + }, + { + "symbol": "PTC", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.865471, + "strategy_rank": 65.714554, + "rr": 0.752849, + "primary_prob": 53.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.129273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078813, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.215247, + "strategy_rank": 95.054699, + "rr": 1.035102, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.552653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.982962, + "hold30_r": -0.123258 + }, + { + "symbol": "REGN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.107623, + "strategy_rank": 74.498826, + "rr": 1.561461, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.342191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.496053, + "hold30_r": 5.273476 + }, + { + "symbol": "RL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 75.416529, + "rr": 0.742754, + "primary_prob": 39.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.11413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685865, + "hold30_r": -1.167844 + }, + { + "symbol": "ROK", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.349776, + "strategy_rank": 78.786454, + "rr": 0.701898, + "primary_prob": 57.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.052847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07032, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 62.770262, + "rr": 1.648363, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.472545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.570208, + "hold30_r": 3.133295 + }, + { + "symbol": "SLB", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.376682, + "strategy_rank": 91.307972, + "rr": 2.061602, + "primary_prob": 23.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.092403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052582, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 99.686625, + "rr": 0.680508, + "primary_prob": 55.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.020762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657537, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.273543, + "strategy_rank": 92.774701, + "rr": 0.684824, + "primary_prob": 48.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.027236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044569, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.188341, + "strategy_rank": 83.506335, + "rr": 1.302088, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.953132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058929, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.06278, + "strategy_rank": 78.618443, + "rr": 1.533721, + "primary_prob": 20.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.300581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.678155, + "hold30_r": -2.625164 + }, + { + "symbol": "TT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 75.13799, + "rr": 1.892943, + "primary_prob": 26.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.839415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.811009, + "hold30_r": 2.1085 + }, + { + "symbol": "TTD", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.964126, + "strategy_rank": 96.671532, + "rr": 1.10808, + "primary_prob": 44.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.66212, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038148, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.529148, + "strategy_rank": 84.103289, + "rr": 0.855308, + "primary_prob": 34.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.282961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.807899, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.206278, + "strategy_rank": 95.757817, + "rr": 2.002759, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.004138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04262, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.013453, + "strategy_rank": 77.342974, + "rr": 1.262731, + "primary_prob": 24.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.894096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059923, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367713, + "strategy_rank": 91.172164, + "rr": 0.742782, + "primary_prob": 54.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.114172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.125415, + "hold30_r": -1.08045 + }, + { + "symbol": "VRT", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.878924, + "strategy_rank": 98.107864, + "rr": 1.370717, + "primary_prob": 37.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046192, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-07-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.600897, + "strategy_rank": 84.719957, + "rr": 2.154375, + "primary_prob": 27.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.231562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055688, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.869955, + "strategy_rank": 88.743868, + "rr": 0.704218, + "primary_prob": 47.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.056327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652461, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.573991, + "strategy_rank": 74.782331, + "rr": 0.851649, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.277473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769374, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.098655, + "strategy_rank": 62.383152, + "rr": 1.486276, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.229414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.994001, + "hold30_r": -2.909625 + }, + { + "symbol": "ALGN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.280899, + "strategy_rank": 88.956719, + "rr": 0.949363, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.424044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908921, + "hold30_r": 0.06426 + }, + { + "symbol": "AMAT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.94382, + "strategy_rank": 83.877715, + "rr": 1.144177, + "primary_prob": 30.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.716265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094881, + "hold30_r": 1.632892 + }, + { + "symbol": "ANET", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.134831, + "strategy_rank": 92.341916, + "rr": 0.886638, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.329957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042061, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.314607, + "strategy_rank": 95.288835, + "rr": 1.263808, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.895712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.215188, + "hold30_r": 4.863657 + }, + { + "symbol": "BA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.258427, + "strategy_rank": 76.106011, + "rr": 1.950192, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.925288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056687, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.550562, + "strategy_rank": 69.041896, + "rr": 2.047076, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.070614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057122, + "hold30_r": -0.421014 + }, + { + "symbol": "BKR", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.11236, + "strategy_rank": 75.988966, + "rr": 2.119811, + "primary_prob": 24.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.179716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055609, + "hold30_r": 1.306883 + }, + { + "symbol": "BLDR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.539326, + "strategy_rank": 94.538066, + "rr": 0.799778, + "primary_prob": 51.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.199668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751434, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.325843, + "strategy_rank": 64.512395, + "rr": 1.337017, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.005526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075703, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179775, + "strategy_rank": 72.43795, + "rr": 0.761309, + "primary_prob": 41.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.141964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672868, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.404494, + "strategy_rank": 96.474177, + "rr": 2.309544, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.464316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032932, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.921348, + "strategy_rank": 77.618935, + "rr": 1.207005, + "primary_prob": 24.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.810507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049963, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.483146, + "strategy_rank": 80.606364, + "rr": 1.077347, + "primary_prob": 27.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.616021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.879862, + "hold30_r": -2.807924 + }, + { + "symbol": "COR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.505618, + "strategy_rank": 61.569179, + "rr": 1.282804, + "primary_prob": 24.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.924206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.186365, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.786517, + "strategy_rank": 68.830831, + "rr": 0.88582, + "primary_prob": 34.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.328729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082486, + "hold30_r": -1.0 + }, + { + "symbol": "CSGP", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.88764, + "strategy_rank": 79.098478, + "rr": 0.689098, + "primary_prob": 49.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.033648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049356, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.438202, + "strategy_rank": 99.573109, + "rr": 0.81443, + "primary_prob": 37.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.221645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803403, + "hold30_r": 0.488973 + }, + { + "symbol": "DAL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.404494, + "strategy_rank": 80.258931, + "rr": 0.933644, + "primary_prob": 33.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.400466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051477, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.932584, + "strategy_rank": 89.665365, + "rr": 1.415524, + "primary_prob": 25.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.123285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.364337, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.134831, + "strategy_rank": 74.781378, + "rr": 1.606802, + "primary_prob": 36.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.410204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.064279, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.101124, + "strategy_rank": 77.135361, + "rr": 1.185153, + "primary_prob": 25.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.77773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.111753, + "hold30_r": 5.742483 + }, + { + "symbol": "FCX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.314607, + "strategy_rank": 88.22157, + "rr": 1.866569, + "primary_prob": 28.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.799853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.146188, + "hold30_r": -1.103785 + }, + { + "symbol": "FSLR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662921, + "strategy_rank": 99.158664, + "rr": 1.980008, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.970012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.943916, + "hold30_r": -1.0 + }, + { + "symbol": "GILD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.235955, + "strategy_rank": 61.102837, + "rr": 1.596719, + "primary_prob": 20.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.395079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528092, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.157303, + "strategy_rank": 84.071547, + "rr": 0.920713, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.38107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.43718, + "hold30_r": -1.358984 + }, + { + "symbol": "HCA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.359551, + "strategy_rank": 68.586663, + "rr": 1.489671, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.234507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072046, + "hold30_r": -1.002857 + }, + { + "symbol": "HUBB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842697, + "strategy_rank": 86.731143, + "rr": 0.741975, + "primary_prob": 40.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.112963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.68987, + "hold30_r": 1.262286 + }, + { + "symbol": "IBKR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.561798, + "strategy_rank": 85.254245, + "rr": 1.261499, + "primary_prob": 38.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.892248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.203653, + "hold30_r": 2.516234 + }, + { + "symbol": "IR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.752809, + "strategy_rank": 75.249836, + "rr": 1.117813, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.676719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044317, + "hold30_r": 2.864873 + }, + { + "symbol": "ISRG", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460674, + "strategy_rank": 82.553862, + "rr": 1.373921, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.060881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054464, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.606742, + "strategy_rank": 69.247141, + "rr": 0.849319, + "primary_prob": 35.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.273978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.585932, + "hold30_r": -1.518396 + }, + { + "symbol": "JBL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.865169, + "strategy_rank": 79.940596, + "rr": 0.800573, + "primary_prob": 37.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.200859, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064805, + "hold30_r": -1.0 + }, + { + "symbol": "JCI", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.898876, + "strategy_rank": 70.586613, + "rr": 0.815363, + "primary_prob": 40.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.223045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724855, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.337079, + "strategy_rank": 81.998287, + "rr": 0.907864, + "primary_prob": 35.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.361796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859949, + "hold30_r": 2.056192 + }, + { + "symbol": "LEN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.910112, + "strategy_rank": 77.5882, + "rr": 1.062912, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.594369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063597, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.853933, + "strategy_rank": 78.5556, + "rr": 1.553904, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.330857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481066, + "hold30_r": 5.323231 + }, + { + "symbol": "LLY", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.224719, + "strategy_rank": 72.742505, + "rr": 0.749122, + "primary_prob": 40.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.123683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681422, + "hold30_r": 8.928392 + }, + { + "symbol": "LRCX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.044944, + "strategy_rank": 85.031012, + "rr": 1.358409, + "primary_prob": 22.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.037613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.309072, + "hold30_r": 1.317128 + }, + { + "symbol": "LVS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.831461, + "strategy_rank": 87.200408, + "rr": 0.992623, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.488934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04801, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.685393, + "strategy_rank": 61.686502, + "rr": 0.785993, + "primary_prob": 40.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.178989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703819, + "hold30_r": 1.509 + }, + { + "symbol": "META", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.191011, + "strategy_rank": 96.419358, + "rr": 1.456844, + "primary_prob": 20.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.185266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411312, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.483146, + "strategy_rank": 82.485287, + "rr": 1.445433, + "primary_prob": 33.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.168149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.385276, + "hold30_r": 4.739654 + }, + { + "symbol": "MRK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.696629, + "strategy_rank": 62.73069, + "rr": 1.337369, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.006053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.265311, + "hold30_r": 0.269021 + }, + { + "symbol": "MSTR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.067416, + "strategy_rank": 90.07903, + "rr": 1.531043, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.296564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027418, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.505618, + "strategy_rank": 95.306847, + "rr": 1.632146, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.448218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068615, + "hold30_r": -1.030067 + }, + { + "symbol": "NFLX", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.089888, + "strategy_rank": 94.727944, + "rr": 1.054456, + "primary_prob": 30.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.581683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.130875, + "hold30_r": -1.091443 + }, + { + "symbol": "NUE", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.561798, + "strategy_rank": 81.617474, + "rr": 1.628674, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.443011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.047944, + "hold30_r": -0.001419 + }, + { + "symbol": "NVDA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.213483, + "strategy_rank": 98.574999, + "rr": 0.74868, + "primary_prob": 53.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.123019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708835, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730337, + "strategy_rank": 77.230967, + "rr": 1.037141, + "primary_prob": 33.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.555711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043038, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.011236, + "strategy_rank": 91.084547, + "rr": 0.928699, + "primary_prob": 47.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.393048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.885992, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.494382, + "strategy_rank": 77.379251, + "rr": 0.933258, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.399886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058344, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.58427, + "strategy_rank": 90.504056, + "rr": 1.008055, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.512083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047616, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52809, + "strategy_rank": 71.392981, + "rr": 0.79662, + "primary_prob": 36.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.19493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743464, + "hold30_r": -0.490034 + }, + { + "symbol": "PH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.078652, + "strategy_rank": 77.569406, + "rr": 1.00836, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.51254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938582, + "hold30_r": 1.360074 + }, + { + "symbol": "PLTR", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.05618, + "strategy_rank": 96.270268, + "rr": 1.31139, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.967086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.286354, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.977528, + "strategy_rank": 75.104449, + "rr": 1.823387, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.73508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.752662, + "hold30_r": 4.562035 + }, + { + "symbol": "ROK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.764045, + "strategy_rank": 76.52945, + "rr": 0.931557, + "primary_prob": 38.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.397335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.509058, + "hold30_r": -3.437224 + }, + { + "symbol": "ROST", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359551, + "strategy_rank": 61.115811, + "rr": 1.434233, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.151349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350564, + "hold30_r": 2.189781 + }, + { + "symbol": "SLB", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.303371, + "strategy_rank": 87.850028, + "rr": 1.907971, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.861956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052548, + "hold30_r": 1.439668 + }, + { + "symbol": "SNA", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.460674, + "strategy_rank": 69.062831, + "rr": 1.866056, + "primary_prob": 14.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.799084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067568, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.258427, + "strategy_rank": 92.859374, + "rr": 0.965814, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.448721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.923849, + "hold30_r": 0.262889 + }, + { + "symbol": "SYK", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.685393, + "strategy_rank": 73.563183, + "rr": 1.104188, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.656282, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080557, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.707865, + "strategy_rank": 81.301784, + "rr": 1.385871, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.078807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060687, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.707865, + "strategy_rank": 69.761425, + "rr": 1.371774, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.057661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287148, + "hold30_r": 2.663618 + }, + { + "symbol": "TTD", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.966292, + "strategy_rank": 97.405552, + "rr": 1.988742, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.983113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.267175, + "hold30_r": -1.229158 + }, + { + "symbol": "UAL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.808989, + "strategy_rank": 90.325037, + "rr": 1.152953, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.729429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042401, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.764045, + "strategy_rank": 96.040661, + "rr": 2.12627, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.189405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047468, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.539326, + "strategy_rank": 77.952864, + "rr": 1.542991, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.314486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047791, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.235955, + "strategy_rank": 90.972792, + "rr": 0.972996, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.459494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047761, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.988764, + "strategy_rank": 98.148637, + "rr": 1.584775, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.377163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.542099, + "hold30_r": 12.007915 + }, + { + "symbol": "WDAY", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.033708, + "strategy_rank": 85.168439, + "rr": 1.235432, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.853147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.198, + "hold30_r": -1.144382 + }, + { + "symbol": "WYNN", + "date": "2023-07-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.52809, + "strategy_rank": 88.785358, + "rr": 2.088524, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.132786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054244, + "hold30_r": -1.0 + }, + { + "symbol": "XYL", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.910112, + "strategy_rank": 63.0882, + "rr": 1.256503, + "primary_prob": 41.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.884755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169091, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-07-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 60.905804, + "rr": 1.157806, + "primary_prob": 33.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.73671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083562, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.608315, + "strategy_rank": 83.313593, + "rr": 1.503273, + "primary_prob": 18.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.254909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060458, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.087527, + "strategy_rank": 85.373496, + "rr": 2.04171, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.062565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.100889, + "hold30_r": -1.06751 + }, + { + "symbol": "AMAT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.448578, + "strategy_rank": 84.999594, + "rr": 1.93219, + "primary_prob": 27.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.898284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045422, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.183807, + "strategy_rank": 90.647879, + "rr": 0.912696, + "primary_prob": 47.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.369045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882521, + "hold30_r": 0.874909 + }, + { + "symbol": "AXON", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.702407, + "strategy_rank": 94.854567, + "rr": 1.602617, + "primary_prob": 24.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.403925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.552475, + "hold30_r": 4.857268 + }, + { + "symbol": "BIIB", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.262582, + "strategy_rank": 70.225292, + "rr": 1.292823, + "primary_prob": 35.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.939234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055282, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.824945, + "strategy_rank": 74.471348, + "rr": 1.132349, + "primary_prob": 41.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.698523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067024, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.245077, + "strategy_rank": 78.818715, + "rr": 2.180279, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.270419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057885, + "hold30_r": 0.91157 + }, + { + "symbol": "BLDR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.140044, + "strategy_rank": 94.080127, + "rr": 0.83568, + "primary_prob": 49.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.25352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047142, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.682713, + "strategy_rank": 61.865236, + "rr": 1.076138, + "primary_prob": 39.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.614206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010284, + "hold30_r": 1.496081 + }, + { + "symbol": "CCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.124726, + "strategy_rank": 98.437527, + "rr": 1.17619, + "primary_prob": 31.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.764286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058095, + "hold30_r": -1.025641 + }, + { + "symbol": "CDNS", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.525164, + "strategy_rank": 75.952768, + "rr": 1.159415, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.739122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.234596, + "hold30_r": -1.185171 + }, + { + "symbol": "CMG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.308534, + "strategy_rank": 81.126891, + "rr": 1.59964, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.399461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053566, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.842451, + "strategy_rank": 96.991462, + "rr": 1.62381, + "primary_prob": 16.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.435715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017251, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.402626, + "strategy_rank": 68.039043, + "rr": 1.465328, + "primary_prob": 19.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.197991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084591, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.137856, + "strategy_rank": 79.222263, + "rr": 0.980615, + "primary_prob": 45.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.470923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.89156, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.562363, + "strategy_rank": 99.660903, + "rr": 2.189539, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.284309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013335, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.450766, + "strategy_rank": 85.119466, + "rr": 1.267735, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.901602, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052014, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.061269, + "strategy_rank": 81.620618, + "rr": 0.68692, + "primary_prob": 42.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.03038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.631169, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.326039, + "strategy_rank": 79.902463, + "rr": 1.04663, + "primary_prob": 29.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.569946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055603, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.870897, + "strategy_rank": 62.578187, + "rr": 1.035833, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.553749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079584, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.041575, + "strategy_rank": 78.467531, + "rr": 1.414827, + "primary_prob": 24.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.122241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.346936, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.091904, + "strategy_rank": 90.918918, + "rr": 0.684806, + "primary_prob": 49.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.027209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039332, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.496718, + "strategy_rank": 79.743772, + "rr": 1.833234, + "primary_prob": 32.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.74985, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056251, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.746171, + "strategy_rank": 87.426686, + "rr": 2.367177, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.550765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043233, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.389497, + "strategy_rank": 78.411512, + "rr": 0.858686, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.288029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801801, + "hold30_r": 2.917292 + }, + { + "symbol": "FSLR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.796499, + "strategy_rank": 98.404274, + "rr": 1.147688, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.721531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120109, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.356674, + "strategy_rank": 74.331768, + "rr": 1.403652, + "primary_prob": 19.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.105478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334403, + "hold30_r": 1.137962 + }, + { + "symbol": "GILD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.901532, + "strategy_rank": 64.179981, + "rr": 1.642827, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.46424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.571231, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.043764, + "strategy_rank": 82.190023, + "rr": 0.740023, + "primary_prob": 40.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.110035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.137957, + "hold30_r": -1.072313 + }, + { + "symbol": "HCA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.277899, + "strategy_rank": 67.636451, + "rr": 1.163257, + "primary_prob": 28.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.744886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105767, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.873085, + "strategy_rank": 85.623823, + "rr": 1.320735, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.981102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058543, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.479212, + "strategy_rank": 68.948549, + "rr": 1.019291, + "primary_prob": 31.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.528937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953783, + "hold30_r": -0.654397 + }, + { + "symbol": "ISRG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.575492, + "strategy_rank": 81.264417, + "rr": 1.142685, + "primary_prob": 34.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.714027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054525, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.713348, + "strategy_rank": 69.001964, + "rr": 0.815797, + "primary_prob": 41.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.223695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05742, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045952, + "strategy_rank": 79.657057, + "rr": 1.502084, + "primary_prob": 18.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.253125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06032, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.056893, + "strategy_rank": 69.983493, + "rr": 1.266804, + "primary_prob": 44.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.900205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081858, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.794311, + "strategy_rank": 77.683965, + "rr": 0.705138, + "primary_prob": 41.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.057707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064259, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.231947, + "strategy_rank": 74.682451, + "rr": 0.70998, + "primary_prob": 42.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.06497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639437, + "hold30_r": 10.642484 + }, + { + "symbol": "LRCX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.619256, + "strategy_rank": 83.923872, + "rr": 1.114976, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.672465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043582, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.185996, + "strategy_rank": 86.084345, + "rr": 2.024753, + "primary_prob": 25.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.037129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049208, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.400438, + "strategy_rank": 81.412621, + "rr": 0.768501, + "primary_prob": 53.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.152752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.123462, + "hold30_r": -1.077682 + }, + { + "symbol": "MCK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.49453, + "strategy_rank": 62.691586, + "rr": 1.032153, + "primary_prob": 29.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.548229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951721, + "hold30_r": 0.635755 + }, + { + "symbol": "META", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.921225, + "strategy_rank": 96.940054, + "rr": 2.140679, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.211018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04079, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.229759, + "strategy_rank": 79.802753, + "rr": 0.874556, + "primary_prob": 49.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.311835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058753, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.995624, + "strategy_rank": 65.69912, + "rr": 1.659773, + "primary_prob": 24.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.489659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.595, + "hold30_r": 0.778258 + }, + { + "symbol": "MSTR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.623632, + "strategy_rank": 96.772787, + "rr": 1.479727, + "primary_prob": 22.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.21959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025223, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.358862, + "strategy_rank": 97.704915, + "rr": 1.251188, + "primary_prob": 29.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.876782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026445, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.577681, + "strategy_rank": 95.336254, + "rr": 0.737658, + "primary_prob": 40.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.106487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040619, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.343545, + "strategy_rank": 98.656202, + "rr": 1.252738, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.879107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038406, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.089716, + "strategy_rank": 78.910399, + "rr": 0.67407, + "primary_prob": 47.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.011105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047629, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.888403, + "strategy_rank": 92.598301, + "rr": 1.102905, + "primary_prob": 41.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.654358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039076, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.107221, + "strategy_rank": 76.965448, + "rr": 0.938645, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.407967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06233, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.527352, + "strategy_rank": 66.902334, + "rr": 0.970921, + "primary_prob": 35.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.456382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.900127, + "hold30_r": 0.85559 + }, + { + "symbol": "PANW", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.654267, + "strategy_rank": 91.955367, + "rr": 1.094754, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.642131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086614, + "hold30_r": -1.044377 + }, + { + "symbol": "PCAR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.964989, + "strategy_rank": 72.219597, + "rr": 1.081198, + "primary_prob": 42.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.621796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088427, + "hold30_r": -1.026635 + }, + { + "symbol": "PCG", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.857768, + "strategy_rank": 70.592577, + "rr": 0.721251, + "primary_prob": 41.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.081876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06826, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.667396, + "strategy_rank": 76.801238, + "rr": 0.704857, + "primary_prob": 55.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.057285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638786, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.404814, + "strategy_rank": 96.521361, + "rr": 1.62906, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.443589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022902, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.275711, + "strategy_rank": 73.706535, + "rr": 1.996955, + "primary_prob": 30.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.995433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067781, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.781182, + "strategy_rank": 96.375211, + "rr": 1.153061, + "primary_prob": 40.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.729591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042536, + "hold30_r": -1.0 + }, + { + "symbol": "REGN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.026258, + "strategy_rank": 72.377333, + "rr": 1.635308, + "primary_prob": 24.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.452963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.569761, + "hold30_r": 4.488195 + }, + { + "symbol": "RL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.306346, + "strategy_rank": 74.522302, + "rr": 0.749101, + "primary_prob": 53.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.123651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686882, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.962801, + "strategy_rank": 74.163044, + "rr": 1.095964, + "primary_prob": 34.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.643946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049022, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.214442, + "strategy_rank": 64.018232, + "rr": 0.984048, + "primary_prob": 43.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.476073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902076, + "hold30_r": 2.211221 + }, + { + "symbol": "SLB", + "date": "2023-08-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.4814, + "strategy_rank": 90.061871, + "rr": 2.090073, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.13511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.035324, + "hold30_r": 1.967229 + }, + { + "symbol": "SNA", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838074, + "strategy_rank": 69.633814, + "rr": 1.39593, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.093895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074614, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.013129, + "strategy_rank": 91.592596, + "rr": 0.67885, + "primary_prob": 48.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.018275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63381, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.730853, + "strategy_rank": 72.6902, + "rr": 1.560551, + "primary_prob": 20.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.340826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487271, + "hold30_r": 2.72629 + }, + { + "symbol": "TKO", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.63895, + "strategy_rank": 82.2953, + "rr": 1.297221, + "primary_prob": 22.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.945831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240169, + "hold30_r": -1.0 + }, + { + "symbol": "TPR", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.181619, + "strategy_rank": 78.115343, + "rr": 1.139747, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.709621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.542313, + "hold30_r": -2.487852 + }, + { + "symbol": "TTD", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.26477, + "strategy_rank": 97.528571, + "rr": 1.384581, + "primary_prob": 37.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.076871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035281, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.669584, + "strategy_rank": 90.316307, + "rr": 0.875169, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.312754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.831242, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.483589, + "strategy_rank": 95.356416, + "rr": 1.947125, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.920687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039856, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.700219, + "strategy_rank": 80.19321, + "rr": 1.749967, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.62495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048546, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919037, + "strategy_rank": 84.538523, + "rr": 1.202428, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.803642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048222, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.827133, + "strategy_rank": 87.003884, + "rr": 1.264343, + "primary_prob": 30.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.896514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052554, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-08-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.698031, + "strategy_rank": 62.617006, + "rr": 0.940045, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.410068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061416, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.161572, + "strategy_rank": 83.601336, + "rr": 0.694371, + "primary_prob": 40.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.041557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061429, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.113537, + "strategy_rank": 80.831764, + "rr": 1.538838, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.308257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045093, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.716157, + "strategy_rank": 88.255558, + "rr": 0.975854, + "primary_prob": 45.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.463781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94294, + "hold30_r": 0.037091 + }, + { + "symbol": "APO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.462882, + "strategy_rank": 85.916174, + "rr": 1.743606, + "primary_prob": 28.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.615408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05625, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.978166, + "strategy_rank": 89.621971, + "rr": 1.086944, + "primary_prob": 29.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.630416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053772, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.379913, + "strategy_rank": 95.714958, + "rr": 1.862504, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.793756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.040467, + "hold30_r": -0.43507 + }, + { + "symbol": "BA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.58952, + "strategy_rank": 77.82116, + "rr": 1.344548, + "primary_prob": 35.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.016822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058371, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.008734, + "strategy_rank": 68.487813, + "rr": 1.357956, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 72, + "primary_distance_atr": 2.036934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056802, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.375546, + "strategy_rank": 83.799483, + "rr": 1.815995, + "primary_prob": 28.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.723992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061608, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.296943, + "strategy_rank": 60.105246, + "rr": 0.831297, + "primary_prob": 47.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.246945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761392, + "hold30_r": 1.991991 + }, + { + "symbol": "CAH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.759825, + "strategy_rank": 70.482205, + "rr": 0.894116, + "primary_prob": 36.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.341174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.807497, + "hold30_r": -1.544583 + }, + { + "symbol": "CARR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.895197, + "strategy_rank": 76.201801, + "rr": 0.90838, + "primary_prob": 34.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.362571, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054869, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.017467, + "strategy_rank": 98.397194, + "rr": 1.618741, + "primary_prob": 21.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.428111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032237, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.676856, + "strategy_rank": 76.245041, + "rr": 0.96305, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.444575, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911262, + "hold30_r": 0.376972 + }, + { + "symbol": "CMG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.20524, + "strategy_rank": 78.131903, + "rr": 0.869153, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.303729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.811105, + "hold30_r": 0.243109 + }, + { + "symbol": "COR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.065502, + "strategy_rank": 64.091603, + "rr": 1.495435, + "primary_prob": 20.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.243152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079419, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.537118, + "strategy_rank": 67.498858, + "rr": 0.924206, + "primary_prob": 36.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.386308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840951, + "hold30_r": -0.524034 + }, + { + "symbol": "CRH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.847162, + "strategy_rank": 78.415889, + "rr": 0.889907, + "primary_prob": 49.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.334861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083456, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454148, + "strategy_rank": 99.585224, + "rr": 1.148421, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.722631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137571, + "hold30_r": 0.191131 + }, + { + "symbol": "DAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.248908, + "strategy_rank": 85.554628, + "rr": 1.171764, + "primary_prob": 26.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.757647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054012, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.323144, + "strategy_rank": 80.339926, + "rr": 1.007798, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.511696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057568, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.244541, + "strategy_rank": 62.037846, + "rr": 1.195009, + "primary_prob": 28.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.792513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087601, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.9869, + "strategy_rank": 80.364686, + "rr": 2.525253, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.787879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052891, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.90393, + "strategy_rank": 91.176542, + "rr": 1.745681, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.618522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031592, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.938865, + "strategy_rank": 81.173545, + "rr": 1.17127, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.756905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052628, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.445415, + "strategy_rank": 78.79349, + "rr": 0.804655, + "primary_prob": 50.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.206982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739112, + "hold30_r": -1.0 + }, + { + "symbol": "FCX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.152838, + "strategy_rank": 85.195222, + "rr": 1.096874, + "primary_prob": 32.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.645312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04469, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.179039, + "strategy_rank": 79.351471, + "rr": 0.67042, + "primary_prob": 56.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.00563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621589, + "hold30_r": 1.001722 + }, + { + "symbol": "FSLR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.580786, + "strategy_rank": 98.287596, + "rr": 1.843477, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.765215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031161, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.68559, + "strategy_rank": 93.376645, + "rr": 1.548959, + "primary_prob": 30.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.323438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026556, + "hold30_r": -0.222111 + }, + { + "symbol": "GE", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.668122, + "strategy_rank": 75.796444, + "rr": 1.402026, + "primary_prob": 19.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.103039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.32954, + "hold30_r": 0.264948 + }, + { + "symbol": "GILD", + "date": "2023-08-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.550218, + "strategy_rank": 61.758355, + "rr": 2.156118, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.234176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062878, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.157205, + "strategy_rank": 75.117233, + "rr": 1.124293, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.686439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068935, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.19214, + "strategy_rank": 89.852798, + "rr": 1.785705, + "primary_prob": 27.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.678558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081048, + "hold30_r": -1.0308 + }, + { + "symbol": "HCA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.755459, + "strategy_rank": 66.932743, + "rr": 1.526367, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.28955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.464556, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.541485, + "strategy_rank": 86.603876, + "rr": 1.170744, + "primary_prob": 26.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.756116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.115787, + "hold30_r": -0.12041 + }, + { + "symbol": "IDXX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.240175, + "strategy_rank": 72.867469, + "rr": 1.125577, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.688366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051909, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.628821, + "strategy_rank": 78.949325, + "rr": 1.199561, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.799342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054266, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.925764, + "strategy_rank": 80.44346, + "rr": 0.881998, + "primary_prob": 34.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.322997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062089, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.078603, + "strategy_rank": 70.83476, + "rr": 1.674112, + "primary_prob": 21.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.511168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080209, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.812227, + "strategy_rank": 77.079016, + "rr": 1.504763, + "primary_prob": 18.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.257144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064139, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.960699, + "strategy_rank": 86.813012, + "rr": 1.044159, + "primary_prob": 35.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.566239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05147, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.707424, + "strategy_rank": 93.918072, + "rr": 0.867946, + "primary_prob": 37.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.301919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042501, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.790393, + "strategy_rank": 83.465693, + "rr": 1.234982, + "primary_prob": 27.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.852474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045519, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.021834, + "strategy_rank": 62.028356, + "rr": 1.322261, + "primary_prob": 23.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.983391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064978, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.751092, + "strategy_rank": 62.402888, + "rr": 1.719711, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.579567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646974, + "hold30_r": 0.215949 + }, + { + "symbol": "MSTR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.886463, + "strategy_rank": 95.491766, + "rr": 1.222828, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.834242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023481, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.943231, + "strategy_rank": 96.618432, + "rr": 1.144434, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.716651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.132126, + "hold30_r": -1.1037 + }, + { + "symbol": "NFLX", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.362445, + "strategy_rank": 95.062862, + "rr": 0.819633, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.229449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042853, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.458515, + "strategy_rank": 80.11181, + "rr": 0.900832, + "primary_prob": 34.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.351248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050892, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.235808, + "strategy_rank": 98.615392, + "rr": 1.192603, + "primary_prob": 26.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.788904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.155616, + "hold30_r": -0.664972 + }, + { + "symbol": "NVR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.41048, + "strategy_rank": 66.345506, + "rr": 0.84614, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.26921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075442, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.991266, + "strategy_rank": 78.554671, + "rr": 1.532229, + "primary_prob": 23.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.298344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052481, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.593886, + "strategy_rank": 91.141864, + "rr": 1.272482, + "primary_prob": 22.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.908723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03904, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340611, + "strategy_rank": 77.62601, + "rr": 0.759975, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.139963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697622, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.318777, + "strategy_rank": 67.051902, + "rr": 1.503493, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.25524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.079089, + "hold30_r": -0.140364 + }, + { + "symbol": "PANW", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104803, + "strategy_rank": 92.47467, + "rr": 1.18246, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.77369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035983, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.720524, + "strategy_rank": 74.615478, + "rr": 1.35449, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.031735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06319, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.196507, + "strategy_rank": 71.539515, + "rr": 0.98352, + "primary_prob": 32.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.47528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068432, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.144105, + "strategy_rank": 98.406756, + "rr": 0.956245, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.434368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016871, + "hold30_r": -0.691448 + }, + { + "symbol": "PNR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.532751, + "strategy_rank": 72.936324, + "rr": 1.944764, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.917146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067268, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672489, + "strategy_rank": 95.816494, + "rr": 0.734364, + "primary_prob": 39.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.101546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064347, + "hold30_r": -1.022724 + }, + { + "symbol": "RL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.061135, + "strategy_rank": 76.163056, + "rr": 0.781923, + "primary_prob": 39.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.172884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.223574, + "hold30_r": -1.165635 + }, + { + "symbol": "ROK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.371179, + "strategy_rank": 78.321917, + "rr": 1.187055, + "primary_prob": 32.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.780583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051206, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.279476, + "strategy_rank": 62.034849, + "rr": 1.661213, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.491819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574694, + "hold30_r": 0.038272 + }, + { + "symbol": "SLB", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.39738, + "strategy_rank": 93.752676, + "rr": 1.109646, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.664469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.157437, + "hold30_r": -1.101186 + }, + { + "symbol": "SMCI", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89083, + "strategy_rank": 99.760182, + "rr": 0.993027, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.489541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015462, + "hold30_r": -1.0 + }, + { + "symbol": "SNA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.842795, + "strategy_rank": 70.520022, + "rr": 1.718826, + "primary_prob": 16.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.578239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082931, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.973799, + "strategy_rank": 89.144404, + "rr": 0.873645, + "primary_prob": 40.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.310468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827575, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.227074, + "strategy_rank": 63.706011, + "rr": 1.178028, + "primary_prob": 28.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.767043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065338, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.772926, + "strategy_rank": 70.983532, + "rr": 1.17546, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.76319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08882, + "hold30_r": -1.033656 + }, + { + "symbol": "TPR", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.624454, + "strategy_rank": 80.497902, + "rr": 1.633788, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.450683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.007614, + "hold30_r": -1.954752 + }, + { + "symbol": "TTD", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.742358, + "strategy_rank": 96.366056, + "rr": 1.066193, + "primary_prob": 32.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.59929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034506, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.122271, + "strategy_rank": 90.414348, + "rr": 0.697883, + "primary_prob": 44.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.046825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045254, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.030568, + "strategy_rank": 91.349502, + "rr": 1.115643, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.673464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.077325, + "hold30_r": 0.212826 + }, + { + "symbol": "UHS", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.283843, + "strategy_rank": 80.028755, + "rr": 1.21213, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.818194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048353, + "hold30_r": -1.0 + }, + { + "symbol": "ULTA", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.934498, + "strategy_rank": 77.231926, + "rr": 0.707673, + "primary_prob": 43.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.061509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637364, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.80786, + "strategy_rank": 80.098182, + "rr": 0.670238, + "primary_prob": 51.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.005357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.620968, + "hold30_r": 0.503487 + }, + { + "symbol": "WYNN", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.615721, + "strategy_rank": 87.532965, + "rr": 1.152244, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.728367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103466, + "hold30_r": -1.0 + }, + { + "symbol": "ZBH", + "date": "2023-08-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.768559, + "strategy_rank": 60.930802, + "rr": 0.934778, + "primary_prob": 42.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.402167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06259, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.036224, + "strategy_rank": 83.434667, + "rr": 0.81482, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.22223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068082, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.169045, + "strategy_rank": 87.952505, + "rr": 1.496183, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.244274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042015, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.412733, + "strategy_rank": 82.977194, + "rr": 1.147516, + "primary_prob": 31.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.721274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103592, + "hold30_r": -0.004766 + }, + { + "symbol": "ANET", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.023052, + "strategy_rank": 91.297516, + "rr": 0.713948, + "primary_prob": 54.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.070922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.674971, + "hold30_r": 0.330969 + }, + { + "symbol": "APO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.498353, + "strategy_rank": 85.192878, + "rr": 0.862394, + "primary_prob": 35.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.293591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801812, + "hold30_r": 4.091184 + }, + { + "symbol": "ARES", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.717892, + "strategy_rank": 80.91063, + "rr": 1.358122, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.037182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301466, + "hold30_r": 2.15335 + }, + { + "symbol": "AVGO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.609221, + "strategy_rank": 90.354713, + "rr": 0.830393, + "primary_prob": 37.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.245589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.778556, + "hold30_r": -1.179253 + }, + { + "symbol": "AXON", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.962678, + "strategy_rank": 93.473765, + "rr": 1.839379, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.759068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070628, + "hold30_r": -1.029844 + }, + { + "symbol": "BA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.448957, + "strategy_rank": 75.152277, + "rr": 1.569279, + "primary_prob": 32.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.353918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078339, + "hold30_r": -1.017711 + }, + { + "symbol": "BIIB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.07135, + "strategy_rank": 66.943154, + "rr": 2.039214, + "primary_prob": 22.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 72, + "primary_distance_atr": 3.058822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056935, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.779363, + "strategy_rank": 83.622225, + "rr": 1.089098, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.633647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026344, + "hold30_r": 1.453567 + }, + { + "symbol": "BLDR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.012075, + "strategy_rank": 94.773951, + "rr": 0.996534, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.494801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043998, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.364435, + "strategy_rank": 65.995301, + "rr": 1.649672, + "primary_prob": 18.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.474508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078284, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.009879, + "strategy_rank": 60.978547, + "rr": 1.237067, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.8556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086449, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.596048, + "strategy_rank": 83.201133, + "rr": 0.973689, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.460534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.916662, + "hold30_r": 0.179697 + }, + { + "symbol": "CCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.91438, + "strategy_rank": 97.587163, + "rr": 1.779624, + "primary_prob": 19.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.669436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033814, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.997805, + "strategy_rank": 74.747861, + "rr": 1.301079, + "primary_prob": 26.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.951618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245433, + "hold30_r": 1.342282 + }, + { + "symbol": "CMG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315038, + "strategy_rank": 77.608588, + "rr": 0.690993, + "primary_prob": 45.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.03649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.62469, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.182217, + "strategy_rank": 95.828976, + "rr": 1.336193, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.00429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066538, + "hold30_r": -1.048316 + }, + { + "symbol": "COR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.083425, + "strategy_rank": 59.581289, + "rr": 1.015588, + "primary_prob": 32.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.523381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082295, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.998902, + "strategy_rank": 68.956625, + "rr": 0.868104, + "primary_prob": 38.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.302156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786465, + "hold30_r": -0.280034 + }, + { + "symbol": "CRH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.877058, + "strategy_rank": 79.691816, + "rr": 0.772294, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.158441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.194685, + "hold30_r": -1.109126 + }, + { + "symbol": "CVNA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.670692, + "strategy_rank": 99.736625, + "rr": 1.776097, + "primary_prob": 14.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.664146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.764972, + "hold30_r": 0.464759 + }, + { + "symbol": "DAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.46213, + "strategy_rank": 84.080227, + "rr": 1.262135, + "primary_prob": 27.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.893203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05247, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.048299, + "strategy_rank": 82.545967, + "rr": 0.867143, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.300715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051506, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.131723, + "strategy_rank": 78.863291, + "rr": 1.307937, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.961905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049692, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.401756, + "strategy_rank": 91.119565, + "rr": 1.809968, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.714951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033358, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.15697, + "strategy_rank": 77.044929, + "rr": 0.967676, + "primary_prob": 34.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.451514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.910736, + "hold30_r": 2.132191 + }, + { + "symbol": "ETN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.583974, + "strategy_rank": 79.095309, + "rr": 1.168794, + "primary_prob": 24.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.753191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.097533, + "hold30_r": -1.042079 + }, + { + "symbol": "FCX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.035126, + "strategy_rank": 87.418674, + "rr": 0.747841, + "primary_prob": 47.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.121761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706876, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.816685, + "strategy_rank": 80.323706, + "rr": 0.931156, + "primary_prob": 32.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.396734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877465, + "hold30_r": 1.203116 + }, + { + "symbol": "FSLR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.133919, + "strategy_rank": 97.937993, + "rr": 0.736149, + "primary_prob": 44.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.104224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028422, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304061, + "strategy_rank": 93.341321, + "rr": 2.244333, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 69.0, + "primary_rejection_count": 74, + "primary_distance_atr": 3.366499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.030459, + "hold30_r": 0.109942 + }, + { + "symbol": "GE", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.218441, + "strategy_rank": 74.039108, + "rr": 0.95069, + "primary_prob": 46.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.426035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.131157, + "hold30_r": -1.057688 + }, + { + "symbol": "GWW", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.290889, + "strategy_rank": 70.251268, + "rr": 1.567192, + "primary_prob": 18.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.350788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07743, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.120746, + "strategy_rank": 90.521543, + "rr": 0.955966, + "primary_prob": 36.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.433949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052586, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.937431, + "strategy_rank": 65.883584, + "rr": 0.770728, + "primary_prob": 43.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.156091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70457, + "hold30_r": -1.047918 + }, + { + "symbol": "HUBB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.731065, + "strategy_rank": 86.947014, + "rr": 1.185322, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.777983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126287, + "hold30_r": 1.096843 + }, + { + "symbol": "HWM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.534577, + "strategy_rank": 68.528969, + "rr": 1.450322, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.175483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0749, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.242591, + "strategy_rank": 79.227754, + "rr": 1.208338, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.812507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054375, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.974753, + "strategy_rank": 81.248811, + "rr": 0.857698, + "primary_prob": 40.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.286547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058724, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.694841, + "strategy_rank": 80.478393, + "rr": 1.043986, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.565979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.98216, + "hold30_r": 6.424623 + }, + { + "symbol": "JPM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.229418, + "strategy_rank": 69.839782, + "rr": 1.710353, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.565529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079674, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.570801, + "strategy_rank": 81.930777, + "rr": 1.091656, + "primary_prob": 28.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.637483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.047177, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.755214, + "strategy_rank": 77.842122, + "rr": 1.261148, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.891722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058739, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.778266, + "strategy_rank": 73.871292, + "rr": 0.953484, + "primary_prob": 46.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.430227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066926, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.436883, + "strategy_rank": 84.189936, + "rr": 1.065847, + "primary_prob": 30.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.598771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022075, + "hold30_r": -1.222465 + }, + { + "symbol": "LVS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.82876, + "strategy_rank": 87.551107, + "rr": 1.714219, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.571329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04981, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.255763, + "strategy_rank": 93.183087, + "rr": 1.755034, + "primary_prob": 16.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.632551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.189378, + "hold30_r": -1.145207 + }, + { + "symbol": "MGM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.340285, + "strategy_rank": 85.056382, + "rr": 1.040404, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.560606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076125, + "hold30_r": -1.030821 + }, + { + "symbol": "MPC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.754116, + "strategy_rank": 81.661835, + "rr": 1.077291, + "primary_prob": 42.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.615937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.025397, + "hold30_r": 2.391045 + }, + { + "symbol": "MSTR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.060373, + "strategy_rank": 96.31225, + "rr": 1.609593, + "primary_prob": 19.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.41439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.320898, + "hold30_r": -1.295816 + }, + { + "symbol": "NCLH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.389682, + "strategy_rank": 95.524146, + "rr": 1.089303, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.633954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032187, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.353458, + "strategy_rank": 94.707223, + "rr": 1.648526, + "primary_prob": 17.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.472789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602566, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.451153, + "strategy_rank": 98.728622, + "rr": 0.724498, + "primary_prob": 41.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.086747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.689566, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.096597, + "strategy_rank": 67.45776, + "rr": 1.411247, + "primary_prob": 21.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.116871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068283, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.217344, + "strategy_rank": 80.717529, + "rr": 0.927427, + "primary_prob": 47.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.391141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043922, + "hold30_r": -1.0 + }, + { + "symbol": "OMC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.815587, + "strategy_rank": 77.900265, + "rr": 1.329044, + "primary_prob": 26.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.993566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058812, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.535675, + "strategy_rank": 91.949124, + "rr": 1.116095, + "primary_prob": 27.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.674143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.079583, + "hold30_r": 0.370348 + }, + { + "symbol": "ORCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.743139, + "strategy_rank": 77.975072, + "rr": 1.02513, + "primary_prob": 30.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.537694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963787, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.316136, + "strategy_rank": 91.236848, + "rr": 1.266839, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.900258, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159856, + "hold30_r": -1.119787 + }, + { + "symbol": "PCAR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.43798, + "strategy_rank": 74.619949, + "rr": 1.047324, + "primary_prob": 28.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.570986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068493, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657519, + "strategy_rank": 69.713385, + "rr": 1.004985, + "primary_prob": 35.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.507477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071991, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.729967, + "strategy_rank": 77.820396, + "rr": 1.281819, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.922729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061635, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.475302, + "strategy_rank": 81.606205, + "rr": 0.71882, + "primary_prob": 41.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.07823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051229, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.572997, + "strategy_rank": 98.639652, + "rr": 0.986004, + "primary_prob": 33.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.479005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032572, + "hold30_r": -1.012642 + }, + { + "symbol": "PNR", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.656422, + "strategy_rank": 72.350185, + "rr": 1.329653, + "primary_prob": 25.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.99448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.171923, + "hold30_r": -1.103983 + }, + { + "symbol": "RCL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.231614, + "strategy_rank": 95.12478, + "rr": 1.251222, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.876833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044969, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.851811, + "strategy_rank": 76.614231, + "rr": 0.744155, + "primary_prob": 50.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.116232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050704, + "hold30_r": -1.0 + }, + { + "symbol": "ROK", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.949506, + "strategy_rank": 78.368378, + "rr": 1.363262, + "primary_prob": 24.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.044893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.307723, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.597146, + "strategy_rank": 93.707816, + "rr": 1.088756, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.633134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070287, + "hold30_r": -1.014218 + }, + { + "symbol": "SMCI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890231, + "strategy_rank": 99.758868, + "rr": 0.941361, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.412041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.925635, + "hold30_r": 0.486595 + }, + { + "symbol": "SNA", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.87596, + "strategy_rank": 69.678014, + "rr": 0.862499, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.293748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09947, + "hold30_r": -1.014593 + }, + { + "symbol": "STLD", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.376509, + "strategy_rank": 88.27199, + "rr": 1.381442, + "primary_prob": 21.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.072163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041951, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.510428, + "strategy_rank": 62.288844, + "rr": 1.373851, + "primary_prob": 23.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.060776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073283, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632272, + "strategy_rank": 68.344453, + "rr": 1.037929, + "primary_prob": 33.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.556893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977336, + "hold30_r": -0.257413 + }, + { + "symbol": "TTD", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.351262, + "strategy_rank": 85.555851, + "rr": 1.282961, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.924442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250115, + "hold30_r": 1.117621 + }, + { + "symbol": "UAL", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.559824, + "strategy_rank": 88.660223, + "rr": 1.232912, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.849368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046943, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.5236, + "strategy_rank": 91.884921, + "rr": 1.407407, + "primary_prob": 27.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.111111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366839, + "hold30_r": 1.157117 + }, + { + "symbol": "UHS", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.681668, + "strategy_rank": 79.797978, + "rr": 0.888772, + "primary_prob": 41.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.333159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.835419, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.803513, + "strategy_rank": 89.040882, + "rr": 1.008106, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.512159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043417, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.79034, + "strategy_rank": 67.42947, + "rr": 0.847377, + "primary_prob": 35.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.271066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07626, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.792536, + "strategy_rank": 98.596177, + "rr": 1.007101, + "primary_prob": 44.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.510651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.976581, + "hold30_r": 1.474446 + }, + { + "symbol": "WDAY", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.095499, + "strategy_rank": 78.440672, + "rr": 1.185006, + "primary_prob": 32.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.77751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.231234, + "hold30_r": -1.177914 + }, + { + "symbol": "WYNN", + "date": "2023-08-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.377607, + "strategy_rank": 88.42818, + "rr": 1.708605, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.562907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.666339, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 92.163947, + "rr": 3.660922, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 29, + "primary_distance_atr": 5.491383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033126, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.939092, + "strategy_rank": 86.142447, + "rr": 1.572388, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.358582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529138, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 84.249518, + "rr": 1.407749, + "primary_prob": 19.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.111623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345162, + "hold30_r": 2.589803 + }, + { + "symbol": "ALGN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.506091, + "strategy_rank": 84.833269, + "rr": 1.470337, + "primary_prob": 34.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.205506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042979, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 82.282839, + "rr": 1.799328, + "primary_prob": 29.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.698992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04489, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.043189, + "strategy_rank": 85.758962, + "rr": 1.374743, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.062114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.313104, + "hold30_r": 2.048199 + }, + { + "symbol": "ARES", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.392027, + "strategy_rank": 77.928562, + "rr": 0.785253, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.177879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.723499, + "hold30_r": 1.95887 + }, + { + "symbol": "AVGO", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.681063, + "strategy_rank": 90.612103, + "rr": 1.002929, + "primary_prob": 31.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.504394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051873, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.026578, + "strategy_rank": 92.330207, + "rr": 2.043304, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.064956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105755, + "hold30_r": -1.061725 + }, + { + "symbol": "BA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.38206, + "strategy_rank": 78.397276, + "rr": 0.873532, + "primary_prob": 37.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.310298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063287, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 65.93473, + "rr": 1.229207, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.84381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063737, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.472868, + "strategy_rank": 80.439848, + "rr": 1.066278, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.599416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.007477, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.925803, + "strategy_rank": 81.242537, + "rr": 1.583096, + "primary_prob": 20.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.374644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518988, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.89258, + "strategy_rank": 96.241381, + "rr": 0.675212, + "primary_prob": 42.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.012818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033307, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.398671, + "strategy_rank": 58.069125, + "rr": 1.563409, + "primary_prob": 28.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.345113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.481599, + "hold30_r": 1.08051 + }, + { + "symbol": "CAH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.033223, + "strategy_rank": 69.387897, + "rr": 1.54391, + "primary_prob": 16.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.315865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.47597, + "hold30_r": 1.770721 + }, + { + "symbol": "CAT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 82.332862, + "rr": 1.931539, + "primary_prob": 25.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.897309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060209, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.117386, + "strategy_rank": 97.853441, + "rr": 1.795997, + "primary_prob": 19.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.693995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035742, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 97.264894, + "rr": 1.659662, + "primary_prob": 17.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.489493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040099, + "hold30_r": -1.019939 + }, + { + "symbol": "COR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.499446, + "strategy_rank": 59.410938, + "rr": 1.523628, + "primary_prob": 19.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.285442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082218, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.368771, + "strategy_rank": 68.392394, + "rr": 1.488419, + "primary_prob": 18.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.232629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076075, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.576966, + "strategy_rank": 81.316031, + "rr": 1.469869, + "primary_prob": 19.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.204803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.493121, + "hold30_r": -1.412192 + }, + { + "symbol": "CSGP", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 72.400274, + "rr": 1.476805, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.215207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.414599, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.734293, + "rr": 1.596159, + "primary_prob": 17.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.394239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583213, + "hold30_r": -0.729581 + }, + { + "symbol": "DAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.147287, + "strategy_rank": 83.718018, + "rr": 0.906203, + "primary_prob": 40.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.359305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.851266, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.160576, + "strategy_rank": 84.606878, + "rr": 3.145371, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.718057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038616, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.841639, + "strategy_rank": 68.986937, + "rr": 1.24667, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.870006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.17578, + "hold30_r": -1.008371 + }, + { + "symbol": "DHI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566999, + "strategy_rank": 82.944966, + "rr": 1.089836, + "primary_prob": 28.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.634754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048392, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277962, + "strategy_rank": 60.548717, + "rr": 1.517551, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.276327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080507, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 91.029766, + "rr": 1.507278, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.260916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034786, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.482835, + "strategy_rank": 78.413123, + "rr": 1.182148, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.773222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124105, + "hold30_r": 2.837037 + }, + { + "symbol": "FCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.0299, + "strategy_rank": 89.444687, + "rr": 1.411666, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.1175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.36792, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.33887, + "strategy_rank": 98.174226, + "rr": 1.67423, + "primary_prob": 20.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.511345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028455, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.355482, + "strategy_rank": 93.591931, + "rr": 1.759791, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.639687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722804, + "hold30_r": -0.365562 + }, + { + "symbol": "GE", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.573643, + "strategy_rank": 76.875584, + "rr": 0.958617, + "primary_prob": 31.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.437926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071581, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.27464, + "strategy_rank": 69.533685, + "rr": 1.728086, + "primary_prob": 15.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.59213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079111, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.825028, + "strategy_rank": 87.458735, + "rr": 1.325309, + "primary_prob": 26.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.987964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.273955, + "hold30_r": -0.43768 + }, + { + "symbol": "HCA", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.942414, + "strategy_rank": 63.533171, + "rr": 1.340086, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.010129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073251, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.808416, + "strategy_rank": 84.947107, + "rr": 1.734411, + "primary_prob": 30.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.601616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060452, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.603544, + "strategy_rank": 69.999829, + "rr": 1.301959, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.952938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079883, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.69103, + "strategy_rank": 81.789798, + "rr": 1.059868, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.589802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056953, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.248062, + "strategy_rank": 81.280826, + "rr": 0.841733, + "primary_prob": 39.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.262599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782061, + "hold30_r": -0.030823 + }, + { + "symbol": "JBL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.788483, + "strategy_rank": 80.381772, + "rr": 0.686359, + "primary_prob": 43.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.029538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621714, + "hold30_r": 7.494174 + }, + { + "symbol": "JPM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72093, + "strategy_rank": 71.996916, + "rr": 1.497404, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.246107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077472, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.133998, + "strategy_rank": 78.453467, + "rr": 0.851497, + "primary_prob": 36.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.277246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053966, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.620155, + "strategy_rank": 73.605379, + "rr": 1.021709, + "primary_prob": 44.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.532563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059135, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.949059, + "strategy_rank": 61.441689, + "rr": 0.694667, + "primary_prob": 44.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.598664, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486157, + "strategy_rank": 87.726498, + "rr": 1.525807, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.28871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048241, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.127353, + "strategy_rank": 87.174783, + "rr": 1.686554, + "primary_prob": 23.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.52983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054492, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.231451, + "strategy_rank": 93.288535, + "rr": 1.734131, + "primary_prob": 17.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.601196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043544, + "hold30_r": -1.0 + }, + { + "symbol": "MGM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 85.675875, + "rr": 0.750228, + "primary_prob": 52.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 72.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.125341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704095, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.063123, + "strategy_rank": 63.705512, + "rr": 1.271357, + "primary_prob": 24.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.907036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075878, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.170543, + "strategy_rank": 80.491756, + "rr": 0.753342, + "primary_prob": 53.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.130013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699662, + "hold30_r": -0.181745 + }, + { + "symbol": "MSTR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.674419, + "strategy_rank": 98.140049, + "rr": 1.105719, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.658579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082371, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.459579, + "strategy_rank": 95.661484, + "rr": 0.728431, + "primary_prob": 43.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.092647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053533, + "hold30_r": -1.017419 + }, + { + "symbol": "NFLX", + "date": "2023-08-23", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.895903, + "strategy_rank": 94.58238, + "rr": 2.397732, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.596599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045953, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.469546, + "strategy_rank": 68.540837, + "rr": 1.438294, + "primary_prob": 20.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.157441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372483, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.704319, + "strategy_rank": 89.341642, + "rr": 1.026529, + "primary_prob": 29.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.539793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987893, + "hold30_r": -1.11898 + }, + { + "symbol": "ORCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.79845, + "strategy_rank": 78.421346, + "rr": 1.851826, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.777739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054344, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.264673, + "strategy_rank": 64.101846, + "rr": 0.779352, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.169028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082254, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.251384, + "strategy_rank": 91.058289, + "rr": 0.92096, + "primary_prob": 50.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.38144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886951, + "hold30_r": 0.080815 + }, + { + "symbol": "PCAR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.811739, + "strategy_rank": 73.343355, + "rr": 1.495034, + "primary_prob": 18.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.242551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074621, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.019934, + "strategy_rank": 70.918926, + "rr": 1.6226, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.433901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072862, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 78.14536, + "rr": 0.721382, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.082073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.657893, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.560354, + "strategy_rank": 83.047497, + "rr": 0.772859, + "primary_prob": 39.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.159289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046276, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.114064, + "strategy_rank": 98.948906, + "rr": 1.135945, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.703918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020706, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.056478, + "strategy_rank": 72.924065, + "rr": 0.670306, + "primary_prob": 46.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.00546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.60478, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44629, + "strategy_rank": 95.402458, + "rr": 0.955249, + "primary_prob": 31.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.432874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044462, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.613511, + "strategy_rank": 75.265921, + "rr": 1.651115, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.476673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05002, + "hold30_r": -0.332146 + }, + { + "symbol": "ROK", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 77.799563, + "rr": 1.242046, + "primary_prob": 27.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.863069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.18096, + "hold30_r": -1.020351 + }, + { + "symbol": "SLB", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.905869, + "strategy_rank": 92.35676, + "rr": 0.966767, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.45015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.914058, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889258, + "strategy_rank": 99.756735, + "rr": 0.767362, + "primary_prob": 38.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.151043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018786, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 86.462204, + "rr": 1.20556, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.80834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043939, + "hold30_r": -1.0 + }, + { + "symbol": "SYK", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.157254, + "strategy_rank": 63.061459, + "rr": 1.470425, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.205638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.391666, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.284607, + "strategy_rank": 66.413037, + "rr": 0.954477, + "primary_prob": 35.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.431716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.883572, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.818383, + "strategy_rank": 70.721487, + "rr": 0.714528, + "primary_prob": 44.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.071791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.650579, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.727575, + "strategy_rank": 83.828087, + "rr": 1.070768, + "primary_prob": 34.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.606151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.03386, + "hold30_r": 0.116421 + }, + { + "symbol": "UAL", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.912514, + "strategy_rank": 90.198981, + "rr": 0.777239, + "primary_prob": 43.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.165858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048661, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.013289, + "strategy_rank": 93.430297, + "rr": 0.721992, + "primary_prob": 46.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.082987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.679627, + "hold30_r": -0.248704 + }, + { + "symbol": "UHS", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.254707, + "strategy_rank": 80.94625, + "rr": 0.813663, + "primary_prob": 44.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.220494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754051, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.590255, + "strategy_rank": 89.796051, + "rr": 1.109894, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.664842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068054, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.150609, + "strategy_rank": 82.722001, + "rr": 1.216194, + "primary_prob": 31.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.824292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.162511, + "hold30_r": -3.17477 + }, + { + "symbol": "WYNN", + "date": "2023-08-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.452935, + "strategy_rank": 89.465673, + "rr": 1.57876, + "primary_prob": 24.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.36814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531324, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2023-08-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.64422, + "strategy_rank": 88.467303, + "rr": 2.806277, + "primary_prob": 7.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 29, + "primary_distance_atr": 4.209415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037388, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.520763, + "strategy_rank": 84.193874, + "rr": 0.710502, + "primary_prob": 40.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.065752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.646135, + "hold30_r": 2.488154 + }, + { + "symbol": "ADBE", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.419753, + "strategy_rank": 83.909281, + "rr": 1.837193, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.755789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053641, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.15376, + "strategy_rank": 93.15836, + "rr": 2.579849, + "primary_prob": 20.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.869773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046125, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.245791, + "strategy_rank": 88.530509, + "rr": 1.99895, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.998426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044013, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.837262, + "strategy_rank": 93.463351, + "rr": 1.633789, + "primary_prob": 32.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.450683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04549, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.327722, + "strategy_rank": 80.877557, + "rr": 0.747839, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.121759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05667, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.878788, + "strategy_rank": 67.360616, + "rr": 1.056589, + "primary_prob": 38.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.584883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072074, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.919192, + "strategy_rank": 80.771206, + "rr": 0.813193, + "primary_prob": 52.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.21979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.749848, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.72615, + "strategy_rank": 77.589268, + "rr": 1.121217, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.681825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051605, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.877666, + "strategy_rank": 96.426012, + "rr": 0.967498, + "primary_prob": 32.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.451247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934327, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.297419, + "strategy_rank": 66.998227, + "rr": 1.395665, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.093498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.329067, + "hold30_r": 1.4524 + }, + { + "symbol": "CARR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.786756, + "strategy_rank": 83.880965, + "rr": 1.111111, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.666667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.052997, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694725, + "strategy_rank": 85.754057, + "rr": 0.953956, + "primary_prob": 30.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.430935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065546, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.643098, + "strategy_rank": 97.543897, + "rr": 1.02872, + "primary_prob": 30.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.54308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036609, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.071829, + "strategy_rank": 97.149497, + "rr": 0.860997, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.291495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021366, + "hold30_r": -1.0 + }, + { + "symbol": "COO", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.144781, + "strategy_rank": 64.393732, + "rr": 1.23485, + "primary_prob": 33.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 61, + "primary_distance_atr": 1.852275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082404, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.05275, + "strategy_rank": 59.111169, + "rr": 1.431715, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.147573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.093844, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.113356, + "strategy_rank": 70.8116, + "rr": 1.319499, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.979248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067046, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.378227, + "strategy_rank": 81.087043, + "rr": 0.792754, + "primary_prob": 38.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.189131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078556, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.501684, + "strategy_rank": 79.347035, + "rr": 1.175359, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.763039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116854, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.6633, + "strategy_rank": 99.730715, + "rr": 3.039565, + "primary_prob": 15.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.559348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015766, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.98092, + "strategy_rank": 82.588772, + "rr": 0.977987, + "primary_prob": 34.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.466981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056643, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.746352, + "strategy_rank": 85.151226, + "rr": 1.776209, + "primary_prob": 15.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.664314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040767, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.808081, + "strategy_rank": 69.163641, + "rr": 1.903225, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.854837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078885, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.735129, + "strategy_rank": 83.946281, + "rr": 1.149731, + "primary_prob": 28.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.724597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.097749, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.74523, + "strategy_rank": 83.141594, + "rr": 0.862871, + "primary_prob": 35.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.294306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049263, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.950617, + "strategy_rank": 60.78111, + "rr": 1.480391, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.220586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092085, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 89.134684, + "rr": 1.611574, + "primary_prob": 30.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.417361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033315, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.970819, + "strategy_rank": 76.909697, + "rr": 1.014194, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.52129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.954281, + "hold30_r": 2.575253 + }, + { + "symbol": "FCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.175084, + "strategy_rank": 84.35369, + "rr": 1.739733, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.609599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.403423, + "hold30_r": -1.356231 + }, + { + "symbol": "FSLR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.418631, + "strategy_rank": 97.45396, + "rr": 0.720197, + "primary_prob": 43.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.080295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687904, + "hold30_r": -1.0 + }, + { + "symbol": "FTNT", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.276094, + "strategy_rank": 94.27994, + "rr": 1.916766, + "primary_prob": 23.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.875149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04241, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.704826, + "strategy_rank": 76.416335, + "rr": 0.672754, + "primary_prob": 41.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.009131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.602817, + "hold30_r": -1.098212 + }, + { + "symbol": "HCA", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.491582, + "strategy_rank": 62.615328, + "rr": 1.047395, + "primary_prob": 46.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.571093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077608, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.368126, + "strategy_rank": 86.158248, + "rr": 0.867484, + "primary_prob": 50.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.301226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062617, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.481481, + "strategy_rank": 67.552155, + "rr": 0.810277, + "primary_prob": 52.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.215416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078855, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.929293, + "strategy_rank": 87.861255, + "rr": 0.994806, + "primary_prob": 30.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.492209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934718, + "hold30_r": -1.038753 + }, + { + "symbol": "IDXX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.56229, + "strategy_rank": 80.565943, + "rr": 1.616571, + "primary_prob": 20.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.424857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154218, + "hold30_r": -1.099958 + }, + { + "symbol": "ISRG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.143659, + "strategy_rank": 82.742442, + "rr": 1.620387, + "primary_prob": 38.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.43058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057593, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.399551, + "strategy_rank": 72.315968, + "rr": 1.37163, + "primary_prob": 28.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.057445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082832, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.939394, + "strategy_rank": 79.497777, + "rr": 1.146479, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.719719, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053284, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.602694, + "strategy_rank": 92.061639, + "rr": 1.136873, + "primary_prob": 28.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.705309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045251, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.061728, + "strategy_rank": 87.136715, + "rr": 1.288554, + "primary_prob": 30.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.932831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058683, + "hold30_r": -1.0 + }, + { + "symbol": "MCHP", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.277217, + "strategy_rank": 83.187669, + "rr": 0.926478, + "primary_prob": 39.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.389718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045806, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.540965, + "strategy_rank": 94.342617, + "rr": 1.663314, + "primary_prob": 18.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.494972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.619831, + "hold30_r": 2.141031 + }, + { + "symbol": "MGM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.552189, + "strategy_rank": 84.226174, + "rr": 1.003259, + "primary_prob": 36.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.504889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05171, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.705948, + "strategy_rank": 63.644332, + "rr": 1.156989, + "primary_prob": 27.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.735483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079124, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.154882, + "strategy_rank": 79.412113, + "rr": 0.865403, + "primary_prob": 49.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.298105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.805426, + "hold30_r": 0.932298 + }, + { + "symbol": "MSTR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.092031, + "strategy_rank": 98.42926, + "rr": 1.484494, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.22674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024281, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.776655, + "strategy_rank": 90.900658, + "rr": 0.750569, + "primary_prob": 43.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.125853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713856, + "hold30_r": -1.287387 + }, + { + "symbol": "NFLX", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.867565, + "strategy_rank": 94.643913, + "rr": 1.97204, + "primary_prob": 10.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.958061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045692, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.13468, + "strategy_rank": 78.837837, + "rr": 1.639486, + "primary_prob": 34.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.459229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.200109, + "hold30_r": -1.146478 + }, + { + "symbol": "ON", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.337823, + "strategy_rank": 90.084068, + "rr": 1.348653, + "primary_prob": 20.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.022979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039798, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.612795, + "strategy_rank": 80.674645, + "rr": 1.019583, + "primary_prob": 44.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.529374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.967597, + "hold30_r": -1.940018 + }, + { + "symbol": "PANW", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.848485, + "strategy_rank": 86.672775, + "rr": 0.862736, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.294105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823729, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.011223, + "strategy_rank": 73.993299, + "rr": 1.023239, + "primary_prob": 33.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.534858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955253, + "hold30_r": 1.060223 + }, + { + "symbol": "PCG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.103255, + "strategy_rank": 65.737228, + "rr": 0.995932, + "primary_prob": 36.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.493898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.916822, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.316498, + "strategy_rank": 83.703968, + "rr": 1.059335, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.589002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045493, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.326599, + "strategy_rank": 99.159079, + "rr": 1.232122, + "primary_prob": 26.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.848183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022096, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.347924, + "strategy_rank": 78.495506, + "rr": 0.690422, + "primary_prob": 45.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.035633, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.62198, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.102132, + "strategy_rank": 95.373732, + "rr": 0.832947, + "primary_prob": 39.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.249421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043633, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.521886, + "strategy_rank": 77.435309, + "rr": 1.800888, + "primary_prob": 24.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.701332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05432, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.583614, + "strategy_rank": 63.866536, + "rr": 1.311713, + "primary_prob": 38.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.96757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071372, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.684624, + "strategy_rank": 89.212719, + "rr": 1.388071, + "primary_prob": 34.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.082107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330759, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887767, + "strategy_rank": 99.753463, + "rr": 1.046239, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.569358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.109467, + "hold30_r": -1.092155 + }, + { + "symbol": "SYK", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.716049, + "strategy_rank": 61.462265, + "rr": 0.674201, + "primary_prob": 60.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.011302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.597209, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.205387, + "strategy_rank": 70.819807, + "rr": 0.986275, + "primary_prob": 44.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.479413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067834, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.510662, + "strategy_rank": 85.603264, + "rr": 1.36272, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.044079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048304, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.429854, + "strategy_rank": 87.942219, + "rr": 1.358894, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.038341, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.320286, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.470258, + "strategy_rank": 89.225149, + "rr": 0.975932, + "primary_prob": 36.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.463898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051476, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.286195, + "strategy_rank": 92.971333, + "rr": 0.859796, + "primary_prob": 36.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.289693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.815162, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.195286, + "strategy_rank": 74.480037, + "rr": 0.776994, + "primary_prob": 42.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.165491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065816, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.359147, + "strategy_rank": 64.952411, + "rr": 0.756639, + "primary_prob": 42.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.134959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.684753, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-08-30", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.654321, + "strategy_rank": 83.194531, + "rr": 2.623093, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.93464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052331, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-08-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.194164, + "strategy_rank": 88.763798, + "rr": 1.868063, + "primary_prob": 20.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.802094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053371, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136364, + "strategy_rank": 84.098176, + "rr": 1.483452, + "primary_prob": 19.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.225178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.414221, + "hold30_r": 2.627192 + }, + { + "symbol": "ADBE", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.568182, + "strategy_rank": 79.492965, + "rr": 2.225931, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.338896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057361, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.886364, + "strategy_rank": 90.879638, + "rr": 0.901418, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.352127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041318, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022727, + "strategy_rank": 88.171691, + "rr": 1.022002, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.533003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.147401, + "hold30_r": -1.10309 + }, + { + "symbol": "AMD", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.272727, + "strategy_rank": 86.230365, + "rr": 1.64069, + "primary_prob": 22.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.461035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031322, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.772727, + "strategy_rank": 90.59261, + "rr": 0.720731, + "primary_prob": 43.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.081096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.605623, + "hold30_r": -1.562362 + }, + { + "symbol": "AXON", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.522727, + "strategy_rank": 92.540739, + "rr": 1.168918, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.753377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049503, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272727, + "strategy_rank": 83.400433, + "rr": 1.475188, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.212782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053674, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.090909, + "strategy_rank": 68.213976, + "rr": 1.874354, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.811531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071648, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.909091, + "strategy_rank": 83.598949, + "rr": 1.135117, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.702676, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.0695, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 79.832406, + "rr": 1.029789, + "primary_prob": 44.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.544684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073755, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 97.152752, + "rr": 0.99164, + "primary_prob": 31.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.48746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031193, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 67.199675, + "rr": 1.326574, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.989861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177516, + "hold30_r": -1.102662 + }, + { + "symbol": "CARR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.431818, + "strategy_rank": 79.850572, + "rr": 1.056771, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.585156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.999601, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.613636, + "strategy_rank": 85.917981, + "rr": 1.050546, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.575818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064851, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.272727, + "strategy_rank": 97.240569, + "rr": 1.750045, + "primary_prob": 15.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.625067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054169, + "hold30_r": -1.017538 + }, + { + "symbol": "COIN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.545455, + "strategy_rank": 96.079777, + "rr": 1.180619, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.770928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021956, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363636, + "strategy_rank": 57.906926, + "rr": 1.476868, + "primary_prob": 19.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.215302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085179, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.340909, + "strategy_rank": 71.674011, + "rr": 0.845908, + "primary_prob": 35.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.268862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065499, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 76.985544, + "rr": 1.330359, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.995538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072742, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.590909, + "strategy_rank": 72.079623, + "rr": 2.609834, + "primary_prob": 22.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.914751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058987, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.72735, + "rr": 3.685922, + "primary_prob": 12.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 5.528884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.118095, + "hold30_r": -1.10157 + }, + { + "symbol": "DAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522727, + "strategy_rank": 84.040739, + "rr": 1.57606, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.36409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096022, + "hold30_r": -1.043367 + }, + { + "symbol": "DASH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 84.557591, + "rr": 2.13689, + "primary_prob": 11.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.205335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044265, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.022727, + "strategy_rank": 73.107066, + "rr": 1.661479, + "primary_prob": 22.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.492219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107218, + "hold30_r": -1.032558 + }, + { + "symbol": "DECK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.681818, + "strategy_rank": 84.256184, + "rr": 0.949794, + "primary_prob": 34.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.424691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.894806, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 83.645022, + "rr": 1.285284, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.927926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049687, + "hold30_r": -1.0 + }, + { + "symbol": "DRI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 61.198516, + "rr": 1.638171, + "primary_prob": 23.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.457256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080195, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 83.638683, + "rr": 0.933929, + "primary_prob": 37.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.400894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886567, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.181818, + "strategy_rank": 81.968769, + "rr": 1.288588, + "primary_prob": 36.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.932882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03175, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.795455, + "strategy_rank": 73.495594, + "rr": 0.681402, + "primary_prob": 45.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.022103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.616906, + "hold30_r": 3.04108 + }, + { + "symbol": "FCX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.431818, + "strategy_rank": 87.500232, + "rr": 1.177888, + "primary_prob": 34.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.766832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.134868, + "hold30_r": -1.088814 + }, + { + "symbol": "FDX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 68.755102, + "rr": 1.884365, + "primary_prob": 16.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.826547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081612, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 95.751701, + "rr": 1.059736, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.589604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0301, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.977273, + "strategy_rank": 77.348717, + "rr": 1.527249, + "primary_prob": 17.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.290874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.454893, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.5, + "strategy_rank": 84.892857, + "rr": 1.708669, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.563004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062235, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.25, + "strategy_rank": 86.357993, + "rr": 0.925966, + "primary_prob": 48.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.388949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055765, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.613636, + "strategy_rank": 72.077845, + "rr": 1.105878, + "primary_prob": 30.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.658816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079244, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 78.651824, + "rr": 1.37306, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.05959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052319, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.75, + "strategy_rank": 81.444728, + "rr": 0.942479, + "primary_prob": 37.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.413718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051667, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045455, + "strategy_rank": 85.959029, + "rr": 0.815622, + "primary_prob": 38.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.223433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765031, + "hold30_r": 5.049764 + }, + { + "symbol": "JPM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.954545, + "strategy_rank": 71.333488, + "rr": 1.648526, + "primary_prob": 20.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.47279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.566477, + "hold30_r": 0.448155 + }, + { + "symbol": "KLAC", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.045455, + "strategy_rank": 86.544063, + "rr": 0.750387, + "primary_prob": 38.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.12558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.20036, + "hold30_r": -1.154441 + }, + { + "symbol": "LEN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.204545, + "strategy_rank": 81.657468, + "rr": 1.404204, + "primary_prob": 21.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.106306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.811454, + "hold30_r": -1.759003 + }, + { + "symbol": "LRCX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.477273, + "strategy_rank": 90.292594, + "rr": 0.742395, + "primary_prob": 43.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.113593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044292, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227273, + "strategy_rank": 88.529839, + "rr": 0.985596, + "primary_prob": 32.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.478393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.655681, + "hold30_r": -1.607476 + }, + { + "symbol": "META", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.727273, + "strategy_rank": 93.239023, + "rr": 1.422184, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.133276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377486, + "hold30_r": 1.05807 + }, + { + "symbol": "MGM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 79.687693, + "rr": 0.685766, + "primary_prob": 55.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 82, + "primary_distance_atr": 1.02865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097477, + "hold30_r": -1.042943 + }, + { + "symbol": "MRK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.227273, + "strategy_rank": 60.886982, + "rr": 1.077753, + "primary_prob": 36.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.616629, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073234, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.181818, + "strategy_rank": 98.489177, + "rr": 0.921231, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.381847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024917, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.977273, + "strategy_rank": 87.287492, + "rr": 0.870394, + "primary_prob": 39.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.305591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830871, + "hold30_r": -1.330218 + }, + { + "symbol": "NFLX", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.954545, + "strategy_rank": 94.554576, + "rr": 1.607363, + "primary_prob": 30.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.411044, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048911, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.318182, + "strategy_rank": 98.60436, + "rr": 1.084911, + "primary_prob": 27.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.627366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.27704, + "hold30_r": -1.244074 + }, + { + "symbol": "ON", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.818182, + "strategy_rank": 87.643476, + "rr": 1.474349, + "primary_prob": 18.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.211523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041264, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204545, + "strategy_rank": 62.242502, + "rr": 0.865718, + "primary_prob": 36.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.298577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084856, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.113636, + "strategy_rank": 74.304035, + "rr": 0.885827, + "primary_prob": 37.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.32874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.817708, + "hold30_r": -0.205052 + }, + { + "symbol": "PCG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659091, + "strategy_rank": 66.638915, + "rr": 1.240484, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.860726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166205, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.045455, + "strategy_rank": 82.969233, + "rr": 1.141687, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.712531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066203, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409091, + "strategy_rank": 85.757112, + "rr": 1.064858, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.597287, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044257, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.636364, + "strategy_rank": 98.671305, + "rr": 1.254264, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.881396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021572, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 80.089054, + "rr": 0.929427, + "primary_prob": 37.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.39414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067815, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.863636, + "strategy_rank": 94.918831, + "rr": 1.233186, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.84978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043283, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.590909, + "strategy_rank": 78.538806, + "rr": 1.841835, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.762753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056334, + "hold30_r": -1.0 + }, + { + "symbol": "SATS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.659091, + "strategy_rank": 87.356602, + "rr": 1.280807, + "primary_prob": 30.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.921211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.252734, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886364, + "strategy_rank": 99.750387, + "rr": 1.14, + "primary_prob": 26.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.710001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.180204, + "hold30_r": -1.161598 + }, + { + "symbol": "SYK", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.886364, + "strategy_rank": 62.277597, + "rr": 1.229558, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.844338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.151053, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.840909, + "strategy_rank": 71.556664, + "rr": 0.790426, + "primary_prob": 37.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.185638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071044, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 91.852195, + "rr": 0.947592, + "primary_prob": 37.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.421388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917031, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.409091, + "strategy_rank": 84.950989, + "rr": 2.278275, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.417412, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042076, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.795455, + "strategy_rank": 88.522805, + "rr": 0.773736, + "primary_prob": 49.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.160605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047578, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.181818, + "strategy_rank": 91.281694, + "rr": 1.872394, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.808591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047405, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.068182, + "strategy_rank": 75.967455, + "rr": 1.392343, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.088514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059827, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.954545, + "strategy_rank": 92.347093, + "rr": 0.835989, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.253984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042291, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.045455, + "strategy_rank": 66.989641, + "rr": 1.112773, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.66916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065951, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-09-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.022727, + "strategy_rank": 78.212508, + "rr": 2.049036, + "primary_prob": 29.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.073554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060221, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.727273, + "strategy_rank": 68.113173, + "rr": 1.059597, + "primary_prob": 33.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.589395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078311, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.818182, + "strategy_rank": 88.92919, + "rr": 1.016288, + "primary_prob": 34.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.524432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.969946, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.106785, + "strategy_rank": 81.126026, + "rr": 0.984051, + "primary_prob": 46.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.476076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911582, + "hold30_r": 1.553692 + }, + { + "symbol": "ADBE", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.538376, + "strategy_rank": 83.150226, + "rr": 1.500893, + "primary_prob": 35.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.251339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054241, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989989, + "strategy_rank": 91.994879, + "rr": 1.42533, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.137995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041314, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 87.987528, + "rr": 0.916892, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.375338, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046506, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.319244, + "strategy_rank": 89.824913, + "rr": 1.729172, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.593757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033142, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 94.061845, + "rr": 0.978967, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.46845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044128, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.533927, + "strategy_rank": 66.595724, + "rr": 1.947337, + "primary_prob": 21.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.921006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066993, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.32703, + "strategy_rank": 95.596069, + "rr": 3.093317, + "primary_prob": 16.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 4.639975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039654, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.994438, + "strategy_rank": 91.568249, + "rr": 1.098835, + "primary_prob": 43.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.648253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048635, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.330367, + "strategy_rank": 95.800513, + "rr": 1.769851, + "primary_prob": 30.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.654776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072573, + "hold30_r": -1.01788 + }, + { + "symbol": "BA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.882091, + "strategy_rank": 84.66308, + "rr": 1.589061, + "primary_prob": 26.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.383592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.129645, + "hold30_r": -1.07387 + }, + { + "symbol": "BIIB", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 67.094268, + "rr": 1.403572, + "primary_prob": 31.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.105358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076173, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.432703, + "strategy_rank": 79.251061, + "rr": 1.477816, + "primary_prob": 18.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.216724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069549, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.110122, + "strategy_rank": 97.479194, + "rr": 0.923298, + "primary_prob": 34.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.384948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.11521, + "hold30_r": -1.083782 + }, + { + "symbol": "CAH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 70.439322, + "rr": 0.703091, + "primary_prob": 41.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.054637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623529, + "hold30_r": 2.199995 + }, + { + "symbol": "CARR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.869855, + "strategy_rank": 79.45174, + "rr": 0.810399, + "primary_prob": 42.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.215598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046408, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.991101, + "strategy_rank": 85.104093, + "rr": 0.891448, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.337172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063067, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 58.77264, + "rr": 0.860488, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.290731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773293, + "hold30_r": 3.834744 + }, + { + "symbol": "CCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.216908, + "strategy_rank": 95.786131, + "rr": 1.347741, + "primary_prob": 22.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.021611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037221, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541713, + "strategy_rank": 73.965104, + "rr": 1.377513, + "primary_prob": 26.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.06627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077665, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 62.467114, + "rr": 0.722156, + "primary_prob": 41.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.083234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64218, + "hold30_r": 2.623106 + }, + { + "symbol": "CPRT", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104561, + "strategy_rank": 74.297166, + "rr": 0.710292, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.065438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070635, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 76.037773, + "rr": 0.82222, + "primary_prob": 37.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.23333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.4557, + "hold30_r": -1.386428 + }, + { + "symbol": "CVNA", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.443826, + "strategy_rank": 99.577382, + "rr": 2.151883, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.227825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018451, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 79.431271, + "rr": 1.314676, + "primary_prob": 32.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.972014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051675, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.201335, + "strategy_rank": 69.593432, + "rr": 1.008365, + "primary_prob": 42.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 76, + "primary_distance_atr": 1.512547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076914, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.884316, + "strategy_rank": 84.832673, + "rr": 1.243828, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.865742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058918, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.107898, + "strategy_rank": 85.822365, + "rr": 0.95922, + "primary_prob": 33.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.438829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051203, + "hold30_r": -1.0 + }, + { + "symbol": "DXCM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.202447, + "strategy_rank": 81.914632, + "rr": 1.872548, + "primary_prob": 26.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 84, + "primary_distance_atr": 2.808822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032025, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 72.593732, + "rr": 0.976543, + "primary_prob": 45.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.464814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907931, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 84.813241, + "rr": 0.961538, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.442306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070072, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.43604, + "strategy_rank": 82.352287, + "rr": 1.331543, + "primary_prob": 21.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.997314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06264, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 70.504741, + "rr": 1.715885, + "primary_prob": 18.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.573827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080487, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.771969, + "strategy_rank": 95.607859, + "rr": 1.34691, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.020366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029414, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.095662, + "strategy_rank": 86.537774, + "rr": 0.840294, + "primary_prob": 49.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.260441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063016, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.65406, + "strategy_rank": 84.100017, + "rr": 1.318271, + "primary_prob": 22.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.977406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05187, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761958, + "strategy_rank": 68.956789, + "rr": 1.026168, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.539252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076775, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.209121, + "strategy_rank": 81.058261, + "rr": 1.198032, + "primary_prob": 38.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 84, + "primary_distance_atr": 1.797048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05353, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 72.01383, + "rr": 0.822377, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.233565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063003, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.210234, + "strategy_rank": 82.591448, + "rr": 1.361572, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.042358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059917, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 86.054403, + "rr": 1.812587, + "primary_prob": 28.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.718881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057117, + "hold30_r": -1.0 + }, + { + "symbol": "JPM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.088988, + "strategy_rank": 65.651637, + "rr": 1.085922, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.628884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084927, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.983315, + "strategy_rank": 85.226389, + "rr": 0.994618, + "primary_prob": 32.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.491926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047613, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.661846, + "strategy_rank": 84.044314, + "rr": 0.704288, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.056432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.728846, + "hold30_r": -1.676506 + }, + { + "symbol": "LRCX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 90.519087, + "rr": 0.745605, + "primary_prob": 42.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.118407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045793, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.213571, + "strategy_rank": 86.292008, + "rr": 1.518217, + "primary_prob": 19.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.277326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.351043, + "hold30_r": -1.299555 + }, + { + "symbol": "MCK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.759733, + "strategy_rank": 68.287751, + "rr": 1.440518, + "primary_prob": 20.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.160776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.360141, + "hold30_r": 3.068701 + }, + { + "symbol": "META", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.220245, + "strategy_rank": 93.892906, + "rr": 1.590339, + "primary_prob": 37.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.385509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08382, + "hold30_r": -1.036079 + }, + { + "symbol": "MLM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.978865, + "strategy_rank": 66.973774, + "rr": 1.0183, + "primary_prob": 37.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.52745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062378, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.647386, + "strategy_rank": 64.57903, + "rr": 1.32539, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.988084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.099818, + "hold30_r": -1.013769 + }, + { + "symbol": "MRK", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.539488, + "strategy_rank": 64.872092, + "rr": 1.027262, + "primary_prob": 38.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.540892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077296, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885428, + "strategy_rank": 97.520133, + "rr": 1.183046, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.774569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024981, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.997775, + "strategy_rank": 95.069031, + "rr": 0.949002, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.423502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042485, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 98.83411, + "rr": 0.68079, + "primary_prob": 42.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.021185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.149203, + "hold30_r": -1.11334 + }, + { + "symbol": "NVR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657397, + "strategy_rank": 73.283374, + "rr": 1.094592, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.641888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054297, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 89.345555, + "rr": 0.888098, + "primary_prob": 35.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.332147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841684, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.092325, + "strategy_rank": 85.034772, + "rr": 1.117974, + "primary_prob": 28.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.676962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049435, + "hold30_r": -1.008054 + }, + { + "symbol": "ORCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 88.602282, + "rr": 0.915837, + "primary_prob": 34.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.373756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037613, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 67.631676, + "rr": 1.032502, + "primary_prob": 31.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.548753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079617, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.434928, + "strategy_rank": 75.891242, + "rr": 1.171921, + "primary_prob": 40.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.757881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062661, + "hold30_r": -1.0 + }, + { + "symbol": "PCG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.760845, + "strategy_rank": 63.028485, + "rr": 1.691063, + "primary_prob": 16.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.536594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079593, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.767519, + "strategy_rank": 80.818063, + "rr": 1.370397, + "primary_prob": 22.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.055596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059662, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.442714, + "strategy_rank": 88.754517, + "rr": 1.015501, + "primary_prob": 32.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.523251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042664, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.665184, + "strategy_rank": 98.699369, + "rr": 1.829373, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.74406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.199243, + "hold30_r": -1.174292 + }, + { + "symbol": "PNR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 79.108159, + "rr": 0.785026, + "primary_prob": 42.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.177539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066835, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.987764, + "strategy_rank": 70.848594, + "rr": 1.121167, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.681751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06668, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.887653, + "strategy_rank": 94.55987, + "rr": 1.577809, + "primary_prob": 17.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.366714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.113697, + "hold30_r": -1.068979 + }, + { + "symbol": "SATS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.315907, + "strategy_rank": 87.389614, + "rr": 1.054404, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.581606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030476, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.755654, + "rr": 1.793045, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.689568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.190847, + "hold30_r": -1.169591 + }, + { + "symbol": "TAP", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.311457, + "strategy_rank": 65.940551, + "rr": 1.377907, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.06686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082416, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.431591, + "strategy_rank": 68.328307, + "rr": 1.326353, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.989529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070582, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.662959, + "strategy_rank": 93.568622, + "rr": 0.765222, + "primary_prob": 43.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.147833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733193, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651835, + "strategy_rank": 84.762833, + "rr": 1.950356, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 63.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.925534, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085439, + "hold30_r": -1.038948 + }, + { + "symbol": "UBER", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 88.563282, + "rr": 1.702877, + "primary_prob": 29.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.554316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063713, + "hold30_r": -1.012738 + }, + { + "symbol": "UHS", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.424917, + "strategy_rank": 73.646387, + "rr": 1.482703, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.224054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057799, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.659622, + "strategy_rank": 92.165509, + "rr": 0.932376, + "primary_prob": 35.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.398564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043628, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.205784, + "strategy_rank": 67.63517, + "rr": 1.265124, + "primary_prob": 27.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.897686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069165, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.756396, + "strategy_rank": 63.721486, + "rr": 1.620482, + "primary_prob": 15.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.430722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.53214, + "hold30_r": 1.499896 + }, + { + "symbol": "WDAY", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 83.553412, + "rr": 1.707965, + "primary_prob": 30.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.561948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.301247, + "hold30_r": -1.239143 + }, + { + "symbol": "WST", + "date": "2023-09-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.429366, + "strategy_rank": 71.588237, + "rr": 1.5817, + "primary_prob": 21.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.37255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074529, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.549499, + "strategy_rank": 88.060343, + "rr": 2.345103, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 50, + "primary_distance_atr": 3.517654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053056, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.883204, + "strategy_rank": 76.307255, + "rr": 1.602308, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.403462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077211, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.550612, + "strategy_rank": 91.058569, + "rr": 1.185134, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.777701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13892, + "hold30_r": 2.015828 + }, + { + "symbol": "ALGN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.212458, + "strategy_rank": 92.050719, + "rr": 1.763894, + "primary_prob": 19.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.645841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038866, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.880979, + "strategy_rank": 90.288605, + "rr": 1.68593, + "primary_prob": 21.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.528895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.641603, + "hold30_r": 0.544298 + }, + { + "symbol": "AMD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.867631, + "strategy_rank": 85.242192, + "rr": 1.711214, + "primary_prob": 25.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 70, + "primary_distance_atr": 2.566822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680351, + "hold30_r": 1.881779 + }, + { + "symbol": "ANET", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.328142, + "strategy_rank": 95.930588, + "rr": 0.828103, + "primary_prob": 37.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.242155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783802, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.979978, + "strategy_rank": 68.074109, + "rr": 1.23255, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 65.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.848824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.168093, + "hold30_r": 3.056153 + }, + { + "symbol": "APP", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.664071, + "strategy_rank": 97.965294, + "rr": 2.127775, + "primary_prob": 9.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.191662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029967, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.438265, + "strategy_rank": 91.911447, + "rr": 0.744121, + "primary_prob": 41.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.116181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.698367, + "hold30_r": 1.780004 + }, + { + "symbol": "AXON", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.441602, + "strategy_rank": 95.878378, + "rr": 0.953317, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.429976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.906663, + "hold30_r": 1.681772 + }, + { + "symbol": "BA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.325918, + "strategy_rank": 84.07398, + "rr": 2.069138, + "primary_prob": 25.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 97, + "primary_distance_atr": 3.103707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058902, + "hold30_r": -1.0 + }, + { + "symbol": "BIIB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.758621, + "strategy_rank": 64.623598, + "rr": 1.042877, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 68, + "primary_distance_atr": 1.564315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079004, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.770857, + "strategy_rank": 83.386547, + "rr": 0.972233, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.45835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908665, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.768632, + "strategy_rank": 80.453359, + "rr": 1.024057, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.536085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.96016, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.998888, + "strategy_rank": 97.567812, + "rr": 1.119822, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.679732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028934, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.31257, + "strategy_rank": 63.311695, + "rr": 1.332624, + "primary_prob": 39.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.998936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090294, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.427141, + "strategy_rank": 80.708322, + "rr": 1.221619, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.832428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.175183, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.546162, + "strategy_rank": 84.825932, + "rr": 1.306032, + "primary_prob": 25.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.959047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059943, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.877642, + "strategy_rank": 91.915459, + "rr": 1.478639, + "primary_prob": 22.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.217958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.153626, + "hold30_r": -1.117735 + }, + { + "symbol": "CMCSA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.422692, + "strategy_rank": 69.51453, + "rr": 1.734136, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.601204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.643538, + "hold30_r": -1.560148 + }, + { + "symbol": "COR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.537264, + "strategy_rank": 59.408382, + "rr": 1.691958, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.537937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080501, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.103448, + "strategy_rank": 74.495388, + "rr": 1.04392, + "primary_prob": 36.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.56588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984664, + "hold30_r": 1.449126 + }, + { + "symbol": "CRH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.548387, + "strategy_rank": 78.03659, + "rr": 1.10775, + "primary_prob": 27.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.661625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051002, + "hold30_r": 1.745867 + }, + { + "symbol": "CRM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.757508, + "strategy_rank": 72.479978, + "rr": 0.876566, + "primary_prob": 41.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.314849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063058, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666296, + "strategy_rank": 99.733111, + "rr": 1.131747, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.69762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013279, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.536151, + "strategy_rank": 70.46121, + "rr": 1.276335, + "primary_prob": 38.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.914502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.20191, + "hold30_r": -1.522 + }, + { + "symbol": "DECK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.105673, + "strategy_rank": 83.85477, + "rr": 0.973785, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.460677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052183, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.987764, + "strategy_rank": 90.326951, + "rr": 1.180233, + "primary_prob": 39.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.77035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047769, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.993326, + "strategy_rank": 85.706538, + "rr": 0.674929, + "primary_prob": 43.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.012394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046565, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.774194, + "strategy_rank": 85.355698, + "rr": 1.322369, + "primary_prob": 24.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.983554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063537, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.213571, + "strategy_rank": 81.963484, + "rr": 1.199295, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.798942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055217, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.215795, + "strategy_rank": 74.974364, + "rr": 0.750933, + "primary_prob": 43.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.126399, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686874, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995551, + "strategy_rank": 91.270137, + "rr": 0.916201, + "primary_prob": 34.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.374301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.866349, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.320356, + "strategy_rank": 91.224915, + "rr": 0.875323, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.312984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072561, + "hold30_r": -1.042651 + }, + { + "symbol": "GE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.440489, + "strategy_rank": 77.197577, + "rr": 1.043468, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.565202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067005, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.429366, + "strategy_rank": 86.638181, + "rr": 0.87801, + "primary_prob": 36.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.317015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821522, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314794, + "strategy_rank": 64.113919, + "rr": 0.796513, + "primary_prob": 47.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.19477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069691, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.094549, + "strategy_rank": 81.575064, + "rr": 1.175564, + "primary_prob": 28.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.763346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.125746, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.539488, + "strategy_rank": 67.935355, + "rr": 0.890562, + "primary_prob": 34.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.335843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.814745, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.764182, + "strategy_rank": 78.982098, + "rr": 1.175742, + "primary_prob": 27.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.763613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06416, + "hold30_r": -1.0 + }, + { + "symbol": "IDXX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.649611, + "strategy_rank": 78.699789, + "rr": 1.396669, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.095003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049771, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.982202, + "strategy_rank": 73.138263, + "rr": 1.279113, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.91867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.218197, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.984427, + "strategy_rank": 80.866125, + "rr": 1.298829, + "primary_prob": 27.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.948243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.24693, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.21802, + "strategy_rank": 86.66449, + "rr": 0.929437, + "primary_prob": 36.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.394156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871122, + "hold30_r": 5.415352 + }, + { + "symbol": "KLAC", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317019, + "strategy_rank": 86.059316, + "rr": 1.340538, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.010807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294543, + "hold30_r": 2.181912 + }, + { + "symbol": "LEN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.100111, + "strategy_rank": 80.883618, + "rr": 0.830394, + "primary_prob": 39.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.245591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044708, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.986652, + "strategy_rank": 80.835939, + "rr": 1.407809, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.111714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.354852, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.313682, + "strategy_rank": 58.418689, + "rr": 1.382235, + "primary_prob": 28.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.073352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.291803, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.553949, + "strategy_rank": 91.695866, + "rr": 1.238679, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.858019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059032, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.43604, + "strategy_rank": 91.708558, + "rr": 1.610111, + "primary_prob": 21.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.415167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.567161, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.096774, + "strategy_rank": 83.376177, + "rr": 1.211171, + "primary_prob": 27.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.816756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048172, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.10901, + "strategy_rank": 93.681856, + "rr": 1.719495, + "primary_prob": 17.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.579242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.673153, + "hold30_r": -1.0 + }, + { + "symbol": "MNST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.645161, + "strategy_rank": 64.076474, + "rr": 1.096179, + "primary_prob": 30.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.644269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084864, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.98109, + "strategy_rank": 62.914732, + "rr": 1.721911, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.582867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083784, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.996663, + "strategy_rank": 97.564701, + "rr": 2.093582, + "primary_prob": 12.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.140374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.067873, + "hold30_r": 5.026017 + }, + { + "symbol": "NFLX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660734, + "strategy_rank": 92.866287, + "rr": 1.937992, + "primary_prob": 14.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.906989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043553, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.542825, + "strategy_rank": 85.32071, + "rr": 1.325478, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.988217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04561, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443826, + "strategy_rank": 98.744974, + "rr": 0.944868, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.417301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.911804, + "hold30_r": 1.003506 + }, + { + "symbol": "NVR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.432703, + "strategy_rank": 73.790461, + "rr": 1.117168, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.675752, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068058, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.658509, + "strategy_rank": 89.367061, + "rr": 0.753796, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.130694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703848, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.773081, + "strategy_rank": 90.914631, + "rr": 1.184919, + "primary_prob": 29.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.777378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04035, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.761958, + "strategy_rank": 64.961228, + "rr": 0.680762, + "primary_prob": 50.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.021142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073152, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.759733, + "strategy_rank": 86.534144, + "rr": 0.718457, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.077686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.672046, + "hold30_r": 2.338537 + }, + { + "symbol": "PCAR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.322581, + "strategy_rank": 75.112599, + "rr": 1.263349, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.895024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.199871, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.989989, + "strategy_rank": 80.407754, + "rr": 0.900789, + "primary_prob": 35.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.351184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843267, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.886541, + "strategy_rank": 89.730345, + "rr": 0.886379, + "primary_prob": 36.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.329569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039597, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.776418, + "strategy_rank": 98.877122, + "rr": 1.483837, + "primary_prob": 22.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.225755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460834, + "hold30_r": 3.26145 + }, + { + "symbol": "PNR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.767519, + "strategy_rank": 79.253135, + "rr": 0.879464, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.319196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065817, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.651835, + "strategy_rank": 79.202345, + "rr": 0.901922, + "primary_prob": 48.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.352883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058474, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.655172, + "strategy_rank": 72.914004, + "rr": 1.589488, + "primary_prob": 18.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.384232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057566, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.331479, + "strategy_rank": 94.037363, + "rr": 1.002259, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.503388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043923, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.535039, + "strategy_rank": 64.932463, + "rr": 1.60179, + "primary_prob": 25.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.402686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085467, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.991101, + "strategy_rank": 89.033061, + "rr": 1.491909, + "primary_prob": 18.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.237864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057773, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888765, + "strategy_rank": 99.822247, + "rr": 1.530984, + "primary_prob": 20.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.296476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.511493, + "hold30_r": 0.606214 + }, + { + "symbol": "SNPS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0901, + "strategy_rank": 77.373503, + "rr": 0.668716, + "primary_prob": 46.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.003074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.61303, + "hold30_r": 2.154015 + }, + { + "symbol": "STLD", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.204672, + "strategy_rank": 84.514857, + "rr": 1.030329, + "primary_prob": 42.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.545493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986687, + "hold30_r": 2.630627 + }, + { + "symbol": "TDG", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.319244, + "strategy_rank": 66.817144, + "rr": 1.711536, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.567303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06849, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541713, + "strategy_rank": 62.144904, + "rr": 0.851212, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.276818, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094683, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.219132, + "strategy_rank": 96.421872, + "rr": 0.70485, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.057275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022616, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.874305, + "strategy_rank": 87.082824, + "rr": 1.020347, + "primary_prob": 38.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.530521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97656, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.87208, + "strategy_rank": 74.493697, + "rr": 0.777789, + "primary_prob": 52.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 91, + "primary_distance_atr": 1.166684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059189, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.210234, + "strategy_rank": 88.451603, + "rr": 1.202639, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.803959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043915, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.221357, + "strategy_rank": 98.988801, + "rr": 0.718454, + "primary_prob": 41.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.077681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686655, + "hold30_r": 1.602206 + }, + { + "symbol": "WDAY", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.206897, + "strategy_rank": 83.119522, + "rr": 1.280472, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.920707, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.376744, + "hold30_r": -3.320506 + }, + { + "symbol": "WST", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.54505, + "strategy_rank": 74.868771, + "rr": 1.189409, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.784113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123809, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.765295, + "strategy_rank": 84.477549, + "rr": 1.158576, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.737863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110673, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.031746, + "strategy_rank": 77.267471, + "rr": 1.006857, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.510285, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08293, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104308, + "strategy_rank": 89.730482, + "rr": 0.729277, + "primary_prob": 46.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.093915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.677895, + "hold30_r": 3.719739 + }, + { + "symbol": "ALGN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.136054, + "strategy_rank": 91.228722, + "rr": 1.439582, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.159374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044212, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.002268, + "strategy_rank": 86.973533, + "rr": 1.244798, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.867197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197357, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290249, + "strategy_rank": 93.822632, + "rr": 0.751839, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.127758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70374, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.825397, + "strategy_rank": 97.404475, + "rr": 1.717548, + "primary_prob": 15.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.576323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.143799, + "hold30_r": -1.110973 + }, + { + "symbol": "AVGO", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.331066, + "strategy_rank": 91.552108, + "rr": 0.824466, + "primary_prob": 40.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.236699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.775687, + "hold30_r": 2.327558 + }, + { + "symbol": "AXON", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.845805, + "strategy_rank": 96.286181, + "rr": 1.03189, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.547834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981716, + "hold30_r": 2.510219 + }, + { + "symbol": "BA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.557823, + "strategy_rank": 84.923508, + "rr": 1.458683, + "primary_prob": 28.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.188025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05763, + "hold30_r": -1.0 + }, + { + "symbol": "BG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.76644, + "strategy_rank": 71.545105, + "rr": 1.644009, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.466014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07217, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.578231, + "strategy_rank": 84.619694, + "rr": 1.119728, + "primary_prob": 28.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.679592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065517, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.197279, + "strategy_rank": 81.391941, + "rr": 1.577044, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.365567, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069995, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.979592, + "strategy_rank": 97.554945, + "rr": 1.349204, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.023807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033896, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.126984, + "strategy_rank": 64.216943, + "rr": 0.737294, + "primary_prob": 41.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.105942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089289, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.034014, + "strategy_rank": 81.480823, + "rr": 0.84332, + "primary_prob": 52.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.26498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045372, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 86.49447, + "rr": 0.891767, + "primary_prob": 36.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.33765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064454, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 90.546757, + "rr": 1.415385, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.123077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034047, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.600907, + "strategy_rank": 73.223802, + "rr": 0.995026, + "primary_prob": 36.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.492539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08341, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 59.125368, + "rr": 1.246472, + "primary_prob": 26.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.869709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080382, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 72.810637, + "rr": 1.185733, + "primary_prob": 28.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.778599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072567, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 72.552611, + "rr": 0.932348, + "primary_prob": 39.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.398522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.866507, + "hold30_r": 2.471101 + }, + { + "symbol": "CRH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 78.372657, + "rr": 1.13054, + "primary_prob": 27.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.695811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054577, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.727968, + "rr": 1.556712, + "primary_prob": 20.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.335068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01431, + "hold30_r": -1.0 + }, + { + "symbol": "DAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.580499, + "strategy_rank": 79.839833, + "rr": 2.279274, + "primary_prob": 20.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 83, + "primary_distance_atr": 3.41891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051816, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.179138, + "strategy_rank": 81.361596, + "rr": 3.200227, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 4.80034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041021, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.807256, + "strategy_rank": 72.091324, + "rr": 1.369885, + "primary_prob": 33.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.054827, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078517, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.743764, + "strategy_rank": 82.126517, + "rr": 0.911016, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.366523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056418, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.848073, + "strategy_rank": 88.791388, + "rr": 1.185483, + "primary_prob": 39.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.778224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048891, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.970522, + "strategy_rank": 84.932306, + "rr": 0.785358, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.178037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051982, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.868481, + "strategy_rank": 70.738706, + "rr": 0.918511, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.377766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073754, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 86.116139, + "rr": 0.799729, + "primary_prob": 39.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.199593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069491, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.424036, + "strategy_rank": 83.756554, + "rr": 1.357785, + "primary_prob": 21.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.036677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057564, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.351474, + "strategy_rank": 76.587661, + "rr": 1.144353, + "primary_prob": 27.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.71653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062979, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.258503, + "strategy_rank": 91.068735, + "rr": 0.986387, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.47958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053325, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.900227, + "strategy_rank": 88.085362, + "rr": 1.423127, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.134691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031767, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.804989, + "strategy_rank": 76.837248, + "rr": 1.297846, + "primary_prob": 23.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.946769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069941, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.993197, + "strategy_rank": 68.751347, + "rr": 1.098752, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.648128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014144, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.38322, + "strategy_rank": 89.794046, + "rr": 1.086074, + "primary_prob": 42.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.62911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058727, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.37415, + "strategy_rank": 66.243805, + "rr": 1.132625, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.698937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066151, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 81.88914, + "rr": 0.796341, + "primary_prob": 40.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.194512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053801, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.548753, + "strategy_rank": 69.823493, + "rr": 1.535453, + "primary_prob": 20.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.30318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.160924, + "hold30_r": -1.084545 + }, + { + "symbol": "IBKR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.188209, + "strategy_rank": 77.898262, + "rr": 0.829355, + "primary_prob": 37.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.244032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062404, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.321995, + "strategy_rank": 76.68965, + "rr": 1.184425, + "primary_prob": 27.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.776638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061904, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68254, + "strategy_rank": 82.766466, + "rr": 1.092345, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.638518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054308, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 82.628205, + "rr": 0.760135, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.140203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713237, + "hold30_r": 2.472359 + }, + { + "symbol": "LEN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.941043, + "strategy_rank": 78.654205, + "rr": 0.692809, + "primary_prob": 44.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.039213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050515, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.219955, + "strategy_rank": 59.339941, + "rr": 1.224262, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.836392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.135779, + "hold30_r": -1.005668 + }, + { + "symbol": "LLY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 91.34346, + "rr": 1.737862, + "primary_prob": 14.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.606793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065782, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.909297, + "strategy_rank": 89.305286, + "rr": 1.044719, + "primary_prob": 34.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.567079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.99898, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.312925, + "strategy_rank": 71.567011, + "rr": 0.803951, + "primary_prob": 40.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.205926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062318, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.752834, + "strategy_rank": 94.036486, + "rr": 2.173984, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.260976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046327, + "hold30_r": -1.0 + }, + { + "symbol": "MRK", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.086168, + "strategy_rank": 62.041765, + "rr": 1.790123, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 83, + "primary_distance_atr": 2.685185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085275, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.124717, + "strategy_rank": 96.146125, + "rr": 2.073827, + "primary_prob": 12.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.11074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.046712, + "hold30_r": 6.809703 + }, + { + "symbol": "NFLX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.78458, + "strategy_rank": 92.039252, + "rr": 0.956969, + "primary_prob": 34.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.435453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90919, + "hold30_r": -1.0 + }, + { + "symbol": "NUE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.414966, + "strategy_rank": 84.742512, + "rr": 1.174816, + "primary_prob": 32.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.762224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048791, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.206349, + "strategy_rank": 98.596028, + "rr": 0.981163, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.471744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94354, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 74.054622, + "rr": 1.104302, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.656453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055345, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.929705, + "strategy_rank": 88.051246, + "rr": 1.043131, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.564696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991771, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.278912, + "strategy_rank": 92.224197, + "rr": 1.284254, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.926381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042808, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.673469, + "strategy_rank": 63.763736, + "rr": 1.09197, + "primary_prob": 36.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.637955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076347, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.725624, + "strategy_rank": 84.369927, + "rr": 0.690488, + "primary_prob": 44.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.035732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.638711, + "hold30_r": 0.816794 + }, + { + "symbol": "PCAR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.1678, + "strategy_rank": 72.602528, + "rr": 1.310023, + "primary_prob": 36.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.965035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066597, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.517007, + "strategy_rank": 81.492674, + "rr": 0.832255, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.248383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059285, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.072562, + "strategy_rank": 89.996947, + "rr": 1.504654, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.256981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045049, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.052154, + "strategy_rank": 97.631078, + "rr": 2.049402, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.074103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.022257, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.394558, + "strategy_rank": 76.49429, + "rr": 0.782794, + "primary_prob": 42.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.174191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064678, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.609977, + "strategy_rank": 75.054586, + "rr": 1.241585, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.862377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05978, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.526077, + "strategy_rank": 94.149249, + "rr": 1.047669, + "primary_prob": 33.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.571503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043883, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.886621, + "strategy_rank": 99.818825, + "rr": 2.10756, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.16134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.083443, + "hold30_r": -1.038449 + }, + { + "symbol": "STE", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.498866, + "strategy_rank": 69.754184, + "rr": 1.801949, + "primary_prob": 21.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.702924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066841, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2023-09-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.539683, + "strategy_rank": 83.39995, + "rr": 2.43617, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.654255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046182, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.272109, + "strategy_rank": 65.353372, + "rr": 1.272372, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.908559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084255, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.702948, + "strategy_rank": 69.397041, + "rr": 1.589432, + "primary_prob": 22.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.384148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073717, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.641723, + "strategy_rank": 62.503053, + "rr": 1.712977, + "primary_prob": 15.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.569466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.095974, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.485261, + "strategy_rank": 95.978597, + "rr": 0.844178, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.266267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.026285, + "hold30_r": 0.387245 + }, + { + "symbol": "UAL", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.621315, + "strategy_rank": 84.696007, + "rr": 1.545706, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 85, + "primary_distance_atr": 2.318559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047267, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.156463, + "strategy_rank": 89.974682, + "rr": 1.071016, + "primary_prob": 30.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.606524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045716, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.229025, + "strategy_rank": 78.105114, + "rr": 0.704478, + "primary_prob": 55.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 91, + "primary_distance_atr": 1.056718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.647536, + "hold30_r": -1.122675 + }, + { + "symbol": "URI", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.063492, + "strategy_rank": 90.473856, + "rr": 1.300211, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.950317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047621, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433107, + "strategy_rank": 99.094125, + "rr": 1.188372, + "primary_prob": 25.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.782558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.154468, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 80.97734, + "rr": 2.013125, + "primary_prob": 20.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.019687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.971594, + "hold30_r": 1.398986 + }, + { + "symbol": "WST", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.836735, + "strategy_rank": 75.824176, + "rr": 0.815515, + "primary_prob": 41.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.223272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070316, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-09-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.353741, + "strategy_rank": 81.276126, + "rr": 0.953731, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.430596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051857, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.475761, + "strategy_rank": 77.809073, + "rr": 0.857013, + "primary_prob": 49.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.28552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786425, + "hold30_r": 0.894884 + }, + { + "symbol": "ADBE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.377678, + "strategy_rank": 91.19632, + "rr": 1.18299, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.774485, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.131642, + "hold30_r": 4.256461 + }, + { + "symbol": "ALGN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.319053, + "strategy_rank": 92.134811, + "rr": 1.312143, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.968215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038514, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.544532, + "strategy_rank": 89.053051, + "rr": 1.101948, + "primary_prob": 34.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.652922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.052387, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.711387, + "strategy_rank": 90.048139, + "rr": 1.628268, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.442402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035834, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.250282, + "strategy_rank": 95.23279, + "rr": 1.014437, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.521655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965787, + "hold30_r": -1.04005 + }, + { + "symbol": "APO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.99549, + "strategy_rank": 84.070634, + "rr": 1.167111, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.750667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060617, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.421646, + "strategy_rank": 98.523949, + "rr": 1.856189, + "primary_prob": 13.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.784284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035102, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.926719, + "strategy_rank": 92.297972, + "rr": 1.132527, + "primary_prob": 30.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.69879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08101, + "hold30_r": 4.242481 + }, + { + "symbol": "AXON", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.196167, + "strategy_rank": 96.543841, + "rr": 1.06287, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.594306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010989, + "hold30_r": 3.525132 + }, + { + "symbol": "BA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.70124, + "strategy_rank": 85.188506, + "rr": 1.011689, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.517533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.956387, + "hold30_r": -1.016735 + }, + { + "symbol": "BKNG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.279594, + "strategy_rank": 86.023387, + "rr": 1.166, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06378, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.348365, + "strategy_rank": 82.857916, + "rr": 1.486217, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.229326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431334, + "hold30_r": -0.090513 + }, + { + "symbol": "BLDR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.872604, + "strategy_rank": 97.658517, + "rr": 1.503438, + "primary_prob": 19.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.255157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034627, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.525366, + "strategy_rank": 65.326812, + "rr": 1.461722, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.192584, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392099, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.947012, + "strategy_rank": 61.151098, + "rr": 0.968388, + "primary_prob": 33.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.452582, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877309, + "hold30_r": 6.834487 + }, + { + "symbol": "CARR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.667418, + "strategy_rank": 80.830747, + "rr": 0.741853, + "primary_prob": 46.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.11278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.698122, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.897407, + "strategy_rank": 85.140671, + "rr": 1.096445, + "primary_prob": 29.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.644667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037824, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.068771, + "strategy_rank": 97.003258, + "rr": 1.207566, + "primary_prob": 25.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.811349, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026342, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.299887, + "strategy_rank": 79.882137, + "rr": 1.234983, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.852475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179725, + "hold30_r": 3.791837 + }, + { + "symbol": "CHD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.397971, + "strategy_rank": 58.699614, + "rr": 0.953468, + "primary_prob": 46.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.430202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091523, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.80947, + "strategy_rank": 74.737383, + "rr": 1.113686, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.67053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036392, + "hold30_r": -2.668104 + }, + { + "symbol": "CPAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.201804, + "strategy_rank": 74.034289, + "rr": 1.202583, + "primary_prob": 35.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.803875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.134403, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.22097, + "strategy_rank": 74.712159, + "rr": 1.262118, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.893177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197184, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.966178, + "strategy_rank": 73.639992, + "rr": 0.801362, + "primary_prob": 38.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.202043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748637, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.496054, + "strategy_rank": 71.735314, + "rr": 1.875263, + "primary_prob": 19.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.812894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061101, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.976325, + "strategy_rank": 62.909074, + "rr": 1.327804, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.991706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091262, + "hold30_r": -1.002346 + }, + { + "symbol": "CVNA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88726, + "strategy_rank": 99.887337, + "rr": 2.753127, + "primary_prob": 5.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.12969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013598, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.682074, + "strategy_rank": 85.084314, + "rr": 1.326199, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.989298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289502, + "hold30_r": 5.289979 + }, + { + "symbol": "DD", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.750846, + "strategy_rank": 70.58026, + "rr": 1.808761, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 76, + "primary_distance_atr": 2.713142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076319, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.573844, + "strategy_rank": 84.061871, + "rr": 1.496815, + "primary_prob": 21.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.245223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.44275, + "hold30_r": 6.473951 + }, + { + "symbol": "DELL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.617813, + "strategy_rank": 95.708959, + "rr": 1.281246, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.921869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.234593, + "hold30_r": 2.237846 + }, + { + "symbol": "DHI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.770011, + "strategy_rank": 84.958918, + "rr": 1.11776, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.67664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.069104, + "hold30_r": 5.58798 + }, + { + "symbol": "EME", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.843292, + "strategy_rank": 85.540586, + "rr": 1.053436, + "primary_prob": 29.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.580153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06512, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.122886, + "strategy_rank": 83.003793, + "rr": 1.387832, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.081748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.335241, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.799324, + "strategy_rank": 75.479549, + "rr": 1.091873, + "primary_prob": 32.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.637809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064099, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.970688, + "strategy_rank": 81.166658, + "rr": 1.229693, + "primary_prob": 26.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.844539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.175964, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.603157, + "strategy_rank": 89.80185, + "rr": 0.67641, + "primary_prob": 42.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.014615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.626789, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.990981, + "strategy_rank": 88.186263, + "rr": 1.319878, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.979817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028676, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.152198, + "strategy_rank": 76.494053, + "rr": 1.447371, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.171057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382982, + "hold30_r": 3.0264 + }, + { + "symbol": "HAL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.387824, + "strategy_rank": 87.653254, + "rr": 1.687776, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.531664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.63945, + "hold30_r": -1.0 + }, + { + "symbol": "HCA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.172492, + "strategy_rank": 63.907358, + "rr": 1.847484, + "primary_prob": 23.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.771226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065699, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.721533, + "strategy_rank": 78.001136, + "rr": 0.921932, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.382898, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872439, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.133033, + "strategy_rank": 68.459602, + "rr": 1.240668, + "primary_prob": 24.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.861002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074377, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.613303, + "strategy_rank": 79.914577, + "rr": 1.505956, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.258934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059846, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.034949, + "strategy_rank": 74.220303, + "rr": 1.143981, + "primary_prob": 29.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.715972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082587, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.162345, + "strategy_rank": 82.298568, + "rr": 1.672623, + "primary_prob": 20.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.508934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053992, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.260428, + "strategy_rank": 87.235281, + "rr": 1.35743, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.036145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.308048, + "hold30_r": 4.514056 + }, + { + "symbol": "LEN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.118377, + "strategy_rank": 78.547993, + "rr": 1.144052, + "primary_prob": 33.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.716078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095854, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.51522, + "strategy_rank": 83.043106, + "rr": 1.047405, + "primary_prob": 28.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.571108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997912, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.519729, + "strategy_rank": 91.649637, + "rr": 0.696951, + "primary_prob": 43.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.045427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637309, + "hold30_r": 2.60331 + }, + { + "symbol": "LRCX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.671928, + "strategy_rank": 91.259551, + "rr": 1.135926, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.703889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.089105, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.270575, + "strategy_rank": 70.801326, + "rr": 1.519683, + "primary_prob": 21.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.279525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059623, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.647125, + "strategy_rank": 94.39607, + "rr": 1.008815, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.513223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961093, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.485908, + "strategy_rank": 81.420113, + "rr": 1.442438, + "primary_prob": 19.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.163657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.396941, + "hold30_r": 0.450872 + }, + { + "symbol": "MSTR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.936866, + "strategy_rank": 91.117111, + "rr": 0.731328, + "primary_prob": 44.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.096992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704858, + "hold30_r": 6.781256 + }, + { + "symbol": "NFLX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.828636, + "strategy_rank": 93.064297, + "rr": 1.17565, + "primary_prob": 28.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.763475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105104, + "hold30_r": -1.058695 + }, + { + "symbol": "NOW", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.045096, + "strategy_rank": 78.573749, + "rr": 1.948778, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.923167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.895471, + "hold30_r": 5.12221 + }, + { + "symbol": "NUE", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.62345, + "strategy_rank": 79.881072, + "rr": 1.492061, + "primary_prob": 25.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.238092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05229, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.323563, + "strategy_rank": 98.716595, + "rr": 1.204495, + "primary_prob": 25.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.806743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163412, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.583991, + "strategy_rank": 72.487309, + "rr": 1.651606, + "primary_prob": 20.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.47741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055828, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.064262, + "strategy_rank": 87.046895, + "rr": 1.264276, + "primary_prob": 25.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.896415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.211371, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.745209, + "strategy_rank": 92.7861, + "rr": 1.6613, + "primary_prob": 20.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.49195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047956, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.765502, + "strategy_rank": 63.52899, + "rr": 1.761861, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.642791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.687862, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358512, + "strategy_rank": 88.426211, + "rr": 1.358037, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.037055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.302803, + "hold30_r": 0.643829 + }, + { + "symbol": "PCAR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.892897, + "strategy_rank": 70.93234, + "rr": 1.080058, + "primary_prob": 42.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.620086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065311, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.642616, + "strategy_rank": 78.534195, + "rr": 0.748927, + "primary_prob": 42.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.12339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.69077, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.29425, + "strategy_rank": 90.209462, + "rr": 0.858209, + "primary_prob": 36.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.287314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.813874, + "hold30_r": 4.657475 + }, + { + "symbol": "PLTR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.054115, + "strategy_rank": 96.934168, + "rr": 1.971703, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.957554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.945073, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.289741, + "strategy_rank": 78.228353, + "rr": 0.915574, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.373361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.854919, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.427283, + "strategy_rank": 75.575701, + "rr": 1.043411, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.565117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996402, + "hold30_r": 0.869509 + }, + { + "symbol": "PWR", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.191657, + "strategy_rank": 78.083541, + "rr": 1.197629, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.796444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.154182, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.098083, + "strategy_rank": 95.285419, + "rr": 1.271939, + "primary_prob": 25.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.907908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039195, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.024803, + "strategy_rank": 89.506901, + "rr": 1.200277, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.800416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.152256, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.661781, + "strategy_rank": 99.66201, + "rr": 2.002576, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.003864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025546, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.417136, + "strategy_rank": 69.872423, + "rr": 0.912591, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.368886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.848805, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.343856, + "strategy_rank": 60.753072, + "rr": 1.525698, + "primary_prob": 18.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.288547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.434642, + "hold30_r": 0.279916 + }, + { + "symbol": "TKO", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.740699, + "strategy_rank": 91.1312, + "rr": 1.025682, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.538523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030115, + "hold30_r": -1.0 + }, + { + "symbol": "UAL", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.21646, + "strategy_rank": 83.180993, + "rr": 2.10895, + "primary_prob": 22.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 85, + "primary_distance_atr": 3.163425, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046387, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.446449, + "strategy_rank": 91.169207, + "rr": 1.048003, + "primary_prob": 37.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.572004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.002802, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.848929, + "strategy_rank": 73.492226, + "rr": 1.016267, + "primary_prob": 44.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 91, + "primary_distance_atr": 1.524401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958379, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.868095, + "strategy_rank": 89.153223, + "rr": 1.337709, + "primary_prob": 27.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.006564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.293696, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.838782, + "strategy_rank": 75.854189, + "rr": 0.865363, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.298045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.81626, + "hold30_r": 2.244591 + }, + { + "symbol": "WDAY", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.907554, + "strategy_rank": 84.162284, + "rr": 0.897926, + "primary_prob": 36.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.346889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.855325, + "hold30_r": 2.783792 + }, + { + "symbol": "WST", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.093574, + "strategy_rank": 75.711508, + "rr": 1.36795, + "primary_prob": 26.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.051925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300608, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.441939, + "strategy_rank": 81.786523, + "rr": 1.397965, + "primary_prob": 27.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.096947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350223, + "hold30_r": -1.197669 + }, + { + "symbol": "ADBE", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.369369, + "strategy_rank": 90.564177, + "rr": 3.010996, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.516494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051398, + "hold30_r": -1.0 + }, + { + "symbol": "ALGN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.869369, + "strategy_rank": 85.488334, + "rr": 2.088544, + "primary_prob": 13.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.132816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035805, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.693694, + "strategy_rank": 90.158619, + "rr": 1.751616, + "primary_prob": 32.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.627424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071761, + "hold30_r": -1.021305 + }, + { + "symbol": "AMD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.567568, + "strategy_rank": 93.516398, + "rr": 1.569594, + "primary_prob": 38.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.354391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038087, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 85.227452, + "rr": 1.323703, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.985554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057619, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.648649, + "strategy_rank": 98.683268, + "rr": 1.871531, + "primary_prob": 12.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.807297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035299, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.522523, + "strategy_rank": 96.14217, + "rr": 1.243595, + "primary_prob": 40.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.865393, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049363, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.342342, + "strategy_rank": 84.459864, + "rr": 2.167083, + "primary_prob": 22.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 76.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.250625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052696, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.072072, + "strategy_rank": 86.388653, + "rr": 0.815335, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.223002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062052, + "hold30_r": -1.0 + }, + { + "symbol": "BKR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.243243, + "strategy_rank": 82.865776, + "rr": 1.154075, + "primary_prob": 32.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.731113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056765, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.297297, + "strategy_rank": 96.65867, + "rr": 1.071495, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.607243, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03089, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.896396, + "strategy_rank": 70.390399, + "rr": 1.623019, + "primary_prob": 31.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.434529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.573213, + "hold30_r": 3.578834 + }, + { + "symbol": "CAH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.405405, + "strategy_rank": 59.789402, + "rr": 1.152752, + "primary_prob": 43.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.729128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061838, + "hold30_r": 7.119357 + }, + { + "symbol": "CARR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.612613, + "strategy_rank": 82.733323, + "rr": 0.882329, + "primary_prob": 40.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.323494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043849, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.837838, + "strategy_rank": 77.632554, + "rr": 1.142093, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.713139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076726, + "hold30_r": 1.933754 + }, + { + "symbol": "CAT", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.09009, + "strategy_rank": 82.748456, + "rr": 1.557855, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.336782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05885, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.972973, + "strategy_rank": 97.670969, + "rr": 0.80763, + "primary_prob": 38.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.211445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047561, + "hold30_r": -1.02206 + }, + { + "symbol": "CHD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.810811, + "strategy_rank": 63.067568, + "rr": 1.040966, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 70.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.561449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.969502, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.653153, + "strategy_rank": 76.974061, + "rr": 1.729976, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.594964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074813, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.31982, + "strategy_rank": 58.298031, + "rr": 1.130833, + "primary_prob": 43.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.69625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082635, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.711712, + "strategy_rank": 76.338648, + "rr": 0.681743, + "primary_prob": 52.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.022615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056134, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.216216, + "strategy_rank": 74.7727, + "rr": 0.829825, + "primary_prob": 51.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.244737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05179, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.671171, + "strategy_rank": 73.637236, + "rr": 1.27277, + "primary_prob": 30.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.909155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059975, + "hold30_r": -1.0 + }, + { + "symbol": "CSCO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.36036, + "strategy_rank": 63.662365, + "rr": 1.801639, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.702458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092885, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887387, + "strategy_rank": 99.887463, + "rr": 3.101338, + "primary_prob": 3.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 4.652007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012855, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.918919, + "strategy_rank": 91.327513, + "rr": 2.192826, + "primary_prob": 25.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.289239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035704, + "hold30_r": -1.0 + }, + { + "symbol": "DD", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 69.363498, + "rr": 1.485536, + "primary_prob": 25.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.228305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073834, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.018018, + "strategy_rank": 83.719354, + "rr": 1.383827, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.075741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.332181, + "hold30_r": 7.251659 + }, + { + "symbol": "DELL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.310811, + "strategy_rank": 96.795096, + "rr": 1.001861, + "primary_prob": 29.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.502792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049914, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.63964, + "strategy_rank": 83.983703, + "rr": 1.323845, + "primary_prob": 27.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.985767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280198, + "hold30_r": 5.358323 + }, + { + "symbol": "EME", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.608108, + "strategy_rank": 84.150395, + "rr": 0.706885, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.060327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067275, + "hold30_r": -1.0 + }, + { + "symbol": "EQIX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.545045, + "strategy_rank": 73.691644, + "rr": 1.440812, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.161219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061946, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.792793, + "strategy_rank": 82.820123, + "rr": 1.847578, + "primary_prob": 27.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.771366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056807, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.144144, + "strategy_rank": 75.170564, + "rr": 1.017418, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.526127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06562, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.396396, + "strategy_rank": 90.499949, + "rr": 0.830273, + "primary_prob": 37.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.24541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050531, + "hold30_r": -1.0 + }, + { + "symbol": "FSLR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.094595, + "strategy_rank": 86.859475, + "rr": 1.695243, + "primary_prob": 20.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.542865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028202, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.846847, + "strategy_rank": 78.039984, + "rr": 1.449112, + "primary_prob": 19.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.173669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062299, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.18018, + "strategy_rank": 82.451969, + "rr": 0.941732, + "primary_prob": 46.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.412598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.892783, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.855856, + "strategy_rank": 64.149661, + "rr": 1.349586, + "primary_prob": 22.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.024379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072066, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.162162, + "strategy_rank": 79.316884, + "rr": 0.871944, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.307915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059041, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.995495, + "strategy_rank": 85.096847, + "rr": 1.263718, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.895577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049606, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.864865, + "strategy_rank": 85.624507, + "rr": 1.689996, + "primary_prob": 21.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.534995, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.650857, + "hold30_r": 3.815848 + }, + { + "symbol": "JPM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.135135, + "strategy_rank": 67.212572, + "rr": 1.062722, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.594083, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978626, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.572072, + "strategy_rank": 79.324046, + "rr": 1.072595, + "primary_prob": 35.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.608892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043591, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.932432, + "strategy_rank": 92.913377, + "rr": 1.67459, + "primary_prob": 33.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.511885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049425, + "hold30_r": -1.0 + }, + { + "symbol": "LVS", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.418919, + "strategy_rank": 79.240434, + "rr": 1.17883, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.768246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.129477, + "hold30_r": 1.594973 + }, + { + "symbol": "MA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.630631, + "strategy_rank": 57.486385, + "rr": 1.30023, + "primary_prob": 24.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.950345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079651, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.77027, + "strategy_rank": 72.029077, + "rr": 1.0178, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.5267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083734, + "hold30_r": -1.025369 + }, + { + "symbol": "META", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.873874, + "strategy_rank": 94.593734, + "rr": 1.792111, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.688166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05021, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 84.054307, + "rr": 1.539734, + "primary_prob": 18.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.309601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490209, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 91.99423, + "rr": 0.762953, + "primary_prob": 43.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.14443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.735009, + "hold30_r": 8.488774 + }, + { + "symbol": "NFLX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.157658, + "strategy_rank": 92.498001, + "rr": 1.795848, + "primary_prob": 16.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.693772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.753001, + "hold30_r": 7.022539 + }, + { + "symbol": "NOW", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.121622, + "strategy_rank": 81.469405, + "rr": 1.229148, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.843722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050991, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.324324, + "strategy_rank": 98.751746, + "rr": 1.104877, + "primary_prob": 42.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.657315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.441241, + "hold30_r": -1.39678 + }, + { + "symbol": "NVR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.220721, + "strategy_rank": 71.602819, + "rr": 1.650519, + "primary_prob": 20.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.475778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047751, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.171171, + "strategy_rank": 91.454651, + "rr": 0.861479, + "primary_prob": 36.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.292218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055146, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.585586, + "strategy_rank": 70.426764, + "rr": 0.689836, + "primary_prob": 42.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.034753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063752, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.486486, + "strategy_rank": 75.405709, + "rr": 1.158174, + "primary_prob": 41.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.73726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057641, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.621622, + "strategy_rank": 90.489068, + "rr": 0.76747, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.151205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.727221, + "hold30_r": 4.530826 + }, + { + "symbol": "PLTR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.382883, + "strategy_rank": 96.464647, + "rr": 1.089742, + "primary_prob": 43.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.634613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028258, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.148649, + "strategy_rank": 76.281582, + "rr": 1.045891, + "primary_prob": 33.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.568837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058431, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.387387, + "strategy_rank": 77.957688, + "rr": 0.807549, + "primary_prob": 38.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.211324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.757724, + "hold30_r": 1.772559 + }, + { + "symbol": "PWR", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.738739, + "strategy_rank": 77.319364, + "rr": 0.798967, + "primary_prob": 37.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.19845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047259, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.099099, + "strategy_rank": 95.324426, + "rr": 1.21851, + "primary_prob": 26.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.827764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038255, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.513514, + "strategy_rank": 85.892044, + "rr": 0.699032, + "primary_prob": 43.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.048549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649382, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662162, + "strategy_rank": 99.66239, + "rr": 1.62284, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.43426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024097, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.797297, + "strategy_rank": 72.099681, + "rr": 0.980392, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.470588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052342, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.441441, + "strategy_rank": 70.31238, + "rr": 0.993186, + "primary_prob": 35.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.489779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063989, + "hold30_r": -1.0 + }, + { + "symbol": "TJX", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.063063, + "strategy_rank": 62.385717, + "rr": 0.931775, + "primary_prob": 32.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.397662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842363, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.414414, + "strategy_rank": 90.938405, + "rr": 0.921825, + "primary_prob": 36.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.382737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.88736, + "hold30_r": -0.308303 + }, + { + "symbol": "UBER", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.747748, + "strategy_rank": 94.951513, + "rr": 1.157061, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.735591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045212, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.644144, + "strategy_rank": 74.308204, + "rr": 1.231943, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 81.0, + "primary_rejection_count": 94, + "primary_distance_atr": 1.847915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182159, + "hold30_r": 2.997678 + }, + { + "symbol": "URI", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.936937, + "strategy_rank": 86.541249, + "rr": 0.761378, + "primary_prob": 44.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.142066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044685, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.346847, + "strategy_rank": 81.559647, + "rr": 1.667535, + "primary_prob": 22.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.501303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.037806, + "hold30_r": -0.190185 + }, + { + "symbol": "VST", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.891892, + "strategy_rank": 78.481628, + "rr": 0.892946, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.339419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843643, + "hold30_r": 2.372093 + }, + { + "symbol": "WDAY", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.288288, + "strategy_rank": 86.745622, + "rr": 1.595582, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.393372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043174, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.445946, + "strategy_rank": 71.625645, + "rr": 1.531754, + "primary_prob": 20.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.297631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054582, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117117, + "strategy_rank": 75.908948, + "rr": 1.329565, + "primary_prob": 28.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.994347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062529, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.468468, + "strategy_rank": 87.776243, + "rr": 1.289467, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.934201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047745, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.327394, + "strategy_rank": 79.529176, + "rr": 0.982907, + "primary_prob": 45.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.474361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067075, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.097996, + "strategy_rank": 90.235264, + "rr": 2.2315, + "primary_prob": 24.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.34725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051439, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.959911, + "strategy_rank": 58.338604, + "rr": 0.860748, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.291122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769501, + "hold30_r": 3.351205 + }, + { + "symbol": "ALGN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.63029, + "strategy_rank": 86.574536, + "rr": 2.076003, + "primary_prob": 13.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.114004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038731, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.875278, + "strategy_rank": 90.546028, + "rr": 1.640193, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.460289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600261, + "hold30_r": 2.548622 + }, + { + "symbol": "AMD", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.761693, + "strategy_rank": 93.666518, + "rr": 1.737894, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.606841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036089, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.657016, + "strategy_rank": 86.359911, + "rr": 1.116033, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.674049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048277, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.775056, + "strategy_rank": 98.775872, + "rr": 2.423983, + "primary_prob": 6.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.635975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034867, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.309577, + "strategy_rank": 79.616704, + "rr": 0.687353, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.03103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083412, + "hold30_r": -1.027719 + }, + { + "symbol": "AVGO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.104677, + "strategy_rank": 94.106607, + "rr": 1.18724, + "primary_prob": 26.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.78086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045457, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.659243, + "strategy_rank": 95.56147, + "rr": 1.632258, + "primary_prob": 32.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.448387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049671, + "hold30_r": -1.0 + }, + { + "symbol": "BA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.08686, + "strategy_rank": 80.394135, + "rr": 1.385693, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.07854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.336587, + "hold30_r": 6.861303 + }, + { + "symbol": "BKNG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.879733, + "strategy_rank": 86.715813, + "rr": 0.913766, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.370648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.862155, + "hold30_r": 3.467445 + }, + { + "symbol": "BKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.532294, + "strategy_rank": 78.505939, + "rr": 1.39053, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.085795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060657, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.552339, + "strategy_rank": 97.553304, + "rr": 1.015506, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.523259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984244, + "hold30_r": 3.913727 + }, + { + "symbol": "BSX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.405345, + "strategy_rank": 68.550408, + "rr": 1.717408, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.576112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664793, + "hold30_r": 2.909186 + }, + { + "symbol": "CAH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.628062, + "strategy_rank": 61.572977, + "rr": 0.695209, + "primary_prob": 59.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.042814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090857, + "hold30_r": -1.0 + }, + { + "symbol": "CARR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.4098, + "strategy_rank": 81.720193, + "rr": 1.907252, + "primary_prob": 21.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.860878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037544, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.191537, + "strategy_rank": 76.300742, + "rr": 0.705173, + "primary_prob": 42.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.057759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642582, + "hold30_r": 1.451826 + }, + { + "symbol": "CAT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.314031, + "strategy_rank": 84.353155, + "rr": 1.060122, + "primary_prob": 29.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.590183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048736, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.652561, + "strategy_rank": 94.72346, + "rr": 0.978594, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.467891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953459, + "hold30_r": 4.821803 + }, + { + "symbol": "CDNS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.300668, + "strategy_rank": 81.910468, + "rr": 0.854509, + "primary_prob": 49.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.281763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204953, + "hold30_r": -1.150573 + }, + { + "symbol": "CHD", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.514477, + "strategy_rank": 60.660134, + "rr": 1.03612, + "primary_prob": 43.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 78.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.55418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.962147, + "hold30_r": -1.775026 + }, + { + "symbol": "CMCSA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.195991, + "strategy_rank": 75.40386, + "rr": 1.020764, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.531145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.665071, + "hold30_r": -2.591163 + }, + { + "symbol": "CPAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.200445, + "strategy_rank": 78.140312, + "rr": 1.527892, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.291838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056984, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.2049, + "strategy_rank": 75.54343, + "rr": 0.939824, + "primary_prob": 33.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.409735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058597, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.98441, + "strategy_rank": 77.955754, + "rr": 1.061331, + "primary_prob": 30.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.591996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047039, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888641, + "strategy_rank": 99.888716, + "rr": 4.010661, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 6.015991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.013607, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.207127, + "strategy_rank": 90.778322, + "rr": 1.270773, + "primary_prob": 28.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.906159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.238483, + "hold30_r": 5.107385 + }, + { + "symbol": "DECK", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864143, + "strategy_rank": 81.138233, + "rr": 0.772304, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.158456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051727, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.218263, + "strategy_rank": 96.452784, + "rr": 1.004113, + "primary_prob": 32.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.506169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048151, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.538976, + "strategy_rank": 84.310616, + "rr": 1.670364, + "primary_prob": 21.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.505546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.624152, + "hold30_r": 6.760242 + }, + { + "symbol": "EME", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.211581, + "strategy_rank": 85.18144, + "rr": 1.223767, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.835651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169555, + "hold30_r": 2.595711 + }, + { + "symbol": "EQIX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.737194, + "strategy_rank": 72.416036, + "rr": 1.413735, + "primary_prob": 29.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.120603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056758, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.066815, + "strategy_rank": 80.746771, + "rr": 0.775996, + "primary_prob": 52.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.163993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079788, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.64588, + "strategy_rank": 83.218782, + "rr": 0.928327, + "primary_prob": 34.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.392491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882485, + "hold30_r": 3.502798 + }, + { + "symbol": "FDX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.429844, + "strategy_rank": 75.800891, + "rr": 0.981344, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.472016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05663, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.320713, + "strategy_rank": 89.424499, + "rr": 1.381083, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.071624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.339798, + "hold30_r": 5.706321 + }, + { + "symbol": "FSLR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.423163, + "strategy_rank": 92.696214, + "rr": 1.479045, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.218568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029229, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.988864, + "strategy_rank": 76.492205, + "rr": 1.013614, + "primary_prob": 35.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.520421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.955893, + "hold30_r": 4.196182 + }, + { + "symbol": "HUBB", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.623608, + "strategy_rank": 79.236526, + "rr": 1.206222, + "primary_prob": 26.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.809333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.458741, + "hold30_r": -1.417922 + }, + { + "symbol": "HWM", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.846325, + "strategy_rank": 64.192428, + "rr": 0.767537, + "primary_prob": 40.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.151306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703592, + "hold30_r": 6.722259 + }, + { + "symbol": "IBKR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.069042, + "strategy_rank": 75.114996, + "rr": 0.780395, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.170593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051418, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.082405, + "strategy_rank": 78.12435, + "rr": 1.202708, + "primary_prob": 30.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.804062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071721, + "hold30_r": -1.029696 + }, + { + "symbol": "JBL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.10245, + "strategy_rank": 94.205048, + "rr": 0.703069, + "primary_prob": 40.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.054603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04474, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.868597, + "strategy_rank": 89.674684, + "rr": 0.970962, + "primary_prob": 34.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.456443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.928658, + "hold30_r": 3.815631 + }, + { + "symbol": "LEN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.973274, + "strategy_rank": 80.881292, + "rr": 1.219762, + "primary_prob": 29.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.829643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.174614, + "hold30_r": 5.8199 + }, + { + "symbol": "LII", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.091314, + "strategy_rank": 84.830586, + "rr": 1.125008, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.687512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040368, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.995546, + "strategy_rank": 92.463549, + "rr": 1.19575, + "primary_prob": 39.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.793626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048846, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.436526, + "strategy_rank": 93.772235, + "rr": 1.070448, + "primary_prob": 35.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.605672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.030859, + "hold30_r": 3.949034 + }, + { + "symbol": "LVS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.182628, + "strategy_rank": 79.52784, + "rr": 1.173961, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.760942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126404, + "hold30_r": 0.47682 + }, + { + "symbol": "META", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.997773, + "strategy_rank": 94.631774, + "rr": 1.47836, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.217539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047001, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.755011, + "strategy_rank": 81.928508, + "rr": 0.732591, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.098886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057022, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.750557, + "strategy_rank": 90.92539, + "rr": 1.458631, + "primary_prob": 37.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.187946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431495, + "hold30_r": 7.342685 + }, + { + "symbol": "NFLX", + "date": "2023-10-19", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.982183, + "strategy_rank": 92.220861, + "rr": 2.004746, + "primary_prob": 28.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.007119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.967717, + "hold30_r": 2.944429 + }, + { + "symbol": "NOW", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.641425, + "strategy_rank": 84.415664, + "rr": 1.160396, + "primary_prob": 35.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.740594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04786, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.22049, + "strategy_rank": 98.72101, + "rr": 1.340913, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.011369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034874, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.523385, + "strategy_rank": 73.46637, + "rr": 1.26338, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.89507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047185, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.636971, + "strategy_rank": 85.879213, + "rr": 0.875966, + "primary_prob": 38.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.313949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044079, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.434298, + "strategy_rank": 90.737342, + "rr": 1.143631, + "primary_prob": 27.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.715447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059297, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.400891, + "strategy_rank": 62.013957, + "rr": 1.79252, + "primary_prob": 22.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.68878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071107, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.305122, + "strategy_rank": 88.880252, + "rr": 0.883124, + "primary_prob": 49.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.324686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049138, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.96882, + "strategy_rank": 70.778174, + "rr": 0.968347, + "primary_prob": 39.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.45252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908244, + "hold30_r": 3.869746 + }, + { + "symbol": "PH", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.632517, + "strategy_rank": 77.209428, + "rr": 1.067171, + "primary_prob": 32.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.600756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.0241, + "hold30_r": 3.743331 + }, + { + "symbol": "PHM", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.550111, + "strategy_rank": 90.851745, + "rr": 1.331978, + "primary_prob": 24.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.997968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290668, + "hold30_r": 6.152713 + }, + { + "symbol": "PLTR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.88196, + "strategy_rank": 97.517372, + "rr": 0.84816, + "primary_prob": 53.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.27224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026521, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.414254, + "strategy_rank": 77.723311, + "rr": 1.466152, + "primary_prob": 23.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.199228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04918, + "hold30_r": -1.0 + }, + { + "symbol": "PWR", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.52784, + "strategy_rank": 78.236154, + "rr": 1.122423, + "primary_prob": 27.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.683635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043219, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.772829, + "strategy_rank": 94.307647, + "rr": 0.960925, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.441388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.923944, + "hold30_r": 6.454229 + }, + { + "symbol": "ROST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.291759, + "strategy_rank": 64.437565, + "rr": 1.238526, + "primary_prob": 46.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.857789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071504, + "hold30_r": -1.0 + }, + { + "symbol": "SLB", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.746102, + "strategy_rank": 83.688938, + "rr": 0.863297, + "primary_prob": 49.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.294945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054846, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.665924, + "strategy_rank": 99.666147, + "rr": 0.712561, + "primary_prob": 42.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.068841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019912, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.418708, + "strategy_rank": 83.026429, + "rr": 0.814437, + "primary_prob": 51.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.221655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055729, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.184855, + "strategy_rank": 70.429399, + "rr": 0.933866, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.400798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0575, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.536748, + "strategy_rank": 71.109057, + "rr": 1.166397, + "primary_prob": 30.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.749595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106435, + "hold30_r": 5.040579 + }, + { + "symbol": "TJX", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.407572, + "strategy_rank": 59.218634, + "rr": 1.448679, + "primary_prob": 19.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.173019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088296, + "hold30_r": -1.0 + }, + { + "symbol": "TKO", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.759465, + "strategy_rank": 92.598293, + "rr": 0.933059, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.399588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.897987, + "hold30_r": 0.382457 + }, + { + "symbol": "UBER", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.54343, + "strategy_rank": 92.680401, + "rr": 1.803257, + "primary_prob": 22.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.704886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03892, + "hold30_r": -1.0 + }, + { + "symbol": "UHS", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.962138, + "strategy_rank": 74.840163, + "rr": 1.33791, + "primary_prob": 29.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.006865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.277899, + "hold30_r": -1.224545 + }, + { + "symbol": "URI", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.077951, + "strategy_rank": 85.754566, + "rr": 1.521263, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 46, + "primary_distance_atr": 2.281895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035414, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.443207, + "strategy_rank": 99.176912, + "rr": 1.008178, + "primary_prob": 30.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.512268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983498, + "hold30_r": 2.545838 + }, + { + "symbol": "VST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977728, + "strategy_rank": 76.88441, + "rr": 0.694637, + "primary_prob": 43.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.041955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64165, + "hold30_r": 3.440594 + }, + { + "symbol": "WDAY", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.075724, + "strategy_rank": 83.353007, + "rr": 1.99348, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.99022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046117, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.855234, + "strategy_rank": 72.631997, + "rr": 1.269291, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 66, + "primary_distance_atr": 1.903937, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057511, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.859688, + "strategy_rank": 72.135115, + "rr": 1.459763, + "primary_prob": 25.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.189644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05815, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-10-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.766147, + "strategy_rank": 89.20297, + "rr": 1.623808, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.435711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.579804, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.240618, + "strategy_rank": 79.59927, + "rr": 1.398426, + "primary_prob": 19.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.097639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.337508, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.059603, + "strategy_rank": 88.521458, + "rr": 1.104228, + "primary_prob": 29.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.656342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.060471, + "hold30_r": 4.072543 + }, + { + "symbol": "AJG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.10596, + "strategy_rank": 59.634084, + "rr": 1.020574, + "primary_prob": 30.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.530861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.935238, + "hold30_r": 2.054623 + }, + { + "symbol": "ALGN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.07947, + "strategy_rank": 90.895717, + "rr": 1.229386, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.844078, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.209777, + "hold30_r": 1.577943 + }, + { + "symbol": "AMAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.838852, + "strategy_rank": 88.730368, + "rr": 1.545016, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 64.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.317524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.503914, + "hold30_r": 2.651337 + }, + { + "symbol": "AMD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.267108, + "strategy_rank": 93.998429, + "rr": 1.322204, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.983306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289625, + "hold30_r": 6.130008 + }, + { + "symbol": "ANET", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.357616, + "strategy_rank": 96.789538, + "rr": 0.862369, + "primary_prob": 37.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.293554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829872, + "hold30_r": 5.185313 + }, + { + "symbol": "APO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.812362, + "strategy_rank": 86.555878, + "rr": 1.115229, + "primary_prob": 27.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.672843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047097, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.006623, + "strategy_rank": 98.9412, + "rr": 0.933796, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.400694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902656, + "hold30_r": 0.42381 + }, + { + "symbol": "ARES", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.417219, + "strategy_rank": 78.703066, + "rr": 0.795107, + "primary_prob": 39.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.192661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.318899, + "hold30_r": -1.268177 + }, + { + "symbol": "AVGO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.019868, + "strategy_rank": 94.213467, + "rr": 1.515469, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.273203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474245, + "hold30_r": 2.929225 + }, + { + "symbol": "AXON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.825607, + "strategy_rank": 92.962506, + "rr": 0.817246, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.225868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.769122, + "hold30_r": 3.741539 + }, + { + "symbol": "BA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988962, + "strategy_rank": 78.060556, + "rr": 0.888234, + "primary_prob": 39.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.332351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843119, + "hold30_r": 8.263901 + }, + { + "symbol": "BKNG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.916115, + "strategy_rank": 87.592822, + "rr": 1.354009, + "primary_prob": 20.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.031014, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301379, + "hold30_r": 5.106618 + }, + { + "symbol": "BKR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.196468, + "strategy_rank": 76.698321, + "rr": 0.927515, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.391273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.155641, + "hold30_r": -1.099821 + }, + { + "symbol": "BLDR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.565121, + "strategy_rank": 97.54184, + "rr": 0.86207, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.293105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829244, + "hold30_r": 6.217728 + }, + { + "symbol": "BRO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.346578, + "strategy_rank": 59.784015, + "rr": 1.586624, + "primary_prob": 26.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.379936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.521223, + "hold30_r": 2.723038 + }, + { + "symbol": "BSX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.229581, + "strategy_rank": 68.034275, + "rr": 1.065785, + "primary_prob": 43.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 80.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.598677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013514, + "hold30_r": 2.714338 + }, + { + "symbol": "CARR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.397351, + "strategy_rank": 84.291362, + "rr": 0.82189, + "primary_prob": 40.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.232834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.78707, + "hold30_r": 3.32808 + }, + { + "symbol": "CASY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.112583, + "strategy_rank": 73.575284, + "rr": 1.208086, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.812128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.141879, + "hold30_r": -0.418305 + }, + { + "symbol": "CAT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.852097, + "strategy_rank": 83.143605, + "rr": 0.835413, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.25312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.567797, + "hold30_r": -1.517999 + }, + { + "symbol": "CCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.92936, + "strategy_rank": 94.792402, + "rr": 1.0502, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.5753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.023867, + "hold30_r": 7.804991 + }, + { + "symbol": "CDNS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.942605, + "strategy_rank": 86.727665, + "rr": 1.00665, + "primary_prob": 34.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.509975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960107, + "hold30_r": 2.978111 + }, + { + "symbol": "CMCSA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.189845, + "strategy_rank": 72.338619, + "rr": 1.198739, + "primary_prob": 30.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.798109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145674, + "hold30_r": 1.999255 + }, + { + "symbol": "COR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00883, + "strategy_rank": 57.934815, + "rr": 0.967671, + "primary_prob": 33.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.451507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088945, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.85872, + "strategy_rank": 77.690531, + "rr": 1.659315, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.488972, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.606428, + "hold30_r": 3.183803 + }, + { + "symbol": "CPRT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.163355, + "strategy_rank": 76.111265, + "rr": 1.038979, + "primary_prob": 36.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.558468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.979599, + "hold30_r": 2.917398 + }, + { + "symbol": "CRH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.708609, + "strategy_rank": 78.811886, + "rr": 0.821137, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.231705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773229, + "hold30_r": 5.799492 + }, + { + "symbol": "CVNA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889625, + "strategy_rank": 99.889698, + "rr": 5.039384, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.559076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.013892, + "hold30_r": 2.663802 + }, + { + "symbol": "DASH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.474614, + "strategy_rank": 92.504036, + "rr": 1.743453, + "primary_prob": 19.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.615179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.712932, + "hold30_r": 6.224084 + }, + { + "symbol": "DD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.125828, + "strategy_rank": 67.525965, + "rr": 1.577823, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 86.0, + "primary_rejection_count": 102, + "primary_distance_atr": 2.366735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248807, + "hold30_r": -1.176204 + }, + { + "symbol": "DECK", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.534216, + "strategy_rank": 80.100383, + "rr": 1.125466, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.6882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.075243, + "hold30_r": 10.926617 + }, + { + "symbol": "DELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.90287, + "strategy_rank": 96.351392, + "rr": 1.188407, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.782611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.142216, + "hold30_r": 1.500098 + }, + { + "symbol": "DHI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.072848, + "strategy_rank": 82.207822, + "rr": 1.696802, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.545203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.646871, + "hold30_r": 9.040672 + }, + { + "symbol": "EG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.95585, + "strategy_rank": 75.028566, + "rr": 1.070015, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.605022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012784, + "hold30_r": 0.116486 + }, + { + "symbol": "EME", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136865, + "strategy_rank": 85.137215, + "rr": 1.418589, + "primary_prob": 22.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.127884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368047, + "hold30_r": 1.065852 + }, + { + "symbol": "ERIE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.209713, + "strategy_rank": 84.360456, + "rr": 1.259473, + "primary_prob": 24.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.889209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070511, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.280353, + "strategy_rank": 84.479948, + "rr": 1.303245, + "primary_prob": 23.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.954867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.258527, + "hold30_r": 4.067912 + }, + { + "symbol": "FDX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.799117, + "strategy_rank": 79.422377, + "rr": 1.681919, + "primary_prob": 20.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.522879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.632954, + "hold30_r": 4.756227 + }, + { + "symbol": "FICO", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.344371, + "strategy_rank": 86.153835, + "rr": 1.534606, + "primary_prob": 21.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.301909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.495672, + "hold30_r": 7.148128 + }, + { + "symbol": "FIX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.591611, + "strategy_rank": 84.253776, + "rr": 0.691019, + "primary_prob": 42.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.036528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.64421, + "hold30_r": 6.161184 + }, + { + "symbol": "FSLR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.651214, + "strategy_rank": 89.361136, + "rr": 1.581352, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.372028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029509, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.15011, + "strategy_rank": 80.178205, + "rr": 1.059408, + "primary_prob": 33.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.589112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.011459, + "hold30_r": 2.598004 + }, + { + "symbol": "GWW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.554084, + "strategy_rank": 67.441603, + "rr": 0.747682, + "primary_prob": 42.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.121523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687312, + "hold30_r": 4.503088 + }, + { + "symbol": "HUBB", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.430464, + "strategy_rank": 77.048021, + "rr": 0.940459, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.410688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.407573, + "hold30_r": -1.361479 + }, + { + "symbol": "HWM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.905077, + "strategy_rank": 63.704039, + "rr": 0.992533, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.488799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.925604, + "hold30_r": 7.536567 + }, + { + "symbol": "JBL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.253863, + "strategy_rank": 93.605017, + "rr": 1.415395, + "primary_prob": 20.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.123092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.371638, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.754967, + "strategy_rank": 86.169005, + "rr": 1.24906, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.873591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.208542, + "hold30_r": 3.369147 + }, + { + "symbol": "LEN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.637969, + "strategy_rank": 81.071248, + "rr": 1.478485, + "primary_prob": 23.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.217728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.429955, + "hold30_r": 8.323411 + }, + { + "symbol": "LII", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.046358, + "strategy_rank": 85.451834, + "rr": 1.003009, + "primary_prob": 34.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.504514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965491, + "hold30_r": 3.274532 + }, + { + "symbol": "LIN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.788079, + "strategy_rank": 59.234034, + "rr": 1.344042, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.016062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.270334, + "hold30_r": 3.080108 + }, + { + "symbol": "LLY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.578366, + "strategy_rank": 91.756839, + "rr": 1.28525, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.927875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.238351, + "hold30_r": 1.236242 + }, + { + "symbol": "LRCX", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.487859, + "strategy_rank": 91.509783, + "rr": 1.704316, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.556475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663989, + "hold30_r": 4.069958 + }, + { + "symbol": "LVS", + "date": "2023-10-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.768212, + "strategy_rank": 81.969907, + "rr": 2.164772, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.247159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048017, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.785872, + "strategy_rank": 91.319714, + "rr": 0.968074, + "primary_prob": 36.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.452112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929609, + "hold30_r": 2.961451 + }, + { + "symbol": "MPC", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.514349, + "strategy_rank": 81.558723, + "rr": 1.656574, + "primary_prob": 16.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.484861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600236, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-10-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.88521, + "strategy_rank": 88.290131, + "rr": 2.39206, + "primary_prob": 22.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.588089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.367186, + "hold30_r": 5.591398 + }, + { + "symbol": "NOW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.975717, + "strategy_rank": 83.779478, + "rr": 1.261652, + "primary_prob": 32.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 62, + "primary_distance_atr": 1.892478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.223254, + "hold30_r": 5.16265 + }, + { + "symbol": "NVDA", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448124, + "strategy_rank": 98.886814, + "rr": 1.19846, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.79769, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.166603, + "hold30_r": 2.835703 + }, + { + "symbol": "NVR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.092715, + "strategy_rank": 72.886046, + "rr": 1.780549, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.670823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.736087, + "hold30_r": 4.543242 + }, + { + "symbol": "ODFL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.293598, + "strategy_rank": 85.732391, + "rr": 1.519412, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.279117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484382, + "hold30_r": -0.016103 + }, + { + "symbol": "ON", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.671082, + "strategy_rank": 84.929229, + "rr": 0.692364, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.038546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.954182, + "hold30_r": -1.920705 + }, + { + "symbol": "ORCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.1766, + "strategy_rank": 88.200713, + "rr": 1.329572, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.994357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280522, + "hold30_r": 3.226831 + }, + { + "symbol": "PANW", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.735099, + "strategy_rank": 90.86523, + "rr": 0.885963, + "primary_prob": 38.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.328944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.84553, + "hold30_r": 5.217762 + }, + { + "symbol": "PCAR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.410596, + "strategy_rank": 74.012968, + "rr": 1.126192, + "primary_prob": 28.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.689288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058405, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.871965, + "strategy_rank": 77.48923, + "rr": 1.502382, + "primary_prob": 22.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.253573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.455283, + "hold30_r": 4.371199 + }, + { + "symbol": "PHM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.12362, + "strategy_rank": 91.682129, + "rr": 0.674336, + "primary_prob": 44.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.011504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632145, + "hold30_r": 6.99007 + }, + { + "symbol": "PKG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 71.615272, + "rr": 1.667552, + "primary_prob": 21.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.501328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.602471, + "hold30_r": 2.860044 + }, + { + "symbol": "PLTR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.682119, + "strategy_rank": 98.080127, + "rr": 1.251167, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.87675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.22851, + "hold30_r": 1.837445 + }, + { + "symbol": "PNR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.618102, + "strategy_rank": 76.813728, + "rr": 0.809302, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.213953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765594, + "hold30_r": 3.388942 + }, + { + "symbol": "PWR", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.547461, + "strategy_rank": 75.967364, + "rr": 1.332177, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.998266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043455, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.461369, + "strategy_rank": 93.960844, + "rr": 0.752919, + "primary_prob": 44.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.129379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.716906, + "hold30_r": 8.166857 + }, + { + "symbol": "ROP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.684327, + "strategy_rank": 56.677267, + "rr": 0.740284, + "primary_prob": 58.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 88, + "primary_distance_atr": 1.110426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.664896, + "hold30_r": 4.411384 + }, + { + "symbol": "SMCI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.668874, + "strategy_rank": 99.669093, + "rr": 1.087358, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.631037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.068997, + "hold30_r": 1.268783 + }, + { + "symbol": "SNPS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.501104, + "strategy_rank": 86.352535, + "rr": 1.013669, + "primary_prob": 30.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.520504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963051, + "hold30_r": 4.597643 + }, + { + "symbol": "TAP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.463576, + "strategy_rank": 69.243006, + "rr": 1.196595, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.794892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062105, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.384106, + "strategy_rank": 71.342883, + "rr": 0.861512, + "primary_prob": 36.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.292268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.80001, + "hold30_r": 6.237465 + }, + { + "symbol": "TRGP", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.450331, + "strategy_rank": 68.849593, + "rr": 0.668355, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.002533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062919, + "hold30_r": -1.0 + }, + { + "symbol": "TT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.567329, + "strategy_rank": 71.601536, + "rr": 1.620433, + "primary_prob": 25.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.43065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.573332, + "hold30_r": 5.851568 + }, + { + "symbol": "TTD", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022075, + "strategy_rank": 83.43836, + "rr": 1.679931, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.519896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.653593, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.033113, + "strategy_rank": 93.384412, + "rr": 1.91004, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 63, + "primary_distance_atr": 2.86506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.875055, + "hold30_r": 9.077794 + }, + { + "symbol": "UHS", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.891832, + "strategy_rank": 75.072741, + "rr": 1.012076, + "primary_prob": 45.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 82.0, + "primary_rejection_count": 97, + "primary_distance_atr": 1.518114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.968018, + "hold30_r": 2.344221 + }, + { + "symbol": "URI", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.721854, + "strategy_rank": 90.141421, + "rr": 0.712879, + "primary_prob": 41.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.069318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.678132, + "hold30_r": 3.928048 + }, + { + "symbol": "VRSK", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.313466, + "strategy_rank": 66.036166, + "rr": 1.670446, + "primary_prob": 21.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.505668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069362, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.227373, + "strategy_rank": 98.963566, + "rr": 1.070807, + "primary_prob": 30.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.60621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051409, + "hold30_r": 3.416521 + }, + { + "symbol": "VST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.370861, + "strategy_rank": 80.266651, + "rr": 0.804241, + "primary_prob": 37.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.206361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74798, + "hold30_r": 3.471421 + }, + { + "symbol": "WDAY", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.631347, + "strategy_rank": 86.590401, + "rr": 0.888051, + "primary_prob": 38.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.332077, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841195, + "hold30_r": 7.669516 + }, + { + "symbol": "WELL", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.326711, + "strategy_rank": 72.541913, + "rr": 1.714366, + "primary_prob": 24.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 66, + "primary_distance_atr": 2.571549, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652258, + "hold30_r": 1.750154 + }, + { + "symbol": "WSM", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.242826, + "strategy_rank": 83.824163, + "rr": 1.432985, + "primary_prob": 27.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.149478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.387562, + "hold30_r": 7.968378 + }, + { + "symbol": "WST", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.604857, + "strategy_rank": 81.805778, + "rr": 1.155053, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.732579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.117581, + "hold30_r": 0.854026 + }, + { + "symbol": "WYNN", + "date": "2023-10-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.695364, + "strategy_rank": 90.477944, + "rr": 1.782993, + "primary_prob": 20.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.67449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739582, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.171674, + "strategy_rank": 81.427452, + "rr": 0.955524, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.433286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048925, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.708155, + "strategy_rank": 90.732325, + "rr": 2.889102, + "primary_prob": 20.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 4.333653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.840547, + "hold30_r": 1.128471 + }, + { + "symbol": "ALGN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.064378, + "strategy_rank": 95.806306, + "rr": 1.219006, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.828509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197824, + "hold30_r": 3.452397 + }, + { + "symbol": "AMAT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.669528, + "strategy_rank": 90.814922, + "rr": 1.958908, + "primary_prob": 30.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.938362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.912766, + "hold30_r": 3.904324 + }, + { + "symbol": "AMD", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.781116, + "strategy_rank": 96.301385, + "rr": 2.472535, + "primary_prob": 23.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.708802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.437957, + "hold30_r": 5.021645 + }, + { + "symbol": "AMZN", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.330472, + "strategy_rank": 81.695784, + "rr": 2.566116, + "primary_prob": 22.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.849174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.045038, + "hold30_r": 1.940877 + }, + { + "symbol": "APO", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.206009, + "strategy_rank": 86.88639, + "rr": 0.76962, + "primary_prob": 39.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.154431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728053, + "hold30_r": 2.559636 + }, + { + "symbol": "APP", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.819742, + "strategy_rank": 98.820501, + "rr": 2.977957, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.466935, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.943927, + "hold30_r": 1.179578 + }, + { + "symbol": "ARES", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.583691, + "strategy_rank": 73.444344, + "rr": 0.944596, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.416895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.897972, + "hold30_r": 2.954256 + }, + { + "symbol": "AVGO", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.424893, + "strategy_rank": 94.567875, + "rr": 1.142147, + "primary_prob": 42.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.713221, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094566, + "hold30_r": 7.055483 + }, + { + "symbol": "AXON", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.309013, + "strategy_rank": 91.635795, + "rr": 1.919597, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.879395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.869122, + "hold30_r": 5.486242 + }, + { + "symbol": "BA", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.480687, + "strategy_rank": 79.005431, + "rr": 2.008825, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 74.0, + "primary_rejection_count": 88, + "primary_distance_atr": 3.013237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.957478, + "hold30_r": 9.661719 + }, + { + "symbol": "BKNG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.922747, + "strategy_rank": 86.706951, + "rr": 1.270043, + "primary_prob": 24.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.905065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213327, + "hold30_r": 6.398921 + }, + { + "symbol": "BLDR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.390558, + "strategy_rank": 97.106795, + "rr": 2.088951, + "primary_prob": 26.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.133427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.055221, + "hold30_r": 5.739045 + }, + { + "symbol": "BSX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.150215, + "strategy_rank": 66.993801, + "rr": 0.722806, + "primary_prob": 62.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.08421, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.665721, + "hold30_r": 1.787995 + }, + { + "symbol": "CARR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.197425, + "strategy_rank": 82.616142, + "rr": 1.60597, + "primary_prob": 25.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.408954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.565929, + "hold30_r": 2.948718 + }, + { + "symbol": "CASY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.793991, + "strategy_rank": 71.812753, + "rr": 1.340825, + "primary_prob": 21.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.011237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.272303, + "hold30_r": -0.385949 + }, + { + "symbol": "CBOE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.339056, + "strategy_rank": 62.903934, + "rr": 0.687071, + "primary_prob": 41.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.030606, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.607887, + "hold30_r": 2.97669 + }, + { + "symbol": "CCL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.665236, + "strategy_rank": 92.598428, + "rr": 1.79952, + "primary_prob": 15.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.699279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.770931, + "hold30_r": 8.06006 + }, + { + "symbol": "CDNS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.849785, + "strategy_rank": 88.493351, + "rr": 0.873669, + "primary_prob": 49.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.310504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.822086, + "hold30_r": 2.852591 + }, + { + "symbol": "CHD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.407725, + "strategy_rank": 61.166564, + "rr": 1.563354, + "primary_prob": 36.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.345031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.921755, + "hold30_r": -2.843238 + }, + { + "symbol": "CMCSA", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.841202, + "strategy_rank": 72.884773, + "rr": 2.21424, + "primary_prob": 28.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.321359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054867, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.939914, + "strategy_rank": 71.484064, + "rr": 1.67654, + "primary_prob": 29.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.51481, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617211, + "hold30_r": 3.439356 + }, + { + "symbol": "COIN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.236052, + "strategy_rank": 93.068876, + "rr": 0.781652, + "primary_prob": 54.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.172477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.759558, + "hold30_r": 8.265434 + }, + { + "symbol": "CPAY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.83691, + "strategy_rank": 72.580484, + "rr": 0.725279, + "primary_prob": 48.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.087918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054903, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.420601, + "strategy_rank": 78.171508, + "rr": 1.063837, + "primary_prob": 43.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.595755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003437, + "hold30_r": 2.442687 + }, + { + "symbol": "CRH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.88412, + "strategy_rank": 80.911604, + "rr": 0.77916, + "primary_prob": 54.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.16874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728545, + "hold30_r": 4.521134 + }, + { + "symbol": "CVNA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.892704, + "strategy_rank": 99.892773, + "rr": 5.136042, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.704062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 5.120896, + "hold30_r": 5.436598 + }, + { + "symbol": "DASH", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.2103, + "strategy_rank": 95.445497, + "rr": 2.262063, + "primary_prob": 25.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.393095, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231378, + "hold30_r": 2.408291 + }, + { + "symbol": "DD", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.296137, + "strategy_rank": 70.615861, + "rr": 0.79121, + "primary_prob": 51.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 92, + "primary_distance_atr": 1.186815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733955, + "hold30_r": 2.142947 + }, + { + "symbol": "DELL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.639485, + "strategy_rank": 95.810166, + "rr": 1.207791, + "primary_prob": 38.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.811686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15551, + "hold30_r": 1.130912 + }, + { + "symbol": "DHI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.982833, + "strategy_rank": 82.273208, + "rr": 1.94934, + "primary_prob": 27.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.92401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.900693, + "hold30_r": 7.696082 + }, + { + "symbol": "DVA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.270386, + "strategy_rank": 90.529956, + "rr": 0.72071, + "primary_prob": 44.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.081064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688573, + "hold30_r": 5.757416 + }, + { + "symbol": "EG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.193133, + "strategy_rank": 73.414636, + "rr": 1.064254, + "primary_prob": 28.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.596381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.011824, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.95279, + "strategy_rank": 81.358387, + "rr": 1.301372, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.952058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.248534, + "hold30_r": 1.178329 + }, + { + "symbol": "EQIX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.905579, + "strategy_rank": 75.91806, + "rr": 1.881246, + "primary_prob": 35.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.821869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.827828, + "hold30_r": 1.41876 + }, + { + "symbol": "ERIE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.725322, + "strategy_rank": 83.089738, + "rr": 0.879971, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.319956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.823888, + "hold30_r": 4.669017 + }, + { + "symbol": "ETN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.021459, + "strategy_rank": 83.828726, + "rr": 1.685366, + "primary_prob": 30.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.528049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638159, + "hold30_r": 2.320388 + }, + { + "symbol": "FDX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566524, + "strategy_rank": 80.283933, + "rr": 1.364553, + "primary_prob": 28.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.046829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.311023, + "hold30_r": 3.68482 + }, + { + "symbol": "GE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.167382, + "strategy_rank": 78.45721, + "rr": 1.305444, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.958167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.257158, + "hold30_r": 3.460905 + }, + { + "symbol": "GOOG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.025751, + "strategy_rank": 86.445649, + "rr": 1.549243, + "primary_prob": 27.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.323864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499897, + "hold30_r": 1.009316 + }, + { + "symbol": "GOOGL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.381974, + "strategy_rank": 85.866525, + "rr": 1.67335, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.510025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.62438, + "hold30_r": 0.981409 + }, + { + "symbol": "HUBB", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.622318, + "strategy_rank": 77.569455, + "rr": 0.871461, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.307192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832758, + "hold30_r": 3.082915 + }, + { + "symbol": "HWM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.008584, + "strategy_rank": 67.27346, + "rr": 0.766155, + "primary_prob": 56.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.149233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.709076, + "hold30_r": 2.691273 + }, + { + "symbol": "INTC", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.866953, + "strategy_rank": 84.512434, + "rr": 2.334059, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 3.501089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.293518, + "hold30_r": 4.548754 + }, + { + "symbol": "IR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.364807, + "strategy_rank": 70.934166, + "rr": 1.662933, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.4944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.611916, + "hold30_r": 3.597402 + }, + { + "symbol": "JBL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.60515, + "strategy_rank": 95.715254, + "rr": 0.912106, + "primary_prob": 33.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.368159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865282, + "hold30_r": -1.381042 + }, + { + "symbol": "KLAC", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.055794, + "strategy_rank": 87.810148, + "rr": 1.088647, + "primary_prob": 42.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.63297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044533, + "hold30_r": 4.318525 + }, + { + "symbol": "LEN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.695279, + "strategy_rank": 81.211321, + "rr": 1.815718, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.723577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.766466, + "hold30_r": 7.103459 + }, + { + "symbol": "LLY", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.351931, + "strategy_rank": 90.893889, + "rr": 0.719934, + "primary_prob": 55.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.079901, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.675836, + "hold30_r": -0.313472 + }, + { + "symbol": "LRCX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.240343, + "strategy_rank": 91.445971, + "rr": 1.909193, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.863789, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.865503, + "hold30_r": 5.26408 + }, + { + "symbol": "MCK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.154506, + "strategy_rank": 65.113936, + "rr": 0.864742, + "primary_prob": 35.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.297113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.796343, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.248927, + "strategy_rank": 91.380031, + "rr": 2.395891, + "primary_prob": 24.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.593836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04089, + "hold30_r": 1.581696 + }, + { + "symbol": "MPWR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.369099, + "strategy_rank": 87.651731, + "rr": 1.968848, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.953273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.936847, + "hold30_r": 5.481046 + }, + { + "symbol": "MSFT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.553648, + "strategy_rank": 73.428881, + "rr": 1.297175, + "primary_prob": 36.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.945763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.235392, + "hold30_r": 1.987495 + }, + { + "symbol": "MSTR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.094421, + "strategy_rank": 93.348536, + "rr": 2.313419, + "primary_prob": 22.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.470129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.286294, + "hold30_r": 3.492405 + }, + { + "symbol": "NFLX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.334764, + "strategy_rank": 86.882301, + "rr": 1.081647, + "primary_prob": 45.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.622471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037063, + "hold30_r": 2.487993 + }, + { + "symbol": "NOW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.579399, + "strategy_rank": 78.6968, + "rr": 1.559253, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.33888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.516075, + "hold30_r": 3.558245 + }, + { + "symbol": "NVDA", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.463519, + "strategy_rank": 98.821466, + "rr": 1.546805, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.320208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.511388, + "hold30_r": 2.189662 + }, + { + "symbol": "NVR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.806867, + "strategy_rank": 76.226691, + "rr": 0.717095, + "primary_prob": 48.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.075643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666819, + "hold30_r": 5.213091 + }, + { + "symbol": "ODFL", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.811159, + "strategy_rank": 87.83719, + "rr": 1.115728, + "primary_prob": 30.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.673592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037116, + "hold30_r": -1.0 + }, + { + "symbol": "ON", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.484979, + "strategy_rank": 91.386808, + "rr": 0.668632, + "primary_prob": 48.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.002948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.646987, + "hold30_r": 3.089368 + }, + { + "symbol": "ORCL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.879828, + "strategy_rank": 89.022732, + "rr": 2.380158, + "primary_prob": 25.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.570237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32355, + "hold30_r": -1.104402 + }, + { + "symbol": "PANW", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.630901, + "strategy_rank": 91.925357, + "rr": 1.083979, + "primary_prob": 42.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.625968, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045692, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.412017, + "strategy_rank": 72.648583, + "rr": 0.961904, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.442856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902996, + "hold30_r": 4.139399 + }, + { + "symbol": "PH", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.266094, + "strategy_rank": 81.649649, + "rr": 1.043263, + "primary_prob": 44.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.564895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.997976, + "hold30_r": 2.743544 + }, + { + "symbol": "PHM", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.961373, + "strategy_rank": 91.956259, + "rr": 1.27688, + "primary_prob": 38.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.91532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.233384, + "hold30_r": 6.054934 + }, + { + "symbol": "PKG", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.120172, + "strategy_rank": 70.02973, + "rr": 0.677944, + "primary_prob": 63.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.016916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.606257, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.175966, + "strategy_rank": 98.562576, + "rr": 2.469504, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.704256, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.445508, + "hold30_r": 0.153564 + }, + { + "symbol": "PNR", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.596567, + "strategy_rank": 78.40432, + "rr": 0.949689, + "primary_prob": 35.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.424533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901486, + "hold30_r": 4.276941 + }, + { + "symbol": "RCL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.995708, + "strategy_rank": 92.53297, + "rr": 2.25405, + "primary_prob": 26.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.381074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.215411, + "hold30_r": 7.481051 + }, + { + "symbol": "SMCI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.678112, + "strategy_rank": 99.485599, + "rr": 0.817909, + "primary_prob": 39.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.226864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.799598, + "hold30_r": 2.018058 + }, + { + "symbol": "SNPS", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.493562, + "strategy_rank": 88.622795, + "rr": 1.055689, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.583533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.999006, + "hold30_r": 4.596619 + }, + { + "symbol": "STE", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.978541, + "strategy_rank": 70.566349, + "rr": 1.787348, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 87.0, + "primary_rejection_count": 103, + "primary_distance_atr": 2.681022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065324, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.549356, + "strategy_rank": 85.426519, + "rr": 1.67712, + "primary_prob": 32.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.51568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633286, + "hold30_r": 3.805949 + }, + { + "symbol": "TAP", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.76824, + "strategy_rank": 69.242907, + "rr": 1.167844, + "primary_prob": 26.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.751766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.111681, + "hold30_r": 1.927793 + }, + { + "symbol": "TDG", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.450644, + "strategy_rank": 71.313309, + "rr": 2.164869, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.247304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.101325, + "hold30_r": 4.232514 + }, + { + "symbol": "TJX", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.545064, + "strategy_rank": 57.723943, + "rr": 1.31461, + "primary_prob": 37.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.971916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.23188, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.454936, + "strategy_rank": 93.073701, + "rr": 2.108605, + "primary_prob": 28.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.162908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.9139, + "hold30_r": -2.882766 + }, + { + "symbol": "UBER", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.635193, + "strategy_rank": 91.844207, + "rr": 2.083703, + "primary_prob": 24.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.125555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.045486, + "hold30_r": 6.322973 + }, + { + "symbol": "URI", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.763948, + "strategy_rank": 85.319775, + "rr": 1.680181, + "primary_prob": 32.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.520272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643577, + "hold30_r": 5.86711 + }, + { + "symbol": "VRSK", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.909871, + "strategy_rank": 62.025347, + "rr": 1.009497, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.514245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.949525, + "hold30_r": 0.669197 + }, + { + "symbol": "VRT", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.034335, + "strategy_rank": 98.842236, + "rr": 0.672364, + "primary_prob": 56.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.008546, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648636, + "hold30_r": 2.299772 + }, + { + "symbol": "WDAY", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.124464, + "strategy_rank": 85.366139, + "rr": 2.295677, + "primary_prob": 32.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 66, + "primary_distance_atr": 3.443515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.243613, + "hold30_r": 7.308783 + }, + { + "symbol": "WDC", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.51073, + "strategy_rank": 84.673999, + "rr": 1.193848, + "primary_prob": 30.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.790772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1649, + "hold30_r": 2.92497 + }, + { + "symbol": "WELL", + "date": "2023-11-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.626609, + "strategy_rank": 76.042909, + "rr": 2.030439, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.045658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056922, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.137339, + "strategy_rank": 83.709414, + "rr": 1.163647, + "primary_prob": 28.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.74547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.125003, + "hold30_r": 1.794489 + }, + { + "symbol": "WYNN", + "date": "2023-11-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.051502, + "strategy_rank": 83.16967, + "rr": 1.273334, + "primary_prob": 30.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.910001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227446, + "hold30_r": -1.214306 + }, + { + "symbol": "ACGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942731, + "strategy_rank": 79.904649, + "rr": 1.443223, + "primary_prob": 18.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.164834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052821, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.475771, + "strategy_rank": 91.184355, + "rr": 2.103448, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.155172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.052234, + "hold30_r": 0.931208 + }, + { + "symbol": "AKAM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.911894, + "strategy_rank": 65.194905, + "rr": 1.448979, + "primary_prob": 43.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 60, + "primary_distance_atr": 2.173469, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.374204, + "hold30_r": 3.347466 + }, + { + "symbol": "ALGN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.171806, + "strategy_rank": 94.365001, + "rr": 1.726731, + "primary_prob": 16.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.590096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.702871, + "hold30_r": 5.382979 + }, + { + "symbol": "AMAT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885463, + "strategy_rank": 86.552719, + "rr": 1.291305, + "primary_prob": 27.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.936958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.239231, + "hold30_r": 3.433539 + }, + { + "symbol": "AMD", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.493392, + "strategy_rank": 94.401953, + "rr": 2.608748, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.913123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.569935, + "hold30_r": 4.464851 + }, + { + "symbol": "AMZN", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.546256, + "strategy_rank": 86.258695, + "rr": 2.434139, + "primary_prob": 23.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.651208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.382298, + "hold30_r": 2.363439 + }, + { + "symbol": "APO", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.132159, + "strategy_rank": 79.691195, + "rr": 0.790561, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.185841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.745935, + "hold30_r": 1.94131 + }, + { + "symbol": "APP", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.788546, + "strategy_rank": 98.494088, + "rr": 1.387913, + "primary_prob": 36.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.081869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.361804, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.013216, + "strategy_rank": 75.538198, + "rr": 1.137621, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.706432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.089383, + "hold30_r": 2.307192 + }, + { + "symbol": "AXON", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.933921, + "strategy_rank": 93.032692, + "rr": 1.140421, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.710632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.100357, + "hold30_r": 4.024109 + }, + { + "symbol": "BKNG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.035242, + "strategy_rank": 86.829933, + "rr": 1.930502, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.895753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.87257, + "hold30_r": 5.056592 + }, + { + "symbol": "BLDR", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.127753, + "strategy_rank": 96.715743, + "rr": 2.199755, + "primary_prob": 24.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.299632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.164341, + "hold30_r": 6.724224 + }, + { + "symbol": "BR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.004405, + "strategy_rank": 64.784663, + "rr": 1.308013, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.96202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.233913, + "hold30_r": 4.939907 + }, + { + "symbol": "BRO", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.837004, + "strategy_rank": 58.559587, + "rr": 1.158325, + "primary_prob": 27.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.737488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082, + "hold30_r": -1.0 + }, + { + "symbol": "BSX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.61674, + "strategy_rank": 66.629086, + "rr": 1.463075, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.194613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400889, + "hold30_r": 2.702458 + }, + { + "symbol": "CARR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.69163, + "strategy_rank": 79.909141, + "rr": 1.590899, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.386348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.54568, + "hold30_r": 2.990361 + }, + { + "symbol": "CCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.378855, + "strategy_rank": 86.678356, + "rr": 1.257628, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.886442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.229172, + "hold30_r": 7.65141 + }, + { + "symbol": "CHD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.718062, + "strategy_rank": 60.952643, + "rr": 1.98838, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.98257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.928682, + "hold30_r": 0.749138 + }, + { + "symbol": "CMCSA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.317181, + "strategy_rank": 73.278605, + "rr": 1.169283, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.753925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11335, + "hold30_r": 2.134428 + }, + { + "symbol": "CME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.22467, + "strategy_rank": 62.702006, + "rr": 1.970969, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.956453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076282, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.572687, + "strategy_rank": 73.223249, + "rr": 0.933132, + "primary_prob": 47.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.399698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.862735, + "hold30_r": 3.519825 + }, + { + "symbol": "COIN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.255507, + "strategy_rank": 97.214381, + "rr": 1.739862, + "primary_prob": 29.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.609793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.71772, + "hold30_r": 9.849962 + }, + { + "symbol": "CPAY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.444934, + "strategy_rank": 73.316717, + "rr": 1.605748, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.408622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.553878, + "hold30_r": 5.518141 + }, + { + "symbol": "CRH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.713656, + "strategy_rank": 81.398244, + "rr": 0.745291, + "primary_prob": 39.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.117936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690638, + "hold30_r": 4.623845 + }, + { + "symbol": "CRM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.325991, + "strategy_rank": 76.992668, + "rr": 2.004164, + "primary_prob": 13.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.006245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.942586, + "hold30_r": 8.25838 + }, + { + "symbol": "CRWD", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.85022, + "strategy_rank": 91.630681, + "rr": 2.214558, + "primary_prob": 26.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.321837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.172465, + "hold30_r": 7.157082 + }, + { + "symbol": "CTSH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.396476, + "strategy_rank": 66.343323, + "rr": 1.351026, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.026539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.280636, + "hold30_r": 5.716152 + }, + { + "symbol": "CVNA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889868, + "strategy_rank": 99.890013, + "rr": 4.444257, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 6.666386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.430573, + "hold30_r": 5.464149 + }, + { + "symbol": "DASH", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.757709, + "strategy_rank": 90.330396, + "rr": 0.927558, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.391337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898567, + "hold30_r": 2.743696 + }, + { + "symbol": "DHI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.731278, + "strategy_rank": 86.556631, + "rr": 1.944062, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.916093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.896152, + "hold30_r": 5.808148 + }, + { + "symbol": "EG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929515, + "strategy_rank": 71.438819, + "rr": 1.258667, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.888001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.203602, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.409692, + "strategy_rank": 80.828889, + "rr": 1.162755, + "primary_prob": 28.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.744132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105657, + "hold30_r": 0.944852 + }, + { + "symbol": "ETN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.76652, + "strategy_rank": 82.827353, + "rr": 0.873189, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.309784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.821071, + "hold30_r": 2.417603 + }, + { + "symbol": "FDX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.264317, + "strategy_rank": 79.053443, + "rr": 1.258935, + "primary_prob": 28.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.888403, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.201274, + "hold30_r": 0.817615 + }, + { + "symbol": "GE", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.977974, + "strategy_rank": 77.359581, + "rr": 0.831194, + "primary_prob": 51.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.246791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776211, + "hold30_r": 3.306107 + }, + { + "symbol": "GOOG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.502203, + "strategy_rank": 85.221279, + "rr": 1.101488, + "primary_prob": 37.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.652232, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.043043, + "hold30_r": 2.447603 + }, + { + "symbol": "GOOGL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.281938, + "strategy_rank": 84.803936, + "rr": 1.326216, + "primary_prob": 32.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 71, + "primary_distance_atr": 1.989324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268281, + "hold30_r": 2.502169 + }, + { + "symbol": "HUBB", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.14978, + "strategy_rank": 75.968004, + "rr": 1.264511, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.896766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.221692, + "hold30_r": 3.07831 + }, + { + "symbol": "INTU", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.370044, + "strategy_rank": 78.720873, + "rr": 1.212392, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.818588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158164, + "hold30_r": 5.771739 + }, + { + "symbol": "JBL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.348018, + "strategy_rank": 95.554139, + "rr": 0.838729, + "primary_prob": 35.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.258094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788283, + "hold30_r": -1.61823 + }, + { + "symbol": "LEN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.969163, + "strategy_rank": 84.862625, + "rr": 1.713805, + "primary_prob": 30.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.570708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.664447, + "hold30_r": 5.73297 + }, + { + "symbol": "LLY", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577093, + "strategy_rank": 93.139491, + "rr": 0.938661, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.407991, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03908, + "hold30_r": -0.691625 + }, + { + "symbol": "LRCX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.784141, + "strategy_rank": 86.735741, + "rr": 1.058216, + "primary_prob": 31.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.587325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.008123, + "hold30_r": 4.995474 + }, + { + "symbol": "MAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.140969, + "strategy_rank": 70.411836, + "rr": 1.533519, + "primary_prob": 20.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.300279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475684, + "hold30_r": 4.199487 + }, + { + "symbol": "META", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.449339, + "strategy_rank": 91.489537, + "rr": 0.920854, + "primary_prob": 37.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.381281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871402, + "hold30_r": 2.533159 + }, + { + "symbol": "MPC", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.920705, + "strategy_rank": 73.51423, + "rr": 1.539954, + "primary_prob": 19.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.309932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.494653, + "hold30_r": 1.448824 + }, + { + "symbol": "MPWR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.361233, + "strategy_rank": 88.000232, + "rr": 1.664374, + "primary_prob": 24.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.496562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.630737, + "hold30_r": 4.730255 + }, + { + "symbol": "MSTR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.704846, + "strategy_rank": 96.467076, + "rr": 1.985008, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.977512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.958787, + "hold30_r": 3.319403 + }, + { + "symbol": "NFLX", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.23348, + "strategy_rank": 87.995015, + "rr": 2.298138, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.447207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.244109, + "hold30_r": 3.20298 + }, + { + "symbol": "NOW", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.537445, + "strategy_rank": 84.649896, + "rr": 1.621374, + "primary_prob": 34.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.43206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.572976, + "hold30_r": 3.037757 + }, + { + "symbol": "NVDA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.229075, + "strategy_rank": 98.5393, + "rr": 1.016709, + "primary_prob": 44.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.525064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.975797, + "hold30_r": 0.819119 + }, + { + "symbol": "NVR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290749, + "strategy_rank": 78.87984, + "rr": 0.784556, + "primary_prob": 42.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.176834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731437, + "hold30_r": 5.204305 + }, + { + "symbol": "ODFL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.418502, + "strategy_rank": 85.92453, + "rr": 0.838142, + "primary_prob": 40.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.257213, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.798439, + "hold30_r": 1.409567 + }, + { + "symbol": "ON", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.15859, + "strategy_rank": 86.195224, + "rr": 1.209809, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.814713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.185467, + "hold30_r": 3.718414 + }, + { + "symbol": "ORCL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.629956, + "strategy_rank": 89.601495, + "rr": 1.91816, + "primary_prob": 27.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.87724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.653531, + "hold30_r": -2.592182 + }, + { + "symbol": "PANW", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.696035, + "strategy_rank": 95.253014, + "rr": 1.092514, + "primary_prob": 28.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.638771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.049477, + "hold30_r": 4.931701 + }, + { + "symbol": "PCAR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.352423, + "strategy_rank": 70.437486, + "rr": 1.121232, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.681848, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059076, + "hold30_r": 4.153112 + }, + { + "symbol": "PHM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.907489, + "strategy_rank": 92.054979, + "rr": 1.131089, + "primary_prob": 42.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.696634, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084949, + "hold30_r": 6.136036 + }, + { + "symbol": "PKG", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.277533, + "strategy_rank": 67.749536, + "rr": 0.676319, + "primary_prob": 48.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.014478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.597434, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.568282, + "strategy_rank": 98.701745, + "rr": 0.726439, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.089659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.701248, + "hold30_r": -0.592899 + }, + { + "symbol": "PNR", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.511013, + "strategy_rank": 78.705078, + "rr": 0.80655, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.209824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755384, + "hold30_r": 4.716146 + }, + { + "symbol": "RCL", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.273128, + "strategy_rank": 90.497768, + "rr": 2.06794, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.10191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.030087, + "hold30_r": 7.278413 + }, + { + "symbol": "SMCI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669604, + "strategy_rank": 99.538459, + "rr": 0.749546, + "primary_prob": 41.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.124318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728834, + "hold30_r": 0.969526 + }, + { + "symbol": "STE", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.096916, + "strategy_rank": 68.354684, + "rr": 1.778678, + "primary_prob": 24.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.668017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.728018, + "hold30_r": 2.405154 + }, + { + "symbol": "STX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.709251, + "strategy_rank": 84.179371, + "rr": 1.780351, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.670526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732024, + "hold30_r": 4.416478 + }, + { + "symbol": "TJX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.938326, + "strategy_rank": 57.948933, + "rr": 0.850705, + "primary_prob": 35.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.276057, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760508, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.665198, + "strategy_rank": 90.247218, + "rr": 1.556725, + "primary_prob": 24.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.335087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530281, + "hold30_r": 2.679839 + }, + { + "symbol": "TTD", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.356828, + "strategy_rank": 95.880043, + "rr": 1.108021, + "primary_prob": 33.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.662032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.158588, + "hold30_r": -3.126871 + }, + { + "symbol": "TTWO", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.722467, + "strategy_rank": 86.099148, + "rr": 2.255592, + "primary_prob": 29.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.383387, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.211912, + "hold30_r": 2.332923 + }, + { + "symbol": "TYL", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.176211, + "strategy_rank": 73.36019, + "rr": 2.575103, + "primary_prob": 22.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.862655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.052419, + "hold30_r": 0.10908 + }, + { + "symbol": "URI", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.792952, + "strategy_rank": 85.976119, + "rr": 1.516043, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.274064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478375, + "hold30_r": 5.726967 + }, + { + "symbol": "VRSK", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.189427, + "strategy_rank": 64.753652, + "rr": 1.642588, + "primary_prob": 16.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.463882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.574899, + "hold30_r": 0.100599 + }, + { + "symbol": "VRT", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.008811, + "strategy_rank": 98.845641, + "rr": 0.721205, + "primary_prob": 39.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.081808, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695872, + "hold30_r": 2.791906 + }, + { + "symbol": "VRTX", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.057269, + "strategy_rank": 61.805878, + "rr": 1.120897, + "primary_prob": 26.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.681345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060873, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.638767, + "strategy_rank": 74.894505, + "rr": 1.05447, + "primary_prob": 42.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.581704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003866, + "hold30_r": 2.533128 + }, + { + "symbol": "WDAY", + "date": "2023-11-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.070485, + "strategy_rank": 88.890129, + "rr": 2.782766, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 33, + "primary_distance_atr": 4.174149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.730822, + "hold30_r": 5.428259 + }, + { + "symbol": "WELL", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.590308, + "strategy_rank": 71.473742, + "rr": 0.984528, + "primary_prob": 41.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.476791, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.928682, + "hold30_r": 1.75508 + }, + { + "symbol": "WSM", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.453744, + "strategy_rank": 87.918937, + "rr": 1.002229, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.503344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951243, + "hold30_r": 9.687732 + }, + { + "symbol": "WST", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.026432, + "strategy_rank": 86.339555, + "rr": 1.535414, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.30312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493999, + "hold30_r": 1.164023 + }, + { + "symbol": "WYNN", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.105727, + "strategy_rank": 84.66743, + "rr": 1.014544, + "primary_prob": 37.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.521815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.449707, + "hold30_r": -1.404634 + }, + { + "symbol": "ZTS", + "date": "2023-11-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.497797, + "strategy_rank": 75.666879, + "rr": 1.002884, + "primary_prob": 37.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.504325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951764, + "hold30_r": 3.64753 + }, + { + "symbol": "ACGL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.9129, + "strategy_rank": 81.571192, + "rr": 0.925316, + "primary_prob": 32.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.387973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.871536, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.692393, + "strategy_rank": 91.098506, + "rr": 1.890072, + "primary_prob": 30.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.835108, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051283, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.872106, + "strategy_rank": 80.083471, + "rr": 2.839641, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 4.259461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064821, + "hold30_r": 2.010193 + }, + { + "symbol": "ALGN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.620728, + "strategy_rank": 93.3771, + "rr": 0.751988, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.127982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.725037, + "hold30_r": 4.365233 + }, + { + "symbol": "AMAT", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.100331, + "strategy_rank": 85.273195, + "rr": 1.60508, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.40762, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.13103, + "hold30_r": -2.080584 + }, + { + "symbol": "AMD", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.841235, + "strategy_rank": 92.57646, + "rr": 2.36784, + "primary_prob": 22.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.55176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.32846, + "hold30_r": 3.080943 + }, + { + "symbol": "AMZN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.092613, + "strategy_rank": 85.638484, + "rr": 1.002832, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.504248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951791, + "hold30_r": 1.268616 + }, + { + "symbol": "APO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.400221, + "strategy_rank": 83.442284, + "rr": 1.579044, + "primary_prob": 32.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.368566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.530241, + "hold30_r": 1.39236 + }, + { + "symbol": "APP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.448732, + "strategy_rank": 98.988426, + "rr": 1.442461, + "primary_prob": 20.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.163691, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.419857, + "hold30_r": -0.043546 + }, + { + "symbol": "ARES", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628445, + "strategy_rank": 80.102919, + "rr": 1.271032, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.906548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225907, + "hold30_r": 2.982334 + }, + { + "symbol": "BDX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.808159, + "strategy_rank": 66.815656, + "rr": 2.291905, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 150, + "primary_distance_atr": 3.437858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.058799, + "hold30_r": 1.294438 + }, + { + "symbol": "BKNG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.148842, + "strategy_rank": 85.868734, + "rr": 0.78613, + "primary_prob": 53.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.179194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.726231, + "hold30_r": 3.367076 + }, + { + "symbol": "BLDR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.905182, + "strategy_rank": 96.6895, + "rr": 1.551361, + "primary_prob": 33.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.327042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.517083, + "hold30_r": 4.605908 + }, + { + "symbol": "BR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.438809, + "strategy_rank": 63.470943, + "rr": 1.594696, + "primary_prob": 32.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.392045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.512414, + "hold30_r": 4.241021 + }, + { + "symbol": "CHD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.777288, + "strategy_rank": 63.073739, + "rr": 1.009387, + "primary_prob": 63.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 87, + "primary_distance_atr": 1.514081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941005, + "hold30_r": 0.622124 + }, + { + "symbol": "CMCSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.084895, + "strategy_rank": 72.502127, + "rr": 1.276403, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.914605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058531, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.52591, + "strategy_rank": 64.084163, + "rr": 1.09097, + "primary_prob": 33.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.636455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017853, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.24366, + "strategy_rank": 97.840046, + "rr": 1.276742, + "primary_prob": 38.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.915114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.253248, + "hold30_r": 7.267482 + }, + { + "symbol": "CPAY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.879824, + "strategy_rank": 72.177018, + "rr": 1.323915, + "primary_prob": 30.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.985873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267678, + "hold30_r": 6.008266 + }, + { + "symbol": "CRH", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.377067, + "strategy_rank": 81.080413, + "rr": 0.713593, + "primary_prob": 54.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.07039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658152, + "hold30_r": 4.257113 + }, + { + "symbol": "CRM", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.320838, + "strategy_rank": 75.943467, + "rr": 1.679584, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.519376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.614902, + "hold30_r": 5.064733 + }, + { + "symbol": "CRWD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.179713, + "strategy_rank": 90.960816, + "rr": 0.682464, + "primary_prob": 59.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.023696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639976, + "hold30_r": 4.43245 + }, + { + "symbol": "CSCO", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.800441, + "strategy_rank": 66.522328, + "rr": 1.544525, + "primary_prob": 24.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.316787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490816, + "hold30_r": 1.380737 + }, + { + "symbol": "CVNA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.889746, + "strategy_rank": 99.889892, + "rr": 3.859791, + "primary_prob": 14.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 5.789687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.845799, + "hold30_r": 3.569537 + }, + { + "symbol": "DVA", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.044101, + "strategy_rank": 83.297611, + "rr": 2.816928, + "primary_prob": 24.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 49, + "primary_distance_atr": 4.225392, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.781466, + "hold30_r": 2.276003 + }, + { + "symbol": "EME", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.746417, + "strategy_rank": 80.078255, + "rr": 1.942731, + "primary_prob": 27.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.914097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.056239, + "hold30_r": 0.411647 + }, + { + "symbol": "ERIE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005513, + "strategy_rank": 84.86061, + "rr": 1.406088, + "primary_prob": 21.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.109132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.347351, + "hold30_r": 5.645005 + }, + { + "symbol": "ETN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.997795, + "strategy_rank": 80.022825, + "rr": 1.403471, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.105206, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.343927, + "hold30_r": 1.588364 + }, + { + "symbol": "FDX", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.597574, + "strategy_rank": 79.028401, + "rr": 2.35131, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.526965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.294712, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.297685, + "strategy_rank": 88.762715, + "rr": 0.678851, + "primary_prob": 56.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.018277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633139, + "hold30_r": 0.980201 + }, + { + "symbol": "GOOG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.046307, + "strategy_rank": 85.195752, + "rr": 1.928008, + "primary_prob": 31.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.892012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064818, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.605292, + "strategy_rank": 84.656526, + "rr": 2.221513, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.33227, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064011, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.659316, + "strategy_rank": 80.815199, + "rr": 0.929465, + "primary_prob": 49.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.394198, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.873036, + "hold30_r": 2.371345 + }, + { + "symbol": "JBL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.346196, + "strategy_rank": 95.648045, + "rr": 1.687853, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.531779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.744313, + "hold30_r": -2.691031 + }, + { + "symbol": "LEN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.461963, + "strategy_rank": 80.026008, + "rr": 0.862568, + "primary_prob": 49.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.293853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.812658, + "hold30_r": 4.002082 + }, + { + "symbol": "LLY", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.125689, + "strategy_rank": 93.814217, + "rr": 1.002511, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.503767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038109, + "hold30_r": 0.111657 + }, + { + "symbol": "LRCX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.643881, + "strategy_rank": 87.868499, + "rr": 0.78502, + "primary_prob": 53.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.17753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731626, + "hold30_r": 1.863922 + }, + { + "symbol": "MAR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.249173, + "strategy_rank": 68.672116, + "rr": 0.823948, + "primary_prob": 51.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.235923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.759478, + "hold30_r": 2.874054 + }, + { + "symbol": "MCK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.054024, + "strategy_rank": 69.089518, + "rr": 1.0761, + "primary_prob": 28.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.61415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012423, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.117971, + "strategy_rank": 90.82056, + "rr": 2.177663, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.266495, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052128, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.171996, + "strategy_rank": 78.944107, + "rr": 1.004014, + "primary_prob": 32.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.506021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958061, + "hold30_r": 1.149616 + }, + { + "symbol": "MSTR", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.566703, + "strategy_rank": 98.436868, + "rr": 2.036463, + "primary_prob": 27.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.054694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.011503, + "hold30_r": 5.003764 + }, + { + "symbol": "NOW", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.31312, + "strategy_rank": 82.335101, + "rr": 1.940317, + "primary_prob": 26.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.910476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.88533, + "hold30_r": 1.483636 + }, + { + "symbol": "NVR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.864388, + "strategy_rank": 77.946016, + "rr": 0.70365, + "primary_prob": 56.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.055475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055094, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.902977, + "strategy_rank": 70.685981, + "rr": 1.715649, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.573473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.659746, + "hold30_r": 4.631043 + }, + { + "symbol": "NWSA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.46968, + "strategy_rank": 70.176636, + "rr": 1.301648, + "primary_prob": 32.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.952472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.247809, + "hold30_r": 4.280056 + }, + { + "symbol": "ODFL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.541345, + "strategy_rank": 83.342608, + "rr": 0.79356, + "primary_prob": 40.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.19034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043791, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.825799, + "strategy_rank": 90.870156, + "rr": 2.220058, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.330086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.44439, + "hold30_r": -3.379637 + }, + { + "symbol": "PANW", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.684675, + "strategy_rank": 96.008251, + "rr": 0.974391, + "primary_prob": 32.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.461587, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936966, + "hold30_r": 3.600389 + }, + { + "symbol": "PKG", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705623, + "strategy_rank": 66.735429, + "rr": 0.667924, + "primary_prob": 49.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.001885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072383, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.787211, + "strategy_rank": 98.85467, + "rr": 1.370804, + "primary_prob": 37.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.056205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.342257, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.077178, + "strategy_rank": 78.268075, + "rr": 1.560546, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.340819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.510329, + "hold30_r": 3.205973 + }, + { + "symbol": "PWR", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.367144, + "strategy_rank": 78.954806, + "rr": 1.530337, + "primary_prob": 33.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.295505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.488679, + "hold30_r": 2.951019 + }, + { + "symbol": "RCL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.833517, + "strategy_rank": 89.714527, + "rr": 1.417163, + "primary_prob": 34.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.125744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376421, + "hold30_r": 3.231764 + }, + { + "symbol": "REGN", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.374862, + "strategy_rank": 66.964928, + "rr": 1.878762, + "primary_prob": 12.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.818143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.81813, + "hold30_r": 4.127917 + }, + { + "symbol": "ROST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.241455, + "strategy_rank": 64.756395, + "rr": 0.910297, + "primary_prob": 38.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.365445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.838683, + "hold30_r": 5.224259 + }, + { + "symbol": "SMCI", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.669239, + "strategy_rank": 99.669675, + "rr": 1.905301, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.857951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022067, + "hold30_r": -1.0 + }, + { + "symbol": "STE", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.392503, + "strategy_rank": 70.04248, + "rr": 1.52075, + "primary_prob": 28.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.281126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054246, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.556781, + "strategy_rank": 85.575806, + "rr": 1.911819, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.867728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.856502, + "hold30_r": 2.597878 + }, + { + "symbol": "TAP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.146637, + "strategy_rank": 64.113294, + "rr": 0.688511, + "primary_prob": 42.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.032766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.623266, + "hold30_r": 1.703304 + }, + { + "symbol": "TJX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.343991, + "strategy_rank": 59.600618, + "rr": 0.968799, + "primary_prob": 33.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.453199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.897553, + "hold30_r": 1.97928 + }, + { + "symbol": "TRGP", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.92613, + "strategy_rank": 68.964427, + "rr": 0.920042, + "primary_prob": 35.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.380063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.866895, + "hold30_r": 0.814477 + }, + { + "symbol": "TSLA", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.305402, + "strategy_rank": 91.558787, + "rr": 1.957332, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.935998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028238, + "hold30_r": 0.896392 + }, + { + "symbol": "TTD", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.589857, + "strategy_rank": 95.562735, + "rr": 2.057941, + "primary_prob": 21.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 62.0, + "primary_rejection_count": 75, + "primary_distance_atr": 3.086911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.022511, + "hold30_r": 0.728291 + }, + { + "symbol": "TTWO", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.928335, + "strategy_rank": 78.304939, + "rr": 2.674457, + "primary_prob": 24.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.011686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.048256, + "hold30_r": 0.687141 + }, + { + "symbol": "VRSK", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.274531, + "strategy_rank": 65.786135, + "rr": 1.511806, + "primary_prob": 19.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.267709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076576, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.218302, + "strategy_rank": 67.729321, + "rr": 1.294389, + "primary_prob": 24.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.941583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.245161, + "hold30_r": 4.873288 + }, + { + "symbol": "VST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.030871, + "strategy_rank": 78.253443, + "rr": 0.978342, + "primary_prob": 45.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.467513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924406, + "hold30_r": 2.585002 + }, + { + "symbol": "WDAY", + "date": "2023-11-16", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.959206, + "strategy_rank": 87.579238, + "rr": 2.051795, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 33, + "primary_distance_atr": 3.077693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.997885, + "hold30_r": 4.221939 + }, + { + "symbol": "WELL", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.336273, + "strategy_rank": 71.821012, + "rr": 1.788841, + "primary_prob": 29.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.683261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.72853, + "hold30_r": 1.205929 + }, + { + "symbol": "WSM", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.028666, + "strategy_rank": 84.85146, + "rr": 1.694662, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.541992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.647394, + "hold30_r": 4.391515 + }, + { + "symbol": "WST", + "date": "2023-11-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.471885, + "strategy_rank": 85.510561, + "rr": 1.931203, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.896805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.044047, + "hold30_r": 0.285346 + }, + { + "symbol": "ABNB", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.337079, + "strategy_rank": 89.846693, + "rr": 2.391088, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.586632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.351762, + "hold30_r": 1.709441 + }, + { + "symbol": "ACGL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.067416, + "strategy_rank": 80.065983, + "rr": 0.933022, + "primary_prob": 46.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.399533, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05992, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.853933, + "strategy_rank": 89.744062, + "rr": 2.34041, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.510616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060093, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.494382, + "strategy_rank": 77.199759, + "rr": 1.809831, + "primary_prob": 31.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.714747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.073608, + "hold30_r": -0.368484 + }, + { + "symbol": "ALGN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.606742, + "strategy_rank": 95.520021, + "rr": 1.799241, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.698862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.765265, + "hold30_r": 4.492434 + }, + { + "symbol": "AMAT", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.179775, + "strategy_rank": 84.184903, + "rr": 2.148827, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.22324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103712, + "hold30_r": 0.103529 + }, + { + "symbol": "AMD", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.022472, + "strategy_rank": 92.335193, + "rr": 2.113092, + "primary_prob": 25.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.169638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043327, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.685393, + "strategy_rank": 88.508634, + "rr": 2.365558, + "primary_prob": 23.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.548336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.055877, + "hold30_r": 0.881527 + }, + { + "symbol": "APP", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.213483, + "strategy_rank": 98.845411, + "rr": 1.566953, + "primary_prob": 33.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.350429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028071, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.730337, + "strategy_rank": 85.769625, + "rr": 1.070742, + "primary_prob": 44.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.606113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000789, + "hold30_r": 4.195961 + }, + { + "symbol": "BKR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.808989, + "strategy_rank": 71.85891, + "rr": 1.107496, + "primary_prob": 36.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.661244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059285, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.977528, + "strategy_rank": 96.973531, + "rr": 1.936507, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.904761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.897336, + "hold30_r": 4.454816 + }, + { + "symbol": "CCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.640449, + "strategy_rank": 90.576503, + "rr": 1.417905, + "primary_prob": 38.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.126858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.384699, + "hold30_r": 3.422053 + }, + { + "symbol": "CHD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.617978, + "strategy_rank": 63.791645, + "rr": 1.698232, + "primary_prob": 42.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.547348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074834, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.191011, + "strategy_rank": 70.765251, + "rr": 2.604096, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.906144, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066193, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.213483, + "strategy_rank": 63.758163, + "rr": 1.123896, + "primary_prob": 32.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.685844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.04047, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.202247, + "strategy_rank": 98.573788, + "rr": 1.003365, + "primary_prob": 45.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.505048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.976961, + "hold30_r": 4.164881 + }, + { + "symbol": "CPAY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.94382, + "strategy_rank": 70.635171, + "rr": 1.297325, + "primary_prob": 31.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.945988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.229124, + "hold30_r": 7.239503 + }, + { + "symbol": "CRM", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.58427, + "strategy_rank": 79.842546, + "rr": 1.401747, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.10262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.328352, + "hold30_r": 6.044846 + }, + { + "symbol": "CRWD", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.595506, + "strategy_rank": 92.530277, + "rr": 2.428152, + "primary_prob": 22.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.642228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.378957, + "hold30_r": 7.369005 + }, + { + "symbol": "CVNA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88764, + "strategy_rank": 99.887791, + "rr": 4.749005, + "primary_prob": 11.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 7.123508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.733139, + "hold30_r": 3.978026 + }, + { + "symbol": "DASH", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.044944, + "strategy_rank": 93.415353, + "rr": 1.468559, + "primary_prob": 36.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.202838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.428761, + "hold30_r": 1.959973 + }, + { + "symbol": "DDOG", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.719101, + "strategy_rank": 88.900686, + "rr": 2.425519, + "primary_prob": 22.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.638279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038616, + "hold30_r": 1.421533 + }, + { + "symbol": "DHI", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.865169, + "strategy_rank": 83.586155, + "rr": 0.703812, + "primary_prob": 55.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.055718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643872, + "hold30_r": 5.708173 + }, + { + "symbol": "DVA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.123596, + "strategy_rank": 84.169067, + "rr": 2.300208, + "primary_prob": 29.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.450312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.256801, + "hold30_r": 2.009402 + }, + { + "symbol": "EME", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.651685, + "strategy_rank": 78.86826, + "rr": 1.190315, + "primary_prob": 40.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.785472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066948, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.674157, + "strategy_rank": 81.337682, + "rr": 1.82894, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.743411, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062286, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.033708, + "strategy_rank": 76.579971, + "rr": 1.346489, + "primary_prob": 35.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.019733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.276269, + "hold30_r": 1.651738 + }, + { + "symbol": "FDX", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.258427, + "strategy_rank": 77.965463, + "rr": 2.392133, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.5882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.325558, + "hold30_r": -1.435595 + }, + { + "symbol": "GOOG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.460674, + "strategy_rank": 82.982203, + "rr": 1.292642, + "primary_prob": 43.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.938964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067438, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.011236, + "strategy_rank": 82.39914, + "rr": 1.544848, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.317272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066679, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.966292, + "strategy_rank": 77.621371, + "rr": 1.801418, + "primary_prob": 27.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.702127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.733907, + "hold30_r": 2.460137 + }, + { + "symbol": "JBL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.752809, + "strategy_rank": 95.20549, + "rr": 1.808882, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.713323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.175903, + "hold30_r": -3.1158 + }, + { + "symbol": "LEN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.41573, + "strategy_rank": 82.298394, + "rr": 0.888665, + "primary_prob": 48.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.332998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829631, + "hold30_r": 4.748028 + }, + { + "symbol": "LLY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.52809, + "strategy_rank": 93.403891, + "rr": 0.708122, + "primary_prob": 55.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062183, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045706, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.449438, + "strategy_rank": 80.106553, + "rr": 1.893638, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.840457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.827638, + "hold30_r": 4.123483 + }, + { + "symbol": "LYV", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.910112, + "strategy_rank": 71.967951, + "rr": 2.346602, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.519902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060636, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.876404, + "strategy_rank": 90.790664, + "rr": 2.074468, + "primary_prob": 26.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.111702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05876, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.393258, + "strategy_rank": 74.67461, + "rr": 1.225564, + "primary_prob": 40.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.838347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049429, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.438202, + "strategy_rank": 99.136943, + "rr": 2.303112, + "primary_prob": 23.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.454669, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.275459, + "hold30_r": 1.517689 + }, + { + "symbol": "MU", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.685393, + "strategy_rank": 80.468366, + "rr": 1.927233, + "primary_prob": 31.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.89085, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055658, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.955056, + "strategy_rank": 94.081291, + "rr": 1.389298, + "primary_prob": 34.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.083947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06821, + "hold30_r": -1.0 + }, + { + "symbol": "NOW", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.247191, + "strategy_rank": 83.465651, + "rr": 1.175749, + "primary_prob": 40.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.763623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110896, + "hold30_r": 1.190906 + }, + { + "symbol": "NVDA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.651685, + "strategy_rank": 96.136717, + "rr": 0.805231, + "primary_prob": 52.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.207846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043314, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.741573, + "strategy_rank": 76.289571, + "rr": 1.218871, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.828307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.159929, + "hold30_r": 3.994634 + }, + { + "symbol": "NWS", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.483146, + "strategy_rank": 70.585853, + "rr": 1.989998, + "primary_prob": 27.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.984997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063736, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.134831, + "strategy_rank": 70.615187, + "rr": 2.556026, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.834039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.493903, + "hold30_r": 3.161163 + }, + { + "symbol": "ODFL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.775281, + "strategy_rank": 84.856119, + "rr": 1.886387, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.82958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053389, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.314607, + "strategy_rank": 85.880627, + "rr": 1.956498, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.934747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072399, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426966, + "strategy_rank": 98.563306, + "rr": 1.631282, + "primary_prob": 32.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.446922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025374, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.988764, + "strategy_rank": 77.12435, + "rr": 1.694099, + "primary_prob": 34.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.541149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634245, + "hold30_r": 2.925513 + }, + { + "symbol": "PWR", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.224719, + "strategy_rank": 77.600256, + "rr": 1.959545, + "primary_prob": 27.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.939318, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.90911, + "hold30_r": 2.972294 + }, + { + "symbol": "RCL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.831461, + "strategy_rank": 91.314908, + "rr": 1.417993, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.12699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372093, + "hold30_r": 4.201136 + }, + { + "symbol": "SMCI", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662921, + "strategy_rank": 99.529146, + "rr": 1.889921, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.834882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022981, + "hold30_r": -1.0 + }, + { + "symbol": "STE", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.842697, + "strategy_rank": 65.324787, + "rr": 1.692656, + "primary_prob": 25.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.538984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059118, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 88.771812, + "rr": 1.931037, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.896556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.868983, + "hold30_r": 1.643523 + }, + { + "symbol": "TDG", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.235955, + "strategy_rank": 74.972551, + "rr": 0.989398, + "primary_prob": 45.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.484097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.924314, + "hold30_r": 0.985248 + }, + { + "symbol": "TSLA", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.033708, + "strategy_rank": 94.284669, + "rr": 1.944164, + "primary_prob": 33.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.916245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029995, + "hold30_r": -0.031211 + }, + { + "symbol": "TTD", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.516854, + "strategy_rank": 96.353744, + "rr": 1.534379, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 55.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.301568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.506473, + "hold30_r": 0.244747 + }, + { + "symbol": "TTWO", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.820225, + "strategy_rank": 77.284896, + "rr": 2.911303, + "primary_prob": 23.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.366955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057995, + "hold30_r": 0.537949 + }, + { + "symbol": "VRSK", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.674157, + "strategy_rank": 63.941709, + "rr": 1.300443, + "primary_prob": 38.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.950664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084309, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.460674, + "strategy_rank": 64.975492, + "rr": 1.422459, + "primary_prob": 21.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.133688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368316, + "hold30_r": 5.211964 + }, + { + "symbol": "VST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.505618, + "strategy_rank": 78.095543, + "rr": 1.041798, + "primary_prob": 43.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.562697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978101, + "hold30_r": 4.321411 + }, + { + "symbol": "WDAY", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.05618, + "strategy_rank": 90.801071, + "rr": 1.664784, + "primary_prob": 34.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.497175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604163, + "hold30_r": 5.022866 + }, + { + "symbol": "WDC", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.044944, + "strategy_rank": 85.039514, + "rr": 1.580406, + "primary_prob": 36.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.370609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535492, + "hold30_r": 1.36379 + }, + { + "symbol": "WELL", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.516854, + "strategy_rank": 72.23965, + "rr": 1.649205, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.473807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066522, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-11-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.438202, + "strategy_rank": 90.056406, + "rr": 2.522411, + "primary_prob": 20.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.783617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.472294, + "hold30_r": 2.072496 + }, + { + "symbol": "WST", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.078652, + "strategy_rank": 86.142976, + "rr": 1.569548, + "primary_prob": 43.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.354322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052419, + "hold30_r": -1.0 + }, + { + "symbol": "WYNN", + "date": "2023-11-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.269663, + "strategy_rank": 80.297489, + "rr": 1.664308, + "primary_prob": 22.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.496462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04578, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-11-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.421535, + "strategy_rank": 75.788347, + "rr": 0.990505, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.485757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058864, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.452463, + "strategy_rank": 86.327556, + "rr": 2.271487, + "primary_prob": 29.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 48, + "primary_distance_atr": 3.407231, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.03959, + "hold30_r": -0.005864 + }, + { + "symbol": "ACGL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.876289, + "strategy_rank": 81.10428, + "rr": 1.367374, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.051062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057055, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.021764, + "strategy_rank": 88.952863, + "rr": 1.674396, + "primary_prob": 33.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.511594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06038, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.210767, + "strategy_rank": 83.122224, + "rr": 1.239044, + "primary_prob": 42.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.858566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.241981, + "hold30_r": -1.168206 + }, + { + "symbol": "AMAT", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.972509, + "strategy_rank": 85.081326, + "rr": 2.058812, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.088218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047752, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.303551, + "strategy_rank": 94.352166, + "rr": 2.423629, + "primary_prob": 22.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.635443, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.377839, + "hold30_r": 7.314152 + }, + { + "symbol": "AMZN", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.501718, + "strategy_rank": 90.233301, + "rr": 2.585715, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.878572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.062661, + "hold30_r": 0.997251 + }, + { + "symbol": "AOS", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.73425, + "strategy_rank": 69.355138, + "rr": 1.442801, + "primary_prob": 35.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.164201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368229, + "hold30_r": 1.642252 + }, + { + "symbol": "APP", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.312715, + "strategy_rank": 98.937372, + "rr": 2.016169, + "primary_prob": 11.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.024253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.988864, + "hold30_r": 1.045794 + }, + { + "symbol": "AVGO", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.563574, + "strategy_rank": 90.855619, + "rr": 0.743469, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.115203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690364, + "hold30_r": 4.959315 + }, + { + "symbol": "BKR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.827033, + "strategy_rank": 71.793747, + "rr": 1.1656, + "primary_prob": 35.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.7484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057657, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.938144, + "strategy_rank": 96.880532, + "rr": 2.146627, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.219941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.105754, + "hold30_r": 3.718132 + }, + { + "symbol": "CARR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.297824, + "strategy_rank": 76.288294, + "rr": 1.905827, + "primary_prob": 32.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.85874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.84707, + "hold30_r": 1.015705 + }, + { + "symbol": "CASY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.985109, + "strategy_rank": 70.612039, + "rr": 1.040723, + "primary_prob": 30.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.561084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077574, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.963345, + "strategy_rank": 87.884946, + "rr": 2.55027, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 38, + "primary_distance_atr": 3.825405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.512408, + "hold30_r": 1.321321 + }, + { + "symbol": "CHD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.183276, + "strategy_rank": 59.993744, + "rr": 1.512558, + "primary_prob": 45.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.268837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076649, + "hold30_r": -1.0 + }, + { + "symbol": "CMCSA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.557847, + "strategy_rank": 67.21592, + "rr": 1.762728, + "primary_prob": 16.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.644092, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072601, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368843, + "strategy_rank": 61.689661, + "rr": 1.595291, + "primary_prob": 40.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.392936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087322, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.167239, + "strategy_rank": 98.614445, + "rr": 2.419781, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.629672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.393138, + "hold30_r": 0.009959 + }, + { + "symbol": "CPAY", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.817869, + "strategy_rank": 71.108198, + "rr": 2.019951, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.029927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.95372, + "hold30_r": 3.461187 + }, + { + "symbol": "CRM", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.919817, + "strategy_rank": 82.065879, + "rr": 2.1583, + "primary_prob": 23.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.237451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058141, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.792669, + "strategy_rank": 95.052474, + "rr": 1.572205, + "primary_prob": 35.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.358307, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528855, + "hold30_r": 3.8032 + }, + { + "symbol": "CVNA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885452, + "strategy_rank": 99.885609, + "rr": 3.556622, + "primary_prob": 15.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 5.334932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 3.539943, + "hold30_r": 1.660744 + }, + { + "symbol": "DASH", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.668958, + "strategy_rank": 92.234291, + "rr": 0.893904, + "primary_prob": 51.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.340856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.85233, + "hold30_r": 1.358084 + }, + { + "symbol": "DDOG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.526919, + "strategy_rank": 85.924145, + "rr": 1.511811, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.267716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04255, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.250859, + "strategy_rank": 95.167962, + "rr": 1.057581, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.586372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049396, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.214204, + "strategy_rank": 73.816875, + "rr": 2.28931, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.433964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066382, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.241695, + "strategy_rank": 81.038856, + "rr": 1.496247, + "primary_prob": 19.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.244371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.064923, + "hold30_r": 0.707335 + }, + { + "symbol": "ETN", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.981672, + "strategy_rank": 81.217273, + "rr": 1.135798, + "primary_prob": 40.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.703697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061346, + "hold30_r": 1.098404 + }, + { + "symbol": "FAST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.016037, + "strategy_rank": 62.371317, + "rr": 1.818252, + "primary_prob": 15.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.727378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.723936, + "hold30_r": 1.984958 + }, + { + "symbol": "FDX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.898053, + "strategy_rank": 77.582799, + "rr": 1.471914, + "primary_prob": 34.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.207871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.405398, + "hold30_r": -2.253918 + }, + { + "symbol": "GOOG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.659794, + "strategy_rank": 81.76539, + "rr": 1.670073, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 52, + "primary_distance_atr": 2.505109, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.60426, + "hold30_r": 2.362088 + }, + { + "symbol": "GOOGL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.430699, + "strategy_rank": 81.194534, + "rr": 1.05326, + "primary_prob": 40.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 81, + "primary_distance_atr": 1.579889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9893, + "hold30_r": 2.330714 + }, + { + "symbol": "INTC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.232532, + "strategy_rank": 89.349887, + "rr": 1.908827, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.86324, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050801, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.994273, + "strategy_rank": 75.607735, + "rr": 1.045452, + "primary_prob": 43.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.568178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984963, + "hold30_r": 1.343908 + }, + { + "symbol": "JBL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.709049, + "strategy_rank": 95.83077, + "rr": 1.392953, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.08943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.353563, + "hold30_r": 0.774939 + }, + { + "symbol": "LLY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.334479, + "strategy_rank": 92.542459, + "rr": 1.509734, + "primary_prob": 17.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.2646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.460316, + "hold30_r": 1.898283 + }, + { + "symbol": "META", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.08362, + "strategy_rank": 90.84086, + "rr": 1.947079, + "primary_prob": 14.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.920618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.890811, + "hold30_r": 3.772032 + }, + { + "symbol": "MPC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.523482, + "strategy_rank": 78.536221, + "rr": 0.904414, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.356621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049858, + "hold30_r": -1.0 + }, + { + "symbol": "MPWR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.201604, + "strategy_rank": 89.312388, + "rr": 1.171605, + "primary_prob": 39.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.757408, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126409, + "hold30_r": 0.999063 + }, + { + "symbol": "MSTR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.62543, + "strategy_rank": 98.524688, + "rr": 2.166564, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.249846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.137675, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.285223, + "strategy_rank": 82.445152, + "rr": 2.112871, + "primary_prob": 28.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.169306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051227, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.854525, + "strategy_rank": 95.84583, + "rr": 1.371174, + "primary_prob": 36.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.056761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.325145, + "hold30_r": 4.56648 + }, + { + "symbol": "ODFL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.950745, + "strategy_rank": 86.174073, + "rr": 1.540033, + "primary_prob": 32.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.31005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046027, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.378007, + "strategy_rank": 87.551948, + "rr": 1.803353, + "primary_prob": 28.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.705029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078645, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.396334, + "strategy_rank": 98.501151, + "rr": 1.876241, + "primary_prob": 28.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.814361, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029583, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.148912, + "strategy_rank": 77.334569, + "rr": 2.205251, + "primary_prob": 27.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.307876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.143104, + "hold30_r": 1.683075 + }, + { + "symbol": "SMCI", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.656357, + "strategy_rank": 99.519997, + "rr": 1.857972, + "primary_prob": 27.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.786958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.836605, + "hold30_r": 1.925935 + }, + { + "symbol": "STE", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.588774, + "strategy_rank": 63.661629, + "rr": 1.686437, + "primary_prob": 25.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.529655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060662, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.47079, + "strategy_rank": 91.016782, + "rr": 2.123313, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 49, + "primary_distance_atr": 3.18497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.057959, + "hold30_r": 1.712682 + }, + { + "symbol": "TDG", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.752577, + "strategy_rank": 76.062608, + "rr": 1.069998, + "primary_prob": 42.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.604997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000725, + "hold30_r": 2.194699 + }, + { + "symbol": "TSLA", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 82.130584, + "strategy_rank": 86.533598, + "rr": 2.835398, + "primary_prob": 23.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 40, + "primary_distance_atr": 4.253097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274478, + "hold30_r": -1.242817 + }, + { + "symbol": "TTD", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.845361, + "strategy_rank": 94.989244, + "rr": 1.502147, + "primary_prob": 29.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 61.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.25322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03153, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-01", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.461627, + "strategy_rank": 74.698395, + "rr": 2.851418, + "primary_prob": 23.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 44, + "primary_distance_atr": 4.277127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063504, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.597938, + "strategy_rank": 61.40533, + "rr": 0.753789, + "primary_prob": 54.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.130684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087134, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.19244, + "strategy_rank": 66.597194, + "rr": 0.833365, + "primary_prob": 37.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.250047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77411, + "hold30_r": 6.968964 + }, + { + "symbol": "WDAY", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.003436, + "strategy_rank": 86.829201, + "rr": 1.981037, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.971556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050392, + "hold30_r": 0.775494 + }, + { + "symbol": "WDC", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.161512, + "strategy_rank": 83.731873, + "rr": 0.74382, + "primary_prob": 58.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.11573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695491, + "hold30_r": 1.962547 + }, + { + "symbol": "WELL", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.139748, + "strategy_rank": 72.441495, + "rr": 0.93982, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.40973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06843, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.17984, + "strategy_rank": 91.055078, + "rr": 1.704025, + "primary_prob": 30.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.556038, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.649502, + "hold30_r": 1.121875 + }, + { + "symbol": "WST", + "date": "2023-12-01", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.699885, + "strategy_rank": 83.719908, + "rr": 1.888982, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.833473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058743, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 79.406109, + "rr": 1.333443, + "primary_prob": 22.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.000165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284941, + "hold30_r": 1.790357 + }, + { + "symbol": "ABNB", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.636364, + "strategy_rank": 85.151789, + "rr": 2.437584, + "primary_prob": 26.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 42, + "primary_distance_atr": 3.656376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041903, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.5, + "strategy_rank": 79.64819, + "rr": 1.605688, + "primary_prob": 18.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.408532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05555, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.477273, + "strategy_rank": 86.979792, + "rr": 1.81692, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.725381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06085, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 78.324249, + "rr": 1.432777, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.149166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.152343, + "hold30_r": -1.075748 + }, + { + "symbol": "AJG", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.772727, + "strategy_rank": 60.121452, + "rr": 0.765131, + "primary_prob": 39.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.147697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676353, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.159091, + "strategy_rank": 61.855255, + "rr": 1.047447, + "primary_prob": 36.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.571171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94163, + "hold30_r": 4.323899 + }, + { + "symbol": "AMAT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 83.846411, + "rr": 1.187561, + "primary_prob": 28.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.781342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13981, + "hold30_r": 4.27021 + }, + { + "symbol": "AMD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.113636, + "strategy_rank": 94.30579, + "rr": 1.674517, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.511775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.634594, + "hold30_r": 7.644308 + }, + { + "symbol": "AMZN", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.318182, + "strategy_rank": 89.6087, + "rr": 2.362033, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.543049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059298, + "hold30_r": 1.900567 + }, + { + "symbol": "APP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.014757, + "rr": 2.693816, + "primary_prob": 4.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 4.040724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.663033, + "hold30_r": 2.451283 + }, + { + "symbol": "AVGO", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.704545, + "strategy_rank": 91.143408, + "rr": 1.174094, + "primary_prob": 40.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.761141, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119985, + "hold30_r": 8.870171 + }, + { + "symbol": "BKR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.568182, + "strategy_rank": 68.275555, + "rr": 1.566949, + "primary_prob": 23.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.350423, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513456, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.954545, + "strategy_rank": 96.769539, + "rr": 0.868079, + "primary_prob": 48.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.302118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826784, + "hold30_r": 2.46313 + }, + { + "symbol": "CBOE", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.159091, + "strategy_rank": 66.547563, + "rr": 0.694234, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.041351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082113, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.545455, + "strategy_rank": 91.799465, + "rr": 2.284095, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.426143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041045, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.886364, + "strategy_rank": 80.843531, + "rr": 0.961878, + "primary_prob": 32.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.442816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90213, + "hold30_r": 4.020274 + }, + { + "symbol": "CME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.090909, + "strategy_rank": 60.153229, + "rr": 1.276571, + "primary_prob": 29.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.914856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07828, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.181818, + "strategy_rank": 98.625463, + "rr": 2.454658, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.681987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.429226, + "hold30_r": -1.0 + }, + { + "symbol": "CPAY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.136364, + "strategy_rank": 69.793192, + "rr": 1.447542, + "primary_prob": 37.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.171313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379453, + "hold30_r": 4.162346 + }, + { + "symbol": "CPRT", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 73.83443, + "rr": 1.509765, + "primary_prob": 18.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.264648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.44447, + "hold30_r": 0.868038 + }, + { + "symbol": "CRM", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.795455, + "strategy_rank": 85.58623, + "rr": 2.251508, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.377262, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.192754, + "hold30_r": 3.053516 + }, + { + "symbol": "CRWD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.136364, + "strategy_rank": 94.682332, + "rr": 1.901129, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.851693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.854645, + "hold30_r": 5.531919 + }, + { + "symbol": "CVNA", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.886364, + "strategy_rank": 99.886518, + "rr": 2.127284, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.190927, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.110074, + "hold30_r": 0.378326 + }, + { + "symbol": "DASH", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.340909, + "strategy_rank": 94.193387, + "rr": 2.414334, + "primary_prob": 22.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.621501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041888, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.522727, + "strategy_rank": 95.024733, + "rr": 2.442418, + "primary_prob": 22.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 3.663627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.400355, + "hold30_r": 1.616688 + }, + { + "symbol": "DELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.045455, + "strategy_rank": 95.115076, + "rr": 0.709623, + "primary_prob": 42.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.064435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660642, + "hold30_r": 5.350873 + }, + { + "symbol": "EG", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 67.945701, + "rr": 0.75758, + "primary_prob": 41.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.136371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70075, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.681818, + "strategy_rank": 79.223879, + "rr": 1.450693, + "primary_prob": 20.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.176039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.384895, + "hold30_r": 0.824275 + }, + { + "symbol": "ETN", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.318182, + "strategy_rank": 79.11775, + "rr": 0.808107, + "primary_prob": 51.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.21216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.735645, + "hold30_r": 1.44419 + }, + { + "symbol": "EXPE", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.318182, + "strategy_rank": 87.631325, + "rr": 2.617729, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.926594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051804, + "hold30_r": 0.546521 + }, + { + "symbol": "FDX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 76.761415, + "rr": 1.570632, + "primary_prob": 31.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.355948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499649, + "hold30_r": -3.352174 + }, + { + "symbol": "FIX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.659091, + "strategy_rank": 92.256839, + "rr": 0.703451, + "primary_prob": 40.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.055177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65396, + "hold30_r": 0.82651 + }, + { + "symbol": "GOOG", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.75, + "strategy_rank": 82.860294, + "rr": 2.156253, + "primary_prob": 28.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.234379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057148, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.181818, + "strategy_rank": 82.394694, + "rr": 1.660528, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.490792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055803, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.045455, + "strategy_rank": 87.77571, + "rr": 2.410921, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.616381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.363338, + "hold30_r": 3.560384 + }, + { + "symbol": "INTU", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.863636, + "strategy_rank": 72.143459, + "rr": 2.194945, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.292417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.130589, + "hold30_r": 3.491951 + }, + { + "symbol": "JBL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.5, + "strategy_rank": 95.772624, + "rr": 1.146491, + "primary_prob": 26.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.719737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102328, + "hold30_r": 0.914818 + }, + { + "symbol": "KKR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.590909, + "strategy_rank": 79.47789, + "rr": 2.308804, + "primary_prob": 21.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.463205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.248546, + "hold30_r": 2.501909 + }, + { + "symbol": "KLAC", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.386364, + "strategy_rank": 81.188554, + "rr": 1.02835, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.542525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.974957, + "hold30_r": 5.20045 + }, + { + "symbol": "LLY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.272727, + "strategy_rank": 93.034348, + "rr": 0.990393, + "primary_prob": 30.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.48559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054651, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.227273, + "strategy_rank": 88.40796, + "rr": 0.707498, + "primary_prob": 58.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.061248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651582, + "hold30_r": 5.764949 + }, + { + "symbol": "MCK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 63.911765, + "rr": 0.904026, + "primary_prob": 33.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.356039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073815, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.863636, + "strategy_rank": 90.924002, + "rr": 2.434509, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.651763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055179, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.0, + "strategy_rank": 77.660633, + "rr": 1.388456, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.082684, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.341291, + "hold30_r": 1.991871 + }, + { + "symbol": "MSTR", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.636364, + "strategy_rank": 98.536405, + "rr": 2.135845, + "primary_prob": 25.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.203768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030727, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 82.335253, + "rr": 0.765339, + "primary_prob": 44.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.148009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713921, + "hold30_r": 4.499777 + }, + { + "symbol": "NFLX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.909091, + "strategy_rank": 90.446318, + "rr": 1.383108, + "primary_prob": 20.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.074662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31497, + "hold30_r": 6.839339 + }, + { + "symbol": "NVDA", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 96.275401, + "rr": 0.983871, + "primary_prob": 31.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.475806, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.938189, + "hold30_r": 6.658494 + }, + { + "symbol": "ODFL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.954545, + "strategy_rank": 84.746915, + "rr": 1.782977, + "primary_prob": 20.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.674465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.742339, + "hold30_r": 1.222 + }, + { + "symbol": "ORCL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.590909, + "strategy_rank": 88.412279, + "rr": 0.73489, + "primary_prob": 46.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.102335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.642471, + "hold30_r": -3.568158 + }, + { + "symbol": "ORLY", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.818182, + "strategy_rank": 63.177705, + "rr": 1.106019, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.659029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.024388, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.409091, + "strategy_rank": 98.51306, + "rr": 1.109588, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.664381, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203742, + "hold30_r": -1.178361 + }, + { + "symbol": "PNR", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 74.131016, + "rr": 1.772454, + "primary_prob": 32.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.658682, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.705589, + "hold30_r": 1.626742 + }, + { + "symbol": "SMCI", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431818, + "strategy_rank": 99.296843, + "rr": 1.868242, + "primary_prob": 27.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.802363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.845032, + "hold30_r": 8.41209 + }, + { + "symbol": "SNPS", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 77.367081, + "rr": 1.170196, + "primary_prob": 39.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.755293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.110768, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.090909, + "strategy_rank": 87.850062, + "rr": 2.829028, + "primary_prob": 23.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 41, + "primary_distance_atr": 4.243542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.766091, + "hold30_r": 3.350319 + }, + { + "symbol": "TRGP", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.909091, + "strategy_rank": 69.871658, + "rr": 1.225407, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.83811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059599, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.545455, + "strategy_rank": 88.231592, + "rr": 1.571221, + "primary_prob": 38.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.356832, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034621, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.568182, + "strategy_rank": 95.642071, + "rr": 1.888218, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 60.0, + "primary_rejection_count": 75, + "primary_distance_atr": 2.832328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03423, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.363636, + "strategy_rank": 75.96812, + "rr": 2.228888, + "primary_prob": 26.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 3.343331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.168169, + "hold30_r": 2.068002 + }, + { + "symbol": "TYL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 76.424877, + "rr": 0.819678, + "primary_prob": 45.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 63, + "primary_distance_atr": 1.229517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748999, + "hold30_r": 3.175605 + }, + { + "symbol": "VRSK", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.022727, + "strategy_rank": 61.098262, + "rr": 0.809143, + "primary_prob": 46.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.213714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.728752, + "hold30_r": 2.024281 + }, + { + "symbol": "VRTX", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.363636, + "strategy_rank": 64.250926, + "rr": 1.00935, + "primary_prob": 31.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.514024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.944427, + "hold30_r": 7.176463 + }, + { + "symbol": "WDAY", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.590909, + "strategy_rank": 84.776532, + "rr": 2.048506, + "primary_prob": 25.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.072759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.995084, + "hold30_r": 2.158101 + }, + { + "symbol": "WDC", + "date": "2023-12-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.295455, + "strategy_rank": 83.996863, + "rr": 2.09513, + "primary_prob": 26.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.142694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.046694, + "hold30_r": 5.14611 + }, + { + "symbol": "WELL", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522727, + "strategy_rank": 73.538307, + "rr": 0.816922, + "primary_prob": 40.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.225382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.747036, + "hold30_r": -0.235022 + }, + { + "symbol": "WSM", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.727273, + "strategy_rank": 88.660222, + "rr": 1.959923, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.939885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.902429, + "hold30_r": 1.903497 + }, + { + "symbol": "WST", + "date": "2023-12-08", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.181818, + "strategy_rank": 83.553065, + "rr": 1.641561, + "primary_prob": 21.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.462342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.581529, + "hold30_r": 0.567447 + }, + { + "symbol": "CEG", + "date": "2023-12-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.58296, + "strategy_rank": 82.526375, + "rr": 1.142866, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.7143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.092637, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.32287, + "strategy_rank": 86.910384, + "rr": 1.566844, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.350265, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043973, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.152466, + "strategy_rank": 80.912976, + "rr": 0.766348, + "primary_prob": 42.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.149522, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718373, + "hold30_r": 2.943723 + }, + { + "symbol": "ADBE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.412556, + "strategy_rank": 88.247718, + "rr": 0.815024, + "primary_prob": 39.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.222536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765586, + "hold30_r": 1.399397 + }, + { + "symbol": "AIZ", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 78.830727, + "rr": 1.335472, + "primary_prob": 29.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.003208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.264919, + "hold30_r": 1.00673 + }, + { + "symbol": "AJG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.96861, + "strategy_rank": 62.89633, + "rr": 1.338699, + "primary_prob": 24.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.008049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.281631, + "hold30_r": 1.197405 + }, + { + "symbol": "AKAM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.192825, + "strategy_rank": 62.919353, + "rr": 1.240733, + "primary_prob": 38.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.8611, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105775, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.188341, + "strategy_rank": 94.988089, + "rr": 1.658634, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.487951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.618751, + "hold30_r": 4.090085 + }, + { + "symbol": "AMZN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.609865, + "strategy_rank": 88.763513, + "rr": 1.837705, + "primary_prob": 30.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.756558, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059949, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.399103, + "strategy_rank": 68.594551, + "rr": 1.169442, + "primary_prob": 42.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.754163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095859, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.094931, + "rr": 1.674065, + "primary_prob": 31.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.511097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.640191, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.278027, + "strategy_rank": 61.079887, + "rr": 1.769068, + "primary_prob": 23.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.653603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.703893, + "hold30_r": 3.794915 + }, + { + "symbol": "CAH", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 69.418091, + "rr": 1.111162, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.666743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.049726, + "hold30_r": 2.659453 + }, + { + "symbol": "CASY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.381166, + "strategy_rank": 70.463245, + "rr": 1.054198, + "primary_prob": 32.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.581298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.999047, + "hold30_r": 0.377014 + }, + { + "symbol": "CBOE", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.179372, + "strategy_rank": 69.170203, + "rr": 1.288091, + "primary_prob": 22.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.932136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220807, + "hold30_r": 1.693238 + }, + { + "symbol": "CCL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.170404, + "strategy_rank": 94.579997, + "rr": 1.685123, + "primary_prob": 33.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.527685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041383, + "hold30_r": -1.0 + }, + { + "symbol": "CHTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.502242, + "strategy_rank": 80.857373, + "rr": 1.950846, + "primary_prob": 16.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.926268, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04059, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.641256, + "strategy_rank": 60.320307, + "rr": 1.209949, + "primary_prob": 31.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 52, + "primary_distance_atr": 1.814924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.14116, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.367713, + "strategy_rank": 78.019899, + "rr": 0.883983, + "primary_prob": 48.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.325975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797152, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.103139, + "strategy_rank": 99.271751, + "rr": 2.282917, + "primary_prob": 24.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.424375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.257928, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.618834, + "strategy_rank": 75.943005, + "rr": 1.312354, + "primary_prob": 22.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.968531, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065148, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.515695, + "strategy_rank": 84.974826, + "rr": 2.100447, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.15067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062076, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.852018, + "strategy_rank": 94.484805, + "rr": 2.120953, + "primary_prob": 26.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.18143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048108, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 99.888043, + "rr": 3.058983, + "primary_prob": 15.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.588475, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017992, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.394619, + "strategy_rank": 93.598555, + "rr": 2.202668, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.304002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044936, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.573991, + "strategy_rank": 92.266526, + "rr": 2.173877, + "primary_prob": 28.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.260816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046898, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.533632, + "strategy_rank": 95.461043, + "rr": 1.257409, + "primary_prob": 23.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.886113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.20428, + "hold30_r": 4.176403 + }, + { + "symbol": "DLR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.520179, + "strategy_rank": 75.707429, + "rr": 1.435585, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.153378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379403, + "hold30_r": 1.761937 + }, + { + "symbol": "DVA", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.219731, + "strategy_rank": 88.509169, + "rr": 1.851717, + "primary_prob": 34.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.777576, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.051165, + "hold30_r": 0.597875 + }, + { + "symbol": "EG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.071749, + "strategy_rank": 73.049778, + "rr": 0.719686, + "primary_prob": 44.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.079529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.675123, + "hold30_r": 1.807772 + }, + { + "symbol": "EME", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.161435, + "strategy_rank": 80.748719, + "rr": 1.222511, + "primary_prob": 40.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.833766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070078, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.349776, + "strategy_rank": 91.071629, + "rr": 2.487262, + "primary_prob": 25.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 37, + "primary_distance_atr": 3.730892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.05109, + "hold30_r": 0.409449 + }, + { + "symbol": "FDX", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.600897, + "strategy_rank": 76.10411, + "rr": 1.357911, + "primary_prob": 36.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.036866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.324951, + "hold30_r": -4.256126 + }, + { + "symbol": "FICO", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.973094, + "strategy_rank": 84.722684, + "rr": 0.820017, + "primary_prob": 50.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.230026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766336, + "hold30_r": 1.640439 + }, + { + "symbol": "FISV", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.044843, + "strategy_rank": 57.471122, + "rr": 0.7982, + "primary_prob": 51.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.1973, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703554, + "hold30_r": 3.15224 + }, + { + "symbol": "GOOG", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.116592, + "strategy_rank": 82.23965, + "rr": 1.369577, + "primary_prob": 28.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.054366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.310885, + "hold30_r": 1.745327 + }, + { + "symbol": "GOOGL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 81.266566, + "rr": 1.513831, + "primary_prob": 24.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.270746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.456586, + "hold30_r": 1.618909 + }, + { + "symbol": "GRMN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.269058, + "strategy_rank": 64.558877, + "rr": 1.641403, + "primary_prob": 30.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.462104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103041, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.426009, + "strategy_rank": 68.938831, + "rr": 0.772308, + "primary_prob": 37.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.158463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.694784, + "hold30_r": 2.540102 + }, + { + "symbol": "INTC", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.919283, + "strategy_rank": 90.328766, + "rr": 2.015001, + "primary_prob": 29.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 32, + "primary_distance_atr": 3.022501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.970614, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.941704, + "strategy_rank": 69.315443, + "rr": 2.186875, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.280313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062938, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 96.3546, + "rr": 0.924083, + "primary_prob": 47.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.386124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086264, + "hold30_r": -1.046358 + }, + { + "symbol": "LEN", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.125561, + "strategy_rank": 84.720482, + "rr": 0.717263, + "primary_prob": 54.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.075894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668518, + "hold30_r": 0.093062 + }, + { + "symbol": "LLY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.197309, + "strategy_rank": 93.082759, + "rr": 1.127162, + "primary_prob": 29.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.690744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.079747, + "hold30_r": 3.049028 + }, + { + "symbol": "MCK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.650224, + "strategy_rank": 64.84355, + "rr": 1.093042, + "primary_prob": 31.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.639562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.029623, + "hold30_r": 4.359496 + }, + { + "symbol": "META", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.318386, + "strategy_rank": 90.586263, + "rr": 1.020947, + "primary_prob": 32.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.53142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965707, + "hold30_r": 4.553851 + }, + { + "symbol": "MPC", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.143498, + "strategy_rank": 78.800448, + "rr": 1.400197, + "primary_prob": 36.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.100295, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.351504, + "hold30_r": 2.825498 + }, + { + "symbol": "MSFT", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.798206, + "strategy_rank": 73.037316, + "rr": 0.917019, + "primary_prob": 33.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.375529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843895, + "hold30_r": 2.648007 + }, + { + "symbol": "MSTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 98.556064, + "rr": 1.900201, + "primary_prob": 29.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.850301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.87106, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.246637, + "strategy_rank": 84.634699, + "rr": 1.072367, + "primary_prob": 46.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.608551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.019208, + "hold30_r": 1.416981 + }, + { + "symbol": "NFLX", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 90.978539, + "rr": 1.793321, + "primary_prob": 27.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.689981, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.730693, + "hold30_r": 6.102212 + }, + { + "symbol": "ODFL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 81.275925, + "rr": 1.669208, + "primary_prob": 32.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.503812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04449, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022422, + "strategy_rank": 88.830427, + "rr": 1.260593, + "primary_prob": 25.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.890889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.216148, + "hold30_r": 1.802383 + }, + { + "symbol": "ORLY", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.735426, + "strategy_rank": 64.443816, + "rr": 0.78167, + "primary_prob": 40.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.172505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074637, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 85.196539, + "rr": 1.287323, + "primary_prob": 24.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.930984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.226024, + "hold30_r": 4.96269 + }, + { + "symbol": "PLTR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.878924, + "strategy_rank": 98.846943, + "rr": 0.841156, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.261734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027248, + "hold30_r": -1.0 + }, + { + "symbol": "PNR", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883408, + "strategy_rank": 76.220171, + "rr": 1.849631, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.774447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061902, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.439462, + "strategy_rank": 99.373248, + "rr": 2.135723, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.203585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026269, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.668161, + "strategy_rank": 86.01057, + "rr": 2.537032, + "primary_prob": 23.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.805548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.127053, + "hold30_r": -1.066523 + }, + { + "symbol": "TSLA", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.834081, + "strategy_rank": 94.813321, + "rr": 2.017558, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.026337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036393, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.089686, + "strategy_rank": 88.357423, + "rr": 2.703418, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 4.055127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036673, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.376682, + "strategy_rank": 78.659213, + "rr": 2.120582, + "primary_prob": 29.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.180873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.057509, + "hold30_r": 0.848994 + }, + { + "symbol": "VRSK", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.098655, + "strategy_rank": 62.378433, + "rr": 1.669914, + "primary_prob": 16.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.504871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604124, + "hold30_r": 0.914067 + }, + { + "symbol": "WDAY", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.838565, + "strategy_rank": 80.79146, + "rr": 2.242831, + "primary_prob": 22.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.364247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.186404, + "hold30_r": 1.900564 + }, + { + "symbol": "WDC", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.744395, + "strategy_rank": 83.83313, + "rr": 1.728311, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.592467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.677409, + "hold30_r": 3.299435 + }, + { + "symbol": "WELL", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.865471, + "strategy_rank": 70.890205, + "rr": 1.993784, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.990675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066792, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-15", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 89.238469, + "rr": 1.962859, + "primary_prob": 25.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.944288, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051805, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-12-15", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.928251, + "strategy_rank": 82.664508, + "rr": 2.388611, + "primary_prob": 26.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.582917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057669, + "hold30_r": -1.0 + }, + { + "symbol": "GEHC", + "date": "2023-12-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.022573, + "strategy_rank": 72.400936, + "rr": 1.888668, + "primary_prob": 40.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 71.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.833001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062585, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.681716, + "strategy_rank": 80.305579, + "rr": 1.493519, + "primary_prob": 18.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.240278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051943, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.537246, + "strategy_rank": 62.99364, + "rr": 0.9876, + "primary_prob": 30.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.481401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.633505, + "hold30_r": -1.540998 + }, + { + "symbol": "ABNB", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.455982, + "strategy_rank": 87.005674, + "rr": 1.58008, + "primary_prob": 38.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.37012, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081983, + "hold30_r": -1.036177 + }, + { + "symbol": "ACGL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.164786, + "strategy_rank": 78.496431, + "rr": 0.719702, + "primary_prob": 44.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.079554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.664506, + "hold30_r": 3.954327 + }, + { + "symbol": "ADBE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37246, + "strategy_rank": 87.09856, + "rr": 1.182024, + "primary_prob": 29.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.773036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.133725, + "hold30_r": -1.080207 + }, + { + "symbol": "AIZ", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.471783, + "strategy_rank": 77.108627, + "rr": 0.807486, + "primary_prob": 44.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.211228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.731605, + "hold30_r": 2.151496 + }, + { + "symbol": "AJG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.440181, + "strategy_rank": 64.537856, + "rr": 1.417902, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.126854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.357031, + "hold30_r": 1.818927 + }, + { + "symbol": "AKAM", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.891648, + "strategy_rank": 63.164694, + "rr": 1.110951, + "primary_prob": 42.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.666427, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.304943, + "hold30_r": -1.190133 + }, + { + "symbol": "AMD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.598194, + "strategy_rank": 94.486303, + "rr": 1.696785, + "primary_prob": 31.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.545178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.654197, + "hold30_r": 4.780536 + }, + { + "symbol": "AMZN", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.453725, + "strategy_rank": 88.221661, + "rr": 2.318791, + "primary_prob": 27.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.478186, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064067, + "hold30_r": -1.0 + }, + { + "symbol": "AOS", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.715576, + "strategy_rank": 67.775227, + "rr": 1.981978, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.972967, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080931, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.812641, + "strategy_rank": 74.710741, + "rr": 1.093017, + "primary_prob": 27.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.639525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.033871, + "hold30_r": 4.624203 + }, + { + "symbol": "APP", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.6614, + "strategy_rank": 99.154872, + "rr": 1.057877, + "primary_prob": 45.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.586815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032428, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.747178, + "strategy_rank": 63.116268, + "rr": 1.309294, + "primary_prob": 31.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.96394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.242456, + "hold30_r": 4.006638 + }, + { + "symbol": "CAH", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.826185, + "strategy_rank": 69.9486, + "rr": 0.915418, + "primary_prob": 33.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.373127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.849043, + "hold30_r": 1.421436 + }, + { + "symbol": "CASY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.844244, + "strategy_rank": 72.078808, + "rr": 1.152002, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.728003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.088368, + "hold30_r": 0.161519 + }, + { + "symbol": "CBOE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.69526, + "strategy_rank": 68.482628, + "rr": 1.300507, + "primary_prob": 22.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.95076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227011, + "hold30_r": 1.869531 + }, + { + "symbol": "CCL", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.309255, + "strategy_rank": 92.429992, + "rr": 2.258848, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.388271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036911, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.699774, + "strategy_rank": 60.510112, + "rr": 1.479803, + "primary_prob": 37.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 100.0, + "primary_rejection_count": 93, + "primary_distance_atr": 2.219704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.406727, + "hold30_r": 3.518607 + }, + { + "symbol": "CME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.665914, + "strategy_rank": 60.979653, + "rr": 0.718433, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.077649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073107, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.097065, + "strategy_rank": 99.266594, + "rr": 1.289971, + "primary_prob": 40.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.934957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027756, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.146727, + "strategy_rank": 76.332439, + "rr": 1.477873, + "primary_prob": 18.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.216809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069679, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.049661, + "strategy_rank": 83.755033, + "rr": 1.599371, + "primary_prob": 31.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.399056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06572, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.291196, + "strategy_rank": 95.164648, + "rr": 1.733884, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.600826, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051927, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.887133, + "strategy_rank": 99.887209, + "rr": 2.132775, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.199162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016531, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.823928, + "strategy_rank": 94.509182, + "rr": 2.517506, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.776259, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046025, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.24605, + "strategy_rank": 90.633046, + "rr": 2.356351, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.534526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050302, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.501129, + "strategy_rank": 93.969709, + "rr": 0.749622, + "primary_prob": 54.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.124432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061404, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.182844, + "strategy_rank": 75.052315, + "rr": 0.872552, + "primary_prob": 38.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.308828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061979, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.06772, + "strategy_rank": 90.412269, + "rr": 1.432759, + "primary_prob": 26.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.149138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377904, + "hold30_r": 1.91385 + }, + { + "symbol": "EG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.167043, + "strategy_rank": 71.908822, + "rr": 1.553155, + "primary_prob": 22.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.329732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.505587, + "hold30_r": 2.03781 + }, + { + "symbol": "EME", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.632054, + "strategy_rank": 78.172168, + "rr": 1.326046, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.989069, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06996, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.099323, + "strategy_rank": 92.847904, + "rr": 1.986542, + "primary_prob": 30.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.979813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052916, + "hold30_r": -1.0 + }, + { + "symbol": "FDX", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325056, + "strategy_rank": 84.526188, + "rr": 1.136181, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.704272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.04766, + "hold30_r": -0.566861 + }, + { + "symbol": "GOOG", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390519, + "strategy_rank": 82.269309, + "rr": 1.702137, + "primary_prob": 30.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.553205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063397, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.616253, + "strategy_rank": 81.852999, + "rr": 1.822243, + "primary_prob": 28.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.733364, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06172, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.474041, + "strategy_rank": 63.899396, + "rr": 0.880234, + "primary_prob": 49.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.320352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.165885, + "hold30_r": -1.057933 + }, + { + "symbol": "INTC", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.243792, + "strategy_rank": 92.322006, + "rr": 2.038815, + "primary_prob": 27.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.058223, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.209673, + "hold30_r": -1.1609 + }, + { + "symbol": "INTU", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.376975, + "strategy_rank": 69.970639, + "rr": 1.513748, + "primary_prob": 33.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.270623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07069, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.51693, + "strategy_rank": 96.167256, + "rr": 1.045819, + "primary_prob": 29.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.568728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040796, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.988713, + "strategy_rank": 81.958316, + "rr": 1.099251, + "primary_prob": 41.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.648877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.047421, + "hold30_r": 0.926414 + }, + { + "symbol": "LLY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.839729, + "strategy_rank": 92.754027, + "rr": 1.385577, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.078366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.330784, + "hold30_r": 7.444392 + }, + { + "symbol": "MCK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.76298, + "strategy_rank": 64.198951, + "rr": 1.176891, + "primary_prob": 25.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.765337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.105168, + "hold30_r": 4.956811 + }, + { + "symbol": "META", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.306998, + "strategy_rank": 90.200034, + "rr": 1.934161, + "primary_prob": 27.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.901241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058087, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.117381, + "strategy_rank": 74.741627, + "rr": 1.037413, + "primary_prob": 30.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.556119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.985617, + "hold30_r": 3.21343 + }, + { + "symbol": "MPWR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.085779, + "strategy_rank": 86.49518, + "rr": 0.812642, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.218964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764472, + "hold30_r": -1.045859 + }, + { + "symbol": "MSTR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.871332, + "strategy_rank": 98.703176, + "rr": 1.591034, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.386551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.56002, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.293454, + "strategy_rank": 86.88785, + "rr": 1.601364, + "primary_prob": 32.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.402045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048533, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.679458, + "strategy_rank": 92.366161, + "rr": 2.444237, + "primary_prob": 22.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.666355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060626, + "hold30_r": -1.0 + }, + { + "symbol": "ODFL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.311512, + "strategy_rank": 81.686978, + "rr": 1.13463, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.701945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047066, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374718, + "strategy_rank": 87.470411, + "rr": 0.728735, + "primary_prob": 41.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.093103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051923, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.065463, + "strategy_rank": 95.445824, + "rr": 1.169378, + "primary_prob": 39.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.754067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047007, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.148984, + "strategy_rank": 85.521857, + "rr": 1.283615, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.925422, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.215022, + "hold30_r": 5.306637 + }, + { + "symbol": "PLTR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.645598, + "strategy_rank": 98.747865, + "rr": 1.627919, + "primary_prob": 18.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.441878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.126979, + "hold30_r": -1.097359 + }, + { + "symbol": "PNR", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.61851, + "strategy_rank": 72.799173, + "rr": 1.556552, + "primary_prob": 36.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.334829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068257, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.435666, + "strategy_rank": 99.36848, + "rr": 1.075703, + "primary_prob": 29.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.613554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.052434, + "hold30_r": 15.819277 + }, + { + "symbol": "SNPS", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.905192, + "strategy_rank": 80.902553, + "rr": 1.183114, + "primary_prob": 25.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.774671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048851, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.647856, + "strategy_rank": 88.781877, + "rr": 2.260847, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 3.391271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062258, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.776524, + "strategy_rank": 93.592215, + "rr": 2.165197, + "primary_prob": 28.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.247796, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037624, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.408578, + "strategy_rank": 87.169788, + "rr": 2.183536, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.275304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036662, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.002257, + "strategy_rank": 78.952931, + "rr": 1.912493, + "primary_prob": 32.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.86874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061549, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.923251, + "strategy_rank": 63.438167, + "rr": 1.671215, + "primary_prob": 16.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.506822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073579, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.941309, + "strategy_rank": 80.60216, + "rr": 1.50674, + "primary_prob": 34.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.26011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063903, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.841986, + "strategy_rank": 88.362363, + "rr": 1.783936, + "primary_prob": 36.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.675904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.332198, + "hold30_r": -1.279753 + }, + { + "symbol": "WELL", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.907449, + "strategy_rank": 70.125755, + "rr": 0.721678, + "primary_prob": 41.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.082518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65534, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2023-12-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.857788, + "strategy_rank": 90.863965, + "rr": 2.193893, + "primary_prob": 22.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.290839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0535, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2023-12-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.55079, + "strategy_rank": 83.130148, + "rr": 1.584591, + "primary_prob": 27.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 59.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.376886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057728, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2023-12-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 73.333333, + "rr": 0.966341, + "primary_prob": 32.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.449511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056897, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.353741, + "strategy_rank": 63.561194, + "rr": 1.008, + "primary_prob": 37.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082276, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.879819, + "strategy_rank": 84.248905, + "rr": 1.744114, + "primary_prob": 21.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.616171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.694736, + "hold30_r": 2.518841 + }, + { + "symbol": "ACGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.920635, + "strategy_rank": 74.851684, + "rr": 1.279431, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.919146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213268, + "hold30_r": 4.081007 + }, + { + "symbol": "ADBE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.650794, + "strategy_rank": 85.747863, + "rr": 1.20736, + "primary_prob": 29.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.81104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.148723, + "hold30_r": 1.242851 + }, + { + "symbol": "AIZ", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.600907, + "strategy_rank": 75.633305, + "rr": 1.040217, + "primary_prob": 32.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.560325, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086334, + "hold30_r": -1.0 + }, + { + "symbol": "AJG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.85941, + "strategy_rank": 61.136429, + "rr": 1.383755, + "primary_prob": 23.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.075632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.308399, + "hold30_r": 2.290824 + }, + { + "symbol": "AKAM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.446712, + "strategy_rank": 61.466997, + "rr": 1.22271, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.834064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.117864, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.580499, + "strategy_rank": 83.233499, + "rr": 0.903619, + "primary_prob": 34.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.355428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050775, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.011338, + "strategy_rank": 94.132371, + "rr": 1.736812, + "primary_prob": 30.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.605217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.697172, + "hold30_r": 5.738027 + }, + { + "symbol": "AMZN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.290249, + "strategy_rank": 87.171048, + "rr": 0.892398, + "primary_prob": 37.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.338598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069083, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.918367, + "strategy_rank": 95.446025, + "rr": 0.717801, + "primary_prob": 55.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.076702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654278, + "hold30_r": 4.679999 + }, + { + "symbol": "APO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.612245, + "strategy_rank": 74.822237, + "rr": 1.241775, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.862663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.179372, + "hold30_r": 7.256329 + }, + { + "symbol": "APP", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659864, + "strategy_rank": 99.049235, + "rr": 2.24741, + "primary_prob": 9.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.371114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.213356, + "hold30_r": 3.551985 + }, + { + "symbol": "ARES", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.362812, + "strategy_rank": 81.07071, + "rr": 1.041522, + "primary_prob": 28.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.562284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.978792, + "hold30_r": 5.772653 + }, + { + "symbol": "AVGO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.043084, + "strategy_rank": 87.621561, + "rr": 1.193251, + "primary_prob": 40.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.789876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.848073, + "strategy_rank": 63.372836, + "rr": 1.189604, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.784405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103158, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.321995, + "strategy_rank": 69.834447, + "rr": 1.683301, + "primary_prob": 15.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.524951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.609084, + "hold30_r": 0.336299 + }, + { + "symbol": "CASY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.839002, + "strategy_rank": 69.551102, + "rr": 0.860617, + "primary_prob": 35.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.290925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782852, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.970522, + "strategy_rank": 66.979818, + "rr": 0.776601, + "primary_prob": 38.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.164902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078142, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.877551, + "strategy_rank": 93.474467, + "rr": 1.738302, + "primary_prob": 19.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.607452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035062, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.743764, + "strategy_rank": 79.106155, + "rr": 1.454076, + "primary_prob": 20.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.181114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059966, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.394558, + "strategy_rank": 61.18886, + "rr": 1.659229, + "primary_prob": 22.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.488844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074722, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104308, + "strategy_rank": 79.549486, + "rr": 1.560395, + "primary_prob": 17.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.340592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.466604, + "hold30_r": 7.833307 + }, + { + "symbol": "COIN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.206349, + "strategy_rank": 99.274761, + "rr": 1.171249, + "primary_prob": 27.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.756874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020367, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.517007, + "strategy_rank": 75.14652, + "rr": 1.569497, + "primary_prob": 17.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.354245, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.497504, + "hold30_r": 1.295602 + }, + { + "symbol": "CRM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.598639, + "strategy_rank": 84.757057, + "rr": 1.894811, + "primary_prob": 13.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.842216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.824994, + "hold30_r": 4.500324 + }, + { + "symbol": "CRWD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.39229, + "strategy_rank": 95.289988, + "rr": 1.622599, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.433899, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.570908, + "hold30_r": 9.176703 + }, + { + "symbol": "CVNA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886621, + "strategy_rank": 99.886698, + "rr": 3.170509, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.755764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.159613, + "hold30_r": -1.144125 + }, + { + "symbol": "DASH", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.238095, + "strategy_rank": 94.087481, + "rr": 1.065276, + "primary_prob": 33.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.597913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017183, + "hold30_r": 5.870695 + }, + { + "symbol": "DDOG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.68254, + "strategy_rank": 92.336601, + "rr": 1.048945, + "primary_prob": 30.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.573417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.001161, + "hold30_r": 4.37441 + }, + { + "symbol": "DECK", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.464853, + "strategy_rank": 93.194175, + "rr": 1.786565, + "primary_prob": 13.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679847, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065658, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.301587, + "strategy_rank": 88.464052, + "rr": 1.872578, + "primary_prob": 33.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.808866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062065, + "hold30_r": -1.0 + }, + { + "symbol": "EG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.045351, + "strategy_rank": 70.420886, + "rr": 1.182771, + "primary_prob": 29.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.774156, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126054, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.07483, + "strategy_rank": 75.613014, + "rr": 0.85511, + "primary_prob": 40.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.282665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779704, + "hold30_r": 6.323978 + }, + { + "symbol": "EXPE", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.77551, + "strategy_rank": 90.751454, + "rr": 0.839945, + "primary_prob": 38.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.259918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786527, + "hold30_r": -3.258733 + }, + { + "symbol": "FDX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.095238, + "strategy_rank": 79.992459, + "rr": 0.853547, + "primary_prob": 42.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 55, + "primary_distance_atr": 1.28032, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.204228, + "hold30_r": -1.147686 + }, + { + "symbol": "FICO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.371882, + "strategy_rank": 83.74991, + "rr": 0.926321, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.389482, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.863079, + "hold30_r": 4.547672 + }, + { + "symbol": "FIX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.331066, + "strategy_rank": 90.635818, + "rr": 0.854078, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.281118, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058184, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.405896, + "strategy_rank": 77.855168, + "rr": 1.439008, + "primary_prob": 20.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.158511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079246, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.786848, + "strategy_rank": 78.028622, + "rr": 0.978532, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.467799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90954, + "hold30_r": 1.873617 + }, + { + "symbol": "GOOGL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.013605, + "strategy_rank": 77.881922, + "rr": 1.183392, + "primary_prob": 31.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.775088, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116018, + "hold30_r": 1.894383 + }, + { + "symbol": "GWW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.106576, + "strategy_rank": 64.249264, + "rr": 0.940005, + "primary_prob": 32.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.410007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847423, + "hold30_r": 7.465847 + }, + { + "symbol": "INTC", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.557823, + "strategy_rank": 92.830748, + "rr": 2.008486, + "primary_prob": 27.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.012729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045576, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.78458, + "strategy_rank": 94.448754, + "rr": 1.978128, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.967193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046401, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.621315, + "strategy_rank": 82.625871, + "rr": 1.211366, + "primary_prob": 39.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.817049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.150803, + "hold30_r": 5.452209 + }, + { + "symbol": "LEN", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.179138, + "strategy_rank": 78.341234, + "rr": 1.255192, + "primary_prob": 37.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.882788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.195612, + "hold30_r": 1.294949 + }, + { + "symbol": "LLY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.145125, + "strategy_rank": 91.973533, + "rr": 1.474981, + "primary_prob": 33.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.212471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.411514, + "hold30_r": 8.847485 + }, + { + "symbol": "LRCX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.723356, + "strategy_rank": 89.217661, + "rr": 1.387377, + "primary_prob": 20.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.081065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334684, + "hold30_r": 5.850914 + }, + { + "symbol": "META", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.072562, + "strategy_rank": 89.589708, + "rr": 2.611594, + "primary_prob": 20.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.917391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.552551, + "hold30_r": 10.826087 + }, + { + "symbol": "MPC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.426304, + "strategy_rank": 72.969906, + "rr": 0.838559, + "primary_prob": 36.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.257838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782442, + "hold30_r": 3.22643 + }, + { + "symbol": "MPWR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.653061, + "strategy_rank": 85.413704, + "rr": 1.311074, + "primary_prob": 37.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.96661, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045934, + "hold30_r": -1.0 + }, + { + "symbol": "MSFT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.342404, + "strategy_rank": 71.159592, + "rr": 1.123291, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.684936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032314, + "hold30_r": 4.736849 + }, + { + "symbol": "MSTR", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.433107, + "strategy_rank": 99.094125, + "rr": 2.015622, + "primary_prob": 25.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.023433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024807, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.528345, + "strategy_rank": 84.448574, + "rr": 0.72142, + "primary_prob": 43.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.082131, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.670962, + "hold30_r": -0.156264 + }, + { + "symbol": "NFLX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.063492, + "strategy_rank": 91.220463, + "rr": 1.920875, + "primary_prob": 10.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.881313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.862127, + "hold30_r": 6.946926 + }, + { + "symbol": "NOW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.197279, + "strategy_rank": 83.156647, + "rr": 1.151768, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.727652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084684, + "hold30_r": 5.098369 + }, + { + "symbol": "NTAP", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.136054, + "strategy_rank": 81.081663, + "rr": 1.682036, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 68.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.523054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.112027, + "hold30_r": -1.036315 + }, + { + "symbol": "NVDA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.526077, + "strategy_rank": 95.404906, + "rr": 0.737696, + "primary_prob": 41.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.106544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686438, + "hold30_r": 13.689811 + }, + { + "symbol": "ORCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.37415, + "strategy_rank": 85.214393, + "rr": 1.413782, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.120673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.356325, + "hold30_r": 2.815968 + }, + { + "symbol": "PANW", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.619048, + "strategy_rank": 95.822021, + "rr": 1.244309, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.866463, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193637, + "hold30_r": 6.964467 + }, + { + "symbol": "PLTR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.29932, + "strategy_rank": 98.504094, + "rr": 1.498736, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.248104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467105, + "hold30_r": 8.212906 + }, + { + "symbol": "PNR", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.385488, + "strategy_rank": 71.032285, + "rr": 1.100715, + "primary_prob": 46.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.651072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072404, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.165533, + "strategy_rank": 93.230805, + "rr": 0.687313, + "primary_prob": 41.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.030969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637853, + "hold30_r": -1.023044 + }, + { + "symbol": "SMCI", + "date": "2024-01-02", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.979592, + "strategy_rank": 99.048158, + "rr": 2.171049, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.256573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.14478, + "hold30_r": 27.377913 + }, + { + "symbol": "SNPS", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.424036, + "strategy_rank": 80.871939, + "rr": 0.950581, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.425871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049878, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.755102, + "strategy_rank": 86.236264, + "rr": 1.929242, + "primary_prob": 16.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.893864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.13069, + "hold30_r": -1.068677 + }, + { + "symbol": "TSLA", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.69161, + "strategy_rank": 95.456978, + "rr": 1.357486, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.03623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038425, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.054422, + "strategy_rank": 89.050312, + "rr": 1.167425, + "primary_prob": 36.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.751138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040419, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.909297, + "strategy_rank": 76.680852, + "rr": 1.646502, + "primary_prob": 19.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.469753, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.576231, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.845805, + "strategy_rank": 92.654959, + "rr": 0.792302, + "primary_prob": 37.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.188454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743027, + "hold30_r": 8.765377 + }, + { + "symbol": "VRSK", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.147392, + "strategy_rank": 61.028514, + "rr": 1.64162, + "primary_prob": 17.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.462429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087304, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.752834, + "strategy_rank": 98.550061, + "rr": 1.368474, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.052711, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.33307, + "hold30_r": 7.497479 + }, + { + "symbol": "WDAY", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.269841, + "strategy_rank": 86.931875, + "rr": 0.986764, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.480145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.92211, + "hold30_r": 4.092035 + }, + { + "symbol": "WDC", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.548753, + "strategy_rank": 87.504489, + "rr": 1.781802, + "primary_prob": 15.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.672703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055571, + "hold30_r": -1.0 + }, + { + "symbol": "WELL", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.632653, + "strategy_rank": 66.305753, + "rr": 0.721745, + "primary_prob": 41.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.082618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077661, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.816327, + "strategy_rank": 90.754686, + "rr": 0.695855, + "primary_prob": 42.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.043782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059167, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.002268, + "strategy_rank": 79.778963, + "rr": 1.070475, + "primary_prob": 35.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.605712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060857, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-08", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.080717, + "strategy_rank": 78.554489, + "rr": 2.095257, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 3.142885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060669, + "hold30_r": -1.0 + }, + { + "symbol": "AAPL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.125561, + "strategy_rank": 67.656349, + "rr": 1.101879, + "primary_prob": 35.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.652819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080814, + "hold30_r": -1.0 + }, + { + "symbol": "ABNB", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.695067, + "strategy_rank": 89.291916, + "rr": 0.826158, + "primary_prob": 43.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.239237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051807, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.829596, + "strategy_rank": 72.251858, + "rr": 0.961449, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.442174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898385, + "hold30_r": 4.004141 + }, + { + "symbol": "ADBE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.394619, + "strategy_rank": 86.143347, + "rr": 0.96482, + "primary_prob": 35.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.44723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.901121, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.547085, + "strategy_rank": 76.556114, + "rr": 1.249988, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.874982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.173025, + "hold30_r": 3.122802 + }, + { + "symbol": "AJG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.278027, + "strategy_rank": 61.122807, + "rr": 1.192523, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.788785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.116806, + "hold30_r": 3.102138 + }, + { + "symbol": "AKAM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.41704, + "strategy_rank": 62.48119, + "rr": 1.800924, + "primary_prob": 18.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.701386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.685325, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.053812, + "strategy_rank": 80.630286, + "rr": 0.700973, + "primary_prob": 45.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.05146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648531, + "hold30_r": 8.455081 + }, + { + "symbol": "AMD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.300448, + "strategy_rank": 95.161992, + "rr": 1.692725, + "primary_prob": 29.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.539087, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.652146, + "hold30_r": 4.431395 + }, + { + "symbol": "AMZN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.049327, + "strategy_rank": 87.919764, + "rr": 1.705002, + "primary_prob": 16.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.557502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.638779, + "hold30_r": 5.077053 + }, + { + "symbol": "APP", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.439462, + "strategy_rank": 98.902925, + "rr": 2.309936, + "primary_prob": 23.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.464905, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.271938, + "hold30_r": 9.057813 + }, + { + "symbol": "ARES", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.479821, + "strategy_rank": 82.056009, + "rr": 0.87632, + "primary_prob": 49.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.31448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818574, + "hold30_r": 4.531229 + }, + { + "symbol": "AVGO", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.255605, + "strategy_rank": 87.469528, + "rr": 1.313025, + "primary_prob": 37.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.969537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.257158, + "hold30_r": 5.738985 + }, + { + "symbol": "AXON", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.798206, + "strategy_rank": 88.261429, + "rr": 0.958768, + "primary_prob": 47.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.438151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.891823, + "hold30_r": 3.015339 + }, + { + "symbol": "BR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.2287, + "strategy_rank": 64.612439, + "rr": 1.207976, + "primary_prob": 39.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.811964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.118355, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470852, + "strategy_rank": 72.255771, + "rr": 1.2492, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.8738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.183065, + "hold30_r": 1.209213 + }, + { + "symbol": "CBOE", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.609865, + "strategy_rank": 68.144355, + "rr": 1.318129, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.977194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.244008, + "hold30_r": 4.227642 + }, + { + "symbol": "CCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.067265, + "strategy_rank": 94.432991, + "rr": 1.617042, + "primary_prob": 21.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.425564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034603, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.825112, + "strategy_rank": 79.27288, + "rr": 0.732511, + "primary_prob": 40.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.098767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.673959, + "hold30_r": 4.901155 + }, + { + "symbol": "CME", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.511211, + "strategy_rank": 59.704156, + "rr": 1.320668, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 54.0, + "primary_rejection_count": 69, + "primary_distance_atr": 1.981002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.254545, + "hold30_r": 3.507624 + }, + { + "symbol": "CMG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.618834, + "strategy_rank": 79.756674, + "rr": 0.677242, + "primary_prob": 41.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.015862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.576803, + "hold30_r": 8.898639 + }, + { + "symbol": "COIN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.663677, + "strategy_rank": 99.596789, + "rr": 1.456975, + "primary_prob": 21.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.185462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019312, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.264574, + "strategy_rank": 74.71943, + "rr": 0.818635, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.227952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.741418, + "hold30_r": 1.739343 + }, + { + "symbol": "CRM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.515695, + "strategy_rank": 83.773738, + "rr": 1.145464, + "primary_prob": 42.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.718197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.076589, + "hold30_r": 4.25759 + }, + { + "symbol": "CRWD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.430493, + "strategy_rank": 96.149667, + "rr": 1.73918, + "primary_prob": 28.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.60877, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690482, + "hold30_r": 3.303271 + }, + { + "symbol": "CVNA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887892, + "strategy_rank": 99.887968, + "rr": 3.814605, + "primary_prob": 11.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 5.721908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016567, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.860987, + "strategy_rank": 95.285912, + "rr": 1.891477, + "primary_prob": 28.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.837216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.845493, + "hold30_r": 4.096386 + }, + { + "symbol": "DDOG", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.852018, + "strategy_rank": 96.626614, + "rr": 2.542788, + "primary_prob": 24.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 3.814182, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.494589, + "hold30_r": 1.976811 + }, + { + "symbol": "DVA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.219731, + "strategy_rank": 88.369248, + "rr": 1.471518, + "primary_prob": 25.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.207276, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06527, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.246637, + "strategy_rank": 77.736404, + "rr": 1.876294, + "primary_prob": 12.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.814441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.795734, + "hold30_r": 8.457669 + }, + { + "symbol": "EXPE", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 89.349776, + "strategy_rank": 91.001219, + "rr": 2.531161, + "primary_prob": 24.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.796742, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054291, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.726457, + "strategy_rank": 61.168252, + "rr": 1.19708, + "primary_prob": 27.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.79562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095637, + "hold30_r": 7.721006 + }, + { + "symbol": "FDX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.789238, + "strategy_rank": 80.239715, + "rr": 1.597091, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.395637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062652, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.058296, + "strategy_rank": 90.706579, + "rr": 1.317189, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.975783, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.259423, + "hold30_r": 7.10091 + }, + { + "symbol": "GDDY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.668161, + "strategy_rank": 82.575767, + "rr": 1.204675, + "primary_prob": 25.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.807013, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.126985, + "hold30_r": 3.553204 + }, + { + "symbol": "GOOG", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.573991, + "strategy_rank": 81.460183, + "rr": 1.928492, + "primary_prob": 27.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.892738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.858212, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.022422, + "strategy_rank": 81.841198, + "rr": 1.323176, + "primary_prob": 41.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.984764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.255163, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.201794, + "strategy_rank": 76.688235, + "rr": 0.891446, + "primary_prob": 49.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.337169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818981, + "hold30_r": 4.087002 + }, + { + "symbol": "INTC", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.443946, + "strategy_rank": 87.754386, + "rr": 1.912968, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.869452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046388, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.632287, + "strategy_rank": 71.831192, + "rr": 1.550991, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.326487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.480794, + "hold30_r": 3.058774 + }, + { + "symbol": "IT", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295964, + "strategy_rank": 78.240061, + "rr": 1.199357, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.799035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.12441, + "hold30_r": 1.413258 + }, + { + "symbol": "JBL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.29148, + "strategy_rank": 94.791284, + "rr": 1.99049, + "primary_prob": 25.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.985735, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047781, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.7713, + "strategy_rank": 82.551991, + "rr": 1.226067, + "primary_prob": 38.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.8391, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.162955, + "hold30_r": 5.570739 + }, + { + "symbol": "LEN", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.538117, + "strategy_rank": 81.420306, + "rr": 1.16893, + "primary_prob": 39.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.753395, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106103, + "hold30_r": 1.144929 + }, + { + "symbol": "LRCX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919283, + "strategy_rank": 88.777726, + "rr": 1.305245, + "primary_prob": 36.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.957867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.251838, + "hold30_r": 6.832144 + }, + { + "symbol": "LULU", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.753363, + "strategy_rank": 80.40118, + "rr": 0.730903, + "primary_prob": 39.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.096354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065657, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.206278, + "strategy_rank": 89.48265, + "rr": 1.801697, + "primary_prob": 29.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.702545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.735627, + "hold30_r": 11.894859 + }, + { + "symbol": "MPWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.986547, + "strategy_rank": 87.808033, + "rr": 0.999339, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.499009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.95612, + "hold30_r": 5.370092 + }, + { + "symbol": "MSTR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.215247, + "strategy_rank": 99.047988, + "rr": 1.162318, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.743477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019885, + "hold30_r": -1.0 + }, + { + "symbol": "NCLH", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.950673, + "strategy_rank": 86.258088, + "rr": 0.810716, + "primary_prob": 40.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.216074, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779362, + "hold30_r": -1.118477 + }, + { + "symbol": "NFLX", + "date": "2024-01-09", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.32287, + "strategy_rank": 87.405875, + "rr": 2.738954, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 4.108431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.678868, + "hold30_r": 6.630523 + }, + { + "symbol": "NTAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.995516, + "strategy_rank": 78.648539, + "rr": 1.767613, + "primary_prob": 26.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 86, + "primary_distance_atr": 2.651419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.690978, + "hold30_r": -1.0 + }, + { + "symbol": "ORCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.156951, + "strategy_rank": 81.781006, + "rr": 0.668721, + "primary_prob": 45.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.003082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.606092, + "hold30_r": 2.230079 + }, + { + "symbol": "PANW", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.757848, + "strategy_rank": 95.980829, + "rr": 1.09894, + "primary_prob": 41.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.64841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.046605, + "hold30_r": -2.19673 + }, + { + "symbol": "PCAR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.452915, + "strategy_rank": 68.024423, + "rr": 1.072211, + "primary_prob": 28.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.608317, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.989939, + "hold30_r": 6.811132 + }, + { + "symbol": "PLTR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.654709, + "strategy_rank": 98.78984, + "rr": 1.744367, + "primary_prob": 18.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.61655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.7119, + "hold30_r": 7.131184 + }, + { + "symbol": "PNR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.286996, + "strategy_rank": 72.668011, + "rr": 0.791148, + "primary_prob": 42.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.186723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.721814, + "hold30_r": 2.942205 + }, + { + "symbol": "PTC", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.502242, + "strategy_rank": 63.964321, + "rr": 1.496753, + "primary_prob": 18.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.245129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.421156, + "hold30_r": 2.651874 + }, + { + "symbol": "PWR", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.977578, + "strategy_rank": 81.665513, + "rr": 0.749258, + "primary_prob": 39.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.123887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061634, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.421525, + "strategy_rank": 93.73198, + "rr": 1.00232, + "primary_prob": 44.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.50348, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951797, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.38565, + "strategy_rank": 80.839754, + "rr": 0.835534, + "primary_prob": 35.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.253301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.783504, + "hold30_r": 4.096623 + }, + { + "symbol": "STX", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.762332, + "strategy_rank": 84.966518, + "rr": 1.58025, + "primary_prob": 24.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.370375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.520181, + "hold30_r": 2.965546 + }, + { + "symbol": "TAP", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.959641, + "strategy_rank": 65.622084, + "rr": 1.242195, + "primary_prob": 28.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.863293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091722, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.197309, + "strategy_rank": 96.729392, + "rr": 1.251059, + "primary_prob": 33.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.876588, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248799, + "hold30_r": -1.210568 + }, + { + "symbol": "TTD", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.704036, + "strategy_rank": 92.716315, + "rr": 1.902397, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.853596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041887, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.892377, + "strategy_rank": 73.470972, + "rr": 1.775356, + "primary_prob": 17.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.663035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.700008, + "hold30_r": -1.024549 + }, + { + "symbol": "UBER", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.982063, + "strategy_rank": 92.245162, + "rr": 0.903145, + "primary_prob": 34.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.354718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.852227, + "hold30_r": 7.48575 + }, + { + "symbol": "WDAY", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.834081, + "strategy_rank": 88.93889, + "rr": 1.139959, + "primary_prob": 27.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.709939, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.07448, + "hold30_r": 3.65596 + }, + { + "symbol": "WSM", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.600897, + "strategy_rank": 92.001836, + "rr": 1.347001, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.020501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.289942, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.040359, + "strategy_rank": 83.085969, + "rr": 0.970169, + "primary_prob": 38.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.455254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.91182, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.363636, + "strategy_rank": 80.261364, + "rr": 1.30167, + "primary_prob": 27.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.952505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.240997, + "hold30_r": 16.013458 + }, + { + "symbol": "AAPL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.954545, + "strategy_rank": 66.784091, + "rr": 1.614462, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.421693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535905, + "hold30_r": -0.414973 + }, + { + "symbol": "ABNB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.090909, + "strategy_rank": 84.5, + "rr": 1.688447, + "primary_prob": 22.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.532671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.637802, + "hold30_r": 4.219196 + }, + { + "symbol": "ADBE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.727273, + "strategy_rank": 84.647727, + "rr": 1.64754, + "primary_prob": 20.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.471311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.580038, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.659091, + "strategy_rank": 75.318182, + "rr": 0.772174, + "primary_prob": 46.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 59, + "primary_distance_atr": 1.158261, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695398, + "hold30_r": 3.540027 + }, + { + "symbol": "AKAM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.409091, + "strategy_rank": 61.454545, + "rr": 0.79998, + "primary_prob": 42.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.19997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.681904, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.636364, + "strategy_rank": 82.579545, + "rr": 1.156768, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.735152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.102133, + "hold30_r": 8.594049 + }, + { + "symbol": "AMZN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.818182, + "strategy_rank": 83.511364, + "rr": 1.627798, + "primary_prob": 18.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.441697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.561542, + "hold30_r": 5.470029 + }, + { + "symbol": "APP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.431818, + "strategy_rank": 98.988636, + "rr": 1.281167, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.92175, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.242355, + "hold30_r": 8.736835 + }, + { + "symbol": "ARES", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.795455, + "strategy_rank": 77.409091, + "rr": 0.889613, + "primary_prob": 34.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.334419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.832499, + "hold30_r": 4.181477 + }, + { + "symbol": "AVGO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.590909, + "strategy_rank": 91.579545, + "rr": 0.790882, + "primary_prob": 37.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.186323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732068, + "hold30_r": 5.243595 + }, + { + "symbol": "AXON", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.636364, + "strategy_rank": 87.409091, + "rr": 0.80476, + "primary_prob": 37.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.207139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734333, + "hold30_r": 7.992634 + }, + { + "symbol": "BR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.568182, + "strategy_rank": 63.034091, + "rr": 0.790359, + "primary_prob": 52.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.185539, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697601, + "hold30_r": -1.0 + }, + { + "symbol": "BX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.704545, + "strategy_rank": 81.090909, + "rr": 1.61573, + "primary_prob": 21.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.423595, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564856, + "hold30_r": 2.357111 + }, + { + "symbol": "CCL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.204545, + "strategy_rank": 93.761364, + "rr": 1.047078, + "primary_prob": 35.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.570617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03451, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.25, + "strategy_rank": 58.886364, + "rr": 1.158043, + "primary_prob": 34.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.737064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.08586, + "hold30_r": 3.090437 + }, + { + "symbol": "COIN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.090909, + "strategy_rank": 99.125, + "rr": 1.516372, + "primary_prob": 18.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.274559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016778, + "hold30_r": -1.0 + }, + { + "symbol": "CPRT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.295455, + "strategy_rank": 74.886364, + "rr": 1.569005, + "primary_prob": 17.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.353508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.487193, + "hold30_r": 4.62606 + }, + { + "symbol": "CRM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.227273, + "strategy_rank": 83.875, + "rr": 0.977803, + "primary_prob": 45.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.466705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.910296, + "hold30_r": 4.648213 + }, + { + "symbol": "CRWD", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.522727, + "strategy_rank": 96.238636, + "rr": 1.414579, + "primary_prob": 34.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.121868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.368748, + "hold30_r": 3.971434 + }, + { + "symbol": "CVNA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.886364, + "strategy_rank": 99.886364, + "rr": 1.545257, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.317886, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.528956, + "hold30_r": 6.515086 + }, + { + "symbol": "DASH", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.818182, + "strategy_rank": 95.318182, + "rr": 1.957907, + "primary_prob": 12.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.93686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.911262, + "hold30_r": 4.914261 + }, + { + "symbol": "DDOG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.0, + "strategy_rank": 95.988636, + "rr": 1.51281, + "primary_prob": 38.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.269215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46476, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.681818, + "strategy_rank": 90.886364, + "rr": 1.449275, + "primary_prob": 26.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.173913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.390146, + "hold30_r": 6.305619 + }, + { + "symbol": "EME", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.227273, + "strategy_rank": 78.431818, + "rr": 0.980765, + "primary_prob": 31.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.471148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898295, + "hold30_r": 17.799746 + }, + { + "symbol": "ETN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.727273, + "strategy_rank": 76.511364, + "rr": 0.683293, + "primary_prob": 42.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.02494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.601535, + "hold30_r": 8.914618 + }, + { + "symbol": "EXPE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.568182, + "strategy_rank": 84.863636, + "rr": 1.159376, + "primary_prob": 28.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.739064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.103732, + "hold30_r": -3.152387 + }, + { + "symbol": "FDX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.363636, + "strategy_rank": 81.784091, + "rr": 1.144199, + "primary_prob": 33.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.716298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078171, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.772727, + "strategy_rank": 91.465909, + "rr": 0.805295, + "primary_prob": 37.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.207942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.746786, + "hold30_r": 14.926408 + }, + { + "symbol": "GE", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.068182, + "strategy_rank": 78.920455, + "rr": 0.671165, + "primary_prob": 42.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.006748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.591887, + "hold30_r": 9.375635 + }, + { + "symbol": "GOOG", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.159091, + "strategy_rank": 75.75, + "rr": 1.812897, + "primary_prob": 28.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.719345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.74376, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.954545, + "strategy_rank": 76.102273, + "rr": 1.983868, + "primary_prob": 26.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.975802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.916844, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.181818, + "strategy_rank": 79.011364, + "rr": 1.517234, + "primary_prob": 18.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.275851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.448475, + "hold30_r": 6.312099 + }, + { + "symbol": "INTC", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.659091, + "strategy_rank": 89.215909, + "rr": 1.336995, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.005492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290147, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.590909, + "strategy_rank": 73.738636, + "rr": 0.774359, + "primary_prob": 41.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.161538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704021, + "hold30_r": 3.696636 + }, + { + "symbol": "IT", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.181818, + "strategy_rank": 78.306818, + "rr": 0.781953, + "primary_prob": 52.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.17293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.702955, + "hold30_r": -1.847264 + }, + { + "symbol": "JBL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.909091, + "strategy_rank": 95.261364, + "rr": 1.575884, + "primary_prob": 20.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.363825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.529729, + "hold30_r": 4.288455 + }, + { + "symbol": "KKR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.431818, + "strategy_rank": 79.590909, + "rr": 1.340148, + "primary_prob": 21.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.010222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.275426, + "hold30_r": 6.79898 + }, + { + "symbol": "LEN", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272727, + "strategy_rank": 86.306818, + "rr": 0.834604, + "primary_prob": 35.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.251906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773297, + "hold30_r": 1.82567 + }, + { + "symbol": "LII", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.454545, + "strategy_rank": 86.045455, + "rr": 0.799507, + "primary_prob": 38.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.19926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739322, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.818182, + "strategy_rank": 89.329545, + "rr": 1.305909, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.958864, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.251068, + "hold30_r": 6.752253 + }, + { + "symbol": "LULU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.590909, + "strategy_rank": 85.556818, + "rr": 1.023567, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.53535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.959126, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.068182, + "strategy_rank": 89.545455, + "rr": 0.704468, + "primary_prob": 57.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.056702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643793, + "hold30_r": 10.027589 + }, + { + "symbol": "MPC", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.227273, + "strategy_rank": 72.556818, + "rr": 1.171943, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.757915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124485, + "hold30_r": 2.689834 + }, + { + "symbol": "MPWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.977273, + "strategy_rank": 89.897727, + "rr": 0.702897, + "primary_prob": 40.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.054346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660957, + "hold30_r": 4.869384 + }, + { + "symbol": "MSTR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.863636, + "strategy_rank": 98.761364, + "rr": 1.171817, + "primary_prob": 30.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.757725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016728, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.045455, + "strategy_rank": 84.352273, + "rr": 1.236832, + "primary_prob": 26.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.855248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.184219, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.886364, + "strategy_rank": 86.215909, + "rr": 1.04259, + "primary_prob": 28.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.563885, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.989423, + "hold30_r": 6.785665 + }, + { + "symbol": "NTAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.136364, + "strategy_rank": 77.920455, + "rr": 1.211153, + "primary_prob": 31.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 54, + "primary_distance_atr": 1.81673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13375, + "hold30_r": 1.67165 + }, + { + "symbol": "PCAR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.272727, + "strategy_rank": 66.443182, + "rr": 1.456859, + "primary_prob": 19.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.185289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.371502, + "hold30_r": 7.625658 + }, + { + "symbol": "PLTR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.295455, + "strategy_rank": 98.5, + "rr": 1.849903, + "primary_prob": 17.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.774854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.815472, + "hold30_r": 9.127672 + }, + { + "symbol": "PNR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.5, + "strategy_rank": 73.295455, + "rr": 1.594103, + "primary_prob": 20.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.391155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524628, + "hold30_r": 3.937654 + }, + { + "symbol": "PSX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.227273, + "strategy_rank": 72.715909, + "rr": 0.988118, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.482177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.927397, + "hold30_r": 3.370494 + }, + { + "symbol": "PWR", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.409091, + "strategy_rank": 84.011364, + "rr": 1.517597, + "primary_prob": 18.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.276396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068244, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.363636, + "strategy_rank": 93.022727, + "rr": 1.243439, + "primary_prob": 23.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.865159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.193143, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.659091, + "strategy_rank": 99.590909, + "rr": 1.156081, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.734122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132852, + "hold30_r": 19.99927 + }, + { + "symbol": "SNPS", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.545455, + "strategy_rank": 82.306818, + "rr": 1.274622, + "primary_prob": 24.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.911933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.224934, + "hold30_r": 3.221751 + }, + { + "symbol": "STX", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454545, + "strategy_rank": 88.613636, + "rr": 1.493007, + "primary_prob": 23.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.239511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.437774, + "hold30_r": 3.221316 + }, + { + "symbol": "TAP", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.863636, + "strategy_rank": 65.590909, + "rr": 0.929275, + "primary_prob": 36.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.393912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09474, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.159091, + "strategy_rank": 96.681818, + "rr": 1.537391, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.306086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.109534, + "hold30_r": -2.07493 + }, + { + "symbol": "TTD", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.022727, + "strategy_rank": 92.25, + "rr": 1.83177, + "primary_prob": 20.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.747654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.794925, + "hold30_r": 5.978036 + }, + { + "symbol": "TTWO", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.045455, + "strategy_rank": 76.329545, + "rr": 1.5101, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.26515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.433737, + "hold30_r": -1.307003 + }, + { + "symbol": "URI", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.909091, + "strategy_rank": 81.829545, + "rr": 1.200488, + "primary_prob": 25.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.800732, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15026, + "hold30_r": 6.523599 + }, + { + "symbol": "VRSK", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.727273, + "strategy_rank": 59.613636, + "rr": 1.823363, + "primary_prob": 14.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.735045, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.739241, + "hold30_r": 0.92948 + }, + { + "symbol": "WDAY", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.75, + "strategy_rank": 88.909091, + "rr": 1.601771, + "primary_prob": 31.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.402657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.532756, + "hold30_r": 1.636338 + }, + { + "symbol": "WDC", + "date": "2024-01-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.477273, + "strategy_rank": 83.011364, + "rr": 2.12222, + "primary_prob": 31.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 54, + "primary_distance_atr": 3.183331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.065606, + "hold30_r": 3.86842 + }, + { + "symbol": "WSM", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.977273, + "strategy_rank": 92.920455, + "rr": 1.444693, + "primary_prob": 19.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.167039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057374, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.886364, + "strategy_rank": 82.420455, + "rr": 1.786044, + "primary_prob": 20.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.679067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.729498, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.057043, + "strategy_rank": 82.688362, + "rr": 1.666472, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.499708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.604888, + "hold30_r": 15.900689 + }, + { + "symbol": "AAPL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.934808, + "strategy_rank": 65.095829, + "rr": 0.678202, + "primary_prob": 57.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.017303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081585, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.734575, + "strategy_rank": 84.771694, + "rr": 0.925466, + "primary_prob": 36.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.388199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.865495, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.194412, + "strategy_rank": 76.820061, + "rr": 1.132534, + "primary_prob": 44.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.698801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088039, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919674, + "strategy_rank": 85.90858, + "rr": 1.751971, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.627956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.680171, + "hold30_r": 4.565583 + }, + { + "symbol": "AOS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.098952, + "strategy_rank": 69.778326, + "rr": 0.692108, + "primary_prob": 45.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.038162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.611962, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.534342, + "strategy_rank": 99.046862, + "rr": 2.312184, + "primary_prob": 22.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.468275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033738, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.522701, + "strategy_rank": 87.962058, + "rr": 0.950367, + "primary_prob": 32.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.42555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.884029, + "hold30_r": 8.434825 + }, + { + "symbol": "BKNG", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.104773, + "strategy_rank": 79.519334, + "rr": 1.219295, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.828943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149214, + "hold30_r": -0.190397 + }, + { + "symbol": "BLDR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.020955, + "strategy_rank": 97.11641, + "rr": 1.162835, + "primary_prob": 25.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.744252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123819, + "hold30_r": 4.579594 + }, + { + "symbol": "BSX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.908033, + "strategy_rank": 64.963149, + "rr": 0.683721, + "primary_prob": 56.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.025581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.590398, + "hold30_r": 6.151929 + }, + { + "symbol": "BX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.188591, + "strategy_rank": 81.329923, + "rr": 1.717751, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.576626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.663814, + "hold30_r": 0.93226 + }, + { + "symbol": "CAH", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.75553, + "strategy_rank": 71.365456, + "rr": 1.008895, + "primary_prob": 31.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.513342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.936656, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.955763, + "strategy_rank": 70.330706, + "rr": 0.947704, + "primary_prob": 32.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.421557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084587, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.295693, + "strategy_rank": 93.811863, + "rr": 0.666764, + "primary_prob": 44.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.000147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635318, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.56461, + "strategy_rank": 62.020663, + "rr": 1.863267, + "primary_prob": 20.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.7949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.785052, + "hold30_r": 1.772826 + }, + { + "symbol": "COIN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.068685, + "strategy_rank": 99.069334, + "rr": 1.31665, + "primary_prob": 22.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.974975, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.300552, + "hold30_r": 8.045028 + }, + { + "symbol": "CPRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.152503, + "strategy_rank": 73.388634, + "rr": 0.777319, + "primary_prob": 38.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.165978, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.696124, + "hold30_r": 5.474194 + }, + { + "symbol": "CRM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.80908, + "strategy_rank": 83.860781, + "rr": 1.442904, + "primary_prob": 34.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.164356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.374575, + "hold30_r": 3.151394 + }, + { + "symbol": "CVNA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883586, + "strategy_rank": 99.81398, + "rr": 1.503583, + "primary_prob": 21.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.255375, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.488137, + "hold30_r": 6.876148 + }, + { + "symbol": "DASH", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.597206, + "strategy_rank": 93.009333, + "rr": 1.034684, + "primary_prob": 45.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.552026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.984391, + "hold30_r": 6.122281 + }, + { + "symbol": "DDOG", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.877765, + "strategy_rank": 95.926631, + "rr": 0.720114, + "primary_prob": 42.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.080171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.680611, + "hold30_r": 0.049951 + }, + { + "symbol": "DHI", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.830035, + "strategy_rank": 89.687993, + "rr": 1.049139, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.573708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003359, + "hold30_r": 2.64562 + }, + { + "symbol": "DVA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.009313, + "strategy_rank": 88.923592, + "rr": 1.490133, + "primary_prob": 25.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.2352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.431615, + "hold30_r": 8.29657 + }, + { + "symbol": "ECL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.093132, + "strategy_rank": 58.33, + "rr": 1.909728, + "primary_prob": 11.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.864592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.806083, + "hold30_r": 7.366701 + }, + { + "symbol": "EME", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.782305, + "strategy_rank": 80.975488, + "rr": 0.672347, + "primary_prob": 43.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.008521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.605482, + "hold30_r": 16.059481 + }, + { + "symbol": "FDX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.32596, + "strategy_rank": 73.858834, + "rr": 1.455329, + "primary_prob": 26.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.182994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071786, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.158324, + "strategy_rank": 92.293405, + "rr": 0.995231, + "primary_prob": 31.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.492846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942181, + "hold30_r": 15.05163 + }, + { + "symbol": "HUBB", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.200233, + "strategy_rank": 81.195215, + "rr": 0.800724, + "primary_prob": 37.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.201086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732061, + "hold30_r": 6.779235 + }, + { + "symbol": "INTC", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 93.131548, + "strategy_rank": 91.429018, + "rr": 2.142023, + "primary_prob": 31.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 57, + "primary_distance_atr": 3.213034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.339724, + "hold30_r": -2.293857 + }, + { + "symbol": "INTU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.543655, + "strategy_rank": 74.590663, + "rr": 1.953639, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.930458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.879421, + "hold30_r": 0.767631 + }, + { + "symbol": "IRM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.257276, + "strategy_rank": 65.765111, + "rr": 0.744007, + "primary_prob": 39.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.11601, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676438, + "hold30_r": 7.06345 + }, + { + "symbol": "JBL", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.110594, + "strategy_rank": 94.521666, + "rr": 1.227971, + "primary_prob": 27.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.841957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.176186, + "hold30_r": 6.393181 + }, + { + "symbol": "LEN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.454016, + "strategy_rank": 85.443247, + "rr": 0.688292, + "primary_prob": 43.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.032438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.636802, + "hold30_r": 3.423898 + }, + { + "symbol": "LII", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.507567, + "strategy_rank": 87.69467, + "rr": 1.135611, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.703416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.082642, + "hold30_r": -1.0 + }, + { + "symbol": "LIN", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.558789, + "strategy_rank": 57.680351, + "rr": 1.478994, + "primary_prob": 21.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.218491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.375441, + "hold30_r": 8.259142 + }, + { + "symbol": "LULU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.062864, + "strategy_rank": 87.446792, + "rr": 1.561764, + "primary_prob": 17.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.342646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0684, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.379511, + "strategy_rank": 74.716529, + "rr": 0.855246, + "primary_prob": 34.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.282869, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.774541, + "hold30_r": 9.562731 + }, + { + "symbol": "MSTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.835856, + "strategy_rank": 98.76698, + "rr": 0.775597, + "primary_prob": 41.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.163396, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758952, + "hold30_r": 15.666953 + }, + { + "symbol": "MU", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.51688, + "strategy_rank": 83.029412, + "rr": 1.998068, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.997102, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053181, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.331781, + "strategy_rank": 86.666045, + "rr": 2.566689, + "primary_prob": 21.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.850034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.521499, + "hold30_r": 2.637308 + }, + { + "symbol": "NTAP", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.167637, + "strategy_rank": 76.443478, + "rr": 1.549648, + "primary_prob": 23.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.324471, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083613, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.845169, + "strategy_rank": 78.143535, + "rr": 1.150318, + "primary_prob": 26.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.725477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.093511, + "hold30_r": 3.416604 + }, + { + "symbol": "PHM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555297, + "strategy_rank": 92.22599, + "rr": 1.27256, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.90884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.220914, + "hold30_r": 2.886047 + }, + { + "symbol": "PLTR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.253783, + "strategy_rank": 98.568589, + "rr": 1.317351, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.976026, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.285855, + "hold30_r": 9.128943 + }, + { + "symbol": "PNR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.236321, + "strategy_rank": 74.223613, + "rr": 1.134308, + "primary_prob": 31.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.701462, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.067104, + "hold30_r": 5.166964 + }, + { + "symbol": "PWR", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.776484, + "strategy_rank": 84.056779, + "rr": 1.282904, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.924355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.228068, + "hold30_r": 7.240333 + }, + { + "symbol": "SNPS", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.364377, + "strategy_rank": 84.100709, + "rr": 1.095109, + "primary_prob": 42.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.642663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.048397, + "hold30_r": 1.853472 + }, + { + "symbol": "STX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.42142, + "strategy_rank": 83.060848, + "rr": 0.672043, + "primary_prob": 60.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.008065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.616939, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.701979, + "strategy_rank": 65.107065, + "rr": 1.410711, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.116067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.323145, + "hold30_r": -1.0 + }, + { + "symbol": "TSLA", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644936, + "strategy_rank": 94.335079, + "rr": 0.916173, + "primary_prob": 40.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 43.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.37426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.511833, + "hold30_r": -1.477949 + }, + { + "symbol": "TTD", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.967404, + "strategy_rank": 92.809239, + "rr": 1.343859, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 57.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.015788, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.306551, + "hold30_r": 3.262092 + }, + { + "symbol": "TTWO", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.591385, + "strategy_rank": 73.825816, + "rr": 1.457632, + "primary_prob": 39.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.186447, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.703808, + "hold30_r": -2.624709 + }, + { + "symbol": "VRT", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.301513, + "strategy_rank": 98.953568, + "rr": 0.689272, + "primary_prob": 55.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.033908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.651063, + "hold30_r": 6.969763 + }, + { + "symbol": "VRTX", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.797439, + "strategy_rank": 79.3265, + "rr": 0.81096, + "primary_prob": 51.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.216439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.738523, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.549476, + "strategy_rank": 87.537247, + "rr": 0.98062, + "primary_prob": 45.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.47093, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073991, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.576251, + "strategy_rank": 93.90686, + "rr": 0.891093, + "primary_prob": 33.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.336639, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057221, + "hold30_r": -1.0 + }, + { + "symbol": "WST", + "date": "2024-01-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.030268, + "strategy_rank": 79.942442, + "rr": 1.114569, + "primary_prob": 33.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.671854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051099, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-01-30", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.133183, + "strategy_rank": 82.141877, + "rr": 0.812938, + "primary_prob": 51.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.219406, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751654, + "hold30_r": 11.55988 + }, + { + "symbol": "ADBE", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.647856, + "strategy_rank": 84.52512, + "rr": 2.36141, + "primary_prob": 24.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.542116, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058471, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.697517, + "strategy_rank": 77.469343, + "rr": 1.625694, + "primary_prob": 19.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.438541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090963, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.794582, + "strategy_rank": 84.337289, + "rr": 0.878922, + "primary_prob": 33.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.318383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.831179, + "hold30_r": 5.295848 + }, + { + "symbol": "AMD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.839729, + "strategy_rank": 96.199973, + "rr": 0.69662, + "primary_prob": 55.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.04493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.665276, + "hold30_r": 1.810289 + }, + { + "symbol": "AMZN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.826185, + "strategy_rank": 84.23914, + "rr": 0.865678, + "primary_prob": 37.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.298516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797899, + "hold30_r": 5.142314 + }, + { + "symbol": "ANET", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.17833, + "strategy_rank": 94.038344, + "rr": 0.996019, + "primary_prob": 44.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.494029, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941823, + "hold30_r": 2.65661 + }, + { + "symbol": "AOS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.778781, + "strategy_rank": 70.957309, + "rr": 0.858112, + "primary_prob": 38.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.287168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.79467, + "hold30_r": 3.682586 + }, + { + "symbol": "APP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.548533, + "strategy_rank": 99.143432, + "rr": 0.9869, + "primary_prob": 33.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.480351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.957579, + "hold30_r": 7.863266 + }, + { + "symbol": "AVGO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.275395, + "strategy_rank": 92.291425, + "rr": 0.846802, + "primary_prob": 35.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.270203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.795944, + "hold30_r": 1.773554 + }, + { + "symbol": "AXON", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.06772, + "strategy_rank": 88.351458, + "rr": 1.305521, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.958281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.236181, + "hold30_r": 7.986024 + }, + { + "symbol": "BKNG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.970655, + "strategy_rank": 80.064593, + "rr": 1.170836, + "primary_prob": 24.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.756254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.096791, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.616253, + "strategy_rank": 66.920566, + "rr": 0.968628, + "primary_prob": 31.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.452941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097249, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.146727, + "strategy_rank": 69.879736, + "rr": 0.894296, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.341444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079208, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.889391, + "strategy_rank": 92.961763, + "rr": 1.242823, + "primary_prob": 29.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.864235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031626, + "hold30_r": -1.0 + }, + { + "symbol": "CDNS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.406321, + "strategy_rank": 80.074965, + "rr": 0.915569, + "primary_prob": 47.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.373354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.856337, + "hold30_r": 1.825471 + }, + { + "symbol": "CHD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.828442, + "strategy_rank": 63.158288, + "rr": 1.305231, + "primary_prob": 45.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.957846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212007, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.151242, + "strategy_rank": 58.461274, + "rr": 1.595777, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.393666, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.515292, + "hold30_r": 2.652981 + }, + { + "symbol": "COIN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.209932, + "strategy_rank": 99.24425, + "rr": 0.927857, + "primary_prob": 33.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.391786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.909541, + "hold30_r": 7.534325 + }, + { + "symbol": "CPAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.731377, + "strategy_rank": 72.472775, + "rr": 0.696678, + "primary_prob": 40.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.045018, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.617934, + "hold30_r": -2.638583 + }, + { + "symbol": "CPRT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.196388, + "strategy_rank": 74.276661, + "rr": 1.22604, + "primary_prob": 25.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.83906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149622, + "hold30_r": 6.665076 + }, + { + "symbol": "CRM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.679458, + "strategy_rank": 83.143188, + "rr": 0.934605, + "primary_prob": 48.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.401907, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.864398, + "hold30_r": 2.776165 + }, + { + "symbol": "CRWD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.758465, + "strategy_rank": 96.293088, + "rr": 0.741888, + "primary_prob": 53.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.112831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.696994, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887133, + "strategy_rank": 99.819642, + "rr": 1.410541, + "primary_prob": 23.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.115811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.393557, + "hold30_r": 6.634127 + }, + { + "symbol": "DASH", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.469526, + "strategy_rank": 93.73002, + "rr": 1.670165, + "primary_prob": 32.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.505248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.622665, + "hold30_r": 6.461759 + }, + { + "symbol": "DDOG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.69526, + "strategy_rank": 95.813709, + "rr": 1.505452, + "primary_prob": 38.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.258178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46612, + "hold30_r": -0.282888 + }, + { + "symbol": "DELL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.85553, + "strategy_rank": 96.235358, + "rr": 0.670786, + "primary_prob": 56.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.006178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.620949, + "hold30_r": 7.086377 + }, + { + "symbol": "DHI", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.130926, + "strategy_rank": 89.607864, + "rr": 1.401432, + "primary_prob": 22.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.102148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.348827, + "hold30_r": 1.363812 + }, + { + "symbol": "DVA", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.148984, + "strategy_rank": 89.204289, + "rr": 2.499106, + "primary_prob": 22.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 19, + "primary_distance_atr": 3.74866, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.437252, + "hold30_r": 7.96054 + }, + { + "symbol": "ECL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.474041, + "strategy_rank": 58.392639, + "rr": 1.48222, + "primary_prob": 17.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.223329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.378138, + "hold30_r": 6.986177 + }, + { + "symbol": "FAST", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.376975, + "strategy_rank": 65.477396, + "rr": 0.709811, + "primary_prob": 55.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.064716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.629149, + "hold30_r": 4.160757 + }, + { + "symbol": "FDX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.214447, + "strategy_rank": 77.150113, + "rr": 1.465158, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 59, + "primary_distance_atr": 2.197737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.397381, + "hold30_r": 1.999986 + }, + { + "symbol": "FICO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.501129, + "strategy_rank": 88.057547, + "rr": 0.784717, + "primary_prob": 37.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.177075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.732177, + "hold30_r": 0.069464 + }, + { + "symbol": "GDDY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.602709, + "strategy_rank": 77.898923, + "rr": 0.751527, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.12729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.669837, + "hold30_r": 4.01325 + }, + { + "symbol": "GOOG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.972912, + "strategy_rank": 77.970228, + "rr": 0.901668, + "primary_prob": 38.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.352501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.84396, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.76298, + "strategy_rank": 78.354356, + "rr": 0.974337, + "primary_prob": 36.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.461506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.918336, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.823928, + "strategy_rank": 94.103776, + "rr": 1.596877, + "primary_prob": 21.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.395315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034859, + "hold30_r": -0.133511 + }, + { + "symbol": "INTU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.117381, + "strategy_rank": 73.863248, + "rr": 1.106271, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.659407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.034519, + "hold30_r": 1.063225 + }, + { + "symbol": "IT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.392777, + "strategy_rank": 76.492511, + "rr": 0.694159, + "primary_prob": 42.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.041239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.61215, + "hold30_r": -2.179136 + }, + { + "symbol": "JBL", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.37246, + "strategy_rank": 94.902614, + "rr": 0.986882, + "primary_prob": 33.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.480322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932141, + "hold30_r": 4.843202 + }, + { + "symbol": "KLAC", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.424379, + "strategy_rank": 81.765984, + "rr": 1.348694, + "primary_prob": 20.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.023041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.301783, + "hold30_r": 3.881617 + }, + { + "symbol": "LEN", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.632054, + "strategy_rank": 85.705951, + "rr": 0.716337, + "primary_prob": 55.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.074506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.660184, + "hold30_r": 0.563971 + }, + { + "symbol": "LII", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.049661, + "strategy_rank": 86.863141, + "rr": 1.184068, + "primary_prob": 25.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.776101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140142, + "hold30_r": 2.114928 + }, + { + "symbol": "LRCX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.340858, + "strategy_rank": 88.784546, + "rr": 1.774144, + "primary_prob": 27.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.661216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.725252, + "hold30_r": 2.977248 + }, + { + "symbol": "LULU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.920993, + "strategy_rank": 88.370371, + "rr": 0.986204, + "primary_prob": 32.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.479306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.931004, + "hold30_r": 0.984622 + }, + { + "symbol": "MPWR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.923251, + "strategy_rank": 88.91114, + "rr": 1.217866, + "primary_prob": 24.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.826799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177779, + "hold30_r": 3.002248 + }, + { + "symbol": "MSFT", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.325056, + "strategy_rank": 70.032945, + "rr": 1.27761, + "primary_prob": 37.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.916415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.197572, + "hold30_r": 2.78214 + }, + { + "symbol": "MSTR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.984199, + "strategy_rank": 98.951101, + "rr": 1.337125, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.005687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.31733, + "hold30_r": 23.217512 + }, + { + "symbol": "MU", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.634312, + "strategy_rank": 81.719694, + "rr": 1.162616, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.743924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050523, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.198646, + "strategy_rank": 85.763376, + "rr": 1.779487, + "primary_prob": 30.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.66923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.732466, + "hold30_r": 2.03801 + }, + { + "symbol": "NRG", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.905192, + "strategy_rank": 75.970121, + "rr": 0.682574, + "primary_prob": 56.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.023861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.612554, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.069977, + "strategy_rank": 75.953038, + "rr": 1.375412, + "primary_prob": 32.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.063117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.290965, + "hold30_r": -1.0 + }, + { + "symbol": "NVR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.343115, + "strategy_rank": 78.075316, + "rr": 1.046945, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.570418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988214, + "hold30_r": 2.009827 + }, + { + "symbol": "PH", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.374718, + "strategy_rank": 78.382573, + "rr": 0.719254, + "primary_prob": 40.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.078881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63992, + "hold30_r": 6.127216 + }, + { + "symbol": "PHM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.629797, + "strategy_rank": 91.989506, + "rr": 1.018029, + "primary_prob": 44.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.527043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049543, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.306998, + "strategy_rank": 98.409493, + "rr": 0.865926, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.298889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.834571, + "hold30_r": 8.126279 + }, + { + "symbol": "PNR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.295711, + "strategy_rank": 74.624565, + "rr": 1.707056, + "primary_prob": 33.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.560583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.645997, + "hold30_r": 3.104268 + }, + { + "symbol": "PWR", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.841986, + "strategy_rank": 85.490742, + "rr": 1.240956, + "primary_prob": 29.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.861434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.182745, + "hold30_r": 7.24592 + }, + { + "symbol": "ROP", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.248307, + "strategy_rank": 56.545437, + "rr": 1.551791, + "primary_prob": 16.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.327686, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.470604, + "hold30_r": 0.761983 + }, + { + "symbol": "SNPS", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.390519, + "strategy_rank": 81.965255, + "rr": 1.540794, + "primary_prob": 32.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.311191, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490147, + "hold30_r": 1.23259 + }, + { + "symbol": "TSLA", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.699774, + "strategy_rank": 85.206058, + "rr": 1.215216, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.822823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.18702, + "hold30_r": -1.0 + }, + { + "symbol": "TTD", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.054176, + "strategy_rank": 85.917653, + "rr": 1.628791, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 74, + "primary_distance_atr": 2.443187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593054, + "hold30_r": 2.376196 + }, + { + "symbol": "TTWO", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.471783, + "strategy_rank": 73.628897, + "rr": 1.753065, + "primary_prob": 19.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.629598, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.566067, + "hold30_r": -2.484441 + }, + { + "symbol": "VRSK", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.051919, + "strategy_rank": 64.262019, + "rr": 1.0136, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.5204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.922923, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.55079, + "strategy_rank": 87.555823, + "rr": 1.499117, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.248675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.42795, + "hold30_r": -1.475559 + }, + { + "symbol": "WSM", + "date": "2024-01-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.115124, + "strategy_rank": 92.275182, + "rr": 1.108119, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.662178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.058368, + "hold30_r": 11.863971 + }, + { + "symbol": "WST", + "date": "2024-01-31", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.440181, + "strategy_rank": 77.544613, + "rr": 2.396704, + "primary_prob": 26.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 44, + "primary_distance_atr": 3.595056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.333523, + "hold30_r": -2.961476 + }, + { + "symbol": "ACGL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.470588, + "strategy_rank": 73.178708, + "rr": 1.043081, + "primary_prob": 45.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.564622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081136, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.294118, + "strategy_rank": 84.152361, + "rr": 2.332033, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 26, + "primary_distance_atr": 3.498049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05542, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.823529, + "strategy_rank": 76.093372, + "rr": 1.557937, + "primary_prob": 35.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.336906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072212, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.117647, + "strategy_rank": 95.592212, + "rr": 0.995067, + "primary_prob": 44.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.4926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963336, + "hold30_r": 0.718373 + }, + { + "symbol": "AMGN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.588235, + "strategy_rank": 72.927258, + "rr": 0.995402, + "primary_prob": 30.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.493103, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053984, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.470588, + "strategy_rank": 84.808285, + "rr": 1.815652, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.723477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.754209, + "hold30_r": 1.37275 + }, + { + "symbol": "APP", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.411765, + "strategy_rank": 99.1657, + "rr": 2.280966, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.421449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.249453, + "hold30_r": 8.002115 + }, + { + "symbol": "BR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.764706, + "strategy_rank": 64.208534, + "rr": 1.877786, + "primary_prob": 12.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.816679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074322, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.588235, + "strategy_rank": 74.776553, + "rr": 1.120643, + "primary_prob": 25.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.680965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057888, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.411765, + "strategy_rank": 75.757249, + "rr": 0.941035, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.411552, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.869675, + "hold30_r": 5.563335 + }, + { + "symbol": "CCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.647059, + "strategy_rank": 88.051533, + "rr": 1.003902, + "primary_prob": 33.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.505853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030293, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.705882, + "strategy_rank": 62.444822, + "rr": 0.738792, + "primary_prob": 62.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.108189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078516, + "hold30_r": -1.0 + }, + { + "symbol": "CME", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.117647, + "strategy_rank": 57.244325, + "rr": 1.715651, + "primary_prob": 37.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 58, + "primary_distance_atr": 2.573477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.633122, + "hold30_r": 2.134924 + }, + { + "symbol": "COIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.705882, + "strategy_rank": 98.742005, + "rr": 1.418627, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.127941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.400512, + "hold30_r": 10.382952 + }, + { + "symbol": "CRM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.764706, + "strategy_rank": 82.959238, + "rr": 1.105447, + "primary_prob": 42.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.658171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105875, + "hold30_r": -1.034953 + }, + { + "symbol": "CVNA", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.882353, + "strategy_rank": 99.847225, + "rr": 4.089814, + "primary_prob": 10.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 6.13472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 4.070891, + "hold30_r": 7.793025 + }, + { + "symbol": "DASH", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.941176, + "strategy_rank": 94.240514, + "rr": 1.595313, + "primary_prob": 31.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.392969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.549668, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.411765, + "strategy_rank": 96.154432, + "rr": 2.41567, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.623505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036734, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.058824, + "strategy_rank": 95.863712, + "rr": 1.404597, + "primary_prob": 34.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.106895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.360519, + "hold30_r": 3.162513 + }, + { + "symbol": "DHI", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.470588, + "strategy_rank": 90.178708, + "rr": 1.046534, + "primary_prob": 30.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.569801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995086, + "hold30_r": 2.980748 + }, + { + "symbol": "DVA", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.823529, + "strategy_rank": 90.970837, + "rr": 2.482434, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 43, + "primary_distance_atr": 3.72365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.41982, + "hold30_r": 6.908739 + }, + { + "symbol": "DXCM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.941176, + "strategy_rank": 86.051781, + "rr": 1.17847, + "primary_prob": 29.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.767705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046556, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.823529, + "strategy_rank": 61.735626, + "rr": 1.413537, + "primary_prob": 35.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.120305, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.321863, + "hold30_r": 5.830087 + }, + { + "symbol": "EQT", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.294118, + "strategy_rank": 81.642502, + "rr": 1.692828, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.539241, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.139786, + "hold30_r": -1.090037 + }, + { + "symbol": "GOOG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.117647, + "strategy_rank": 77.544325, + "rr": 1.398669, + "primary_prob": 34.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.098004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061002, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.647059, + "strategy_rank": 77.074068, + "rr": 1.32296, + "primary_prob": 36.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.984441, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059436, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.176471, + "strategy_rank": 65.309445, + "rr": 1.274418, + "primary_prob": 26.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.911627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.1803, + "hold30_r": 10.209723 + }, + { + "symbol": "INTC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.352941, + "strategy_rank": 94.630157, + "rr": 1.211993, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.81799, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.171878, + "hold30_r": -0.168788 + }, + { + "symbol": "INTU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.117647, + "strategy_rank": 74.287987, + "rr": 1.436251, + "primary_prob": 35.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.154377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366541, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.882353, + "strategy_rank": 76.613422, + "rr": 1.019344, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.529016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.960356, + "hold30_r": 2.173628 + }, + { + "symbol": "JBL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.176471, + "strategy_rank": 95.003811, + "rr": 1.562896, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.344345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.508183, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.588235, + "strategy_rank": 80.276553, + "rr": 1.63717, + "primary_prob": 30.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.455755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586931, + "hold30_r": 4.29868 + }, + { + "symbol": "LII", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.764706, + "strategy_rank": 86.964872, + "rr": 0.701834, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.05275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65626, + "hold30_r": 3.201249 + }, + { + "symbol": "LIN", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.882353, + "strategy_rank": 60.583844, + "rr": 1.309193, + "primary_prob": 36.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.96379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.225793, + "hold30_r": 4.949054 + }, + { + "symbol": "LRCX", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.941176, + "strategy_rank": 85.286993, + "rr": 1.069918, + "primary_prob": 42.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.604878, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.020294, + "hold30_r": 3.921397 + }, + { + "symbol": "LULU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.705882, + "strategy_rank": 87.949047, + "rr": 0.780153, + "primary_prob": 39.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.170229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.722019, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.941176, + "strategy_rank": 98.765866, + "rr": 1.31656, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.97484, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2946, + "hold30_r": 23.58828 + }, + { + "symbol": "MU", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.235294, + "strategy_rank": 86.05203, + "rr": 1.328549, + "primary_prob": 23.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.992824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049996, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-02-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.352941, + "strategy_rank": 87.348467, + "rr": 2.157876, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 3.236813, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.107056, + "hold30_r": 2.880378 + }, + { + "symbol": "NRG", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.235294, + "strategy_rank": 76.35203, + "rr": 1.029272, + "primary_prob": 29.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.543908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062608, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.058824, + "strategy_rank": 77.463712, + "rr": 1.393268, + "primary_prob": 32.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 87, + "primary_distance_atr": 2.089902, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.306782, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.411765, + "strategy_rank": 91.779785, + "rr": 1.398911, + "primary_prob": 19.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.098367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.349621, + "hold30_r": 3.122196 + }, + { + "symbol": "PLTR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.882353, + "strategy_rank": 98.306379, + "rr": 1.568825, + "primary_prob": 34.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.353237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.541983, + "hold30_r": 0.506128 + }, + { + "symbol": "PWR", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.882353, + "strategy_rank": 83.357084, + "rr": 0.930609, + "primary_prob": 47.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.395914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.874266, + "hold30_r": 6.392232 + }, + { + "symbol": "RCL", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.823529, + "strategy_rank": 92.318724, + "rr": 1.141281, + "primary_prob": 27.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.711921, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041061, + "hold30_r": -1.0 + }, + { + "symbol": "ROP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.941176, + "strategy_rank": 57.081359, + "rr": 0.677078, + "primary_prob": 56.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.015617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084069, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.647059, + "strategy_rank": 76.343082, + "rr": 1.190824, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.786236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.130972, + "hold30_r": 6.679411 + }, + { + "symbol": "TAP", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.235294, + "strategy_rank": 63.268931, + "rr": 1.095758, + "primary_prob": 32.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.643637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027829, + "hold30_r": 4.173775 + }, + { + "symbol": "TTD", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.470588, + "strategy_rank": 84.991384, + "rr": 1.315961, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 56.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.973941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279814, + "hold30_r": 4.014594 + }, + { + "symbol": "TTWO", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.411765, + "strategy_rank": 76.374151, + "rr": 1.845501, + "primary_prob": 30.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.768251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.583152, + "hold30_r": -3.502243 + }, + { + "symbol": "VRTX", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.647059, + "strategy_rank": 83.131814, + "rr": 1.587164, + "primary_prob": 16.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.380746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.059074, + "hold30_r": -0.237521 + }, + { + "symbol": "WDAY", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117647, + "strategy_rank": 86.806297, + "rr": 1.058126, + "primary_prob": 42.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.587189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988218, + "hold30_r": -1.83068 + }, + { + "symbol": "WSM", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.823529, + "strategy_rank": 92.300414, + "rr": 1.818881, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.728322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.768216, + "hold30_r": 13.265294 + }, + { + "symbol": "WST", + "date": "2024-02-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.294118, + "strategy_rank": 79.239685, + "rr": 1.999401, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.999101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057534, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-02-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.397196, + "strategy_rank": 80.931884, + "rr": 0.776866, + "primary_prob": 53.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.1653, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.724084, + "hold30_r": 11.756574 + }, + { + "symbol": "ADBE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.406542, + "strategy_rank": 84.649614, + "rr": 0.949952, + "primary_prob": 37.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 46, + "primary_distance_atr": 1.424928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055935, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.331776, + "strategy_rank": 75.012663, + "rr": 1.372138, + "primary_prob": 23.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.058207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.3013, + "hold30_r": 3.393849 + }, + { + "symbol": "AKAM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.135514, + "strategy_rank": 65.646608, + "rr": 1.076775, + "primary_prob": 34.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.615162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059876, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.565421, + "strategy_rank": 71.434955, + "rr": 0.967264, + "primary_prob": 31.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.450896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.099935, + "hold30_r": -1.044687 + }, + { + "symbol": "AMZN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.873832, + "strategy_rank": 86.759934, + "rr": 1.659171, + "primary_prob": 31.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.488756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.600245, + "hold30_r": 1.619796 + }, + { + "symbol": "ANET", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.780374, + "strategy_rank": 95.089618, + "rr": 1.621818, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.432727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.58231, + "hold30_r": 1.808232 + }, + { + "symbol": "APP", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.415888, + "strategy_rank": 98.367345, + "rr": 2.581053, + "primary_prob": 21.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 3.871579, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.549728, + "hold30_r": 7.468672 + }, + { + "symbol": "BR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.303738, + "strategy_rank": 64.716113, + "rr": 0.782966, + "primary_prob": 41.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.174449, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704257, + "hold30_r": 1.680588 + }, + { + "symbol": "CAH", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.771028, + "strategy_rank": 73.81944, + "rr": 0.793519, + "primary_prob": 40.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.190279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737504, + "hold30_r": 2.258466 + }, + { + "symbol": "CCL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.03271, + "strategy_rank": 88.99982, + "rr": 1.55382, + "primary_prob": 20.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 27, + "primary_distance_atr": 2.33073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.522012, + "hold30_r": 1.114409 + }, + { + "symbol": "CDNS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.35514, + "strategy_rank": 81.780766, + "rr": 0.853521, + "primary_prob": 49.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.280281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04948, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.345794, + "strategy_rank": 64.881217, + "rr": 0.836125, + "primary_prob": 50.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 79.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.254187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.760114, + "hold30_r": 2.864139 + }, + { + "symbol": "CMG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.457944, + "strategy_rank": 72.973008, + "rr": 0.894233, + "primary_prob": 47.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.34135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.825086, + "hold30_r": 3.787279 + }, + { + "symbol": "COIN", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.182243, + "strategy_rank": 99.07792, + "rr": 2.05202, + "primary_prob": 27.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.07803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.031066, + "hold30_r": 6.842398 + }, + { + "symbol": "COR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.626168, + "strategy_rank": 67.601954, + "rr": 0.778054, + "primary_prob": 37.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.167081, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.699697, + "hold30_r": 1.930332 + }, + { + "symbol": "CPAY", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.630841, + "strategy_rank": 77.284246, + "rr": 0.832506, + "primary_prob": 37.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.248758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.782122, + "hold30_r": 3.344339 + }, + { + "symbol": "CPRT", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.668224, + "strategy_rank": 72.697128, + "rr": 1.262114, + "primary_prob": 24.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.893171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.187291, + "hold30_r": 6.612701 + }, + { + "symbol": "CRM", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 95.093458, + "strategy_rank": 83.838148, + "rr": 2.066202, + "primary_prob": 25.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.099303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.110839, + "hold30_r": -1.044326 + }, + { + "symbol": "CVNA", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.883178, + "strategy_rank": 99.883259, + "rr": 2.717126, + "primary_prob": 17.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.075688, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019981, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.378505, + "strategy_rank": 95.192226, + "rr": 2.531332, + "primary_prob": 20.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.796999, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.616599, + "hold30_r": -1.570241 + }, + { + "symbol": "DDOG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.392523, + "strategy_rank": 95.375466, + "rr": 1.385176, + "primary_prob": 38.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.077764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032378, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.845794, + "strategy_rank": 95.694154, + "rr": 1.112219, + "primary_prob": 41.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.668328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.063026, + "hold30_r": 2.702373 + }, + { + "symbol": "DHI", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.042056, + "strategy_rank": 90.165104, + "rr": 0.844089, + "primary_prob": 37.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.266134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.795202, + "hold30_r": 3.200363 + }, + { + "symbol": "DPZ", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.841121, + "strategy_rank": 69.316058, + "rr": 0.765783, + "primary_prob": 40.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.148675, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.695638, + "hold30_r": 5.982037 + }, + { + "symbol": "DVA", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.266355, + "strategy_rank": 88.743791, + "rr": 2.140142, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 3.210214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.093355, + "hold30_r": 2.775171 + }, + { + "symbol": "ECL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.317757, + "strategy_rank": 70.808444, + "rr": 1.408357, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.112535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.336235, + "hold30_r": 2.315184 + }, + { + "symbol": "EXPE", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.294393, + "strategy_rank": 86.907473, + "rr": 1.315847, + "primary_prob": 27.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.97377, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.029937, + "hold30_r": 0.325306 + }, + { + "symbol": "GOOG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.107477, + "strategy_rank": 83.811597, + "rr": 1.39119, + "primary_prob": 20.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.086786, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065335, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.640187, + "strategy_rank": 83.414564, + "rr": 1.32013, + "primary_prob": 21.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.980195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063385, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.542056, + "strategy_rank": 65.191327, + "rr": 0.800656, + "primary_prob": 40.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.200984, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.711114, + "hold30_r": 9.491525 + }, + { + "symbol": "GWW", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.074766, + "strategy_rank": 65.3887, + "rr": 0.72182, + "primary_prob": 54.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.082729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.653154, + "hold30_r": 2.65022 + }, + { + "symbol": "IBM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.775701, + "strategy_rank": 64.445788, + "rr": 1.467048, + "primary_prob": 33.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.200572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.391765, + "hold30_r": 1.515338 + }, + { + "symbol": "INTC", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.028037, + "strategy_rank": 94.492353, + "rr": 1.399433, + "primary_prob": 25.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 41, + "primary_distance_atr": 2.099149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043596, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.850467, + "strategy_rank": 74.78204, + "rr": 1.56542, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.348129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065485, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.060748, + "strategy_rank": 77.792873, + "rr": 1.045337, + "primary_prob": 30.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.568006, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.985205, + "hold30_r": 1.791831 + }, + { + "symbol": "LIN", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.140187, + "strategy_rank": 57.811418, + "rr": 1.235027, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.85254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145288, + "hold30_r": 4.92445 + }, + { + "symbol": "LULU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.172897, + "strategy_rank": 86.793755, + "rr": 1.359462, + "primary_prob": 22.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.039194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0555, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.813084, + "strategy_rank": 70.76776, + "rr": 0.84612, + "primary_prob": 35.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.26918, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780776, + "hold30_r": 2.348483 + }, + { + "symbol": "MSTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.714953, + "strategy_rank": 98.820747, + "rr": 1.540079, + "primary_prob": 31.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.310119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023129, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485981, + "strategy_rank": 84.248579, + "rr": 1.566181, + "primary_prob": 20.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.349271, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.518409, + "hold30_r": 10.525855 + }, + { + "symbol": "NFLX", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.799065, + "strategy_rank": 87.822283, + "rr": 2.538157, + "primary_prob": 20.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.807235, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.484112, + "hold30_r": 1.306092 + }, + { + "symbol": "NRG", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.939252, + "strategy_rank": 74.777057, + "rr": 0.867181, + "primary_prob": 35.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.300771, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.803452, + "hold30_r": 9.566654 + }, + { + "symbol": "NTAP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.593458, + "strategy_rank": 76.241994, + "rr": 0.979407, + "primary_prob": 43.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 67.0, + "primary_rejection_count": 89, + "primary_distance_atr": 1.46911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.144762, + "hold30_r": -1.069381 + }, + { + "symbol": "NWS", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.827103, + "strategy_rank": 71.125825, + "rr": 0.692748, + "primary_prob": 55.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.039122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637087, + "hold30_r": -0.153421 + }, + { + "symbol": "PHM", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.079439, + "strategy_rank": 91.766796, + "rr": 1.171691, + "primary_prob": 24.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.757537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.123391, + "hold30_r": 3.907886 + }, + { + "symbol": "PLTR", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.481308, + "strategy_rank": 98.727126, + "rr": 1.75492, + "primary_prob": 28.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.632379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025162, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.67757, + "strategy_rank": 91.799474, + "rr": 0.74621, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.119316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.705778, + "hold30_r": 3.879254 + }, + { + "symbol": "ROP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.359813, + "strategy_rank": 58.106415, + "rr": 1.192379, + "primary_prob": 24.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.788569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11071, + "hold30_r": 1.442032 + }, + { + "symbol": "SW", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.607477, + "strategy_rank": 77.36929, + "rr": 2.163786, + "primary_prob": 27.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 3.245679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.103893, + "hold30_r": 4.799044 + }, + { + "symbol": "TAP", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.864486, + "strategy_rank": 66.713532, + "rr": 1.525048, + "primary_prob": 21.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.287572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463827, + "hold30_r": 2.894652 + }, + { + "symbol": "TTWO", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.588785, + "strategy_rank": 80.615646, + "rr": 0.974968, + "primary_prob": 39.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 64, + "primary_distance_atr": 1.462452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05316, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.859813, + "strategy_rank": 85.422848, + "rr": 0.780515, + "primary_prob": 38.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.170773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.716037, + "hold30_r": 0.010029 + }, + { + "symbol": "WST", + "date": "2024-02-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.878505, + "strategy_rank": 76.966702, + "rr": 2.465961, + "primary_prob": 24.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 36, + "primary_distance_atr": 3.698942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -5.220081, + "hold30_r": -5.160013 + }, + { + "symbol": "ACN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.076923, + "strategy_rank": 61.943693, + "rr": 0.729273, + "primary_prob": 39.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.093909, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.649416, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.47929, + "strategy_rank": 85.889104, + "rr": 0.941609, + "primary_prob": 35.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.412414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.899263, + "hold30_r": -1.493936 + }, + { + "symbol": "AIZ", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.627219, + "strategy_rank": 74.487932, + "rr": 1.186504, + "primary_prob": 43.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.779757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.109324, + "hold30_r": 0.519729 + }, + { + "symbol": "AJG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378698, + "strategy_rank": 63.315384, + "rr": 1.033311, + "primary_prob": 44.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.549966, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.953914, + "hold30_r": -0.110332 + }, + { + "symbol": "AKAM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.739645, + "strategy_rank": 70.665921, + "rr": 1.651238, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 71, + "primary_distance_atr": 2.476857, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.593591, + "hold30_r": -0.191346 + }, + { + "symbol": "AMGN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.218935, + "strategy_rank": 71.572735, + "rr": 0.890896, + "primary_prob": 33.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.336344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059829, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.071006, + "strategy_rank": 86.09079, + "rr": 1.931324, + "primary_prob": 26.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.896986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.872117, + "hold30_r": 1.778795 + }, + { + "symbol": "ANET", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.04142, + "strategy_rank": 94.882949, + "rr": 1.391325, + "primary_prob": 19.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.086988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.351402, + "hold30_r": 2.142008 + }, + { + "symbol": "APP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.408284, + "strategy_rank": 99.160769, + "rr": 1.70969, + "primary_prob": 31.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.564535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.683299, + "hold30_r": 3.880004 + }, + { + "symbol": "ARES", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.313609, + "strategy_rank": 76.206185, + "rr": 0.719158, + "primary_prob": 54.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.078737, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662017, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.887574, + "strategy_rank": 64.825552, + "rr": 1.7861, + "primary_prob": 13.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.679149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.084704, + "hold30_r": 0.616715 + }, + { + "symbol": "CAH", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.349112, + "strategy_rank": 70.336586, + "rr": 0.784669, + "primary_prob": 51.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.177004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.720274, + "hold30_r": 0.832357 + }, + { + "symbol": "CHD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.142012, + "strategy_rank": 63.822667, + "rr": 1.187485, + "primary_prob": 48.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.781228, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.108762, + "hold30_r": 0.93229 + }, + { + "symbol": "CMG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.964497, + "strategy_rank": 73.319422, + "rr": 0.860498, + "primary_prob": 48.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.290747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.785464, + "hold30_r": 3.969444 + }, + { + "symbol": "COIN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.869822, + "strategy_rank": 98.225523, + "rr": 1.170155, + "primary_prob": 42.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.755233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.151, + "hold30_r": 3.922129 + }, + { + "symbol": "CPAY", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.591716, + "strategy_rank": 72.884095, + "rr": 1.29443, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.941645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.2368, + "hold30_r": 3.172663 + }, + { + "symbol": "CPRT", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.91716, + "strategy_rank": 70.519816, + "rr": 1.126949, + "primary_prob": 27.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.690424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.051217, + "hold30_r": 5.471893 + }, + { + "symbol": "CRM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.502959, + "strategy_rank": 83.746994, + "rr": 1.450214, + "primary_prob": 35.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.175321, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.386959, + "hold30_r": 0.889636 + }, + { + "symbol": "CRWD", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.053254, + "strategy_rank": 96.680844, + "rr": 0.982862, + "primary_prob": 30.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.474292, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.954286, + "hold30_r": 0.210928 + }, + { + "symbol": "CVNA", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.763314, + "strategy_rank": 99.763481, + "rr": 2.888509, + "primary_prob": 16.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.332764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.870138, + "hold30_r": 5.513191 + }, + { + "symbol": "DASH", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.266272, + "strategy_rank": 94.6675, + "rr": 1.53135, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.297025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499585, + "hold30_r": 2.374318 + }, + { + "symbol": "DDOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.029586, + "strategy_rank": 95.847747, + "rr": 1.189727, + "primary_prob": 29.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.78459, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031958, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.727811, + "strategy_rank": 88.59648, + "rr": 0.960516, + "primary_prob": 33.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.440773, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.908833, + "hold30_r": 2.384196 + }, + { + "symbol": "DVA", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.550296, + "strategy_rank": 85.970449, + "rr": 1.506622, + "primary_prob": 35.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.259933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.461853, + "hold30_r": 1.956605 + }, + { + "symbol": "GOOG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.307692, + "strategy_rank": 83.245845, + "rr": 1.005307, + "primary_prob": 32.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.507961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064948, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.715976, + "strategy_rank": 82.760806, + "rr": 0.962364, + "primary_prob": 34.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.443545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06293, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.733728, + "strategy_rank": 73.941709, + "rr": 1.519829, + "primary_prob": 32.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.279743, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.456726, + "hold30_r": 3.2013 + }, + { + "symbol": "IBM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.982249, + "strategy_rank": 69.069392, + "rr": 1.965193, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.94779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.897092, + "hold30_r": 0.911292 + }, + { + "symbol": "INTC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.804734, + "strategy_rank": 94.575592, + "rr": 1.111577, + "primary_prob": 29.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.667366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.071514, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.704142, + "strategy_rank": 76.216748, + "rr": 1.47543, + "primary_prob": 18.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.213146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063388, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.905325, + "strategy_rank": 78.4976, + "rr": 0.819857, + "primary_prob": 37.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.229785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.758104, + "hold30_r": 1.150728 + }, + { + "symbol": "LULU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.295858, + "strategy_rank": 85.450312, + "rr": 0.90069, + "primary_prob": 35.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.351035, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.845188, + "hold30_r": -2.377905 + }, + { + "symbol": "MSTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.568047, + "strategy_rank": 97.243442, + "rr": 1.150663, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.725994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.130971, + "hold30_r": 10.01981 + }, + { + "symbol": "MU", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.059172, + "strategy_rank": 85.638823, + "rr": 1.086155, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.629233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036869, + "hold30_r": 10.805617 + }, + { + "symbol": "NFLX", + "date": "2024-02-22", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.573964, + "strategy_rank": 87.972377, + "rr": 2.068771, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.103157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.014916, + "hold30_r": 2.182567 + }, + { + "symbol": "NOW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.491124, + "strategy_rank": 82.267872, + "rr": 1.087904, + "primary_prob": 27.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.631856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049019, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.899408, + "strategy_rank": 74.309397, + "rr": 1.096779, + "primary_prob": 27.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.645168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.02551, + "hold30_r": 14.348513 + }, + { + "symbol": "NTAP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.721893, + "strategy_rank": 76.075337, + "rr": 1.657882, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 66.0, + "primary_rejection_count": 89, + "primary_distance_atr": 2.486823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.586755, + "hold30_r": 7.862591 + }, + { + "symbol": "NWS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.130178, + "strategy_rank": 69.958657, + "rr": 1.094296, + "primary_prob": 41.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.641444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063936, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.698225, + "strategy_rank": 98.16786, + "rr": 1.118039, + "primary_prob": 27.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.677058, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.096705, + "hold30_r": 0.047794 + }, + { + "symbol": "PHM", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.633136, + "strategy_rank": 91.25937, + "rr": 0.98175, + "primary_prob": 29.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.472625, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.932544, + "hold30_r": 2.742817 + }, + { + "symbol": "PLTR", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.213018, + "strategy_rank": 97.136598, + "rr": 0.824398, + "primary_prob": 39.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.236597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.800031, + "hold30_r": -0.32538 + }, + { + "symbol": "PTC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.485207, + "strategy_rank": 64.292183, + "rr": 0.684235, + "primary_prob": 41.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.026352, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.613734, + "hold30_r": 1.15942 + }, + { + "symbol": "RCL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.674556, + "strategy_rank": 91.313512, + "rr": 1.442122, + "primary_prob": 18.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.163184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.401223, + "hold30_r": 2.24586 + }, + { + "symbol": "ROL", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.656805, + "strategy_rank": 72.212892, + "rr": 1.565649, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.348474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.499158, + "hold30_r": 2.813543 + }, + { + "symbol": "SHW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.065089, + "strategy_rank": 64.041902, + "rr": 1.725432, + "primary_prob": 30.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.588148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.644472, + "hold30_r": 1.417849 + }, + { + "symbol": "SNPS", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.532544, + "strategy_rank": 84.801352, + "rr": 1.253583, + "primary_prob": 37.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.880374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037228, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.236686, + "strategy_rank": 79.542304, + "rr": 0.966963, + "primary_prob": 34.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.450445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915768, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.893491, + "strategy_rank": 77.514346, + "rr": 1.405801, + "primary_prob": 39.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 34, + "primary_distance_atr": 2.108701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.335586, + "hold30_r": 3.962927 + }, + { + "symbol": "TTWO", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.402367, + "strategy_rank": 77.784845, + "rr": 1.643076, + "primary_prob": 24.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.464615, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05571, + "hold30_r": -1.0 + }, + { + "symbol": "UNP", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 57.416765, + "rr": 1.34868, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.023021, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088874, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.12426, + "strategy_rank": 66.124645, + "rr": 1.471222, + "primary_prob": 19.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.206834, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073782, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.319527, + "strategy_rank": 84.831225, + "rr": 1.135516, + "primary_prob": 26.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.703275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065405, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-02-22", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.680473, + "strategy_rank": 86.080227, + "rr": 1.160642, + "primary_prob": 32.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 51, + "primary_distance_atr": 1.740963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.112099, + "hold30_r": 7.586552 + }, + { + "symbol": "ACN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.333333, + "strategy_rank": 62.003167, + "rr": 1.369831, + "primary_prob": 20.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.054747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.284553, + "hold30_r": -1.227594 + }, + { + "symbol": "ADBE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.238095, + "strategy_rank": 88.115598, + "rr": 0.935228, + "primary_prob": 36.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.402842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888521, + "hold30_r": -2.527599 + }, + { + "symbol": "AIZ", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.97619, + "strategy_rank": 75.193785, + "rr": 1.350499, + "primary_prob": 37.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.025748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0824, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.547619, + "strategy_rank": 71.71635, + "rr": 1.48009, + "primary_prob": 27.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 65, + "primary_distance_atr": 2.220135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064596, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.809524, + "strategy_rank": 73.247427, + "rr": 0.716508, + "primary_prob": 43.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.074763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658245, + "hold30_r": -0.696827 + }, + { + "symbol": "AMZN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.428571, + "strategy_rank": 85.591449, + "rr": 1.759671, + "primary_prob": 29.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.639506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067548, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.857143, + "strategy_rank": 95.043943, + "rr": 0.798778, + "primary_prob": 51.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.198166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.754136, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.285714, + "strategy_rank": 99.072447, + "rr": 2.568118, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 25, + "primary_distance_atr": 3.852177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.540019, + "hold30_r": 3.728798 + }, + { + "symbol": "ARES", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.404762, + "strategy_rank": 76.506136, + "rr": 1.088158, + "primary_prob": 42.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.632236, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026635, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.738095, + "strategy_rank": 75.054434, + "rr": 1.144268, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.716402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095143, + "hold30_r": 0.446108 + }, + { + "symbol": "BR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 64.687253, + "rr": 1.061261, + "primary_prob": 28.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.591891, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092176, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 56.0, + "rr": 1.762271, + "primary_prob": 27.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.643407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088274, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.642857, + "strategy_rank": 69.100356, + "rr": 0.835911, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.253867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069471, + "hold30_r": -1.0 + }, + { + "symbol": "CHD", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.761905, + "strategy_rank": 64.214568, + "rr": 1.112506, + "primary_prob": 35.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.668759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.024316, + "hold30_r": 0.422805 + }, + { + "symbol": "COIN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.5, + "strategy_rank": 97.893705, + "rr": 1.87081, + "primary_prob": 30.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.806215, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.851197, + "hold30_r": 2.032494 + }, + { + "symbol": "CVNA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.642857, + "strategy_rank": 99.643112, + "rr": 1.274672, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.912007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.257969, + "hold30_r": -0.104459 + }, + { + "symbol": "DASH", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.47619, + "strategy_rank": 94.766825, + "rr": 1.262134, + "primary_prob": 38.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.893201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.22534, + "hold30_r": 2.039535 + }, + { + "symbol": "DDOG", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.5, + "strategy_rank": 94.001781, + "rr": 2.239916, + "primary_prob": 25.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.359873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036043, + "hold30_r": -1.0 + }, + { + "symbol": "DHI", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.952381, + "strategy_rank": 86.683294, + "rr": 1.203524, + "primary_prob": 39.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.805286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.143752, + "hold30_r": 0.453964 + }, + { + "symbol": "DLR", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.904762, + "strategy_rank": 77.214568, + "rr": 1.626415, + "primary_prob": 37.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.439622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045024, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.904762, + "strategy_rank": 79.119557, + "rr": 1.82082, + "primary_prob": 30.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.73123, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.761787, + "hold30_r": 3.091558 + }, + { + "symbol": "DVA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 87.505938, + "rr": 1.542545, + "primary_prob": 31.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.313817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49187, + "hold30_r": 0.688458 + }, + { + "symbol": "FICO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.309524, + "strategy_rank": 87.369161, + "rr": 0.990476, + "primary_prob": 45.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.485714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929971, + "hold30_r": -1.0 + }, + { + "symbol": "GOOG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.095238, + "strategy_rank": 84.157165, + "rr": 1.420343, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.130515, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06155, + "hold30_r": -1.0 + }, + { + "symbol": "GOOGL", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.738095, + "strategy_rank": 83.835907, + "rr": 1.405564, + "primary_prob": 26.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 53, + "primary_distance_atr": 2.108346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059743, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 72.005146, + "rr": 1.202627, + "primary_prob": 23.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.803941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124474, + "hold30_r": -0.582887 + }, + { + "symbol": "INTC", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.285714, + "strategy_rank": 92.615202, + "rr": 1.219448, + "primary_prob": 26.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.829172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.174094, + "hold30_r": -1.1378 + }, + { + "symbol": "INTU", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.309524, + "strategy_rank": 70.927356, + "rr": 2.1611, + "primary_prob": 22.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.241651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064338, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.928571, + "strategy_rank": 89.059976, + "rr": 0.893622, + "primary_prob": 48.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.340433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.842663, + "hold30_r": -0.068966 + }, + { + "symbol": "LULU", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.404762, + "strategy_rank": 83.747229, + "rr": 1.837139, + "primary_prob": 27.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.755709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058307, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.666667, + "strategy_rank": 83.148852, + "rr": 1.70496, + "primary_prob": 29.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.55744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.658071, + "hold30_r": 8.256359 + }, + { + "symbol": "NFLX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.714286, + "strategy_rank": 93.223278, + "rr": 1.50084, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.25126, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.442108, + "hold30_r": 0.96929 + }, + { + "symbol": "NOW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.690476, + "strategy_rank": 81.331552, + "rr": 1.064023, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.596034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051308, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.928571, + "strategy_rank": 76.671615, + "rr": 1.216397, + "primary_prob": 45.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.824596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140523, + "hold30_r": 5.401954 + }, + { + "symbol": "NWS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.380952, + "strategy_rank": 73.280681, + "rr": 0.780754, + "primary_prob": 51.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.171132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07461, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.357143, + "strategy_rank": 71.757126, + "rr": 1.025781, + "primary_prob": 43.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.538671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069646, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.904762, + "strategy_rank": 97.013856, + "rr": 0.949276, + "primary_prob": 31.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.423914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024028, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.071429, + "strategy_rank": 96.964964, + "rr": 2.042787, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.064181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028277, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.238095, + "strategy_rank": 76.527712, + "rr": 1.109186, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.66378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050618, + "hold30_r": 4.105662 + }, + { + "symbol": "RCL", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.452381, + "strategy_rank": 89.929731, + "rr": 1.370937, + "primary_prob": 20.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.056405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.327869, + "hold30_r": 0.754164 + }, + { + "symbol": "REGN", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.0, + "strategy_rank": 61.210214, + "rr": 0.758737, + "primary_prob": 38.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.138105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687433, + "hold30_r": -1.0 + }, + { + "symbol": "ROP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.142857, + "strategy_rank": 58.105701, + "rr": 1.040978, + "primary_prob": 28.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.561468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.952363, + "hold30_r": -0.723913 + }, + { + "symbol": "RSG", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.642857, + "strategy_rank": 62.821259, + "rr": 1.735929, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.603893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.642853, + "hold30_r": 1.069668 + }, + { + "symbol": "SHW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 63.436263, + "rr": 1.395391, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.093086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.30456, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.880952, + "strategy_rank": 99.881037, + "rr": 1.053907, + "primary_prob": 28.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.58086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.040224, + "hold30_r": 0.255927 + }, + { + "symbol": "SNPS", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.071429, + "strategy_rank": 81.235748, + "rr": 1.758332, + "primary_prob": 28.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.637499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043585, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.714286, + "strategy_rank": 79.872922, + "rr": 1.545755, + "primary_prob": 32.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.318632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.491631, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.666667, + "strategy_rank": 77.475455, + "rr": 1.484083, + "primary_prob": 39.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.226124, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074414, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.238095, + "strategy_rank": 61.938638, + "rr": 1.236923, + "primary_prob": 27.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.855385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.16272, + "hold30_r": 2.330005 + }, + { + "symbol": "TTWO", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.571429, + "strategy_rank": 76.465558, + "rr": 0.793915, + "primary_prob": 42.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 41, + "primary_distance_atr": 1.190873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059524, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.142857, + "strategy_rank": 67.065321, + "rr": 1.301796, + "primary_prob": 22.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.952693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081988, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.928571, + "strategy_rank": 84.526722, + "rr": 1.643832, + "primary_prob": 15.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.465749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066314, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.880952, + "strategy_rank": 84.22308, + "rr": 1.141002, + "primary_prob": 26.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.711503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.537866, + "hold30_r": -1.482091 + }, + { + "symbol": "WDC", + "date": "2024-02-29", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.904762, + "strategy_rank": 86.664687, + "rr": 2.31569, + "primary_prob": 24.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 21, + "primary_distance_atr": 3.473535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.263292, + "hold30_r": 5.544175 + }, + { + "symbol": "WRB", + "date": "2024-02-29", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.190476, + "strategy_rank": 65.633808, + "rr": 0.867306, + "primary_prob": 34.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.300959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.784448, + "hold30_r": -0.713649 + }, + { + "symbol": "ACN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.374541, + "strategy_rank": 62.021153, + "rr": 1.841746, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.762618, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.410835, + "hold30_r": -1.328773 + }, + { + "symbol": "ADBE", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.166463, + "strategy_rank": 86.238136, + "rr": 1.0982, + "primary_prob": 31.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.6473, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05242, + "hold30_r": -2.321776 + }, + { + "symbol": "AIZ", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.676867, + "strategy_rank": 77.39725, + "rr": 0.933324, + "primary_prob": 36.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.399986, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.849963, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.838433, + "strategy_rank": 71.665658, + "rr": 0.942704, + "primary_prob": 40.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 65, + "primary_distance_atr": 1.414056, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067044, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.129743, + "strategy_rank": 62.619025, + "rr": 0.729748, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.094621, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.652912, + "hold30_r": 4.002649 + }, + { + "symbol": "AMGN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.064871, + "strategy_rank": 74.661161, + "rr": 1.502165, + "primary_prob": 22.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.253247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.444674, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.492044, + "strategy_rank": 87.316592, + "rr": 0.722259, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.083388, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06742, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.388005, + "strategy_rank": 99.095413, + "rr": 1.920461, + "primary_prob": 29.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.880692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032594, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.598531, + "strategy_rank": 75.002488, + "rr": 1.225515, + "primary_prob": 23.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.838272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.169654, + "hold30_r": -0.505963 + }, + { + "symbol": "BR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.616891, + "strategy_rank": 63.680175, + "rr": 0.726672, + "primary_prob": 54.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.090009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088423, + "hold30_r": -1.0 + }, + { + "symbol": "BRK-B", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.416157, + "strategy_rank": 56.29131, + "rr": 0.696177, + "primary_prob": 41.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.044266, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.607823, + "hold30_r": 0.295325 + }, + { + "symbol": "CBOE", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 70.95664, + "rr": 1.266557, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.899835, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057829, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.062424, + "strategy_rank": 97.687286, + "rr": 0.718797, + "primary_prob": 58.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.078195, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697838, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.840881, + "strategy_rank": 80.983855, + "rr": 0.997066, + "primary_prob": 29.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.495599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.743567, + "hold30_r": -1.69106 + }, + { + "symbol": "CRWD", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.77601, + "strategy_rank": 96.432584, + "rr": 1.106628, + "primary_prob": 41.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.659942, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025601, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.755202, + "strategy_rank": 99.755381, + "rr": 0.925624, + "primary_prob": 46.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.388436, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907449, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.104039, + "strategy_rank": 94.484915, + "rr": 1.629439, + "primary_prob": 30.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.444158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040529, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.736842, + "strategy_rank": 95.436669, + "rr": 1.502204, + "primary_prob": 24.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.253306, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.033335, + "hold30_r": -0.379759 + }, + { + "symbol": "DELL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.531212, + "strategy_rank": 98.275878, + "rr": 0.985274, + "primary_prob": 44.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.477911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029294, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.741738, + "strategy_rank": 77.992477, + "rr": 1.679306, + "primary_prob": 31.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.518959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048327, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.903305, + "strategy_rank": 74.531947, + "rr": 1.098589, + "primary_prob": 44.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.647883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.031038, + "hold30_r": 1.976528 + }, + { + "symbol": "GOOG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.760098, + "strategy_rank": 80.296537, + "rr": 1.603804, + "primary_prob": 25.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.405706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.545213, + "hold30_r": 4.436357 + }, + { + "symbol": "GOOGL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5153, + "strategy_rank": 80.198439, + "rr": 1.503998, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 69, + "primary_distance_atr": 2.255996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.446849, + "hold30_r": 4.19112 + }, + { + "symbol": "INTC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.247246, + "strategy_rank": 92.822889, + "rr": 1.784091, + "primary_prob": 32.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.676137, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039198, + "hold30_r": -1.0 + }, + { + "symbol": "INTU", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.822521, + "strategy_rank": 71.976498, + "rr": 0.940236, + "primary_prob": 33.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.410353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060055, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.127295, + "strategy_rank": 82.275187, + "rr": 0.692108, + "primary_prob": 40.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.038162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63373, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.148103, + "strategy_rank": 80.783892, + "rr": 0.822103, + "primary_prob": 39.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.233155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763161, + "hold30_r": -2.644316 + }, + { + "symbol": "NFLX", + "date": "2024-03-07", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.20563, + "strategy_rank": 93.571047, + "rr": 2.389557, + "primary_prob": 22.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.584336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.916936, + "hold30_r": -1.861147 + }, + { + "symbol": "NOW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.145655, + "strategy_rank": 81.905255, + "rr": 1.084418, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.626627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037149, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.332925, + "strategy_rank": 85.370044, + "rr": 0.883129, + "primary_prob": 48.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.324694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83876, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.228886, + "strategy_rank": 75.207473, + "rr": 1.833904, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.750856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073072, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.658507, + "strategy_rank": 73.115167, + "rr": 1.16288, + "primary_prob": 39.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.74432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.093424, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.695226, + "strategy_rank": 96.880798, + "rr": 0.910672, + "primary_prob": 34.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.366008, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.02321, + "hold30_r": -0.355674 + }, + { + "symbol": "PLTR", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.286414, + "strategy_rank": 98.470819, + "rr": 1.142792, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.714187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026954, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.820073, + "strategy_rank": 87.749876, + "rr": 1.224876, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.837315, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.180425, + "hold30_r": 0.868656 + }, + { + "symbol": "ROP", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.04896, + "strategy_rank": 56.730242, + "rr": 0.865153, + "primary_prob": 34.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.297729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.780812, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.30967, + "strategy_rank": 63.990029, + "rr": 1.757492, + "primary_prob": 28.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.636237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.657196, + "hold30_r": 1.569846 + }, + { + "symbol": "SHW", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.27295, + "strategy_rank": 63.960662, + "rr": 0.688879, + "primary_prob": 56.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.033319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086069, + "hold30_r": -1.0 + }, + { + "symbol": "SNPS", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.29131, + "strategy_rank": 82.308679, + "rr": 1.355226, + "primary_prob": 35.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.032839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043117, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.884945, + "strategy_rank": 79.956824, + "rr": 1.821241, + "primary_prob": 30.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.731861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042368, + "hold30_r": -1.0 + }, + { + "symbol": "TTWO", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.067319, + "strategy_rank": 74.895109, + "rr": 1.141623, + "primary_prob": 31.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.712434, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.084923, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.53366, + "strategy_rank": 83.564771, + "rr": 1.292953, + "primary_prob": 24.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.93943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060813, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.596083, + "strategy_rank": 85.024951, + "rr": 1.239188, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.858782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194224, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.330477, + "strategy_rank": 89.01888, + "rr": 1.713445, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.570168, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046983, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-03-13", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.540946, + "strategy_rank": 92.509732, + "rr": 0.783579, + "primary_prob": 37.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.175369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.74581, + "hold30_r": 2.266923 + }, + { + "symbol": "ACN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.430219, + "strategy_rank": 61.074801, + "rr": 0.864114, + "primary_prob": 34.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.29617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075914, + "hold30_r": -1.0 + }, + { + "symbol": "ADBE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.273356, + "strategy_rank": 83.998829, + "rr": 1.476479, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.214718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.170425, + "hold30_r": -3.120153 + }, + { + "symbol": "AIZ", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.310265, + "strategy_rank": 78.608325, + "rr": 1.881304, + "primary_prob": 28.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.821957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.792018, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.847751, + "strategy_rank": 71.719433, + "rr": 1.309286, + "primary_prob": 31.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.963929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074807, + "hold30_r": -1.005679 + }, + { + "symbol": "ALL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.735871, + "strategy_rank": 65.548251, + "rr": 0.909554, + "primary_prob": 32.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.364331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.829223, + "hold30_r": 2.693985 + }, + { + "symbol": "AMD", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.771626, + "strategy_rank": 94.190196, + "rr": 0.708434, + "primary_prob": 40.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.062651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028382, + "hold30_r": -1.00191 + }, + { + "symbol": "AMGN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.276817, + "strategy_rank": 66.826683, + "rr": 1.026525, + "primary_prob": 33.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.539787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964754, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.1188, + "strategy_rank": 84.116877, + "rr": 1.361489, + "primary_prob": 36.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.042234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.29407, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.002307, + "strategy_rank": 81.30219, + "rr": 0.905026, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.357538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844404, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.423299, + "strategy_rank": 99.147517, + "rr": 1.936493, + "primary_prob": 28.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.90474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.903627, + "hold30_r": 2.76445 + }, + { + "symbol": "ARES", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.618224, + "strategy_rank": 81.817797, + "rr": 1.115993, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.673989, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.050739, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.694348, + "strategy_rank": 91.625514, + "rr": 0.691153, + "primary_prob": 41.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.03673, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654811, + "hold30_r": 1.177546 + }, + { + "symbol": "BKNG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.813149, + "strategy_rank": 76.294751, + "rr": 1.080421, + "primary_prob": 27.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.620632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.016575, + "hold30_r": 0.086365 + }, + { + "symbol": "BLDR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.116494, + "strategy_rank": 95.323318, + "rr": 0.91877, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.378155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876608, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.582468, + "strategy_rank": 61.530282, + "rr": 1.833838, + "primary_prob": 12.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.750757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0858, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.079585, + "strategy_rank": 74.442246, + "rr": 1.17113, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.756696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.250366, + "hold30_r": -1.191244 + }, + { + "symbol": "CASY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.197232, + "strategy_rank": 68.667521, + "rr": 1.324156, + "primary_prob": 21.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.986234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.26733, + "hold30_r": 2.149675 + }, + { + "symbol": "CBOE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.925029, + "strategy_rank": 70.590213, + "rr": 0.969294, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.453941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.058792, + "hold30_r": -0.44306 + }, + { + "symbol": "CNC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.853518, + "strategy_rank": 64.054309, + "rr": 1.636852, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 45.0, + "primary_rejection_count": 61, + "primary_distance_atr": 2.455278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061909, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.923875, + "strategy_rank": 98.305056, + "rr": 1.635984, + "primary_prob": 31.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.453976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.617977, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.734717, + "strategy_rank": 70.719941, + "rr": 1.161942, + "primary_prob": 25.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.742913, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066855, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.236448, + "strategy_rank": 76.892211, + "rr": 0.975177, + "primary_prob": 45.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.462766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055886, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.385236, + "strategy_rank": 96.073348, + "rr": 0.672348, + "primary_prob": 41.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.008521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027696, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.769319, + "strategy_rank": 99.769479, + "rr": 1.211283, + "primary_prob": 38.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.816925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.194146, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.155709, + "strategy_rank": 94.572173, + "rr": 1.796294, + "primary_prob": 28.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.69444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041918, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.655133, + "strategy_rank": 96.62292, + "rr": 1.639344, + "primary_prob": 21.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.459016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.035537, + "hold30_r": 1.274863 + }, + { + "symbol": "DELL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.154556, + "strategy_rank": 98.121308, + "rr": 0.922631, + "primary_prob": 32.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.383946, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896198, + "hold30_r": 2.310581 + }, + { + "symbol": "DHI", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.929642, + "strategy_rank": 80.110589, + "rr": 0.913903, + "primary_prob": 33.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.370855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860429, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.005767, + "strategy_rank": 73.55467, + "rr": 1.442714, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.164071, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.372613, + "hold30_r": 4.377607 + }, + { + "symbol": "ECL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.967705, + "strategy_rank": 67.235391, + "rr": 1.344319, + "primary_prob": 25.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.016479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.243711, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.38639, + "strategy_rank": 89.244581, + "rr": 1.167095, + "primary_prob": 27.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.750642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.128157, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.196078, + "strategy_rank": 90.409982, + "rr": 1.415456, + "primary_prob": 34.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.123185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.373593, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.465975, + "strategy_rank": 72.041257, + "rr": 1.061669, + "primary_prob": 42.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.592504, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004236, + "hold30_r": -4.515396 + }, + { + "symbol": "GOOG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.621684, + "strategy_rank": 77.867745, + "rr": 1.925619, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.888429, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.864305, + "hold30_r": 6.233805 + }, + { + "symbol": "GOOGL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.275663, + "strategy_rank": 77.487441, + "rr": 1.870164, + "primary_prob": 27.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.805246, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.810153, + "hold30_r": 6.049359 + }, + { + "symbol": "HWM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.696655, + "strategy_rank": 73.341974, + "rr": 1.659743, + "primary_prob": 15.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.489614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.587183, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.313725, + "strategy_rank": 85.912588, + "rr": 1.131447, + "primary_prob": 29.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.69717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.094453, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.658593, + "strategy_rank": 82.66136, + "rr": 1.038708, + "primary_prob": 28.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.558062, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977841, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.349481, + "strategy_rank": 91.838768, + "rr": 1.197843, + "primary_prob": 24.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.796765, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -3.362927, + "hold30_r": -3.310796 + }, + { + "symbol": "KKR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.272203, + "strategy_rank": 84.993304, + "rr": 1.034965, + "primary_prob": 28.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.552448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.977084, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.544406, + "strategy_rank": 81.931372, + "rr": 0.929015, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.393523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877204, + "hold30_r": -1.0 + }, + { + "symbol": "LEN", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.237601, + "strategy_rank": 79.34998, + "rr": 1.07055, + "primary_prob": 27.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.605825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.022092, + "hold30_r": 0.22666 + }, + { + "symbol": "LLY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.077278, + "strategy_rank": 89.825901, + "rr": 0.795435, + "primary_prob": 37.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.193153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.748042, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.77278, + "strategy_rank": 86.94716, + "rr": 0.703988, + "primary_prob": 40.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.055982, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.65844, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.775087, + "strategy_rank": 79.123918, + "rr": 1.815306, + "primary_prob": 28.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.722959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064359, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.577855, + "strategy_rank": 95.059389, + "rr": 0.952897, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.429345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.907947, + "hold30_r": -3.218362 + }, + { + "symbol": "MU", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.00692, + "strategy_rank": 80.880103, + "rr": 0.776992, + "primary_prob": 40.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.165488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739028, + "hold30_r": 4.860224 + }, + { + "symbol": "NFLX", + "date": "2024-03-14", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 96.078431, + "strategy_rank": 92.939597, + "rr": 2.253466, + "primary_prob": 23.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.380199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.191909, + "hold30_r": -2.133901 + }, + { + "symbol": "NOW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.695502, + "strategy_rank": 81.758773, + "rr": 0.695335, + "primary_prob": 40.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.043002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045466, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.583622, + "strategy_rank": 83.9075, + "rr": 1.525714, + "primary_prob": 31.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.288572, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.476011, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.846597, + "strategy_rank": 97.017705, + "rr": 1.226276, + "primary_prob": 38.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.839414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196712, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.041522, + "strategy_rank": 76.23574, + "rr": 1.034637, + "primary_prob": 28.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.551955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079001, + "hold30_r": -1.013758 + }, + { + "symbol": "NWSA", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.542099, + "strategy_rank": 75.048054, + "rr": 1.221518, + "primary_prob": 23.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.832277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068884, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.885813, + "strategy_rank": 96.991531, + "rr": 1.008962, + "primary_prob": 30.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.513442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027142, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.61707, + "strategy_rank": 88.370384, + "rr": 0.787226, + "primary_prob": 37.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.180839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737526, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.615917, + "strategy_rank": 98.72044, + "rr": 1.015399, + "primary_prob": 33.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.523099, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025723, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.504037, + "strategy_rank": 86.300697, + "rr": 0.814358, + "primary_prob": 36.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.221537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.75984, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.6609, + "strategy_rank": 61.926726, + "rr": 0.841499, + "primary_prob": 35.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.262248, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080495, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.889273, + "strategy_rank": 61.591536, + "rr": 1.186136, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.779203, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.078809, + "hold30_r": 1.60993 + }, + { + "symbol": "SNPS", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.507497, + "strategy_rank": 78.207952, + "rr": 0.89742, + "primary_prob": 33.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.34613, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.854289, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.927336, + "strategy_rank": 80.235326, + "rr": 1.488102, + "primary_prob": 38.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.232153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072762, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.347174, + "strategy_rank": 94.034852, + "rr": 0.87155, + "primary_prob": 34.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.307326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046134, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.27451, + "strategy_rank": 63.084907, + "rr": 1.244673, + "primary_prob": 37.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 75.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.86701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081197, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.966551, + "strategy_rank": 79.622271, + "rr": 1.545119, + "primary_prob": 19.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.317679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065699, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.119954, + "strategy_rank": 83.950941, + "rr": 0.689218, + "primary_prob": 45.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.033828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637794, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.043829, + "strategy_rank": 85.639196, + "rr": 1.408029, + "primary_prob": 22.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 26, + "primary_distance_atr": 2.112043, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.364424, + "hold30_r": 3.786779 + }, + { + "symbol": "CEG", + "date": "2024-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.237864, + "strategy_rank": 94.206699, + "rr": 0.731852, + "primary_prob": 53.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.097778, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.690931, + "hold30_r": 1.219171 + }, + { + "symbol": "HOOD", + "date": "2024-03-20", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.218447, + "strategy_rank": 85.390201, + "rr": 1.419852, + "primary_prob": 34.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.129779, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.392589, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.145631, + "strategy_rank": 79.785961, + "rr": 0.827439, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.241159, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739436, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.378641, + "strategy_rank": 65.777639, + "rr": 1.369128, + "primary_prob": 30.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.053693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076009, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.776699, + "strategy_rank": 67.756764, + "rr": 0.996471, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.494706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919393, + "hold30_r": 1.428249 + }, + { + "symbol": "AMD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.135922, + "strategy_rank": 89.324443, + "rr": 0.6903, + "primary_prob": 41.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.03545, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025286, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.441748, + "strategy_rank": 82.839248, + "rr": 1.495668, + "primary_prob": 18.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.243501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.427517, + "hold30_r": -1.620091 + }, + { + "symbol": "APP", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.271845, + "strategy_rank": 98.945497, + "rr": 2.148237, + "primary_prob": 24.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.222355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032794, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.660194, + "strategy_rank": 91.903782, + "rr": 0.842107, + "primary_prob": 49.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.26316, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.035132, + "hold30_r": -1.0 + }, + { + "symbol": "BKNG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.223301, + "strategy_rank": 75.590693, + "rr": 0.842353, + "primary_prob": 35.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.263529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.177814, + "hold30_r": -1.114885 + }, + { + "symbol": "BRK-B", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.587379, + "strategy_rank": 59.211165, + "rr": 1.534289, + "primary_prob": 16.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.301433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.106108, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.995146, + "strategy_rank": 70.646965, + "rr": 1.367624, + "primary_prob": 20.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.051437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065762, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.296117, + "strategy_rank": 73.6344, + "rr": 0.834158, + "primary_prob": 49.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.251237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.768049, + "hold30_r": 2.850316 + }, + { + "symbol": "CNC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.432039, + "strategy_rank": 65.537536, + "rr": 1.947197, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.920795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062172, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.752427, + "strategy_rank": 96.699823, + "rr": 1.711487, + "primary_prob": 30.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.56723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018737, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.291262, + "strategy_rank": 70.758363, + "rr": 0.759016, + "primary_prob": 37.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.138525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075996, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.572816, + "strategy_rank": 95.54068, + "rr": 0.709289, + "primary_prob": 54.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.063933, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.134627, + "hold30_r": -1.103642 + }, + { + "symbol": "CVNA", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.635922, + "strategy_rank": 99.636187, + "rr": 2.098891, + "primary_prob": 24.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.148337, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019892, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.203883, + "strategy_rank": 93.027222, + "rr": 1.096991, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.645487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.041963, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.902913, + "strategy_rank": 95.269811, + "rr": 1.738257, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.607386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.038459, + "hold30_r": 0.220688 + }, + { + "symbol": "DELL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.42233, + "strategy_rank": 98.06028, + "rr": 1.946285, + "primary_prob": 25.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.919428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.915809, + "hold30_r": 1.477829 + }, + { + "symbol": "DPZ", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.917476, + "strategy_rank": 71.180005, + "rr": 1.717766, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.576649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.639994, + "hold30_r": 4.986672 + }, + { + "symbol": "ECL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.407767, + "strategy_rank": 68.366793, + "rr": 1.607477, + "primary_prob": 31.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.411216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.09924, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.480583, + "strategy_rank": 89.945609, + "rr": 0.760566, + "primary_prob": 53.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.140849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043756, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.18932, + "strategy_rank": 71.25141, + "rr": 0.717626, + "primary_prob": 55.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.076439, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085204, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.684466, + "strategy_rank": 73.239175, + "rr": 0.93117, + "primary_prob": 32.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.396755, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0692, + "hold30_r": -1.0 + }, + { + "symbol": "INTC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.315534, + "strategy_rank": 86.270511, + "rr": 1.367795, + "primary_prob": 23.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.051693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.328392, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.019417, + "strategy_rank": 92.188169, + "rr": 1.192479, + "primary_prob": 25.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.788718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.157482, + "hold30_r": -1.0 + }, + { + "symbol": "LULU", + "date": "2024-03-21", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.674757, + "strategy_rank": 76.748601, + "rr": 2.078767, + "primary_prob": 25.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.118151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.271237, + "hold30_r": -4.206869 + }, + { + "symbol": "MRK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.402913, + "strategy_rank": 58.880586, + "rr": 0.70706, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.06059, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.626456, + "hold30_r": 1.268196 + }, + { + "symbol": "MSTR", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.907767, + "strategy_rank": 99.053839, + "rr": 0.70697, + "primary_prob": 54.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.060455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.693947, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.208738, + "strategy_rank": 93.251928, + "rr": 1.756246, + "primary_prob": 30.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.634368, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.595235, + "hold30_r": -2.537566 + }, + { + "symbol": "NOW", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.956311, + "strategy_rank": 81.119296, + "rr": 0.907941, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.361911, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04658, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.446602, + "strategy_rank": 77.543372, + "rr": 0.827043, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.240565, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067472, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.504854, + "strategy_rank": 75.929911, + "rr": 1.085018, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.627526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070628, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.179612, + "strategy_rank": 98.326212, + "rr": 1.729773, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.594659, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027859, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.878641, + "strategy_rank": 99.878729, + "rr": 0.722485, + "primary_prob": 39.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.083727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.709471, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.23301, + "strategy_rank": 81.270129, + "rr": 1.833613, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.75042, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072867, + "hold30_r": -1.0 + }, + { + "symbol": "TAP", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.461165, + "strategy_rank": 62.46083, + "rr": 1.726447, + "primary_prob": 29.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.589671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07425, + "hold30_r": -1.0 + }, + { + "symbol": "VRSK", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.160194, + "strategy_rank": 60.018189, + "rr": 0.768442, + "primary_prob": 51.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 73.0, + "primary_rejection_count": 60, + "primary_distance_atr": 1.152664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.088893, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.621359, + "strategy_rank": 80.003232, + "rr": 1.074203, + "primary_prob": 30.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.611304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072688, + "hold30_r": -1.0 + }, + { + "symbol": "VTRS", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.92233, + "strategy_rank": 80.593573, + "rr": 1.18521, + "primary_prob": 26.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.777814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052867, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.985437, + "strategy_rank": 83.526852, + "rr": 1.223532, + "primary_prob": 26.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.835298, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056524, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-21", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.737864, + "strategy_rank": 84.040234, + "rr": 1.731492, + "primary_prob": 29.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.597238, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.689275, + "hold30_r": 2.387694 + }, + { + "symbol": "CEG", + "date": "2024-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.871239, + "strategy_rank": 95.000744, + "rr": 1.00382, + "primary_prob": 44.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.505731, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966789, + "hold30_r": 3.106458 + }, + { + "symbol": "HOOD", + "date": "2024-03-27", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.178099, + "strategy_rank": 93.840395, + "rr": 3.23838, + "primary_prob": 14.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 4.857569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.238542, + "hold30_r": -1.209038 + }, + { + "symbol": "AIZ", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.945848, + "strategy_rank": 79.895467, + "rr": 0.864278, + "primary_prob": 49.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.296416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089408, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.115523, + "strategy_rank": 63.634768, + "rr": 1.632445, + "primary_prob": 25.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 53.0, + "primary_rejection_count": 73, + "primary_distance_atr": 2.448667, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082254, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717208, + "strategy_rank": 87.681397, + "rr": 1.291094, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.936642, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028106, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.169675, + "strategy_rank": 80.714091, + "rr": 1.142942, + "primary_prob": 26.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.714413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.069174, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.040915, + "strategy_rank": 86.987344, + "rr": 0.885848, + "primary_prob": 33.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.328772, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.84372, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.501805, + "strategy_rank": 80.5413, + "rr": 0.672593, + "primary_prob": 41.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.008889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065013, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.037304, + "strategy_rank": 98.785897, + "rr": 1.505928, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.258892, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475105, + "hold30_r": 3.831725 + }, + { + "symbol": "ARES", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.281588, + "strategy_rank": 77.287868, + "rr": 1.003003, + "primary_prob": 30.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.504505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061441, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.261131, + "strategy_rank": 90.456861, + "rr": 1.262468, + "primary_prob": 22.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.893702, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038368, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.078219, + "strategy_rank": 61.283445, + "rr": 0.84768, + "primary_prob": 35.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.27152, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.101917, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.705174, + "strategy_rank": 76.665771, + "rr": 0.733659, + "primary_prob": 39.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.100489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068838, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.464501, + "strategy_rank": 70.014706, + "rr": 1.548592, + "primary_prob": 17.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.322888, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06998, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.020457, + "strategy_rank": 71.885028, + "rr": 0.809605, + "primary_prob": 50.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.214407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.743597, + "hold30_r": 3.769301 + }, + { + "symbol": "CNC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.385078, + "strategy_rank": 63.544465, + "rr": 1.628089, + "primary_prob": 26.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 58.0, + "primary_rejection_count": 80, + "primary_distance_atr": 2.442134, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.523278, + "hold30_r": -1.450978 + }, + { + "symbol": "COF", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.625752, + "strategy_rank": 74.409215, + "rr": 1.796541, + "primary_prob": 34.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.694812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067671, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.796631, + "strategy_rank": 98.833512, + "rr": 1.611358, + "primary_prob": 31.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.417037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019096, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.613718, + "strategy_rank": 70.560455, + "rr": 1.461754, + "primary_prob": 18.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.192631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086495, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.347774, + "strategy_rank": 74.158328, + "rr": 1.312114, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.96817, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.942802, + "hold30_r": -1.880694 + }, + { + "symbol": "CRWD", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.352587, + "strategy_rank": 95.553774, + "rr": 1.233309, + "primary_prob": 23.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.849964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033013, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-03-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.879663, + "strategy_rank": 99.735692, + "rr": 2.160559, + "primary_prob": 24.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.240839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020747, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.779783, + "strategy_rank": 92.712955, + "rr": 1.045941, + "primary_prob": 44.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.568912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04654, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.862816, + "strategy_rank": 94.587525, + "rr": 1.829024, + "primary_prob": 18.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.743535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.868071, + "hold30_r": -1.824454 + }, + { + "symbol": "DELL", + "date": "2024-03-28", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.315283, + "strategy_rank": 97.992367, + "rr": 2.12801, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.192016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.094507, + "hold30_r": 2.739304 + }, + { + "symbol": "DLR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551143, + "strategy_rank": 77.305608, + "rr": 1.624629, + "primary_prob": 20.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 36, + "primary_distance_atr": 2.436943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053467, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.829122, + "strategy_rank": 71.830205, + "rr": 1.675681, + "primary_prob": 33.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.513521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07786, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.318893, + "strategy_rank": 66.637991, + "rr": 1.239221, + "primary_prob": 24.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.858831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.107312, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.111913, + "strategy_rank": 84.797067, + "rr": 0.843305, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.264957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055412, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.66787, + "strategy_rank": 89.224412, + "rr": 1.387518, + "primary_prob": 20.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.081277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046293, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.725632, + "strategy_rank": 78.730871, + "rr": 0.755201, + "primary_prob": 38.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.132801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688699, + "hold30_r": 4.269805 + }, + { + "symbol": "HII", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.273165, + "strategy_rank": 67.799019, + "rr": 0.796362, + "primary_prob": 36.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.194543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094165, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.364621, + "strategy_rank": 71.023182, + "rr": 1.282754, + "primary_prob": 22.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.924132, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080254, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.77136, + "strategy_rank": 91.363361, + "rr": 1.425025, + "primary_prob": 19.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.137538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105404, + "hold30_r": -1.065102 + }, + { + "symbol": "KLAC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.522262, + "strategy_rank": 82.678429, + "rr": 0.689325, + "primary_prob": 41.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.033988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.63734, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.630566, + "strategy_rank": 94.472128, + "rr": 1.417306, + "primary_prob": 19.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.125959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.366521, + "hold30_r": -3.356186 + }, + { + "symbol": "MSTR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.277978, + "strategy_rank": 99.386542, + "rr": 0.915304, + "primary_prob": 47.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.372955, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012546, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.10349, + "strategy_rank": 91.118541, + "rr": 1.253464, + "primary_prob": 25.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.880196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.195824, + "hold30_r": -1.86978 + }, + { + "symbol": "NOW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.327316, + "strategy_rank": 79.692267, + "rr": 1.313934, + "primary_prob": 21.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.9709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048934, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.866426, + "strategy_rank": 82.572885, + "rr": 1.136458, + "primary_prob": 40.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.704687, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.066899, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.833935, + "strategy_rank": 96.178833, + "rr": 0.871858, + "primary_prob": 48.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.307787, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032318, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.373045, + "strategy_rank": 75.434, + "rr": 1.127419, + "primary_prob": 26.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.691128, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073753, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.966306, + "strategy_rank": 73.31711, + "rr": 1.237481, + "primary_prob": 23.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.856222, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07757, + "hold30_r": -1.0 + }, + { + "symbol": "ORLY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.513839, + "strategy_rank": 64.582136, + "rr": 0.922827, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.38424, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084481, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.817088, + "strategy_rank": 93.371601, + "rr": 0.773798, + "primary_prob": 39.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.160698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037419, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.593261, + "strategy_rank": 97.919124, + "rr": 1.29374, + "primary_prob": 26.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.94061, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027359, + "hold30_r": -1.0 + }, + { + "symbol": "ROST", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.032491, + "strategy_rank": 62.408458, + "rr": 0.727496, + "primary_prob": 40.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.091244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092319, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.638989, + "strategy_rank": 99.711278, + "rr": 0.972537, + "primary_prob": 46.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.458805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022401, + "hold30_r": -1.007206 + }, + { + "symbol": "SW", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.854392, + "strategy_rank": 80.056658, + "rr": 1.37486, + "primary_prob": 41.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.06229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073999, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.074609, + "strategy_rank": 94.114411, + "rr": 1.103659, + "primary_prob": 27.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.655489, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047286, + "hold30_r": -1.0 + }, + { + "symbol": "VRTX", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.1071, + "strategy_rank": 75.286374, + "rr": 0.957462, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.436193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08015, + "hold30_r": -1.0 + }, + { + "symbol": "WDAY", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.190132, + "strategy_rank": 79.069707, + "rr": 0.724822, + "primary_prob": 45.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.087233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060071, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-03-28", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.00361, + "strategy_rank": 86.50877, + "rr": 0.88336, + "primary_prob": 49.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.325041, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841051, + "hold30_r": 1.041618 + }, + { + "symbol": "CEG", + "date": "2024-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.150289, + "strategy_rank": 95.902434, + "rr": 1.180002, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.770004, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.143392, + "hold30_r": 3.321937 + }, + { + "symbol": "HOOD", + "date": "2024-04-04", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.317919, + "strategy_rank": 89.030502, + "rr": 1.505452, + "primary_prob": 17.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.258179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027188, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.104046, + "strategy_rank": 80.509511, + "rr": 0.673143, + "primary_prob": 46.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.009714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078967, + "hold30_r": -1.0 + }, + { + "symbol": "AKAM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.16185, + "strategy_rank": 64.588035, + "rr": 1.503219, + "primary_prob": 26.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 49.0, + "primary_rejection_count": 68, + "primary_distance_atr": 2.254828, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081668, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.566474, + "strategy_rank": 94.708643, + "rr": 0.712407, + "primary_prob": 42.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.06861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025889, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.075145, + "strategy_rank": 98.83357, + "rr": 2.525513, + "primary_prob": 21.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.788269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03179, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.364162, + "strategy_rank": 79.752145, + "rr": 0.716013, + "primary_prob": 40.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.07402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060765, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.913295, + "strategy_rank": 91.802628, + "rr": 0.998071, + "primary_prob": 29.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.497107, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036514, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.890173, + "strategy_rank": 79.960838, + "rr": 0.966097, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.449146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904057, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.416185, + "strategy_rank": 94.307938, + "rr": 0.696827, + "primary_prob": 41.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.04524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046084, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.352601, + "strategy_rank": 60.284537, + "rr": 1.247087, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.870631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091648, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.595376, + "strategy_rank": 69.256555, + "rr": 1.087057, + "primary_prob": 27.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.630586, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.274587, + "hold30_r": -1.179397 + }, + { + "symbol": "CAH", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.601156, + "strategy_rank": 75.097626, + "rr": 1.453831, + "primary_prob": 19.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.180746, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073218, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.734104, + "strategy_rank": 57.767506, + "rr": 1.163172, + "primary_prob": 27.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.744757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.115357, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.098266, + "strategy_rank": 69.062904, + "rr": 1.145251, + "primary_prob": 28.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.717876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06714, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.867052, + "strategy_rank": 71.011781, + "rr": 0.855255, + "primary_prob": 49.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.282883, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.786997, + "hold30_r": 3.61789 + }, + { + "symbol": "COHR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.924855, + "strategy_rank": 85.228714, + "rr": 1.761524, + "primary_prob": 21.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.642286, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030869, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.843931, + "strategy_rank": 98.879333, + "rr": 0.706592, + "primary_prob": 45.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.059889, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688052, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.289017, + "strategy_rank": 71.50681, + "rr": 1.348849, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.023273, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.268225, + "hold30_r": 4.636556 + }, + { + "symbol": "CRWD", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.34104, + "strategy_rank": 95.578175, + "rr": 0.844256, + "primary_prob": 36.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.266384, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034579, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.653179, + "strategy_rank": 99.584215, + "rr": 2.90037, + "primary_prob": 3.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.350555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021755, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 94.33526, + "strategy_rank": 94.096966, + "rr": 2.393249, + "primary_prob": 21.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.589874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080763, + "hold30_r": -1.036654 + }, + { + "symbol": "DDOG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.063584, + "strategy_rank": 94.00264, + "rr": 1.559692, + "primary_prob": 22.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.339537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.85691, + "hold30_r": -1.816344 + }, + { + "symbol": "DECK", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.647399, + "strategy_rank": 95.16183, + "rr": 1.601359, + "primary_prob": 17.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.402039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.804603, + "hold30_r": -1.755745 + }, + { + "symbol": "DHI", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.127168, + "strategy_rank": 82.157529, + "rr": 0.794624, + "primary_prob": 36.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.191936, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.354739, + "hold30_r": -1.299582 + }, + { + "symbol": "DLR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358382, + "strategy_rank": 79.862632, + "rr": 1.05209, + "primary_prob": 32.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.578135, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053865, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.156069, + "strategy_rank": 72.345581, + "rr": 1.667668, + "primary_prob": 34.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.501502, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065623, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.491329, + "strategy_rank": 93.902754, + "rr": 1.28596, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.92894, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057049, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.462428, + "strategy_rank": 63.936156, + "rr": 0.668832, + "primary_prob": 46.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.003249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.170668, + "hold30_r": -1.07202 + }, + { + "symbol": "ERIE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.109827, + "strategy_rank": 84.897294, + "rr": 0.984311, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.476467, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059683, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.080925, + "strategy_rank": 66.6608, + "rr": 0.826741, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.240111, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083513, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.260116, + "strategy_rank": 88.758205, + "rr": 0.817254, + "primary_prob": 38.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.225881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047474, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.138728, + "strategy_rank": 91.867352, + "rr": 0.851768, + "primary_prob": 34.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.277652, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.822204, + "hold30_r": 0.339523 + }, + { + "symbol": "GRMN", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.346821, + "strategy_rank": 70.775647, + "rr": 1.019133, + "primary_prob": 30.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.528699, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096833, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.427746, + "strategy_rank": 67.83783, + "rr": 0.681454, + "primary_prob": 44.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.02218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094636, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.369942, + "strategy_rank": 78.015361, + "rr": 0.774185, + "primary_prob": 38.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.161277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.171717, + "hold30_r": -1.099434 + }, + { + "symbol": "IBKR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.699422, + "strategy_rank": 73.606896, + "rr": 0.819426, + "primary_prob": 50.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.229139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070429, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.82659, + "strategy_rank": 73.536052, + "rr": 0.772424, + "primary_prob": 39.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.158636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.154041, + "hold30_r": -1.074932 + }, + { + "symbol": "IRM", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.624277, + "strategy_rank": 73.942877, + "rr": 1.090972, + "primary_prob": 27.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.636457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067634, + "hold30_r": -1.0 + }, + { + "symbol": "ISRG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.115607, + "strategy_rank": 77.222793, + "rr": 0.729582, + "primary_prob": 40.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.094373, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057966, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.121387, + "strategy_rank": 77.735144, + "rr": 0.740824, + "primary_prob": 39.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.111237, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072965, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.410405, + "strategy_rank": 93.17275, + "rr": 1.262202, + "primary_prob": 23.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.893303, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042419, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.861272, + "strategy_rank": 84.305658, + "rr": 1.154043, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.731064, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04591, + "hold30_r": -1.0 + }, + { + "symbol": "LII", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.953757, + "strategy_rank": 85.195312, + "rr": 0.823741, + "primary_prob": 35.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.235612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058571, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.306358, + "strategy_rank": 99.410645, + "rr": 0.889587, + "primary_prob": 34.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.33438, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.010932, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-05", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.907514, + "strategy_rank": 89.906194, + "rr": 2.310361, + "primary_prob": 22.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.465542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.191243, + "hold30_r": -1.133986 + }, + { + "symbol": "NTAP", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.560694, + "strategy_rank": 90.113247, + "rr": 1.079531, + "primary_prob": 27.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.619296, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067704, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.381503, + "strategy_rank": 96.721723, + "rr": 1.371897, + "primary_prob": 20.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.057845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033422, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.052023, + "strategy_rank": 73.150949, + "rr": 1.019738, + "primary_prob": 31.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.529607, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073043, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.393064, + "strategy_rank": 71.220473, + "rr": 1.025686, + "primary_prob": 32.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.538529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075327, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.693642, + "strategy_rank": 85.551293, + "rr": 1.023514, + "primary_prob": 32.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.535272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.983616, + "hold30_r": 3.621721 + }, + { + "symbol": "PLTR", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.803468, + "strategy_rank": 98.081805, + "rr": 1.341529, + "primary_prob": 25.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.012293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027672, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.439306, + "strategy_rank": 86.33658, + "rr": 0.961546, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.442319, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052034, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.630058, + "strategy_rank": 61.479449, + "rr": 0.678221, + "primary_prob": 42.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.017332, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.55347, + "hold30_r": -1.0 + }, + { + "symbol": "SHW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.65896, + "strategy_rank": 64.608677, + "rr": 1.244226, + "primary_prob": 26.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.866339, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079543, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.884393, + "strategy_rank": 99.884473, + "rr": 1.054529, + "primary_prob": 28.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.581793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.015206, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.786127, + "strategy_rank": 79.209113, + "rr": 1.946279, + "primary_prob": 31.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.919418, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079726, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.572254, + "strategy_rank": 93.802308, + "rr": 0.979573, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.469359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044151, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-04-05", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.398844, + "strategy_rank": 73.635938, + "rr": 0.677547, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.01632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07616, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-04-11", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.209352, + "strategy_rank": 87.515614, + "rr": 1.088775, + "primary_prob": 42.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.633162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027708, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.402763, + "strategy_rank": 71.378121, + "rr": 1.364972, + "primary_prob": 20.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.047458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.296125, + "hold30_r": 5.118788 + }, + { + "symbol": "AIG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.059511, + "strategy_rank": 62.3692, + "rr": 1.337711, + "primary_prob": 22.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.006566, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073302, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.367694, + "strategy_rank": 81.279843, + "rr": 0.889727, + "primary_prob": 39.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.334591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.816705, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.522848, + "strategy_rank": 69.084638, + "rr": 1.28153, + "primary_prob": 23.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.922294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072283, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.348565, + "strategy_rank": 93.245691, + "rr": 1.395465, + "primary_prob": 22.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.093197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027586, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.97237, + "strategy_rank": 87.924303, + "rr": 1.183917, + "primary_prob": 26.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.775875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032391, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.860786, + "strategy_rank": 80.47755, + "rr": 1.17125, + "primary_prob": 25.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.756876, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.121941, + "hold30_r": 1.206667 + }, + { + "symbol": "APP", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.149841, + "strategy_rank": 98.864634, + "rr": 2.243998, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.365997, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030531, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.22848, + "strategy_rank": 76.407818, + "rr": 1.323119, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.984679, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.264914, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.561105, + "strategy_rank": 90.661418, + "rr": 0.967292, + "primary_prob": 45.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.450938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037948, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.217853, + "strategy_rank": 93.696989, + "rr": 1.301803, + "primary_prob": 23.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.952705, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.097876, + "hold30_r": -1.05679 + }, + { + "symbol": "BRO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.097768, + "strategy_rank": 69.104879, + "rr": 0.852592, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.278887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766049, + "hold30_r": 3.941459 + }, + { + "symbol": "CAH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.329437, + "strategy_rank": 74.575945, + "rr": 0.739671, + "primary_prob": 41.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.109506, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.667896, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.784272, + "strategy_rank": 58.743482, + "rr": 1.484903, + "primary_prob": 19.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.227355, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.380919, + "hold30_r": -1.108326 + }, + { + "symbol": "CBOE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.285866, + "strategy_rank": 70.001801, + "rr": 0.706963, + "primary_prob": 44.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.060444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.641121, + "hold30_r": 0.750597 + }, + { + "symbol": "CI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.040383, + "strategy_rank": 81.231234, + "rr": 1.578459, + "primary_prob": 17.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.367689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.482596, + "hold30_r": -1.034431 + }, + { + "symbol": "COHR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.127524, + "strategy_rank": 84.627402, + "rr": 1.62938, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 47, + "primary_distance_atr": 2.44407, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030513, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.937301, + "strategy_rank": 98.906534, + "rr": 1.801115, + "primary_prob": 28.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.701672, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018737, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.304995, + "strategy_rank": 66.425784, + "rr": 1.974634, + "primary_prob": 11.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.961951, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.121338, + "hold30_r": -1.022657 + }, + { + "symbol": "COST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.39745, + "strategy_rank": 68.550249, + "rr": 1.546686, + "primary_prob": 16.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.32003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086732, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.710946, + "strategy_rank": 80.055713, + "rr": 1.627747, + "primary_prob": 16.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.44162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064819, + "hold30_r": -1.0 + }, + { + "symbol": "CRM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.252922, + "strategy_rank": 76.390605, + "rr": 0.993555, + "primary_prob": 34.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.490333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.1931, + "hold30_r": -1.134421 + }, + { + "symbol": "CRWD", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.130712, + "strategy_rank": 95.163109, + "rr": 1.314342, + "primary_prob": 23.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.971514, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03717, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.68119, + "strategy_rank": 99.617935, + "rr": 1.652014, + "primary_prob": 15.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.47802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.632257, + "hold30_r": 4.498008 + }, + { + "symbol": "DASH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.430393, + "strategy_rank": 94.672038, + "rr": 0.875241, + "primary_prob": 34.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.312862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043801, + "hold30_r": -1.0 + }, + { + "symbol": "DDOG", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 92.879915, + "strategy_rank": 93.744754, + "rr": 2.139086, + "primary_prob": 27.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.208628, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040793, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.280553, + "strategy_rank": 95.330709, + "rr": 1.182125, + "primary_prob": 25.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.773187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.142732, + "hold30_r": 5.28504 + }, + { + "symbol": "DELL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.299681, + "strategy_rank": 98.205963, + "rr": 1.247173, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.87076, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.219606, + "hold30_r": 4.965236 + }, + { + "symbol": "DHI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.846971, + "strategy_rank": 81.923812, + "rr": 0.99067, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.486005, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049664, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-04-12", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.977683, + "strategy_rank": 69.936497, + "rr": 2.402596, + "primary_prob": 25.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 28.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.603893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06425, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.749203, + "strategy_rank": 89.492662, + "rr": 1.294804, + "primary_prob": 24.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.942207, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062538, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.918172, + "strategy_rank": 86.783398, + "rr": 0.89297, + "primary_prob": 48.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.339454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058174, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.493092, + "strategy_rank": 85.119317, + "rr": 1.500167, + "primary_prob": 20.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.25025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.441668, + "hold30_r": 0.599342 + }, + { + "symbol": "ETN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.092455, + "strategy_rank": 79.624464, + "rr": 0.786505, + "primary_prob": 37.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.179758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064682, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.615303, + "strategy_rank": 70.509949, + "rr": 1.030186, + "primary_prob": 29.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.545279, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060424, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.517535, + "strategy_rank": 87.994054, + "rr": 0.975883, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.463825, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047821, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.705632, + "strategy_rank": 95.056231, + "rr": 1.488784, + "primary_prob": 17.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.233177, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04364, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.580234, + "strategy_rank": 93.663791, + "rr": 1.10447, + "primary_prob": 27.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.656704, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.072476, + "hold30_r": 1.313823 + }, + { + "symbol": "GRMN", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.672689, + "strategy_rank": 76.243763, + "rr": 0.756277, + "primary_prob": 42.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.134416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090057, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.465462, + "strategy_rank": 67.196163, + "rr": 0.759851, + "primary_prob": 39.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.139776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069887, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.609989, + "strategy_rank": 62.374874, + "rr": 1.136001, + "primary_prob": 26.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.704002, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.049901, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.378321, + "strategy_rank": 61.448299, + "rr": 1.582318, + "primary_prob": 17.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.373477, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081078, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942614, + "strategy_rank": 80.75983, + "rr": 1.548544, + "primary_prob": 16.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.322815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058182, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.44102, + "strategy_rank": 73.791765, + "rr": 1.225667, + "primary_prob": 25.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.838501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.160011, + "hold30_r": 10.628094 + }, + { + "symbol": "IBM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.904357, + "strategy_rank": 74.755084, + "rr": 1.313034, + "primary_prob": 23.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.969551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.992979, + "hold30_r": -2.917392 + }, + { + "symbol": "IR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.421892, + "strategy_rank": 67.547866, + "rr": 1.111465, + "primary_prob": 27.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.667197, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072256, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.498406, + "strategy_rank": 91.856088, + "rr": 1.506439, + "primary_prob": 17.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.259658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.202919, + "hold30_r": -1.159728 + }, + { + "symbol": "JPM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.035069, + "strategy_rank": 63.371582, + "rr": 1.073398, + "primary_prob": 28.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.610098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.004463, + "hold30_r": 3.37906 + }, + { + "symbol": "KKR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.073326, + "strategy_rank": 84.344549, + "rr": 1.151619, + "primary_prob": 26.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.727428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048218, + "hold30_r": -1.0 + }, + { + "symbol": "KLAC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.247609, + "strategy_rank": 84.050021, + "rr": 1.28737, + "primary_prob": 22.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.931055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048253, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.552604, + "strategy_rank": 56.736399, + "rr": 1.706154, + "primary_prob": 17.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.55923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.603675, + "hold30_r": 0.589357 + }, + { + "symbol": "LDOS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.827843, + "strategy_rank": 61.9511, + "rr": 1.569236, + "primary_prob": 18.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.353854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.479493, + "hold30_r": 9.072091 + }, + { + "symbol": "LII", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.792774, + "strategy_rank": 85.104942, + "rr": 1.280608, + "primary_prob": 22.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.920912, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.227185, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.343252, + "strategy_rank": 87.208073, + "rr": 1.272416, + "primary_prob": 23.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.908624, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055242, + "hold30_r": -1.0 + }, + { + "symbol": "LRCX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.479277, + "strategy_rank": 85.929986, + "rr": 0.828583, + "primary_prob": 36.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.242875, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048491, + "hold30_r": -1.0 + }, + { + "symbol": "MAR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.947928, + "strategy_rank": 70.780499, + "rr": 0.882011, + "primary_prob": 33.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.323016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071703, + "hold30_r": -1.0 + }, + { + "symbol": "MAS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.765143, + "strategy_rank": 74.046194, + "rr": 1.167881, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.751822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.613047, + "hold30_r": -1.548076 + }, + { + "symbol": "MCK", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.155154, + "strategy_rank": 69.976404, + "rr": 0.888819, + "primary_prob": 35.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.333229, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.804911, + "hold30_r": 3.025782 + }, + { + "symbol": "MLM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.136026, + "strategy_rank": 75.713438, + "rr": 0.929736, + "primary_prob": 32.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.394604, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.859839, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.160468, + "strategy_rank": 80.113598, + "rr": 1.093556, + "primary_prob": 42.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.640334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056601, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.46865, + "strategy_rank": 99.532716, + "rr": 0.788315, + "primary_prob": 37.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.182472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.012049, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.730074, + "strategy_rank": 91.034781, + "rr": 1.752954, + "primary_prob": 15.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.629431, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.601863, + "hold30_r": -2.54414 + }, + { + "symbol": "NTAP", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.460149, + "strategy_rank": 87.472104, + "rr": 1.172834, + "primary_prob": 26.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.759251, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061709, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.512221, + "strategy_rank": 96.956436, + "rr": 1.341809, + "primary_prob": 21.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.012713, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033592, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.822529, + "strategy_rank": 73.519415, + "rr": 0.957299, + "primary_prob": 33.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.435949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067541, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.634431, + "strategy_rank": 71.160627, + "rr": 0.981816, + "primary_prob": 32.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.472723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069759, + "hold30_r": -1.0 + }, + { + "symbol": "PANW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.996812, + "strategy_rank": 87.144379, + "rr": 1.331496, + "primary_prob": 22.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.997244, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.287289, + "hold30_r": 3.367627 + }, + { + "symbol": "PCAR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.116897, + "strategy_rank": 68.071235, + "rr": 1.671145, + "primary_prob": 15.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.506717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071992, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.923486, + "strategy_rank": 73.562542, + "rr": 0.95188, + "primary_prob": 31.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.42782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.878192, + "hold30_r": 0.001807 + }, + { + "symbol": "PH", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.01594, + "strategy_rank": 75.178531, + "rr": 0.766623, + "primary_prob": 38.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.149934, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.692197, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.005313, + "strategy_rank": 88.209228, + "rr": 0.827221, + "primary_prob": 36.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.240831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049162, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.555792, + "strategy_rank": 97.875919, + "rr": 0.916701, + "primary_prob": 37.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.375051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030932, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.691817, + "strategy_rank": 75.782153, + "rr": 1.608776, + "primary_prob": 15.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.413164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059292, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.068013, + "strategy_rank": 91.177694, + "rr": 0.928946, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.39342, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.887581, + "hold30_r": 3.363142 + }, + { + "symbol": "RL", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.75983, + "strategy_rank": 84.597559, + "rr": 1.107234, + "primary_prob": 26.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.660851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.05678, + "hold30_r": 2.071185 + }, + { + "symbol": "RSG", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885228, + "strategy_rank": 61.583219, + "rr": 0.860548, + "primary_prob": 35.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.290822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.737567, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89373, + "strategy_rank": 99.893831, + "rr": 1.110049, + "primary_prob": 27.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.665073, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.093587, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.648247, + "strategy_rank": 80.646569, + "rr": 1.611344, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.417016, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081377, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.087141, + "strategy_rank": 94.275406, + "rr": 1.55112, + "primary_prob": 17.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.32668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044031, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.803401, + "strategy_rank": 85.803058, + "rr": 0.764385, + "primary_prob": 39.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.146577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051782, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.310308, + "strategy_rank": 71.859589, + "rr": 1.507869, + "primary_prob": 18.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.261803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076761, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.724761, + "strategy_rank": 93.100977, + "rr": 0.944902, + "primary_prob": 31.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.417353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028249, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.190223, + "strategy_rank": 59.153071, + "rr": 0.907731, + "primary_prob": 32.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.361596, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.818834, + "hold30_r": 7.151653 + }, + { + "symbol": "WDC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.590861, + "strategy_rank": 85.400043, + "rr": 0.884314, + "primary_prob": 48.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.32647, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.130015, + "hold30_r": -1.095433 + }, + { + "symbol": "WFC", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.340064, + "strategy_rank": 69.108807, + "rr": 1.210559, + "primary_prob": 24.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.815838, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140493, + "hold30_r": 2.320243 + }, + { + "symbol": "WM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.272051, + "strategy_rank": 60.865436, + "rr": 1.020648, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.530971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898622, + "hold30_r": 1.021985 + }, + { + "symbol": "WRB", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.18491, + "strategy_rank": 70.784945, + "rr": 0.859443, + "primary_prob": 35.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.289164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079446, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-04-12", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.768332, + "strategy_rank": 95.736561, + "rr": 1.17207, + "primary_prob": 24.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.758105, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.125548, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-04-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.006296, + "strategy_rank": 96.062566, + "rr": 1.037652, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.556479, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.003133, + "hold30_r": 3.134417 + }, + { + "symbol": "HOOD", + "date": "2024-04-18", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.241343, + "strategy_rank": 92.541325, + "rr": 2.450955, + "primary_prob": 5.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.676433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.426425, + "hold30_r": 2.743071 + }, + { + "symbol": "AIG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.686254, + "strategy_rank": 61.614687, + "rr": 0.972143, + "primary_prob": 32.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.458214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904676, + "hold30_r": 1.858668 + }, + { + "symbol": "AIZ", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.389297, + "strategy_rank": 80.592173, + "rr": 1.006646, + "primary_prob": 35.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.509969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.930644, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.142707, + "strategy_rank": 87.086924, + "rr": 0.757809, + "primary_prob": 38.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.136714, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.717674, + "hold30_r": 2.584438 + }, + { + "symbol": "AMD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.401889, + "strategy_rank": 91.23195, + "rr": 1.381051, + "primary_prob": 21.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.071577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.355555, + "hold30_r": 1.470045 + }, + { + "symbol": "AMZN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.365163, + "strategy_rank": 77.381974, + "rr": 1.215642, + "primary_prob": 26.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.823464, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060528, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.290661, + "strategy_rank": 91.738191, + "rr": 0.729811, + "primary_prob": 39.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.094717, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.698858, + "hold30_r": 3.16478 + }, + { + "symbol": "APO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.562434, + "strategy_rank": 79.158976, + "rr": 0.948546, + "primary_prob": 34.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.422819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.899406, + "hold30_r": 2.036251 + }, + { + "symbol": "APP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.055614, + "strategy_rank": 98.836838, + "rr": 0.777768, + "primary_prob": 41.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.166651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.750682, + "hold30_r": 3.22355 + }, + { + "symbol": "AVGO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.500525, + "strategy_rank": 90.221915, + "rr": 0.749646, + "primary_prob": 40.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.124468, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.716479, + "hold30_r": 1.613325 + }, + { + "symbol": "BLDR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.648478, + "strategy_rank": 92.990337, + "rr": 0.704478, + "primary_prob": 41.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.056716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.668663, + "hold30_r": -1.0 + }, + { + "symbol": "BR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.007345, + "strategy_rank": 59.309744, + "rr": 1.500375, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 50.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.250563, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.417463, + "hold30_r": -1.0 + }, + { + "symbol": "BRO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.994753, + "strategy_rank": 66.776662, + "rr": 0.716353, + "primary_prob": 41.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.07453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.628741, + "hold30_r": 3.582567 + }, + { + "symbol": "CAH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.451207, + "strategy_rank": 75.115008, + "rr": 0.867704, + "primary_prob": 36.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.301555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.528961, + "hold30_r": -1.456351 + }, + { + "symbol": "CASY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.735572, + "strategy_rank": 67.119084, + "rr": 1.103105, + "primary_prob": 27.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.654658, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.035638, + "hold30_r": 2.234358 + }, + { + "symbol": "CAT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.896118, + "strategy_rank": 73.74904, + "rr": 0.884613, + "primary_prob": 34.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.32692, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826212, + "hold30_r": -1.99413 + }, + { + "symbol": "CBOE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.72298, + "strategy_rank": 68.027425, + "rr": 1.210036, + "primary_prob": 26.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.815055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069999, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.525708, + "strategy_rank": 62.076782, + "rr": 1.134986, + "primary_prob": 27.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.702478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.062508, + "hold30_r": -1.810567 + }, + { + "symbol": "CI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.204617, + "strategy_rank": 83.335701, + "rr": 1.107166, + "primary_prob": 27.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.660749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.086984, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.130115, + "strategy_rank": 72.147985, + "rr": 1.332602, + "primary_prob": 21.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.998903, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.26265, + "hold30_r": 2.529639 + }, + { + "symbol": "COIN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.84575, + "strategy_rank": 98.846837, + "rr": 1.16503, + "primary_prob": 30.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.747544, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.149363, + "hold30_r": 0.756546 + }, + { + "symbol": "COR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.228751, + "strategy_rank": 67.089833, + "rr": 0.852493, + "primary_prob": 36.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.278739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.105315, + "hold30_r": -2.009039 + }, + { + "symbol": "COST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.624344, + "strategy_rank": 69.006079, + "rr": 1.572659, + "primary_prob": 18.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.358988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.493216, + "hold30_r": 5.927568 + }, + { + "symbol": "CRH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.66107, + "strategy_rank": 78.745176, + "rr": 1.390317, + "primary_prob": 20.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.085476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.334705, + "hold30_r": 0.696512 + }, + { + "symbol": "CRWD", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.537251, + "strategy_rank": 94.877331, + "rr": 1.28511, + "primary_prob": 23.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.927664, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250502, + "hold30_r": 1.594808 + }, + { + "symbol": "CVNA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.895068, + "strategy_rank": 99.769644, + "rr": 2.256952, + "primary_prob": 7.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 3.385428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.237062, + "hold30_r": 3.846958 + }, + { + "symbol": "DASH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.278069, + "strategy_rank": 94.27833, + "rr": 0.880832, + "primary_prob": 36.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.321247, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.843088, + "hold30_r": -1.473469 + }, + { + "symbol": "DDOG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.080797, + "strategy_rank": 92.59547, + "rr": 1.074084, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.611127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.037014, + "hold30_r": -1.054159 + }, + { + "symbol": "DECK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.487933, + "strategy_rank": 94.61352, + "rr": 0.699599, + "primary_prob": 41.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.049398, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.656016, + "hold30_r": 7.792017 + }, + { + "symbol": "DELL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.216159, + "strategy_rank": 98.186458, + "rr": 1.014218, + "primary_prob": 29.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.521326, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986419, + "hold30_r": 2.076376 + }, + { + "symbol": "DHI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.105981, + "strategy_rank": 81.050756, + "rr": 1.51401, + "primary_prob": 21.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.271015, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471994, + "hold30_r": 0.700308 + }, + { + "symbol": "DPZ", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.217209, + "strategy_rank": 70.502674, + "rr": 1.075024, + "primary_prob": 32.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.612536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013483, + "hold30_r": 3.211888 + }, + { + "symbol": "DVA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.068206, + "strategy_rank": 88.733936, + "rr": 0.98541, + "primary_prob": 34.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.478115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.925252, + "hold30_r": 4.186375 + }, + { + "symbol": "ECL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.47639, + "strategy_rank": 65.076569, + "rr": 1.485429, + "primary_prob": 24.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.228143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.396447, + "hold30_r": 3.010095 + }, + { + "symbol": "EME", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.956978, + "strategy_rank": 85.788295, + "rr": 1.617078, + "primary_prob": 16.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.425617, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.564871, + "hold30_r": 3.532309 + }, + { + "symbol": "ERIE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.327387, + "strategy_rank": 85.253439, + "rr": 1.58762, + "primary_prob": 18.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.38143, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.524316, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.599161, + "strategy_rank": 78.071714, + "rr": 1.168693, + "primary_prob": 26.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.753039, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.11326, + "hold30_r": 1.961053 + }, + { + "symbol": "FANG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.8468, + "strategy_rank": 71.696525, + "rr": 1.28438, + "primary_prob": 22.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.92657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.216256, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.056663, + "strategy_rank": 66.602844, + "rr": 0.778275, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.167413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059326, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.96957, + "strategy_rank": 87.892506, + "rr": 0.818005, + "primary_prob": 37.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.227007, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.775078, + "hold30_r": 3.110334 + }, + { + "symbol": "FIX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.747114, + "strategy_rank": 94.835951, + "rr": 0.7577, + "primary_prob": 39.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.13655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.718018, + "hold30_r": 1.775075 + }, + { + "symbol": "GDDY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.513116, + "strategy_rank": 79.836587, + "rr": 1.412189, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.118283, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.350138, + "hold30_r": 5.209665 + }, + { + "symbol": "GE", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.179433, + "strategy_rank": 92.621001, + "rr": 1.209562, + "primary_prob": 24.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.814344, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.177653, + "hold30_r": 1.443958 + }, + { + "symbol": "GRMN", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.414481, + "strategy_rank": 74.94704, + "rr": 1.731104, + "primary_prob": 17.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.596655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.65051, + "hold30_r": 6.839384 + }, + { + "symbol": "GWW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.575026, + "strategy_rank": 67.643941, + "rr": 1.572617, + "primary_prob": 17.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.358925, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.187368, + "hold30_r": -1.118901 + }, + { + "symbol": "HIG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.673662, + "strategy_rank": 62.366124, + "rr": 1.430291, + "primary_prob": 19.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.145437, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078639, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.809024, + "strategy_rank": 78.563806, + "rr": 1.523178, + "primary_prob": 18.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.284767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.469751, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.303253, + "strategy_rank": 74.354955, + "rr": 1.46712, + "primary_prob": 20.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.20068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.404673, + "hold30_r": 10.448827 + }, + { + "symbol": "IBM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.982162, + "strategy_rank": 73.772869, + "rr": 1.384822, + "primary_prob": 22.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.077233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.710121, + "hold30_r": -2.638507 + }, + { + "symbol": "IR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.358867, + "strategy_rank": 67.511876, + "rr": 1.259767, + "primary_prob": 24.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.88965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.196196, + "hold30_r": 0.589684 + }, + { + "symbol": "IT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.78489, + "strategy_rank": 79.841055, + "rr": 0.922465, + "primary_prob": 35.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.383697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860045, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.093389, + "strategy_rank": 80.641105, + "rr": 0.748771, + "primary_prob": 41.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.123157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.704687, + "hold30_r": 2.510739 + }, + { + "symbol": "KLAC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.192025, + "strategy_rank": 86.064125, + "rr": 1.334862, + "primary_prob": 21.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.002293, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.293994, + "hold30_r": 4.095308 + }, + { + "symbol": "LDOS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.266527, + "strategy_rank": 62.481966, + "rr": 0.864424, + "primary_prob": 36.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.296636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.77703, + "hold30_r": 7.209949 + }, + { + "symbol": "LII", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.018888, + "strategy_rank": 83.104016, + "rr": 1.194637, + "primary_prob": 26.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.791956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.141756, + "hold30_r": 2.264945 + }, + { + "symbol": "LLY", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.586569, + "strategy_rank": 87.327335, + "rr": 1.12663, + "primary_prob": 29.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.689945, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.073712, + "hold30_r": 3.823252 + }, + { + "symbol": "LRCX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870934, + "strategy_rank": 87.741453, + "rr": 1.101184, + "primary_prob": 28.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.651777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061766, + "hold30_r": 1.478814 + }, + { + "symbol": "MAR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.427072, + "strategy_rank": 66.005227, + "rr": 1.033432, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.550148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.971707, + "hold30_r": -1.0 + }, + { + "symbol": "MCK", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.543547, + "strategy_rank": 70.448265, + "rr": 0.718722, + "primary_prob": 42.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.078084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637254, + "hold30_r": 3.751091 + }, + { + "symbol": "META", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.697796, + "strategy_rank": 93.975905, + "rr": 0.751063, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.126594, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.708964, + "hold30_r": -2.610904 + }, + { + "symbol": "MLM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.821616, + "strategy_rank": 71.630361, + "rr": 1.310073, + "primary_prob": 24.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.96511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.250086, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.339979, + "strategy_rank": 83.027107, + "rr": 1.552336, + "primary_prob": 17.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.328505, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051188, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.265477, + "strategy_rank": 99.391692, + "rr": 0.963185, + "primary_prob": 31.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.444777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.952857, + "hold30_r": 1.993706 + }, + { + "symbol": "MU", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.377754, + "strategy_rank": 83.785349, + "rr": 1.165368, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.748053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.138904, + "hold30_r": 2.652142 + }, + { + "symbol": "NFLX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.858342, + "strategy_rank": 93.011718, + "rr": 0.909031, + "primary_prob": 35.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.363547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.868479, + "hold30_r": 2.878854 + }, + { + "symbol": "NRG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.117524, + "strategy_rank": 82.941262, + "rr": 0.81661, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.224915, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779726, + "hold30_r": 2.206057 + }, + { + "symbol": "NTAP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.883526, + "strategy_rank": 87.178301, + "rr": 0.685095, + "primary_prob": 41.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.027643, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.626488, + "hold30_r": 6.285526 + }, + { + "symbol": "NVDA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.426023, + "strategy_rank": 97.172275, + "rr": 1.012279, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.518419, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986766, + "hold30_r": 6.495409 + }, + { + "symbol": "NWS", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.315845, + "strategy_rank": 69.11607, + "rr": 1.483729, + "primary_prob": 20.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.225593, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070583, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.636936, + "strategy_rank": 67.501504, + "rr": 1.61464, + "primary_prob": 18.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.42196, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.445163, + "hold30_r": -1.36954 + }, + { + "symbol": "PCAR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.710388, + "strategy_rank": 69.563381, + "rr": 1.346994, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.020491, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059449, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.834208, + "strategy_rank": 73.106958, + "rr": 1.673246, + "primary_prob": 15.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.50987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066249, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.759706, + "strategy_rank": 86.176564, + "rr": 1.063348, + "primary_prob": 29.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.595022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.017493, + "hold30_r": 2.187717 + }, + { + "symbol": "PLTR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.166842, + "strategy_rank": 97.608839, + "rr": 0.826661, + "primary_prob": 37.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.239992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.798428, + "hold30_r": 0.586187 + }, + { + "symbol": "PNR", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.167891, + "strategy_rank": 70.019197, + "rr": 1.550064, + "primary_prob": 18.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.325096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.484891, + "hold30_r": 0.568488 + }, + { + "symbol": "PSX", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.549843, + "strategy_rank": 78.309994, + "rr": 0.956862, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.435294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053745, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.90766, + "strategy_rank": 90.639546, + "rr": 0.701313, + "primary_prob": 40.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.051969, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658102, + "hold30_r": 3.638492 + }, + { + "symbol": "RL", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.772298, + "strategy_rank": 86.648977, + "rr": 1.470402, + "primary_prob": 18.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.205603, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.417837, + "hold30_r": 4.448425 + }, + { + "symbol": "SMCI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.685205, + "strategy_rank": 99.748262, + "rr": 1.024678, + "primary_prob": 29.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.537017, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.013132, + "hold30_r": 0.461126 + }, + { + "symbol": "SW", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.920252, + "strategy_rank": 81.98016, + "rr": 1.459005, + "primary_prob": 24.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.188508, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073683, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.611752, + "strategy_rank": 74.276344, + "rr": 1.098371, + "primary_prob": 29.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.647556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036207, + "hold30_r": 3.964456 + }, + { + "symbol": "TRGP", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.945435, + "strategy_rank": 71.722056, + "rr": 0.850483, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.275725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.779871, + "hold30_r": 1.128725 + }, + { + "symbol": "TT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.03148, + "strategy_rank": 80.375592, + "rr": 1.541419, + "primary_prob": 17.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.312129, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.478174, + "hold30_r": 3.645259 + }, + { + "symbol": "TXT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.587618, + "strategy_rank": 62.15401, + "rr": 1.461572, + "primary_prob": 19.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.192358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -4.210257, + "hold30_r": -4.12023 + }, + { + "symbol": "UBER", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.376705, + "strategy_rank": 93.739007, + "rr": 1.361032, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.041548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.276353, + "hold30_r": -1.239844 + }, + { + "symbol": "URI", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.932844, + "strategy_rank": 87.630396, + "rr": 1.508133, + "primary_prob": 18.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.262199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.462245, + "hold30_r": 0.334847 + }, + { + "symbol": "VMC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.155299, + "strategy_rank": 66.691136, + "rr": 0.970874, + "primary_prob": 31.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.456311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.902325, + "hold30_r": 0.017677 + }, + { + "symbol": "VRT", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.475341, + "strategy_rank": 98.095082, + "rr": 1.119229, + "primary_prob": 28.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.678844, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.097179, + "hold30_r": 3.101254 + }, + { + "symbol": "VST", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.635887, + "strategy_rank": 93.302443, + "rr": 1.165733, + "primary_prob": 26.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.7486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.139232, + "hold30_r": 5.567832 + }, + { + "symbol": "WAB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.797482, + "strategy_rank": 57.562421, + "rr": 1.467307, + "primary_prob": 18.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.200961, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.382611, + "hold30_r": 6.330043 + }, + { + "symbol": "WDC", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.352571, + "strategy_rank": 88.269394, + "rr": 1.192778, + "primary_prob": 26.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.789167, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.161082, + "hold30_r": 2.142643 + }, + { + "symbol": "WRB", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.044071, + "strategy_rank": 70.460975, + "rr": 0.745346, + "primary_prob": 40.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.118019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079887, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-04-19", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.796432, + "strategy_rank": 95.633235, + "rr": 1.070506, + "primary_prob": 28.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.605759, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.025578, + "hold30_r": 1.486881 + }, + { + "symbol": "HOOD", + "date": "2024-04-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.628415, + "strategy_rank": 96.286296, + "rr": 2.571233, + "primary_prob": 4.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.856849, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.545133, + "hold30_r": 3.857001 + }, + { + "symbol": "AIG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.557377, + "strategy_rank": 62.877746, + "rr": 0.945945, + "primary_prob": 32.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.418917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.869279, + "hold30_r": 0.766343 + }, + { + "symbol": "AIZ", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.42623, + "strategy_rank": 80.934962, + "rr": 1.251673, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.87751, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.173762, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.584699, + "strategy_rank": 68.749812, + "rr": 0.981806, + "primary_prob": 30.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.472709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.914356, + "hold30_r": -1.005384 + }, + { + "symbol": "AMAT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.027322, + "strategy_rank": 84.682524, + "rr": 0.862991, + "primary_prob": 51.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.294486, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044237, + "hold30_r": -1.0 + }, + { + "symbol": "AMD", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.743169, + "strategy_rank": 90.71499, + "rr": 1.281578, + "primary_prob": 24.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.922367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029314, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.103825, + "strategy_rank": 88.619736, + "rr": 0.97673, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.465096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.942754, + "hold30_r": 2.110046 + }, + { + "symbol": "APO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.021858, + "strategy_rank": 80.591771, + "rr": 0.730235, + "primary_prob": 54.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.095353, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052166, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.907104, + "strategy_rank": 98.744777, + "rr": 2.406258, + "primary_prob": 21.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 3.609386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.37863, + "hold30_r": 1.227568 + }, + { + "symbol": "ARES", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.218579, + "strategy_rank": 71.937319, + "rr": 0.769073, + "primary_prob": 38.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.153609, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055522, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.803279, + "strategy_rank": 90.144648, + "rr": 0.964494, + "primary_prob": 45.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.446741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037838, + "hold30_r": -1.0 + }, + { + "symbol": "BLDR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.863388, + "strategy_rank": 92.940319, + "rr": 1.348911, + "primary_prob": 22.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.023367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.251228, + "hold30_r": -1.214754 + }, + { + "symbol": "CAH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.180328, + "strategy_rank": 76.11904, + "rr": 1.276317, + "primary_prob": 25.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.914476, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075005, + "hold30_r": -1.010053 + }, + { + "symbol": "CAT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.825137, + "strategy_rank": 76.749491, + "rr": 0.743904, + "primary_prob": 39.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.115856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.697264, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.650273, + "strategy_rank": 68.708132, + "rr": 0.773216, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.159824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.703255, + "hold30_r": -1.0 + }, + { + "symbol": "CCL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.901639, + "strategy_rank": 87.843566, + "rr": 0.735696, + "primary_prob": 45.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 49, + "primary_distance_atr": 1.103543, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03958, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.622951, + "strategy_rank": 61.398157, + "rr": 1.063847, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.59577, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.986342, + "hold30_r": -2.909149 + }, + { + "symbol": "CI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.398907, + "strategy_rank": 86.370085, + "rr": 0.920288, + "primary_prob": 33.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.380432, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.094683, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.125683, + "strategy_rank": 99.028501, + "rr": 0.890492, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.335738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018346, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.655738, + "strategy_rank": 65.119147, + "rr": 1.575869, + "primary_prob": 16.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.363803, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.49441, + "hold30_r": 6.655886 + }, + { + "symbol": "CRH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.147541, + "strategy_rank": 79.064717, + "rr": 0.854817, + "primary_prob": 34.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.282226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.797733, + "hold30_r": 0.316128 + }, + { + "symbol": "CRWD", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.04918, + "strategy_rank": 94.92789, + "rr": 0.815407, + "primary_prob": 38.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.22311, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.777836, + "hold30_r": 4.355441 + }, + { + "symbol": "CTAS", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.748634, + "strategy_rank": 63.629272, + "rr": 0.782939, + "primary_prob": 38.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.174409, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.090497, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.89071, + "strategy_rank": 99.760099, + "rr": 2.879535, + "primary_prob": 17.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 4.319302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.857374, + "hold30_r": 3.121714 + }, + { + "symbol": "DASH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.065574, + "strategy_rank": 94.468124, + "rr": 1.714512, + "primary_prob": 14.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.571768, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.197457, + "hold30_r": -2.159068 + }, + { + "symbol": "DDOG", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.868852, + "strategy_rank": 90.233687, + "rr": 2.23632, + "primary_prob": 25.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.35448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.03596, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.846995, + "strategy_rank": 95.001393, + "rr": 0.727041, + "primary_prob": 40.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.090562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.686369, + "hold30_r": 5.40501 + }, + { + "symbol": "DELL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.579235, + "strategy_rank": 98.417229, + "rr": 1.023213, + "primary_prob": 43.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.534819, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.993169, + "hold30_r": 0.887672 + }, + { + "symbol": "DPZ", + "date": "2024-04-26", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.967213, + "strategy_rank": 71.135219, + "rr": 2.091006, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 3.13651, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.0283, + "hold30_r": 1.726396 + }, + { + "symbol": "DVA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.442623, + "strategy_rank": 86.357548, + "rr": 1.440332, + "primary_prob": 19.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.160498, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.377525, + "hold30_r": 1.898176 + }, + { + "symbol": "ECL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.530055, + "strategy_rank": 64.489339, + "rr": 0.924105, + "primary_prob": 38.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 50, + "primary_distance_atr": 1.386157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.830031, + "hold30_r": 3.759135 + }, + { + "symbol": "ERIE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.595628, + "strategy_rank": 86.127397, + "rr": 1.528784, + "primary_prob": 19.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.293176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.467218, + "hold30_r": -1.0 + }, + { + "symbol": "FAST", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 65.117647, + "rr": 1.413264, + "primary_prob": 19.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.119895, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066056, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.273224, + "strategy_rank": 85.609557, + "rr": 1.052962, + "primary_prob": 30.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.579442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.015398, + "hold30_r": 3.369642 + }, + { + "symbol": "FIX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.612022, + "strategy_rank": 94.687239, + "rr": 0.757228, + "primary_prob": 40.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.135841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.722577, + "hold30_r": 0.306918 + }, + { + "symbol": "GE", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.098361, + "strategy_rank": 93.319833, + "rr": 0.967352, + "primary_prob": 31.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.451028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.034986, + "hold30_r": 0.052797 + }, + { + "symbol": "GWW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.311475, + "strategy_rank": 65.643523, + "rr": 0.807609, + "primary_prob": 38.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.211413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.746451, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.836066, + "strategy_rank": 64.87871, + "rr": 1.056583, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.584874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986438, + "hold30_r": 2.049867 + }, + { + "symbol": "HLT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.092896, + "strategy_rank": 59.412086, + "rr": 0.898482, + "primary_prob": 34.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.347723, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.833815, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.306011, + "strategy_rank": 75.703097, + "rr": 0.995702, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.493553, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.93263, + "hold30_r": 8.192634 + }, + { + "symbol": "IBM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.68306, + "strategy_rank": 76.54677, + "rr": 0.683096, + "primary_prob": 41.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.024645, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.632897, + "hold30_r": 0.488087 + }, + { + "symbol": "IT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.245902, + "strategy_rank": 80.064288, + "rr": 1.387954, + "primary_prob": 24.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.081932, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069698, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.464481, + "strategy_rank": 87.602914, + "rr": 1.472169, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 35, + "primary_distance_atr": 2.208253, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07741, + "hold30_r": -1.038422 + }, + { + "symbol": "JPM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.874317, + "strategy_rank": 59.161041, + "rr": 0.964257, + "primary_prob": 31.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.446386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.889003, + "hold30_r": 1.190129 + }, + { + "symbol": "KKR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.928962, + "strategy_rank": 83.127397, + "rr": 0.785298, + "primary_prob": 39.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.177948, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.739989, + "hold30_r": 3.179797 + }, + { + "symbol": "LII", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.459016, + "strategy_rank": 82.40105, + "rr": 0.738742, + "primary_prob": 38.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.108113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042368, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.830601, + "strategy_rank": 86.67031, + "rr": 0.893159, + "primary_prob": 36.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.339738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.837935, + "hold30_r": 4.949802 + }, + { + "symbol": "LRCX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.775956, + "strategy_rank": 84.43598, + "rr": 1.472538, + "primary_prob": 19.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.208807, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042382, + "hold30_r": -1.0 + }, + { + "symbol": "LYV", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.437158, + "strategy_rank": 75.554377, + "rr": 1.261458, + "primary_prob": 28.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.892188, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.212002, + "hold30_r": -0.022022 + }, + { + "symbol": "MAR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.060109, + "strategy_rank": 67.063645, + "rr": 1.306885, + "primary_prob": 25.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 32, + "primary_distance_atr": 1.960328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0647, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.191257, + "strategy_rank": 94.215579, + "rr": 1.075276, + "primary_prob": 28.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.612914, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.046189, + "hold30_r": 1.945837 + }, + { + "symbol": "MPC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.786885, + "strategy_rank": 83.70899, + "rr": 1.349388, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.024082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054076, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.453552, + "strategy_rank": 99.519447, + "rr": 1.008849, + "primary_prob": 30.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.513274, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01268, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.005464, + "strategy_rank": 92.620165, + "rr": 1.819094, + "primary_prob": 27.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.728641, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.788486, + "hold30_r": 2.662615 + }, + { + "symbol": "NCLH", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.606557, + "strategy_rank": 87.511518, + "rr": 1.23432, + "primary_prob": 30.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 40.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.85148, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034465, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.879781, + "strategy_rank": 89.343298, + "rr": 1.623304, + "primary_prob": 21.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 43, + "primary_distance_atr": 2.434957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.583346, + "hold30_r": 2.965574 + }, + { + "symbol": "NRG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284153, + "strategy_rank": 82.464267, + "rr": 0.752743, + "primary_prob": 52.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.129114, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.710138, + "hold30_r": 2.094854 + }, + { + "symbol": "NTAP", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.601093, + "strategy_rank": 89.499196, + "rr": 1.344647, + "primary_prob": 22.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.01697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.282002, + "hold30_r": 6.66914 + }, + { + "symbol": "NVDA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.251366, + "strategy_rank": 97.141969, + "rr": 1.193196, + "primary_prob": 39.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.789794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.027935, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.338798, + "strategy_rank": 69.979642, + "rr": 1.268846, + "primary_prob": 24.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.903269, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073498, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.387978, + "strategy_rank": 67.358513, + "rr": 1.332526, + "primary_prob": 23.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.99879, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.804954, + "hold30_r": -1.726781 + }, + { + "symbol": "PANW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.404372, + "strategy_rank": 86.800707, + "rr": 1.417166, + "primary_prob": 35.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.125748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.370075, + "hold30_r": 1.425213 + }, + { + "symbol": "PCAR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.36612, + "strategy_rank": 67.812493, + "rr": 1.228438, + "primary_prob": 24.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.842657, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.20404, + "hold30_r": -1.139601 + }, + { + "symbol": "PGR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.409836, + "strategy_rank": 71.067931, + "rr": 0.885911, + "primary_prob": 33.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.328867, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.812318, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.054645, + "strategy_rank": 84.966356, + "rr": 0.983314, + "primary_prob": 29.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.47497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939636, + "hold30_r": -0.076763 + }, + { + "symbol": "PKG", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.185792, + "strategy_rank": 64.196721, + "rr": 0.748664, + "primary_prob": 38.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.122996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.688404, + "hold30_r": 2.015078 + }, + { + "symbol": "PLTR", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.377049, + "strategy_rank": 97.739098, + "rr": 1.838885, + "primary_prob": 31.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 37, + "primary_distance_atr": 2.758328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.807821, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.224044, + "strategy_rank": 79.603236, + "rr": 1.450366, + "primary_prob": 19.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.17555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049859, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.617486, + "strategy_rank": 87.568842, + "rr": 1.002207, + "primary_prob": 30.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.50331, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07464, + "hold30_r": -1.021966 + }, + { + "symbol": "SMCI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672131, + "strategy_rank": 99.737812, + "rr": 0.860926, + "primary_prob": 35.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.291389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.014407, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.52459, + "strategy_rank": 82.620808, + "rr": 1.13177, + "primary_prob": 31.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.697654, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.095058, + "hold30_r": 2.875825 + }, + { + "symbol": "SW", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.661202, + "strategy_rank": 81.216436, + "rr": 0.961159, + "primary_prob": 40.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 52.0, + "primary_rejection_count": 74, + "primary_distance_atr": 1.441739, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.888116, + "hold30_r": 2.512077 + }, + { + "symbol": "TXT", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.153005, + "strategy_rank": 72.926712, + "rr": 1.111189, + "primary_prob": 26.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.666784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.050787, + "hold30_r": -0.0499 + }, + { + "symbol": "UBER", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.814208, + "strategy_rank": 93.764063, + "rr": 1.413409, + "primary_prob": 20.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.120113, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.248013, + "hold30_r": -1.21125 + }, + { + "symbol": "URI", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.120219, + "strategy_rank": 86.427944, + "rr": 0.903995, + "primary_prob": 48.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.355992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.043032, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.84153, + "strategy_rank": 75.080574, + "rr": 1.454633, + "primary_prob": 18.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.181949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050538, + "hold30_r": -1.0 + }, + { + "symbol": "VMC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.808743, + "strategy_rank": 67.601414, + "rr": 1.543797, + "primary_prob": 18.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.315695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.475809, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.644809, + "strategy_rank": 92.460516, + "rr": 0.931284, + "primary_prob": 46.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.396926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.90094, + "hold30_r": 1.220394 + }, + { + "symbol": "WRB", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.240437, + "strategy_rank": 74.895103, + "rr": 1.222361, + "primary_prob": 23.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.833542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.161452, + "hold30_r": 1.239645 + }, + { + "symbol": "WSM", + "date": "2024-04-26", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.032787, + "strategy_rank": 95.420336, + "rr": 0.902516, + "primary_prob": 33.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.353774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.853284, + "hold30_r": 1.289433 + }, + { + "symbol": "CEG", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.407643, + "strategy_rank": 96.440906, + "rr": 0.947601, + "primary_prob": 32.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.421401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9072, + "hold30_r": 3.116066 + }, + { + "symbol": "HOOD", + "date": "2024-05-02", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.496815, + "strategy_rank": 96.881104, + "rr": 2.123904, + "primary_prob": 8.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.185856, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.025945, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.199575, + "strategy_rank": 63.831766, + "rr": 1.505456, + "primary_prob": 22.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.258184, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.077552, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.205945, + "strategy_rank": 69.371145, + "rr": 1.328345, + "primary_prob": 21.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.992518, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061458, + "hold30_r": -1.0 + }, + { + "symbol": "AMAT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.501062, + "strategy_rank": 84.642807, + "rr": 0.777367, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.166051, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.733451, + "hold30_r": 4.171307 + }, + { + "symbol": "AMD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.490446, + "strategy_rank": 91.309979, + "rr": 1.109356, + "primary_prob": 27.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.664034, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.081339, + "hold30_r": 0.725538 + }, + { + "symbol": "ANET", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.647558, + "strategy_rank": 92.381862, + "rr": 1.05371, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.580564, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.019016, + "hold30_r": 4.152127 + }, + { + "symbol": "APO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.462845, + "strategy_rank": 78.120817, + "rr": 1.234557, + "primary_prob": 24.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.851836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.188763, + "hold30_r": 1.428721 + }, + { + "symbol": "APP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.938429, + "strategy_rank": 98.717218, + "rr": 1.248395, + "primary_prob": 24.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.872592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.218459, + "hold30_r": 0.675918 + }, + { + "symbol": "ARES", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.456476, + "strategy_rank": 75.883025, + "rr": 0.993009, + "primary_prob": 30.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.489513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.9446, + "hold30_r": 0.389005 + }, + { + "symbol": "AVGO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.418259, + "strategy_rank": 92.12294, + "rr": 1.193609, + "primary_prob": 26.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.790413, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.15701, + "hold30_r": 7.88609 + }, + { + "symbol": "BLDR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.651805, + "strategy_rank": 84.90547, + "rr": 1.346451, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.019677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.953426, + "hold30_r": -1.917069 + }, + { + "symbol": "CAH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.261146, + "strategy_rank": 75.495501, + "rr": 1.274333, + "primary_prob": 27.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.9115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052011, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.95966, + "strategy_rank": 78.906683, + "rr": 1.228481, + "primary_prob": 24.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.842721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.181427, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.042463, + "strategy_rank": 56.53766, + "rr": 0.744842, + "primary_prob": 40.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.117263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.658545, + "hold30_r": 2.114528 + }, + { + "symbol": "CBOE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.747346, + "strategy_rank": 70.980285, + "rr": 1.32285, + "primary_prob": 23.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.984275, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063956, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.076433, + "strategy_rank": 73.964614, + "rr": 0.68747, + "primary_prob": 42.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.031204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.639441, + "hold30_r": 0.742649 + }, + { + "symbol": "CI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.127389, + "strategy_rank": 86.803458, + "rr": 1.156872, + "primary_prob": 27.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.735309, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070787, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.473461, + "strategy_rank": 75.199676, + "rr": 1.088897, + "primary_prob": 32.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.633345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062233, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.150743, + "strategy_rank": 99.056314, + "rr": 0.72223, + "primary_prob": 44.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 42, + "primary_distance_atr": 1.083346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046404, + "hold30_r": -1.029559 + }, + { + "symbol": "COP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.66879, + "strategy_rank": 68.761804, + "rr": 1.455575, + "primary_prob": 21.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.183362, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066201, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.781316, + "strategy_rank": 67.296128, + "rr": 0.996886, + "primary_prob": 30.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.495329, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076016, + "hold30_r": -1.0 + }, + { + "symbol": "COST", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.210191, + "strategy_rank": 65.418562, + "rr": 1.805451, + "primary_prob": 27.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.708176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.724748, + "hold30_r": 6.726714 + }, + { + "symbol": "CRH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.295117, + "strategy_rank": 77.430391, + "rr": 1.218176, + "primary_prob": 25.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.827264, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.158815, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.770701, + "strategy_rank": 95.868062, + "rr": 1.225352, + "primary_prob": 25.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.838028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.188619, + "hold30_r": 4.749556 + }, + { + "symbol": "CVNA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.893843, + "strategy_rank": 99.76696, + "rr": 1.950236, + "primary_prob": 28.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.925354, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021679, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.373673, + "strategy_rank": 94.188555, + "rr": 1.048103, + "primary_prob": 29.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.572154, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.028028, + "hold30_r": -0.137912 + }, + { + "symbol": "DDOG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.552017, + "strategy_rank": 92.243555, + "rr": 1.356772, + "primary_prob": 26.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.035158, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.575436, + "hold30_r": -1.540657 + }, + { + "symbol": "DECK", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.73673, + "strategy_rank": 90.377616, + "rr": 1.542852, + "primary_prob": 18.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.314278, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.498098, + "hold30_r": 4.652608 + }, + { + "symbol": "DELL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.619958, + "strategy_rank": 98.430796, + "rr": 1.046483, + "primary_prob": 28.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.569725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.015601, + "hold30_r": 2.089659 + }, + { + "symbol": "DPZ", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.518047, + "strategy_rank": 76.435649, + "rr": 1.676078, + "primary_prob": 30.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.514117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.053693, + "hold30_r": 0.930682 + }, + { + "symbol": "DVA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.038217, + "strategy_rank": 86.172783, + "rr": 0.788299, + "primary_prob": 37.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.182448, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.742297, + "hold30_r": 1.161577 + }, + { + "symbol": "ERIE", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.921444, + "strategy_rank": 83.464058, + "rr": 0.927927, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.39189, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.860209, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.993631, + "strategy_rank": 80.460621, + "rr": 1.012769, + "primary_prob": 30.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.519153, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059939, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.987261, + "strategy_rank": 82.635527, + "rr": 2.289726, + "primary_prob": 22.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.434589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.248183, + "hold30_r": 3.777363 + }, + { + "symbol": "FIX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.072187, + "strategy_rank": 92.93307, + "rr": 0.819366, + "primary_prob": 35.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.229049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.781228, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.740977, + "strategy_rank": 75.155192, + "rr": 2.040698, + "primary_prob": 24.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.061048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065932, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.360934, + "strategy_rank": 63.681225, + "rr": 0.771891, + "primary_prob": 39.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.157836, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.706084, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.43949, + "strategy_rank": 73.645739, + "rr": 1.831659, + "primary_prob": 21.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 47.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.747488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050208, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.70276, + "strategy_rank": 64.125265, + "rr": 0.958134, + "primary_prob": 32.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.437201, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.881879, + "hold30_r": 1.300775 + }, + { + "symbol": "HII", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.864119, + "strategy_rank": 73.53028, + "rr": 0.714248, + "primary_prob": 42.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.071372, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.662293, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.322718, + "strategy_rank": 77.317966, + "rr": 1.074534, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.611801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.014867, + "hold30_r": 0.68233 + }, + { + "symbol": "IR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.713376, + "strategy_rank": 69.870792, + "rr": 0.684485, + "primary_prob": 41.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.026728, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.633739, + "hold30_r": 1.925243 + }, + { + "symbol": "IT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.422505, + "strategy_rank": 79.059246, + "rr": 1.431426, + "primary_prob": 22.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.147139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.381858, + "hold30_r": 0.812381 + }, + { + "symbol": "JBL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.171975, + "strategy_rank": 90.420382, + "rr": 0.796362, + "primary_prob": 38.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.194542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.755549, + "hold30_r": 1.263873 + }, + { + "symbol": "JPM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.165605, + "strategy_rank": 59.484178, + "rr": 1.540215, + "primary_prob": 18.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.310323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.46629, + "hold30_r": 0.867262 + }, + { + "symbol": "KKR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.339703, + "strategy_rank": 83.269538, + "rr": 0.84311, + "primary_prob": 37.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.264665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.801409, + "hold30_r": 3.326969 + }, + { + "symbol": "LII", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.048832, + "strategy_rank": 77.378627, + "rr": 0.869025, + "primary_prob": 36.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.303538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.827227, + "hold30_r": 3.767258 + }, + { + "symbol": "LLY", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.435244, + "strategy_rank": 87.026893, + "rr": 0.728302, + "primary_prob": 42.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.092454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.680223, + "hold30_r": 4.907574 + }, + { + "symbol": "LRCX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.730361, + "strategy_rank": 84.584269, + "rr": 1.051949, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.577923, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.010229, + "hold30_r": 3.747202 + }, + { + "symbol": "META", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.585987, + "strategy_rank": 93.892731, + "rr": 0.870957, + "primary_prob": 34.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.306435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.838296, + "hold30_r": 1.975333 + }, + { + "symbol": "MLM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.791932, + "strategy_rank": 65.771813, + "rr": 1.250421, + "primary_prob": 23.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.875632, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054545, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.133758, + "strategy_rank": 89.35871, + "rr": 1.003428, + "primary_prob": 29.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.505142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042358, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.681529, + "strategy_rank": 99.681832, + "rr": 0.857727, + "primary_prob": 34.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.286591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.845393, + "hold30_r": 1.433621 + }, + { + "symbol": "MU", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.116773, + "strategy_rank": 94.391265, + "rr": 0.822934, + "primary_prob": 36.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.234401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.789096, + "hold30_r": 4.886863 + }, + { + "symbol": "NFLX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.798301, + "strategy_rank": 89.72389, + "rr": 1.085272, + "primary_prob": 32.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 43, + "primary_distance_atr": 1.627908, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.039544, + "hold30_r": 3.808734 + }, + { + "symbol": "NOW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.92569, + "strategy_rank": 78.082904, + "rr": 1.20985, + "primary_prob": 27.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.814775, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.165229, + "hold30_r": -1.0 + }, + { + "symbol": "NTAP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.870488, + "strategy_rank": 90.02204, + "rr": 1.203855, + "primary_prob": 23.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.805782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.136849, + "hold30_r": 6.851727 + }, + { + "symbol": "NVDA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.983015, + "strategy_rank": 97.127793, + "rr": 1.08611, + "primary_prob": 27.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.629164, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.056185, + "hold30_r": 7.109516 + }, + { + "symbol": "NWS", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.138004, + "strategy_rank": 69.437873, + "rr": 0.816332, + "primary_prob": 37.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.224499, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073409, + "hold30_r": -1.0 + }, + { + "symbol": "NWSA", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.590234, + "strategy_rank": 67.209989, + "rr": 0.907329, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.360993, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.15751, + "hold30_r": -2.080378 + }, + { + "symbol": "PANW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.014862, + "strategy_rank": 87.09453, + "rr": 1.005239, + "primary_prob": 45.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.507858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.958571, + "hold30_r": 1.84183 + }, + { + "symbol": "PCAR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.507431, + "strategy_rank": 72.277424, + "rr": 0.972059, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.458089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.921403, + "hold30_r": 0.715442 + }, + { + "symbol": "PGR", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.70913, + "strategy_rank": 72.204327, + "rr": 0.724222, + "primary_prob": 40.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.086333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.654216, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004246, + "strategy_rank": 74.809322, + "rr": 1.334779, + "primary_prob": 22.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.002169, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.278597, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.227176, + "strategy_rank": 66.100293, + "rr": 0.852091, + "primary_prob": 35.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.278136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790918, + "hold30_r": 1.521777 + }, + { + "symbol": "PLTR", + "date": "2024-05-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.346072, + "strategy_rank": 97.729552, + "rr": 2.141635, + "primary_prob": 26.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 30, + "primary_distance_atr": 3.212452, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032994, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.284501, + "strategy_rank": 84.097563, + "rr": 0.870809, + "primary_prob": 34.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.306214, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.825497, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.785563, + "strategy_rank": 63.914973, + "rr": 1.413296, + "primary_prob": 19.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.119943, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06349, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.802548, + "strategy_rank": 82.596704, + "rr": 1.021674, + "primary_prob": 29.76, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.532511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150424, + "hold30_r": -1.095283 + }, + { + "symbol": "RSG", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.573248, + "strategy_rank": 56.59175, + "rr": 1.007161, + "primary_prob": 32.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.510741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081746, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.469214, + "strategy_rank": 99.596704, + "rr": 0.999446, + "primary_prob": 31.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.49917, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.986116, + "hold30_r": 0.89158 + }, + { + "symbol": "STX", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.535032, + "strategy_rank": 81.27611, + "rr": 0.918001, + "primary_prob": 37.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 45, + "primary_distance_atr": 1.377001, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.876219, + "hold30_r": 4.412133 + }, + { + "symbol": "SW", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.949045, + "strategy_rank": 84.081792, + "rr": 1.867728, + "primary_prob": 26.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.801592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.802314, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.250531, + "strategy_rank": 78.035689, + "rr": 1.010518, + "primary_prob": 30.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.515777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.947179, + "hold30_r": 2.619632 + }, + { + "symbol": "TXT", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.288747, + "strategy_rank": 72.906885, + "rr": 0.889946, + "primary_prob": 33.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.334919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.833406, + "hold30_r": 0.108997 + }, + { + "symbol": "UBER", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.719745, + "strategy_rank": 89.473663, + "rr": 1.418745, + "primary_prob": 20.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.128117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.346571, + "hold30_r": -1.308274 + }, + { + "symbol": "URI", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.915074, + "strategy_rank": 89.861187, + "rr": 0.810786, + "primary_prob": 37.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.216179, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.772278, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.161359, + "strategy_rank": 84.166919, + "rr": 0.844442, + "primary_prob": 35.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.266662, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.799626, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.859873, + "strategy_rank": 90.911435, + "rr": 1.05814, + "primary_prob": 27.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.58721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.026795, + "hold30_r": 1.968191 + }, + { + "symbol": "WFC", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.997877, + "strategy_rank": 68.762006, + "rr": 0.698031, + "primary_prob": 55.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.047046, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625725, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.953291, + "strategy_rank": 60.573653, + "rr": 0.676553, + "primary_prob": 42.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.01483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.600089, + "hold30_r": 2.56068 + }, + { + "symbol": "WRB", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.082803, + "strategy_rank": 73.726216, + "rr": 1.407479, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.111219, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.067531, + "hold30_r": 0.502901 + }, + { + "symbol": "WSM", + "date": "2024-05-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.195329, + "strategy_rank": 95.720857, + "rr": 0.762817, + "primary_prob": 53.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.144226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.71452, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-05-09", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.469989, + "strategy_rank": 96.150259, + "rr": 2.218193, + "primary_prob": 7.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 3.32729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.194158, + "hold30_r": 2.827272 + }, + { + "symbol": "AIZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.768969, + "strategy_rank": 65.850043, + "rr": 1.09513, + "primary_prob": 31.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.642694, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060251, + "hold30_r": -1.0 + }, + { + "symbol": "APO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.657984, + "strategy_rank": 79.03344, + "rr": 0.735302, + "primary_prob": 54.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.102953, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.685391, + "hold30_r": 1.42749 + }, + { + "symbol": "APP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.093998, + "strategy_rank": 98.856749, + "rr": 1.815434, + "primary_prob": 28.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.723151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028675, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.903737, + "strategy_rank": 93.208634, + "rr": 1.247969, + "primary_prob": 23.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.871954, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.206294, + "hold30_r": 3.877332 + }, + { + "symbol": "AXON", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.525481, + "strategy_rank": 86.080054, + "rr": 1.648284, + "primary_prob": 15.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.472426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049383, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.653454, + "strategy_rank": 68.458323, + "rr": 1.217431, + "primary_prob": 28.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.826147, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057335, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.166478, + "strategy_rank": 79.970381, + "rr": 0.814022, + "primary_prob": 37.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.221033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054419, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.674972, + "strategy_rank": 69.334924, + "rr": 1.080301, + "primary_prob": 29.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.620451, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.064741, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.634202, + "strategy_rank": 70.391905, + "rr": 1.203585, + "primary_prob": 24.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.805378, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.145115, + "hold30_r": 0.283861 + }, + { + "symbol": "CI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.542469, + "strategy_rank": 84.492398, + "rr": 1.483493, + "primary_prob": 19.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.22524, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079693, + "hold30_r": -1.0 + }, + { + "symbol": "COF", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.014723, + "strategy_rank": 75.24017, + "rr": 1.201915, + "primary_prob": 29.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.802872, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070899, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.426954, + "strategy_rank": 85.641401, + "rr": 1.500553, + "primary_prob": 23.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.250829, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.471956, + "hold30_r": 4.77503 + }, + { + "symbol": "COIN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.867497, + "strategy_rank": 98.901818, + "rr": 1.028935, + "primary_prob": 33.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.543402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012131, + "hold30_r": 0.869353 + }, + { + "symbol": "COP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.03171, + "strategy_rank": 65.134414, + "rr": 1.636353, + "primary_prob": 18.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.45453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070057, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.978482, + "strategy_rank": 67.18901, + "rr": 0.98213, + "primary_prob": 30.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.473194, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084454, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.260476, + "strategy_rank": 78.453826, + "rr": 0.943675, + "primary_prob": 47.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.415512, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056255, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 97.508494, + "strategy_rank": 95.67676, + "rr": 2.270511, + "primary_prob": 21.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 3.405767, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.231587, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.660249, + "strategy_rank": 99.592491, + "rr": 2.462134, + "primary_prob": 22.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.693202, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.02171, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.431484, + "strategy_rank": 91.770817, + "rr": 0.993757, + "primary_prob": 31.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.490636, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030507, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.826727, + "strategy_rank": 88.556085, + "rr": 2.140117, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 3.210176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.091286, + "hold30_r": 3.208511 + }, + { + "symbol": "DPZ", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.298981, + "strategy_rank": 79.745033, + "rr": 1.68919, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.533785, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063051, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.672707, + "strategy_rank": 79.115239, + "rr": 1.001277, + "primary_prob": 44.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.501916, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049836, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.243488, + "strategy_rank": 81.466822, + "rr": 0.99688, + "primary_prob": 30.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.49532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065877, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.10872, + "strategy_rank": 89.402349, + "rr": 1.913826, + "primary_prob": 26.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.870738, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.044767, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.06795, + "strategy_rank": 73.694624, + "rr": 1.667145, + "primary_prob": 30.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.500718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07701, + "hold30_r": -1.0 + }, + { + "symbol": "HAL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.730464, + "strategy_rank": 73.619922, + "rr": 1.746064, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 67, + "primary_distance_atr": 2.619096, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077636, + "hold30_r": -1.022312 + }, + { + "symbol": "HII", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.332956, + "strategy_rank": 69.918137, + "rr": 0.870389, + "primary_prob": 36.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.305583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061189, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.899207, + "strategy_rank": 61.253427, + "rr": 0.85196, + "primary_prob": 50.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.27794, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070551, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.807475, + "strategy_rank": 78.510029, + "rr": 0.906253, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.359379, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839352, + "hold30_r": 1.090665 + }, + { + "symbol": "IR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.711212, + "strategy_rank": 67.815948, + "rr": 1.089271, + "primary_prob": 43.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.633906, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.03227, + "hold30_r": -1.0 + }, + { + "symbol": "IT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.296716, + "strategy_rank": 73.676932, + "rr": 0.941556, + "primary_prob": 35.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.412333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.882999, + "hold30_r": -1.149759 + }, + { + "symbol": "JBL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.486976, + "strategy_rank": 91.474368, + "rr": 0.794285, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.191428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "ambiguous", + "net_r": -1.284224, + "hold30_r": -1.235486 + }, + { + "symbol": "KEY", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.087203, + "strategy_rank": 82.281404, + "rr": 2.421025, + "primary_prob": 22.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 3.631537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053108, + "hold30_r": -1.0 + }, + { + "symbol": "LLY", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.80974, + "strategy_rank": 85.969533, + "rr": 0.896499, + "primary_prob": 49.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.344749, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.844618, + "hold30_r": 4.935857 + }, + { + "symbol": "LRCX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.354473, + "strategy_rank": 86.439534, + "rr": 1.011988, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.517983, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964378, + "hold30_r": 3.575701 + }, + { + "symbol": "MAR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.407701, + "strategy_rank": 64.735617, + "rr": 1.47777, + "primary_prob": 22.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 32, + "primary_distance_atr": 2.216655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070299, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.375991, + "strategy_rank": 95.257311, + "rr": 0.919512, + "primary_prob": 35.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.379267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.879768, + "hold30_r": 1.435505 + }, + { + "symbol": "MPC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.734994, + "strategy_rank": 89.387347, + "rr": 1.499562, + "primary_prob": 17.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.249343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046269, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.88675, + "strategy_rank": 99.818915, + "rr": 1.169457, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.754185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.156469, + "hold30_r": 1.733874 + }, + { + "symbol": "MU", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.715742, + "strategy_rank": 95.630884, + "rr": 1.157927, + "primary_prob": 40.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.73689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.119201, + "hold30_r": 3.174983 + }, + { + "symbol": "NFLX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.677237, + "strategy_rank": 89.554609, + "rr": 0.922184, + "primary_prob": 35.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.383277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872795, + "hold30_r": 2.486054 + }, + { + "symbol": "NOW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.258211, + "strategy_rank": 77.544096, + "rr": 0.898763, + "primary_prob": 36.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.348145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.847744, + "hold30_r": -1.356228 + }, + { + "symbol": "NTAP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.07248, + "strategy_rank": 91.091008, + "rr": 0.806476, + "primary_prob": 50.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.209715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.73968, + "hold30_r": 5.919291 + }, + { + "symbol": "NVDA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.187995, + "strategy_rank": 97.272321, + "rr": 0.997541, + "primary_prob": 29.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.496312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.964057, + "hold30_r": 6.744901 + }, + { + "symbol": "NWS", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.315968, + "strategy_rank": 70.52163, + "rr": 1.609328, + "primary_prob": 33.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.413992, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.547157, + "hold30_r": 3.425893 + }, + { + "symbol": "NWSA", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.937712, + "strategy_rank": 68.178118, + "rr": 1.593285, + "primary_prob": 34.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.389928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.533261, + "hold30_r": 3.405276 + }, + { + "symbol": "PCAR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.84598, + "strategy_rank": 72.538792, + "rr": 0.925817, + "primary_prob": 33.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.388725, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060522, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.956965, + "strategy_rank": 68.043179, + "rr": 1.131683, + "primary_prob": 27.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.697525, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.061873, + "hold30_r": 1.558487 + }, + { + "symbol": "PLTR", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.392978, + "strategy_rank": 93.533908, + "rr": 1.328119, + "primary_prob": 25.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.992178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.303704, + "hold30_r": 2.346667 + }, + { + "symbol": "PSX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.942242, + "strategy_rank": 83.877669, + "rr": 1.580544, + "primary_prob": 16.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.370816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.050721, + "hold30_r": -1.0 + }, + { + "symbol": "QCOM", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.238958, + "strategy_rank": 79.749171, + "rr": 1.332305, + "primary_prob": 36.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.998457, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.279553, + "hold30_r": 2.910202 + }, + { + "symbol": "RL", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.164213, + "strategy_rank": 84.185085, + "rr": 1.993691, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.990536, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.334066, + "hold30_r": -1.274318 + }, + { + "symbol": "RSG", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.860702, + "strategy_rank": 56.806111, + "rr": 1.353299, + "primary_prob": 20.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.029949, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096756, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.433749, + "strategy_rank": 99.569687, + "rr": 1.017665, + "primary_prob": 30.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.526497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.001663, + "hold30_r": 0.446876 + }, + { + "symbol": "STLD", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.879955, + "strategy_rank": 75.43814, + "rr": 1.440464, + "primary_prob": 19.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.160695, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045284, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.749717, + "strategy_rank": 80.50987, + "rr": 1.118775, + "primary_prob": 42.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.678163, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.070474, + "hold30_r": 2.499583 + }, + { + "symbol": "SW", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.14949, + "strategy_rank": 85.019575, + "rr": 1.883655, + "primary_prob": 26.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.825483, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.803973, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 83.465459, + "strategy_rank": 77.498219, + "rr": 2.211653, + "primary_prob": 28.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.31748, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057424, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 86.523216, + "strategy_rank": 84.321908, + "rr": 2.381173, + "primary_prob": 24.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 29, + "primary_distance_atr": 3.57176, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045579, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.337486, + "strategy_rank": 74.1471, + "rr": 0.873411, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.310117, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.8, + "hold30_r": 5.392348 + }, + { + "symbol": "TSN", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.106455, + "strategy_rank": 71.863659, + "rr": 1.825829, + "primary_prob": 13.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.738744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063718, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.448471, + "strategy_rank": 76.167323, + "rr": 1.400783, + "primary_prob": 20.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.101174, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066033, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.751982, + "strategy_rank": 90.175256, + "rr": 1.039775, + "primary_prob": 29.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.559663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.007051, + "hold30_r": 1.072235 + }, + { + "symbol": "URI", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.204983, + "strategy_rank": 91.714076, + "rr": 0.714505, + "primary_prob": 55.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.071758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045986, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.997735, + "strategy_rank": 83.58122, + "rr": 1.030123, + "primary_prob": 29.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.545185, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.981537, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.281993, + "strategy_rank": 92.124545, + "rr": 1.031903, + "primary_prob": 28.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.547854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.996212, + "hold30_r": 1.311001 + }, + { + "symbol": "WRB", + "date": "2024-05-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.580974, + "strategy_rank": 72.819804, + "rr": 1.052433, + "primary_prob": 30.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.578649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080326, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-05-16", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.30485, + "strategy_rank": 96.721353, + "rr": 1.579245, + "primary_prob": 31.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.368868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.557443, + "hold30_r": 2.977985 + }, + { + "symbol": "AIZ", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.951501, + "strategy_rank": 65.19131, + "rr": 1.406218, + "primary_prob": 24.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.109327, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067503, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.916859, + "strategy_rank": 69.739725, + "rr": 1.231096, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.846644, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070262, + "hold30_r": -1.0 + }, + { + "symbol": "AMZN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.448037, + "strategy_rank": 73.146152, + "rr": 0.676876, + "primary_prob": 57.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.015314, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.058927, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.614319, + "strategy_rank": 98.510992, + "rr": 1.715239, + "primary_prob": 31.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.572858, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029674, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.759815, + "strategy_rank": 82.26232, + "rr": 0.876836, + "primary_prob": 34.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.315254, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049856, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.138568, + "strategy_rank": 57.654091, + "rr": 1.259986, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.88998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.094976, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.21709, + "strategy_rank": 69.282067, + "rr": 1.49811, + "primary_prob": 22.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.247165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063476, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.147806, + "strategy_rank": 81.147063, + "rr": 0.77417, + "primary_prob": 38.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.161255, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060391, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.184758, + "strategy_rank": 71.399226, + "rr": 1.499789, + "primary_prob": 18.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.249683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065911, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.030023, + "strategy_rank": 85.435203, + "rr": 1.667258, + "primary_prob": 17.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.500887, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08095, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.678984, + "strategy_rank": 68.947953, + "rr": 1.054056, + "primary_prob": 30.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.581084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.128461, + "hold30_r": -1.066318 + }, + { + "symbol": "COF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.182448, + "strategy_rank": 75.006952, + "rr": 1.426509, + "primary_prob": 24.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.139764, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072461, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.990762, + "strategy_rank": 90.244053, + "rr": 1.718896, + "primary_prob": 36.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 57, + "primary_distance_atr": 2.578343, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.686073, + "hold30_r": 4.15855 + }, + { + "symbol": "COIN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.960739, + "strategy_rank": 98.961099, + "rr": 0.769222, + "primary_prob": 42.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 36, + "primary_distance_atr": 1.153833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.751406, + "hold30_r": 0.854343 + }, + { + "symbol": "COP", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.602771, + "strategy_rank": 65.892182, + "rr": 1.752196, + "primary_prob": 16.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 2.628294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072353, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.454965, + "strategy_rank": 65.956192, + "rr": 1.583482, + "primary_prob": 16.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 2.375224, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091312, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.221709, + "strategy_rank": 78.675612, + "rr": 1.44916, + "primary_prob": 34.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.173741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.098831, + "hold30_r": -1.047886 + }, + { + "symbol": "CRWD", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.228637, + "strategy_rank": 95.776309, + "rr": 0.778187, + "primary_prob": 51.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.167281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.734241, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.884527, + "strategy_rank": 99.746158, + "rr": 2.573893, + "primary_prob": 21.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.860839, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023231, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.919169, + "strategy_rank": 92.602588, + "rr": 0.759726, + "primary_prob": 39.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.139589, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036475, + "hold30_r": -1.0 + }, + { + "symbol": "DECK", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.688222, + "strategy_rank": 91.956496, + "rr": 1.337227, + "primary_prob": 37.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.005841, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.288769, + "hold30_r": 1.420145 + }, + { + "symbol": "DPZ", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.685912, + "strategy_rank": 79.474256, + "rr": 2.078065, + "primary_prob": 24.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.117098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063819, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.459584, + "strategy_rank": 83.827245, + "rr": 1.51675, + "primary_prob": 18.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.275125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070879, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.496536, + "strategy_rank": 82.003284, + "rr": 1.794617, + "primary_prob": 13.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.691926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066685, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.766744, + "strategy_rank": 94.241911, + "rr": 0.795024, + "primary_prob": 36.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.192537, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.761231, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.489607, + "strategy_rank": 88.501203, + "rr": 1.72391, + "primary_prob": 29.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.585865, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048197, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.408776, + "strategy_rank": 74.702406, + "rr": 1.431316, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.146974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.092257, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.833718, + "strategy_rank": 66.745887, + "rr": 1.734643, + "primary_prob": 14.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.601964, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.537379, + "hold30_r": -1.455958 + }, + { + "symbol": "HAL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.796767, + "strategy_rank": 74.313792, + "rr": 1.241643, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 46.0, + "primary_rejection_count": 67, + "primary_distance_atr": 1.862465, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062333, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.371824, + "strategy_rank": 71.612872, + "rr": 1.293909, + "primary_prob": 22.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.940863, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067495, + "hold30_r": -1.0 + }, + { + "symbol": "HUBB", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.369515, + "strategy_rank": 73.559699, + "rr": 1.144361, + "primary_prob": 27.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.716541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.092746, + "hold30_r": -1.0 + }, + { + "symbol": "IBM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.683603, + "strategy_rank": 77.960875, + "rr": 1.652971, + "primary_prob": 14.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 0.0, + "primary_rejection_count": 0, + "primary_distance_atr": 2.479456, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081227, + "hold30_r": -1.0 + }, + { + "symbol": "IR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.103926, + "strategy_rank": 68.811503, + "rr": 0.719333, + "primary_prob": 55.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.655797, + "hold30_r": -1.0 + }, + { + "symbol": "JBL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.143187, + "strategy_rank": 88.431719, + "rr": 1.50159, + "primary_prob": 19.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.252386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.450601, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.073903, + "strategy_rank": 95.141005, + "rr": 1.247055, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.870583, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.202345, + "hold30_r": 1.780702 + }, + { + "symbol": "MLM", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.177829, + "strategy_rank": 63.952508, + "rr": 1.052981, + "primary_prob": 32.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.579472, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060266, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.690531, + "strategy_rank": 90.424894, + "rr": 1.480583, + "primary_prob": 18.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.220874, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046147, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.422633, + "strategy_rank": 99.492037, + "rr": 1.507066, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.260599, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037753, + "hold30_r": -1.020414 + }, + { + "symbol": "NFLX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.265589, + "strategy_rank": 89.938507, + "rr": 1.7148, + "primary_prob": 30.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.5722, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.66091, + "hold30_r": 2.537906 + }, + { + "symbol": "PANW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.26097, + "strategy_rank": 91.583025, + "rr": 1.52585, + "primary_prob": 32.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.288776, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.534447, + "hold30_r": -1.478177 + }, + { + "symbol": "PCAR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.378753, + "strategy_rank": 73.419452, + "rr": 0.825902, + "primary_prob": 36.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.238853, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763629, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.997691, + "strategy_rank": 74.195961, + "rr": 0.886702, + "primary_prob": 34.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.330054, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069488, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.953811, + "strategy_rank": 71.652789, + "rr": 0.971114, + "primary_prob": 31.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.456671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063982, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.720554, + "strategy_rank": 68.593661, + "rr": 1.421348, + "primary_prob": 20.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.132022, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085033, + "hold30_r": -1.0 + }, + { + "symbol": "PLTR", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.071594, + "strategy_rank": 94.700288, + "rr": 1.537208, + "primary_prob": 36.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 39, + "primary_distance_atr": 2.305811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.507523, + "hold30_r": 2.776073 + }, + { + "symbol": "PSX", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.727483, + "strategy_rank": 83.445224, + "rr": 1.480544, + "primary_prob": 18.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.220815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057348, + "hold30_r": -1.0 + }, + { + "symbol": "RJF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.715935, + "strategy_rank": 62.937141, + "rr": 1.186496, + "primary_prob": 24.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.779745, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084763, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 84.295612, + "strategy_rank": 83.5398, + "rr": 2.002016, + "primary_prob": 26.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.003025, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.573913, + "hold30_r": -1.509434 + }, + { + "symbol": "RSG", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.56582, + "strategy_rank": 60.103686, + "rr": 1.780189, + "primary_prob": 13.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.670284, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.105107, + "hold30_r": -1.0 + }, + { + "symbol": "SCHW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.87067, + "strategy_rank": 72.811199, + "rr": 1.543749, + "primary_prob": 40.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 44.0, + "primary_rejection_count": 64, + "primary_distance_atr": 2.315623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072197, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.65358, + "strategy_rank": 99.722904, + "rr": 1.85747, + "primary_prob": 27.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.786205, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017217, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.639723, + "strategy_rank": 75.902131, + "rr": 0.950518, + "primary_prob": 31.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.425777, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052933, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.535797, + "strategy_rank": 85.222117, + "rr": 0.925678, + "primary_prob": 47.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.388517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.839817, + "hold30_r": -1.070429 + }, + { + "symbol": "SYF", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.909931, + "strategy_rank": 77.760135, + "rr": 1.599542, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 51, + "primary_distance_atr": 2.399313, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051632, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.413395, + "strategy_rank": 85.653044, + "rr": 0.771484, + "primary_prob": 43.0, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.157226, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04978, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.722864, + "strategy_rank": 77.650295, + "rr": 1.309169, + "primary_prob": 22.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.963754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074429, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.648961, + "strategy_rank": 91.159809, + "rr": 0.701381, + "primary_prob": 41.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.052072, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.664009, + "hold30_r": 1.422738 + }, + { + "symbol": "URI", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.840647, + "strategy_rank": 91.666653, + "rr": 1.148549, + "primary_prob": 41.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.722823, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046287, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 90.993072, + "strategy_rank": 82.795496, + "rr": 2.451888, + "primary_prob": 20.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 3.677831, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052262, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.191686, + "strategy_rank": 98.153903, + "rr": 0.739462, + "primary_prob": 53.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.109193, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713548, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.457275, + "strategy_rank": 91.2412, + "rr": 0.955207, + "primary_prob": 46.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.432811, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.917369, + "hold30_r": 1.561311 + }, + { + "symbol": "WRB", + "date": "2024-05-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.224018, + "strategy_rank": 74.47965, + "rr": 1.349369, + "primary_prob": 23.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.024053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.431742, + "hold30_r": -1.346963 + }, + { + "symbol": "HOOD", + "date": "2024-05-23", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.914286, + "strategy_rank": 97.086575, + "rr": 0.716032, + "primary_prob": 55.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.074049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.694046, + "hold30_r": 1.919781 + }, + { + "symbol": "AIG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.657143, + "strategy_rank": 60.991507, + "rr": 0.935617, + "primary_prob": 32.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.403426, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077141, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.857143, + "strategy_rank": 68.668493, + "rr": 0.978906, + "primary_prob": 37.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.468359, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.912245, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.085714, + "strategy_rank": 72.244932, + "rr": 1.530144, + "primary_prob": 19.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.295216, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074512, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.714286, + "strategy_rank": 92.620548, + "rr": 1.024294, + "primary_prob": 44.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.536442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038331, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.628571, + "strategy_rank": 98.526301, + "rr": 1.772042, + "primary_prob": 30.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.658063, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029479, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.085714, + "strategy_rank": 84.581918, + "rr": 1.199715, + "primary_prob": 25.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.799573, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05146, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.171429, + "strategy_rank": 58.92411, + "rr": 1.631152, + "primary_prob": 16.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.446727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.278035, + "hold30_r": -1.181102 + }, + { + "symbol": "CAH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.257143, + "strategy_rank": 69.174521, + "rr": 1.339201, + "primary_prob": 23.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.008801, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.27227, + "hold30_r": -0.277749 + }, + { + "symbol": "CAT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.2, + "strategy_rank": 77.752329, + "rr": 1.370331, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.055497, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057938, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.857143, + "strategy_rank": 60.568493, + "rr": 1.067591, + "primary_prob": 42.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.601386, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073469, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.457143, + "strategy_rank": 73.52137, + "rr": 0.877602, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.316402, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07086, + "hold30_r": -1.0 + }, + { + "symbol": "CDW", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.085714, + "strategy_rank": 72.954521, + "rr": 0.933354, + "primary_prob": 33.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.400031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.14867, + "hold30_r": -1.080547 + }, + { + "symbol": "CI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.8, + "strategy_rank": 88.247671, + "rr": 1.369099, + "primary_prob": 22.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.053648, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.288883, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.314286, + "strategy_rank": 74.365205, + "rr": 0.786064, + "primary_prob": 38.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.179097, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087052, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.942857, + "strategy_rank": 68.798356, + "rr": 1.289776, + "primary_prob": 24.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.934665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.212734, + "hold30_r": -1.141638 + }, + { + "symbol": "COF", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.314286, + "strategy_rank": 71.744658, + "rr": 1.370983, + "primary_prob": 26.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 31.0, + "primary_rejection_count": 45, + "primary_distance_atr": 2.056474, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074391, + "hold30_r": -1.0 + }, + { + "symbol": "COHR", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 81.485714, + "strategy_rank": 85.670137, + "rr": 2.037514, + "primary_prob": 28.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 35, + "primary_distance_atr": 3.056272, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.034759, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.085714, + "strategy_rank": 99.051781, + "rr": 1.580052, + "primary_prob": 32.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.370079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019517, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.942857, + "strategy_rank": 67.506575, + "rr": 0.858294, + "primary_prob": 35.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.287442, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.768041, + "hold30_r": 0.727753 + }, + { + "symbol": "CRH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.114286, + "strategy_rank": 77.638904, + "rr": 1.563959, + "primary_prob": 32.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.345938, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055231, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.8, + "strategy_rank": 65.121644, + "rr": 0.969357, + "primary_prob": 31.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.454036, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.095147, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.885714, + "strategy_rank": 99.748767, + "rr": 1.667197, + "primary_prob": 16.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.500795, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023148, + "hold30_r": -1.0 + }, + { + "symbol": "DASH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.257143, + "strategy_rank": 91.786849, + "rr": 1.559548, + "primary_prob": 17.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.339322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.037077, + "hold30_r": -1.0 + }, + { + "symbol": "DLR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.828571, + "strategy_rank": 82.366301, + "rr": 1.113379, + "primary_prob": 31.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 1.670068, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.054511, + "hold30_r": 2.651246 + }, + { + "symbol": "DPZ", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.028571, + "strategy_rank": 80.667945, + "rr": 1.105652, + "primary_prob": 32.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.658478, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.036712, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.885714, + "strategy_rank": 82.444658, + "rr": 0.841881, + "primary_prob": 34.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.262822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.790113, + "hold30_r": 0.155074 + }, + { + "symbol": "ERIE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.714286, + "strategy_rank": 84.49589, + "rr": 1.007705, + "primary_prob": 32.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.511557, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066781, + "hold30_r": -1.0 + }, + { + "symbol": "EXPE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.342857, + "strategy_rank": 83.808493, + "rr": 2.156748, + "primary_prob": 11.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 3.235122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.105561, + "hold30_r": 4.459293 + }, + { + "symbol": "FANG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.857143, + "strategy_rank": 81.50274, + "rr": 1.343838, + "primary_prob": 22.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.015757, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068889, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.628571, + "strategy_rank": 91.487945, + "rr": 1.56177, + "primary_prob": 31.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.342655, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052166, + "hold30_r": -1.0 + }, + { + "symbol": "GM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.571429, + "strategy_rank": 76.673973, + "rr": 1.266503, + "primary_prob": 25.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.899754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.068876, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 75.280822, + "rr": 1.745286, + "primary_prob": 30.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.617929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078195, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.114286, + "strategy_rank": 67.338904, + "rr": 0.867489, + "primary_prob": 49.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.301233, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085748, + "hold30_r": -1.0 + }, + { + "symbol": "HII", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.4, + "strategy_rank": 71.310137, + "rr": 1.323951, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.985926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073738, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.514286, + "strategy_rank": 64.190137, + "rr": 0.787699, + "primary_prob": 39.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.181548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071207, + "hold30_r": -1.0 + }, + { + "symbol": "L", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.685714, + "strategy_rank": 59.793699, + "rr": 1.1139, + "primary_prob": 32.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.670851, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103389, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.257143, + "strategy_rank": 63.549863, + "rr": 1.473064, + "primary_prob": 20.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.209597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079468, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-05-24", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.571429, + "strategy_rank": 89.979452, + "rr": 2.173393, + "primary_prob": 23.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.260089, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049276, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.628571, + "strategy_rank": 64.929041, + "rr": 1.177984, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.766976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062351, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.371429, + "strategy_rank": 89.392877, + "rr": 0.698595, + "primary_prob": 41.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.047893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051189, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.657143, + "strategy_rank": 99.725753, + "rr": 0.930489, + "primary_prob": 46.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.395733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017902, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.285714, + "strategy_rank": 84.09863, + "rr": 1.734108, + "primary_prob": 29.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.601162, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.679048, + "hold30_r": 1.315201 + }, + { + "symbol": "OKE", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.714286, + "strategy_rank": 64.212329, + "rr": 0.831764, + "primary_prob": 35.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.247646, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084589, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.228571, + "strategy_rank": 73.943562, + "rr": 0.976121, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.464181, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06913, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.142857, + "strategy_rank": 74.780822, + "rr": 0.739701, + "primary_prob": 42.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.109551, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.66836, + "hold30_r": 1.063588 + }, + { + "symbol": "PH", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.657143, + "strategy_rank": 73.988767, + "rr": 0.883703, + "primary_prob": 36.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.325554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063094, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.485714, + "strategy_rank": 83.393425, + "rr": 1.405126, + "primary_prob": 19.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.107689, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051577, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.457143, + "strategy_rank": 67.270685, + "rr": 1.289148, + "primary_prob": 38.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.933721, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.086429, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.714286, + "strategy_rank": 62.679452, + "rr": 1.330044, + "primary_prob": 36.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.995066, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087256, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.342857, + "strategy_rank": 83.467397, + "rr": 1.356468, + "primary_prob": 21.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.034701, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060015, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.028571, + "strategy_rank": 87.148767, + "rr": 1.588289, + "primary_prob": 33.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.382433, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.535028, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.657143, + "strategy_rank": 61.428493, + "rr": 1.009536, + "primary_prob": 32.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.514304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.115304, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.314286, + "strategy_rank": 99.41726, + "rr": 0.719728, + "primary_prob": 41.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.079591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.016747, + "hold30_r": -1.0 + }, + { + "symbol": "STLD", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.028571, + "strategy_rank": 75.281644, + "rr": 1.169743, + "primary_prob": 25.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.754614, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057768, + "hold30_r": -1.0 + }, + { + "symbol": "SYF", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.028571, + "strategy_rank": 79.074795, + "rr": 1.260868, + "primary_prob": 26.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.891302, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053628, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.428571, + "strategy_rank": 85.138356, + "rr": 0.842325, + "primary_prob": 40.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.263488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057546, + "hold30_r": -1.0 + }, + { + "symbol": "TRGP", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.114286, + "strategy_rank": 76.012877, + "rr": 1.085953, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.62893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.012485, + "hold30_r": 5.981999 + }, + { + "symbol": "TXT", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.885714, + "strategy_rank": 73.72, + "rr": 0.764159, + "primary_prob": 37.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.146239, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081325, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.0, + "strategy_rank": 90.358904, + "rr": 1.212118, + "primary_prob": 25.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.818178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.171916, + "hold30_r": 1.567192 + }, + { + "symbol": "URI", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.885714, + "strategy_rank": 93.900822, + "rr": 0.736193, + "primary_prob": 41.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.104289, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046818, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.171429, + "strategy_rank": 80.996712, + "rr": 1.102379, + "primary_prob": 28.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.653568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054032, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.742857, + "strategy_rank": 72.946027, + "rr": 1.064342, + "primary_prob": 28.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.596513, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077326, + "hold30_r": -1.0 + }, + { + "symbol": "WMB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.942857, + "strategy_rank": 63.310685, + "rr": 1.336415, + "primary_prob": 21.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.004622, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.25397, + "hold30_r": 2.434515 + }, + { + "symbol": "WRB", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.4, + "strategy_rank": 73.896438, + "rr": 1.346215, + "primary_prob": 23.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 2.019323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.411991, + "hold30_r": -1.327926 + }, + { + "symbol": "WSM", + "date": "2024-05-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.4, + "strategy_rank": 96.722466, + "rr": 0.977914, + "primary_prob": 31.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.466871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.94572, + "hold30_r": 0.260622 + }, + { + "symbol": "CEG", + "date": "2024-05-31", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 77.916667, + "rr": 1.075433, + "primary_prob": 42.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.613149, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032914, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.331516, + "strategy_rank": 63.858205, + "rr": 0.776494, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.164741, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075886, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.257361, + "strategy_rank": 67.292571, + "rr": 1.241799, + "primary_prob": 30.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 56, + "primary_distance_atr": 1.862698, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072062, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.310796, + "strategy_rank": 72.305793, + "rr": 0.806602, + "primary_prob": 38.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.209904, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072529, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.605234, + "strategy_rank": 86.851769, + "rr": 1.745443, + "primary_prob": 28.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.618165, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.706463, + "hold30_r": 2.648676 + }, + { + "symbol": "APH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.166848, + "strategy_rank": 66.659931, + "rr": 1.227042, + "primary_prob": 38.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.840562, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.161001, + "hold30_r": -0.836904 + }, + { + "symbol": "APP", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.582334, + "strategy_rank": 98.452078, + "rr": 1.695121, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.542681, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030063, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.150491, + "strategy_rank": 74.815147, + "rr": 0.803663, + "primary_prob": 37.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.205494, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047798, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.475463, + "strategy_rank": 85.157661, + "rr": 0.766994, + "primary_prob": 38.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.150492, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.713914, + "hold30_r": 3.740019 + }, + { + "symbol": "AXP", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.025082, + "strategy_rank": 67.926708, + "rr": 0.789611, + "primary_prob": 37.91, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.184417, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079768, + "hold30_r": -1.0 + }, + { + "symbol": "BK", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.043621, + "strategy_rank": 57.468443, + "rr": 1.135984, + "primary_prob": 41.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.703976, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089707, + "hold30_r": -1.0 + }, + { + "symbol": "CAH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.461287, + "strategy_rank": 69.049045, + "rr": 1.447518, + "primary_prob": 23.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 38, + "primary_distance_atr": 2.171277, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.379682, + "hold30_r": -1.0 + }, + { + "symbol": "CASY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.804798, + "strategy_rank": 71.84179, + "rr": 0.971143, + "primary_prob": 31.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.456715, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069157, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.568157, + "strategy_rank": 78.029736, + "rr": 0.967634, + "primary_prob": 32.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.45145, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053874, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.022901, + "strategy_rank": 63.236292, + "rr": 0.823001, + "primary_prob": 50.47, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.234501, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075482, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.858233, + "strategy_rank": 71.593574, + "rr": 1.472462, + "primary_prob": 25.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 37.0, + "primary_rejection_count": 55, + "primary_distance_atr": 2.208693, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070081, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.767721, + "strategy_rank": 83.738712, + "rr": 1.269236, + "primary_prob": 25.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.903855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077591, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.40349, + "strategy_rank": 73.968717, + "rr": 1.558588, + "primary_prob": 17.77, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.337882, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.48589, + "hold30_r": -1.0 + }, + { + "symbol": "CMI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.697928, + "strategy_rank": 69.037569, + "rr": 0.918104, + "primary_prob": 33.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.377157, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062933, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.236641, + "strategy_rank": 99.171531, + "rr": 1.151466, + "primary_prob": 31.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 47, + "primary_distance_atr": 1.727199, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.132347, + "hold30_r": 0.731665 + }, + { + "symbol": "COR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.78626, + "strategy_rank": 63.247767, + "rr": 1.068303, + "primary_prob": 47.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 24.0, + "primary_rejection_count": 35, + "primary_distance_atr": 1.602455, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987354, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.603053, + "strategy_rank": 81.279, + "rr": 1.348943, + "primary_prob": 23.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.023415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04475, + "hold30_r": -1.0 + }, + { + "symbol": "CRWD", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.547437, + "strategy_rank": 93.797585, + "rr": 1.100896, + "primary_prob": 28.72, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.651345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.070303, + "hold30_r": 2.291862 + }, + { + "symbol": "CVNA", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.890949, + "strategy_rank": 99.760265, + "rr": 0.774505, + "primary_prob": 38.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.161758, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.753386, + "hold30_r": 3.713783 + }, + { + "symbol": "DASH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.586696, + "strategy_rank": 86.689118, + "rr": 2.021903, + "primary_prob": 10.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 3.032855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.038962, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.364231, + "strategy_rank": 98.430125, + "rr": 0.927114, + "primary_prob": 32.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.390671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.910391, + "hold30_r": -0.434459 + }, + { + "symbol": "DPZ", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.092694, + "strategy_rank": 81.00933, + "rr": 1.521539, + "primary_prob": 32.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.282308, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067837, + "hold30_r": -1.0 + }, + { + "symbol": "ECL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333697, + "strategy_rank": 62.143392, + "rr": 0.748326, + "primary_prob": 39.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.122488, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.643097, + "hold30_r": 2.349247 + }, + { + "symbol": "EME", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.491821, + "strategy_rank": 85.727935, + "rr": 1.333365, + "primary_prob": 21.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.000047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046884, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.273719, + "strategy_rank": 84.431472, + "rr": 0.93798, + "primary_prob": 31.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.40697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056916, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.456925, + "strategy_rank": 77.249913, + "rr": 1.278016, + "primary_prob": 22.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.917024, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054695, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.329335, + "strategy_rank": 81.945567, + "rr": 1.568006, + "primary_prob": 18.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.352009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.509929, + "hold30_r": 3.080343 + }, + { + "symbol": "FICO", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.769902, + "strategy_rank": 81.925859, + "rr": 1.29844, + "primary_prob": 22.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.94766, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.253408, + "hold30_r": 5.377007 + }, + { + "symbol": "FITB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.823337, + "strategy_rank": 80.991369, + "rr": 1.38916, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 54, + "primary_distance_atr": 2.08374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.061501, + "hold30_r": -1.0 + }, + { + "symbol": "FIX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.055616, + "strategy_rank": 94.34416, + "rr": 0.739789, + "primary_prob": 39.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.109683, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032614, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.549618, + "strategy_rank": 89.925909, + "rr": 1.480685, + "primary_prob": 18.62, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.221027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048455, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.911668, + "strategy_rank": 83.927057, + "rr": 0.707812, + "primary_prob": 42.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.061718, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625319, + "hold30_r": -1.0 + }, + { + "symbol": "GWW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.988004, + "strategy_rank": 67.143891, + "rr": 1.142364, + "primary_prob": 27.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.713547, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.081016, + "hold30_r": 2.977815 + }, + { + "symbol": "HLT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.751363, + "strategy_rank": 62.057327, + "rr": 0.701829, + "primary_prob": 43.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.052744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.635721, + "hold30_r": 3.607977 + }, + { + "symbol": "IR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.203926, + "strategy_rank": 72.802225, + "rr": 0.737461, + "primary_prob": 42.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.106192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.680369, + "hold30_r": 2.52996 + }, + { + "symbol": "KEY", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.368593, + "strategy_rank": 84.771741, + "rr": 0.825931, + "primary_prob": 40.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 40, + "primary_distance_atr": 1.238896, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049479, + "hold30_r": -1.0 + }, + { + "symbol": "KKR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.238822, + "strategy_rank": 83.273712, + "rr": 0.700057, + "primary_prob": 55.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.050086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.225429, + "hold30_r": -1.179921 + }, + { + "symbol": "KR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.243184, + "strategy_rank": 68.144739, + "rr": 1.133501, + "primary_prob": 27.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.700252, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087086, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.619411, + "strategy_rank": 71.13032, + "rr": 1.215564, + "primary_prob": 24.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.823347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089985, + "hold30_r": -1.0 + }, + { + "symbol": "MET", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.059978, + "strategy_rank": 63.496233, + "rr": 1.872674, + "primary_prob": 14.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.809011, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070221, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-06-03", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 85.278081, + "strategy_rank": 87.374395, + "rr": 2.366922, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 3.550383, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.314251, + "hold30_r": -1.0 + }, + { + "symbol": "MLM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.479826, + "strategy_rank": 63.067904, + "rr": 1.006687, + "primary_prob": 30.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.51003, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.0552, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.965104, + "strategy_rank": 88.450082, + "rr": 1.135807, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.70371, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.05023, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.454744, + "strategy_rank": 99.585641, + "rr": 1.714079, + "primary_prob": 28.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.571119, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017118, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.928026, + "strategy_rank": 90.477723, + "rr": 0.93437, + "primary_prob": 33.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.401555, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.904736, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.897492, + "strategy_rank": 61.021055, + "rr": 1.489127, + "primary_prob": 18.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.23369, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.40744, + "hold30_r": 2.993658 + }, + { + "symbol": "PCAR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.004362, + "strategy_rank": 71.047498, + "rr": 0.98172, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.472581, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.919366, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.837514, + "strategy_rank": 74.452926, + "rr": 0.898727, + "primary_prob": 33.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.348091, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.826066, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.422028, + "strategy_rank": 72.268622, + "rr": 0.822379, + "primary_prob": 37.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.233569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.764603, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.076336, + "strategy_rank": 83.70703, + "rr": 1.197509, + "primary_prob": 24.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.796263, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.150724, + "hold30_r": -1.095819 + }, + { + "symbol": "PKG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.241003, + "strategy_rank": 66.526219, + "rr": 1.505354, + "primary_prob": 18.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.258031, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.419087, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.424209, + "strategy_rank": 63.691064, + "rr": 1.2018, + "primary_prob": 39.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.8027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.085095, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.675027, + "strategy_rank": 80.47448, + "rr": 0.937822, + "primary_prob": 35.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.406733, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.24656, + "hold30_r": -1.190584 + }, + { + "symbol": "QCOM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.078517, + "strategy_rank": 81.011825, + "rr": 0.951199, + "primary_prob": 45.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 1.426798, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.905761, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.514722, + "strategy_rank": 59.356384, + "rr": 1.3694, + "primary_prob": 23.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 2.054101, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.262798, + "hold30_r": 5.781095 + }, + { + "symbol": "SCHW", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.679389, + "strategy_rank": 72.371651, + "rr": 0.847557, + "primary_prob": 41.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 36.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.271336, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.788945, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.800436, + "strategy_rank": 99.062266, + "rr": 0.718251, + "primary_prob": 41.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.077376, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.70236, + "hold30_r": 0.471197 + }, + { + "symbol": "STLD", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.115594, + "strategy_rank": 74.768498, + "rr": 1.299582, + "primary_prob": 22.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.949374, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056228, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.261723, + "strategy_rank": 77.326997, + "rr": 0.819329, + "primary_prob": 39.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 30, + "primary_distance_atr": 1.228994, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.776873, + "hold30_r": 3.156451 + }, + { + "symbol": "SYF", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.206107, + "strategy_rank": 75.891334, + "rr": 1.193424, + "primary_prob": 28.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 23.0, + "primary_rejection_count": 34, + "primary_distance_atr": 1.790136, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.057522, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.551799, + "strategy_rank": 81.250312, + "rr": 1.528627, + "primary_prob": 22.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.292941, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474, + "hold30_r": 10.210285 + }, + { + "symbol": "TT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.292257, + "strategy_rank": 77.535299, + "rr": 0.998639, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.497959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.941069, + "hold30_r": 1.248097 + }, + { + "symbol": "TXT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.841876, + "strategy_rank": 73.310882, + "rr": 1.347849, + "primary_prob": 20.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 2.021774, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.077226, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.821156, + "strategy_rank": 90.091803, + "rr": 1.42032, + "primary_prob": 20.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.13048, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.378615, + "hold30_r": 1.578896 + }, + { + "symbol": "URI", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.76554, + "strategy_rank": 93.198623, + "rr": 0.991222, + "primary_prob": 33.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.486833, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039333, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.948746, + "strategy_rank": 83.468044, + "rr": 1.299283, + "primary_prob": 23.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.948924, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.455214, + "hold30_r": -1.409811 + }, + { + "symbol": "VRT", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.672846, + "strategy_rank": 98.398443, + "rr": 0.721021, + "primary_prob": 40.01, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.081532, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.024983, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.018539, + "strategy_rank": 97.450232, + "rr": 0.911816, + "primary_prob": 32.19, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.367724, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.023667, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.985823, + "strategy_rank": 73.956743, + "rr": 0.729686, + "primary_prob": 41.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.09453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074494, + "hold30_r": -1.0 + }, + { + "symbol": "WM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.296619, + "strategy_rank": 59.955346, + "rr": 1.505541, + "primary_prob": 25.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 42.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.258312, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.424783, + "hold30_r": 4.41703 + }, + { + "symbol": "WRB", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.730643, + "strategy_rank": 73.315372, + "rr": 0.883915, + "primary_prob": 35.73, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.325873, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080449, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-03", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.146129, + "strategy_rank": 96.447388, + "rr": 1.219495, + "primary_prob": 25.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.829242, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036352, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.709924, + "strategy_rank": 96.468842, + "rr": 0.994702, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.492053, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.966637, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-07", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.111232, + "strategy_rank": 95.126229, + "rr": 1.145308, + "primary_prob": 40.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.717963, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.122451, + "hold30_r": 0.355542 + }, + { + "symbol": "AIG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.378738, + "strategy_rank": 62.98724, + "rr": 1.039061, + "primary_prob": 30.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.558591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.075653, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.472868, + "strategy_rank": 66.320831, + "rr": 1.349981, + "primary_prob": 27.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 56, + "primary_distance_atr": 2.024971, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079586, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.016611, + "strategy_rank": 72.518265, + "rr": 0.898722, + "primary_prob": 35.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.348084, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074346, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.93577, + "strategy_rank": 79.701499, + "rr": 0.941669, + "primary_prob": 34.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.412503, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066615, + "hold30_r": -1.0 + }, + { + "symbol": "ANET", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.801772, + "strategy_rank": 91.841771, + "rr": 0.959174, + "primary_prob": 31.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.438761, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915766, + "hold30_r": 2.062457 + }, + { + "symbol": "APH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.697674, + "strategy_rank": 68.399877, + "rr": 0.69057, + "primary_prob": 55.88, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.035855, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.625413, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.781838, + "strategy_rank": 98.583128, + "rr": 1.120653, + "primary_prob": 28.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.68098, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.028602, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.486157, + "strategy_rank": 77.634115, + "rr": 0.966472, + "primary_prob": 31.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.449708, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04403, + "hold30_r": -1.0 + }, + { + "symbol": "AVY", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.177187, + "strategy_rank": 56.621819, + "rr": 0.700911, + "primary_prob": 43.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.051367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.60489, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.143965, + "strategy_rank": 83.875111, + "rr": 1.364897, + "primary_prob": 21.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.047345, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.307392, + "hold30_r": 2.79163 + }, + { + "symbol": "CASY", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.915836, + "strategy_rank": 76.58666, + "rr": 1.171903, + "primary_prob": 25.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.757854, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.107426, + "hold30_r": 4.497008 + }, + { + "symbol": "CAT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.281285, + "strategy_rank": 74.521678, + "rr": 1.232433, + "primary_prob": 25.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.848649, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059506, + "hold30_r": -1.0 + }, + { + "symbol": "CB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.707641, + "strategy_rank": 63.751544, + "rr": 0.701131, + "primary_prob": 55.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.051696, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.078785, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.694352, + "strategy_rank": 72.648436, + "rr": 1.221992, + "primary_prob": 29.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.832988, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.069718, + "hold30_r": -1.0 + }, + { + "symbol": "CI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.261351, + "strategy_rank": 83.353742, + "rr": 1.55112, + "primary_prob": 19.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.32668, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.074976, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.580288, + "strategy_rank": 76.454432, + "rr": 0.874119, + "primary_prob": 35.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.311178, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.804336, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.003322, + "strategy_rank": 99.003653, + "rr": 2.520115, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 3.780172, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020966, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.043189, + "strategy_rank": 62.954569, + "rr": 1.554937, + "primary_prob": 33.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.332405, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.082945, + "hold30_r": -1.0 + }, + { + "symbol": "CRH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.258029, + "strategy_rank": 79.770443, + "rr": 1.287713, + "primary_prob": 24.66, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.931569, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047331, + "hold30_r": -1.0 + }, + { + "symbol": "CTAS", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.834994, + "strategy_rank": 66.911487, + "rr": 0.8605, + "primary_prob": 35.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.29075, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.766701, + "hold30_r": 4.790304 + }, + { + "symbol": "CVNA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.667774, + "strategy_rank": 99.601513, + "rr": 1.836417, + "primary_prob": 13.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.754626, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.812827, + "hold30_r": 1.675673 + }, + { + "symbol": "DASH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.27464, + "strategy_rank": 85.076319, + "rr": 1.833019, + "primary_prob": 13.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.749529, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.040858, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.560354, + "strategy_rank": 98.560832, + "rr": 1.020868, + "primary_prob": 29.39, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.531301, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.001849, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.795127, + "strategy_rank": 81.057917, + "rr": 1.268664, + "primary_prob": 23.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.902996, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06717, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.815061, + "strategy_rank": 83.210366, + "rr": 0.821211, + "primary_prob": 36.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.231816, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.054314, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.452935, + "strategy_rank": 85.871922, + "rr": 1.001339, + "primary_prob": 30.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.502009, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04964, + "hold30_r": -1.0 + }, + { + "symbol": "EMR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.173865, + "strategy_rank": 71.854891, + "rr": 0.785973, + "primary_prob": 42.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.178959, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.71721, + "hold30_r": 1.691726 + }, + { + "symbol": "ERIE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.231451, + "strategy_rank": 84.721308, + "rr": 1.333308, + "primary_prob": 21.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.999962, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059867, + "hold30_r": -1.0 + }, + { + "symbol": "ETN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.576966, + "strategy_rank": 80.736177, + "rr": 1.221662, + "primary_prob": 24.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.832493, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.047417, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.241417, + "strategy_rank": 81.765452, + "rr": 1.163225, + "primary_prob": 26.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.744837, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.06412, + "hold30_r": -1.0 + }, + { + "symbol": "FICO", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.251384, + "strategy_rank": 88.234376, + "rr": 1.065744, + "primary_prob": 28.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.598616, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.01783, + "hold30_r": 4.554818 + }, + { + "symbol": "FITB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.395349, + "strategy_rank": 77.35285, + "rr": 1.275396, + "primary_prob": 31.55, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.913094, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.213516, + "hold30_r": 4.655809 + }, + { + "symbol": "FIX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.009967, + "strategy_rank": 94.853879, + "rr": 1.194018, + "primary_prob": 25.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.791027, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.163126, + "hold30_r": -0.375401 + }, + { + "symbol": "GD", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.036545, + "strategy_rank": 63.122042, + "rr": 0.837635, + "primary_prob": 36.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.256453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.104018, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.590255, + "strategy_rank": 90.589284, + "rr": 1.40721, + "primary_prob": 20.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.110815, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053995, + "hold30_r": -1.0 + }, + { + "symbol": "GRMN", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.023256, + "strategy_rank": 84.330881, + "rr": 0.934267, + "primary_prob": 34.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.401401, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.089884, + "hold30_r": -1.0 + }, + { + "symbol": "HIG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.919158, + "strategy_rank": 65.535004, + "rr": 0.706595, + "primary_prob": 42.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.059893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.084881, + "hold30_r": -1.0 + }, + { + "symbol": "HLT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.388704, + "strategy_rank": 61.259261, + "rr": 1.415091, + "primary_prob": 20.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.122637, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.345128, + "hold30_r": 1.670339 + }, + { + "symbol": "IP", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.398671, + "strategy_rank": 79.97376, + "rr": 1.007004, + "primary_prob": 51.6, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 38.0, + "primary_rejection_count": 57, + "primary_distance_atr": 1.510507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.959649, + "hold30_r": -1.485476 + }, + { + "symbol": "IR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.613511, + "strategy_rank": 69.809546, + "rr": 1.231983, + "primary_prob": 24.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.847974, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.176441, + "hold30_r": 1.388699 + }, + { + "symbol": "JPM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.496124, + "strategy_rank": 63.726933, + "rr": 0.739639, + "primary_prob": 39.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.109458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080788, + "hold30_r": -1.0 + }, + { + "symbol": "KR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.952381, + "strategy_rank": 68.381268, + "rr": 1.462233, + "primary_prob": 20.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.19335, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.096191, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.566999, + "strategy_rank": 70.683182, + "rr": 1.500349, + "primary_prob": 18.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.250523, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.408568, + "hold30_r": 1.705987 + }, + { + "symbol": "MET", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.838317, + "strategy_rank": 61.468238, + "rr": 1.094338, + "primary_prob": 41.9, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 79, + "primary_distance_atr": 1.641507, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072608, + "hold30_r": -1.0 + }, + { + "symbol": "META", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.47619, + "strategy_rank": 91.010324, + "rr": 1.007908, + "primary_prob": 45.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.511862, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.951005, + "hold30_r": -1.326337 + }, + { + "symbol": "MPC", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.348837, + "strategy_rank": 87.717637, + "rr": 1.272969, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.909454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.053393, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 99.889258, + "strategy_rank": 99.889295, + "rr": 2.014139, + "primary_prob": 24.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 3.021209, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.018236, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.831672, + "strategy_rank": 82.244117, + "rr": 1.929053, + "primary_prob": 26.79, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.89358, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.871283, + "hold30_r": -0.380952 + }, + { + "symbol": "NRG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.117386, + "strategy_rank": 92.078188, + "rr": 1.165195, + "primary_prob": 25.02, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.747793, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030172, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.234773, + "strategy_rank": 96.070093, + "rr": 1.570943, + "primary_prob": 31.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.356414, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "expired", + "net_r": -0.016461, + "hold30_r": -0.509535 + }, + { + "symbol": "PCAR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.610188, + "strategy_rank": 69.777132, + "rr": 1.581109, + "primary_prob": 17.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.371663, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066738, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.788483, + "strategy_rank": 74.488664, + "rr": 0.760638, + "primary_prob": 39.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.140957, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.07475, + "hold30_r": -1.0 + }, + { + "symbol": "PH", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.603544, + "strategy_rank": 70.840622, + "rr": 1.116635, + "primary_prob": 29.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.674952, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.062913, + "hold30_r": -1.0 + }, + { + "symbol": "PHM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.821705, + "strategy_rank": 82.146875, + "rr": 1.565896, + "primary_prob": 16.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.348843, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049825, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.38206, + "strategy_rank": 64.878061, + "rr": 1.1644, + "primary_prob": 26.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.7466, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.075708, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.16722, + "strategy_rank": 63.825461, + "rr": 1.147658, + "primary_prob": 27.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.721487, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08455, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.13732, + "strategy_rank": 79.396567, + "rr": 1.208469, + "primary_prob": 27.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.812703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.188776, + "hold30_r": -1.127695 + }, + { + "symbol": "RSG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.717608, + "strategy_rank": 59.368697, + "rr": 1.90364, + "primary_prob": 11.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 2.855461, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.798748, + "hold30_r": 3.338642 + }, + { + "symbol": "SMCI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.33887, + "strategy_rank": 98.737652, + "rr": 1.312972, + "primary_prob": 24.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.969458, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.294712, + "hold30_r": -0.873636 + }, + { + "symbol": "STX", + "date": "2024-06-10", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 87.929125, + "strategy_rank": 84.050388, + "rr": 2.081529, + "primary_prob": 26.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 3.122294, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.037337, + "hold30_r": 2.222518 + }, + { + "symbol": "SW", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.902547, + "strategy_rank": 83.658332, + "rr": 1.549489, + "primary_prob": 20.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 20.0, + "primary_rejection_count": 30, + "primary_distance_atr": 2.324234, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070154, + "hold30_r": -1.0 + }, + { + "symbol": "TDG", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.358804, + "strategy_rank": 70.790543, + "rr": 0.99111, + "primary_prob": 30.48, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.486665, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.929232, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.939092, + "strategy_rank": 87.764886, + "rr": 1.57239, + "primary_prob": 31.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 2.358585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.531235, + "hold30_r": 1.99726 + }, + { + "symbol": "TRV", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.620155, + "strategy_rank": 64.265967, + "rr": 0.832084, + "primary_prob": 38.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.248127, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079409, + "hold30_r": -1.0 + }, + { + "symbol": "TXT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.053156, + "strategy_rank": 72.742077, + "rr": 0.921298, + "primary_prob": 34.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.381947, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.081819, + "hold30_r": -1.0 + }, + { + "symbol": "UBER", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.600221, + "strategy_rank": 86.571482, + "rr": 1.76647, + "primary_prob": 29.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 2.649706, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.72439, + "hold30_r": -0.754509 + }, + { + "symbol": "URI", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.593577, + "strategy_rank": 88.564176, + "rr": 0.803876, + "primary_prob": 39.18, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 26, + "primary_distance_atr": 1.205814, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.042262, + "hold30_r": -1.0 + }, + { + "symbol": "VLO", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.157254, + "strategy_rank": 80.453883, + "rr": 1.276504, + "primary_prob": 24.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.914756, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048363, + "hold30_r": -1.0 + }, + { + "symbol": "VRT", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.44629, + "strategy_rank": 98.484085, + "rr": 1.227163, + "primary_prob": 24.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.840744, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021635, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.224806, + "strategy_rank": 97.831258, + "rr": 0.897952, + "primary_prob": 33.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.346928, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.877319, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.573643, + "strategy_rank": 73.767922, + "rr": 1.166244, + "primary_prob": 26.8, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.749366, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.080244, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.264673, + "strategy_rank": 73.198103, + "rr": 0.748489, + "primary_prob": 41.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.122734, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.676671, + "hold30_r": -1.072369 + }, + { + "symbol": "WM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.160576, + "strategy_rank": 60.607978, + "rr": 1.466679, + "primary_prob": 26.09, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 42, + "primary_distance_atr": 2.200019, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.38329, + "hold30_r": 3.239076 + }, + { + "symbol": "WRB", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.922481, + "strategy_rank": 72.636002, + "rr": 1.07737, + "primary_prob": 29.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.616055, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083459, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-10", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.674419, + "strategy_rank": 96.380943, + "rr": 1.220092, + "primary_prob": 25.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.830138, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.185108, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.895903, + "strategy_rank": 96.635539, + "rr": 1.154811, + "primary_prob": 40.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.732217, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029996, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-14", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.909192, + "strategy_rank": 95.039531, + "rr": 1.056764, + "primary_prob": 42.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.585146, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032864, + "hold30_r": -1.0 + }, + { + "symbol": "ACGL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.117117, + "strategy_rank": 72.648461, + "rr": 1.031808, + "primary_prob": 29.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.547712, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.961172, + "hold30_r": -1.0 + }, + { + "symbol": "AIG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.95045, + "strategy_rank": 65.547318, + "rr": 1.159712, + "primary_prob": 27.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.739568, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.085552, + "hold30_r": 2.631381 + }, + { + "symbol": "AIZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.765766, + "strategy_rank": 66.370682, + "rr": 1.376451, + "primary_prob": 27.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.064677, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.203975, + "hold30_r": -1.126422 + }, + { + "symbol": "ALL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.157658, + "strategy_rank": 72.077177, + "rr": 1.178267, + "primary_prob": 27.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.7674, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.106197, + "hold30_r": 2.810315 + }, + { + "symbol": "AMGN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.036036, + "strategy_rank": 80.337711, + "rr": 1.146457, + "primary_prob": 28.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.719685, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.077298, + "hold30_r": 3.328202 + }, + { + "symbol": "APP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.761261, + "strategy_rank": 98.559205, + "rr": 1.403556, + "primary_prob": 21.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.105333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376758, + "hold30_r": -0.232252 + }, + { + "symbol": "ARES", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.963964, + "strategy_rank": 80.058802, + "rr": 1.455036, + "primary_prob": 19.52, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.182554, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.410801, + "hold30_r": 3.163445 + }, + { + "symbol": "AXON", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.572072, + "strategy_rank": 80.662768, + "rr": 1.412639, + "primary_prob": 38.37, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.118958, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.059348, + "hold30_r": -1.0 + }, + { + "symbol": "AXP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.306306, + "strategy_rank": 69.434099, + "rr": 1.209759, + "primary_prob": 26.11, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.814638, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.137197, + "hold30_r": 3.936901 + }, + { + "symbol": "CB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.554054, + "strategy_rank": 66.618771, + "rr": 0.928699, + "primary_prob": 33.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.393049, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.845543, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.328829, + "strategy_rank": 73.142779, + "rr": 1.443195, + "primary_prob": 24.15, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.164792, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.376003, + "hold30_r": 2.612367 + }, + { + "symbol": "CI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.472973, + "strategy_rank": 65.432881, + "rr": 1.135017, + "primary_prob": 28.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.702526, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.059701, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.986486, + "strategy_rank": 98.986829, + "rr": 1.321751, + "primary_prob": 38.1, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.982627, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020881, + "hold30_r": -1.0 + }, + { + "symbol": "COR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.797297, + "strategy_rank": 62.057771, + "rr": 1.532643, + "primary_prob": 33.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.298965, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.091253, + "hold30_r": -1.008225 + }, + { + "symbol": "CRH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.414414, + "strategy_rank": 81.757694, + "rr": 1.50959, + "primary_prob": 20.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 2.264385, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04733, + "hold30_r": -1.0 + }, + { + "symbol": "CVNA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.662162, + "strategy_rank": 99.594785, + "rr": 1.60408, + "primary_prob": 17.36, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 2.40612, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582128, + "hold30_r": 2.448054 + }, + { + "symbol": "DASH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.234234, + "strategy_rank": 85.386911, + "rr": 1.900719, + "primary_prob": 12.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 2.851079, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048926, + "hold30_r": -1.00445 + }, + { + "symbol": "DECK", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.594595, + "strategy_rank": 93.685283, + "rr": 1.612234, + "primary_prob": 31.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.418351, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04893, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.310811, + "strategy_rank": 98.378872, + "rr": 0.988619, + "primary_prob": 29.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.482929, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.965176, + "hold30_r": -1.146323 + }, + { + "symbol": "DPZ", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.905405, + "strategy_rank": 80.691827, + "rr": 1.776027, + "primary_prob": 28.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.66404, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.066637, + "hold30_r": -1.0 + }, + { + "symbol": "DVA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.103604, + "strategy_rank": 85.437314, + "rr": 0.901946, + "primary_prob": 33.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.352919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055132, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.635135, + "strategy_rank": 88.018385, + "rr": 0.712045, + "primary_prob": 40.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.068067, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048308, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.40991, + "strategy_rank": 84.756116, + "rr": 1.643556, + "primary_prob": 15.49, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.465334, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.582289, + "hold30_r": 7.386915 + }, + { + "symbol": "ETN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.342342, + "strategy_rank": 81.445039, + "rr": 1.057203, + "primary_prob": 28.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.585805, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048128, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.369369, + "strategy_rank": 83.032687, + "rr": 1.02564, + "primary_prob": 31.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.53846, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.963043, + "hold30_r": 2.461348 + }, + { + "symbol": "FIS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.373874, + "strategy_rank": 74.803669, + "rr": 2.15563, + "primary_prob": 8.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.233445, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.065505, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.671171, + "strategy_rank": 75.442711, + "rr": 1.200083, + "primary_prob": 33.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 72, + "primary_distance_atr": 1.800125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.140592, + "hold30_r": 5.581977 + }, + { + "symbol": "FIX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.734234, + "strategy_rank": 95.048047, + "rr": 1.170653, + "primary_prob": 40.68, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.755979, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.032084, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.202703, + "strategy_rank": 64.086774, + "rr": 1.001279, + "primary_prob": 30.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.501919, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.896131, + "hold30_r": -1.0 + }, + { + "symbol": "GDDY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.495495, + "strategy_rank": 76.329412, + "rr": 0.735358, + "primary_prob": 39.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.103037, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.666597, + "hold30_r": 1.845556 + }, + { + "symbol": "GE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.63964, + "strategy_rank": 90.824238, + "rr": 1.15578, + "primary_prob": 25.86, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 1.73367, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.046595, + "hold30_r": -1.0 + }, + { + "symbol": "GEN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.292793, + "strategy_rank": 82.155461, + "rr": 1.525032, + "primary_prob": 26.98, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 77, + "primary_distance_atr": 2.287548, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474347, + "hold30_r": 2.460419 + }, + { + "symbol": "GRMN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.355856, + "strategy_rank": 85.765297, + "rr": 1.418218, + "primary_prob": 21.85, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.127328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.338458, + "hold30_r": 2.724186 + }, + { + "symbol": "HWM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.833333, + "strategy_rank": 90.739126, + "rr": 1.426447, + "primary_prob": 20.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.139671, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056114, + "hold30_r": -1.0 + }, + { + "symbol": "IBKR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.581081, + "strategy_rank": 78.60012, + "rr": 1.551415, + "primary_prob": 17.7, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.327122, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.490769, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.220721, + "strategy_rank": 82.382738, + "rr": 1.692022, + "primary_prob": 35.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 48, + "primary_distance_atr": 2.538033, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.956901, + "hold30_r": -1.905886 + }, + { + "symbol": "JPM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.274775, + "strategy_rank": 67.67277, + "rr": 1.547629, + "primary_prob": 17.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.321444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.474785, + "hold30_r": 3.328757 + }, + { + "symbol": "KEY", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.599099, + "strategy_rank": 82.014195, + "rr": 1.768974, + "primary_prob": 18.08, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 27.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.65346, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.722459, + "hold30_r": 4.407855 + }, + { + "symbol": "L", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.247748, + "strategy_rank": 60.17961, + "rr": 0.712486, + "primary_prob": 46.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 34.0, + "primary_rejection_count": 29, + "primary_distance_atr": 1.068729, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.619349, + "hold30_r": -1.0 + }, + { + "symbol": "LDOS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.959459, + "strategy_rank": 71.516166, + "rr": 1.845014, + "primary_prob": 12.56, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.767521, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.750076, + "hold30_r": 0.178183 + }, + { + "symbol": "MET", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.882883, + "strategy_rank": 62.809919, + "rr": 1.58698, + "primary_prob": 31.06, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 77.0, + "primary_rejection_count": 79, + "primary_distance_atr": 2.38047, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.513777, + "hold30_r": 3.940809 + }, + { + "symbol": "META", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.189189, + "strategy_rank": 90.272702, + "rr": 0.824255, + "primary_prob": 51.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.236382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.763624, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.806306, + "strategy_rank": 87.194223, + "rr": 1.68296, + "primary_prob": 15.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 2.52444, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.243918, + "hold30_r": -1.190999 + }, + { + "symbol": "MSTR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.887387, + "strategy_rank": 99.887425, + "rr": 0.91961, + "primary_prob": 34.74, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.379415, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.01671, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.085586, + "strategy_rank": 92.855635, + "rr": 0.992093, + "primary_prob": 31.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.488139, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.959143, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.058559, + "strategy_rank": 95.992397, + "rr": 1.883737, + "primary_prob": 26.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.825605, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.021166, + "hold30_r": -1.0 + }, + { + "symbol": "NWS", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.067568, + "strategy_rank": 66.204778, + "rr": 1.519914, + "primary_prob": 17.28, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.27987, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.445795, + "hold30_r": 1.404077 + }, + { + "symbol": "OKE", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.445946, + "strategy_rank": 61.820486, + "rr": 0.846805, + "primary_prob": 37.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 22, + "primary_distance_atr": 1.270208, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.765666, + "hold30_r": 2.196561 + }, + { + "symbol": "PGR", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.184685, + "strategy_rank": 73.968537, + "rr": 1.0574, + "primary_prob": 29.33, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.5861, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.987713, + "hold30_r": 0.983862 + }, + { + "symbol": "PH", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.855856, + "strategy_rank": 69.827446, + "rr": 1.095948, + "primary_prob": 29.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.643922, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.044731, + "hold30_r": 2.789944 + }, + { + "symbol": "PHM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.04955, + "strategy_rank": 81.890815, + "rr": 1.314215, + "primary_prob": 21.87, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.971322, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049155, + "hold30_r": -1.0 + }, + { + "symbol": "PKG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.400901, + "strategy_rank": 66.436311, + "rr": 1.029576, + "primary_prob": 29.93, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.544365, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939117, + "hold30_r": -1.0 + }, + { + "symbol": "PRU", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.896396, + "strategy_rank": 65.679109, + "rr": 1.216904, + "primary_prob": 29.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 44, + "primary_distance_atr": 1.825356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.13957, + "hold30_r": 3.650239 + }, + { + "symbol": "PSX", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.130631, + "strategy_rank": 80.512026, + "rr": 1.398536, + "primary_prob": 23.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.097804, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.060999, + "hold30_r": -1.0 + }, + { + "symbol": "RCL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.022523, + "strategy_rank": 82.732864, + "rr": 0.865802, + "primary_prob": 34.75, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.298703, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.817062, + "hold30_r": 1.242043 + }, + { + "symbol": "RL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.081081, + "strategy_rank": 81.829873, + "rr": 0.910372, + "primary_prob": 48.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.365559, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.052411, + "hold30_r": -1.0 + }, + { + "symbol": "RSG", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.698198, + "strategy_rank": 60.05623, + "rr": 0.749951, + "primary_prob": 38.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.124926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.648844, + "hold30_r": 0.693593 + }, + { + "symbol": "SCHW", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.094595, + "strategy_rank": 69.412223, + "rr": 0.748845, + "primary_prob": 45.69, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 39.0, + "primary_rejection_count": 58, + "primary_distance_atr": 1.123267, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.682876, + "hold30_r": -1.177856 + }, + { + "symbol": "SMCI", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 98.536036, + "strategy_rank": 98.873988, + "rr": 2.155618, + "primary_prob": 23.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.233428, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.019917, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.175676, + "strategy_rank": 84.636359, + "rr": 2.263536, + "primary_prob": 22.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 3.395304, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.048292, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.509009, + "strategy_rank": 84.597926, + "rr": 0.872581, + "primary_prob": 40.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 35.0, + "primary_rejection_count": 53, + "primary_distance_atr": 1.308871, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.807534, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.864865, + "strategy_rank": 91.386845, + "rr": 1.849318, + "primary_prob": 28.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 2.773977, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.813405, + "hold30_r": 2.005167 + }, + { + "symbol": "TRV", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.756757, + "strategy_rank": 66.577311, + "rr": 0.913727, + "primary_prob": 37.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 39, + "primary_distance_atr": 1.370591, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.83714, + "hold30_r": -1.37072 + }, + { + "symbol": "TSN", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.531532, + "strategy_rank": 68.984333, + "rr": 1.190567, + "primary_prob": 27.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 17.0, + "primary_rejection_count": 25, + "primary_distance_atr": 1.78585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120152, + "hold30_r": 3.349161 + }, + { + "symbol": "TXT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.432432, + "strategy_rank": 72.382118, + "rr": 1.090465, + "primary_prob": 29.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.635697, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.011212, + "hold30_r": 3.219186 + }, + { + "symbol": "UBER", + "date": "2024-06-17", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 80.518018, + "strategy_rank": 82.988034, + "rr": 2.125006, + "primary_prob": 25.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 3.187509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.04291, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.824324, + "strategy_rank": 86.795025, + "rr": 0.789256, + "primary_prob": 40.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.183884, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.750556, + "hold30_r": 4.305964 + }, + { + "symbol": "VLO", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.5, + "strategy_rank": 81.73369, + "rr": 0.834231, + "primary_prob": 37.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.251347, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787048, + "hold30_r": -1.050692 + }, + { + "symbol": "VRT", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.436937, + "strategy_rank": 98.69472, + "rr": 0.862561, + "primary_prob": 35.46, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.293842, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.840592, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.211712, + "strategy_rank": 97.99713, + "rr": 0.892521, + "primary_prob": 34.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 8.0, + "primary_rejection_count": 12, + "primary_distance_atr": 1.338782, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.872034, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.031532, + "strategy_rank": 75.473366, + "rr": 1.550484, + "primary_prob": 18.51, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.325727, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.072741, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.738739, + "strategy_rank": 72.409581, + "rr": 1.370838, + "primary_prob": 22.44, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 2.056257, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.179363, + "hold30_r": -1.108789 + }, + { + "symbol": "WRB", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.427928, + "strategy_rank": 74.131946, + "rr": 1.057352, + "primary_prob": 30.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 20, + "primary_distance_atr": 1.586028, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.97724, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-17", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.86036, + "strategy_rank": 96.646234, + "rr": 0.667189, + "primary_prob": 43.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 10.0, + "primary_rejection_count": 15, + "primary_distance_atr": 1.000784, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.634648, + "hold30_r": -1.0 + }, + { + "symbol": "CEG", + "date": "2024-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.111111, + "strategy_rank": 96.748731, + "rr": 1.122361, + "primary_prob": 26.14, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.683542, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.031608, + "hold30_r": -1.0 + }, + { + "symbol": "HOOD", + "date": "2024-06-24", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.666667, + "strategy_rank": 96.2017, + "rr": 1.723027, + "primary_prob": 28.59, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.584541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.698744, + "hold30_r": -1.232884 + }, + { + "symbol": "AIG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.333333, + "strategy_rank": 65.290761, + "rr": 0.880302, + "primary_prob": 36.05, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.320453, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.806761, + "hold30_r": -1.0 + }, + { + "symbol": "AIZ", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.222222, + "strategy_rank": 64.116975, + "rr": 1.763447, + "primary_prob": 20.97, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 41.0, + "primary_rejection_count": 62, + "primary_distance_atr": 2.645171, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.079569, + "hold30_r": -1.0 + }, + { + "symbol": "ALL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.555556, + "strategy_rank": 72.142326, + "rr": 1.334579, + "primary_prob": 23.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 2.001868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.267609, + "hold30_r": 1.936368 + }, + { + "symbol": "AMAT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.777778, + "strategy_rank": 82.154201, + "rr": 1.074693, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.61204, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.027601, + "hold30_r": -1.0 + }, + { + "symbol": "AMGN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.222222, + "strategy_rank": 78.111431, + "rr": 0.754539, + "primary_prob": 53.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.131809, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.067554, + "hold30_r": -1.0 + }, + { + "symbol": "APH", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.555556, + "strategy_rank": 71.108179, + "rr": 0.848854, + "primary_prob": 34.34, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.273281, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.787484, + "hold30_r": -1.0 + }, + { + "symbol": "APP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.555556, + "strategy_rank": 98.423479, + "rr": 0.952222, + "primary_prob": 33.29, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.428333, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.923941, + "hold30_r": -1.0 + }, + { + "symbol": "ARES", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.222222, + "strategy_rank": 79.550899, + "rr": 1.372076, + "primary_prob": 21.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.058115, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.322536, + "hold30_r": -1.0 + }, + { + "symbol": "AVGO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.666667, + "strategy_rank": 87.005026, + "rr": 0.97361, + "primary_prob": 30.22, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.460416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.939873, + "hold30_r": -1.0 + }, + { + "symbol": "AXON", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.333333, + "strategy_rank": 81.885661, + "rr": 1.840103, + "primary_prob": 16.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 33, + "primary_distance_atr": 2.760155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.782472, + "hold30_r": -1.279135 + }, + { + "symbol": "BAC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.444444, + "strategy_rank": 66.122641, + "rr": 1.197437, + "primary_prob": 28.21, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 22.0, + "primary_rejection_count": 33, + "primary_distance_atr": 1.796155, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.124824, + "hold30_r": -1.2723 + }, + { + "symbol": "BRO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.333333, + "strategy_rank": 60.859497, + "rr": 0.750761, + "primary_prob": 38.41, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.126142, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.087393, + "hold30_r": -1.0 + }, + { + "symbol": "CAT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.888889, + "strategy_rank": 73.15526, + "rr": 1.527011, + "primary_prob": 18.94, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 2.290516, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.463979, + "hold30_r": -1.771206 + }, + { + "symbol": "CB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.444444, + "strategy_rank": 65.770756, + "rr": 1.460909, + "primary_prob": 18.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 2.191363, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.083942, + "hold30_r": -1.0 + }, + { + "symbol": "CBOE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.777778, + "strategy_rank": 73.289456, + "rr": 1.580791, + "primary_prob": 21.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 29.0, + "primary_rejection_count": 44, + "primary_distance_atr": 2.371187, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.519004, + "hold30_r": 6.089533 + }, + { + "symbol": "CI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.777778, + "strategy_rank": 62.499433, + "rr": 1.561006, + "primary_prob": 19.32, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 2.341509, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.076304, + "hold30_r": -1.0 + }, + { + "symbol": "CMG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 90.222222, + "strategy_rank": 79.05356, + "rr": 1.043552, + "primary_prob": 28.13, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.565328, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055553, + "hold30_r": -1.0 + }, + { + "symbol": "COIN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.0, + "strategy_rank": 99.000665, + "rr": 1.681062, + "primary_prob": 20.67, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 33.0, + "primary_rejection_count": 50, + "primary_distance_atr": 2.521592, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.661211, + "hold30_r": -2.672594 + }, + { + "symbol": "COR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.0, + "strategy_rank": 58.993348, + "rr": 0.923164, + "primary_prob": 48.42, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.384747, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.798117, + "hold30_r": -1.710718 + }, + { + "symbol": "CRH", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.555556, + "strategy_rank": 77.712836, + "rr": 1.521912, + "primary_prob": 20.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 29, + "primary_distance_atr": 2.282868, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.477276, + "hold30_r": 0.919224 + }, + { + "symbol": "CVNA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.666667, + "strategy_rank": 99.60037, + "rr": 1.415139, + "primary_prob": 36.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.122709, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.390773, + "hold30_r": 0.004737 + }, + { + "symbol": "DECK", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.333333, + "strategy_rank": 93.439098, + "rr": 1.64238, + "primary_prob": 15.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.46357, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.049642, + "hold30_r": -1.0 + }, + { + "symbol": "DELL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.333333, + "strategy_rank": 98.400961, + "rr": 1.078215, + "primary_prob": 27.54, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 5, + "primary_distance_atr": 1.617323, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022158, + "hold30_r": -1.0 + }, + { + "symbol": "DPZ", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.333333, + "strategy_rank": 79.398965, + "rr": 1.95157, + "primary_prob": 25.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 2.927356, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.063091, + "hold30_r": -1.0 + }, + { + "symbol": "EME", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.666667, + "strategy_rank": 87.690392, + "rr": 0.942588, + "primary_prob": 31.99, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.413881, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.045189, + "hold30_r": -1.0 + }, + { + "symbol": "ERIE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.222222, + "strategy_rank": 84.419192, + "rr": 0.750421, + "primary_prob": 38.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.125631, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.687241, + "hold30_r": 6.260632 + }, + { + "symbol": "ETN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.111111, + "strategy_rank": 81.10749, + "rr": 1.333057, + "primary_prob": 21.45, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.999585, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.051031, + "hold30_r": -1.0 + }, + { + "symbol": "FANG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.888889, + "strategy_rank": 82.45016, + "rr": 1.708069, + "primary_prob": 29.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 8, + "primary_distance_atr": 2.562104, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.643253, + "hold30_r": -1.0 + }, + { + "symbol": "FITB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.0, + "strategy_rank": 73.130155, + "rr": 1.031019, + "primary_prob": 37.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 48.0, + "primary_rejection_count": 73, + "primary_distance_atr": 1.546528, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.968176, + "hold30_r": 2.721267 + }, + { + "symbol": "FIX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.333333, + "strategy_rank": 94.772579, + "rr": 1.165874, + "primary_prob": 25.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.748812, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.030879, + "hold30_r": -1.0 + }, + { + "symbol": "GD", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.666667, + "strategy_rank": 63.664671, + "rr": 0.781215, + "primary_prob": 39.03, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 1.171822, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.103294, + "hold30_r": -1.0 + }, + { + "symbol": "GE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 89.888889, + "strategy_rank": 90.860138, + "rr": 0.820521, + "primary_prob": 38.16, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.230781, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.773514, + "hold30_r": -1.065325 + }, + { + "symbol": "GEN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.555556, + "strategy_rank": 83.598202, + "rr": 1.05471, + "primary_prob": 37.81, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 51.0, + "primary_rejection_count": 77, + "primary_distance_atr": 1.582065, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.000792, + "hold30_r": 0.100385 + }, + { + "symbol": "GRMN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 92.333333, + "strategy_rank": 84.688766, + "rr": 1.507064, + "primary_prob": 20.12, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 2.260597, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.422153, + "hold30_r": 0.540261 + }, + { + "symbol": "GS", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.111111, + "strategy_rank": 66.394407, + "rr": 0.745023, + "primary_prob": 39.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.117535, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.073606, + "hold30_r": -1.0 + }, + { + "symbol": "HWM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.777778, + "strategy_rank": 89.892116, + "rr": 1.050807, + "primary_prob": 28.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 6.0, + "primary_rejection_count": 9, + "primary_distance_atr": 1.576211, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.995317, + "hold30_r": 3.448643 + }, + { + "symbol": "IBKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.777778, + "strategy_rank": 77.983691, + "rr": 1.40634, + "primary_prob": 20.5, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 2.109511, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.339706, + "hold30_r": -1.0 + }, + { + "symbol": "IP", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.666667, + "strategy_rank": 88.046933, + "rr": 1.042617, + "primary_prob": 49.35, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 48, + "primary_distance_atr": 1.563926, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -2.740062, + "hold30_r": -2.685776 + }, + { + "symbol": "IR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 87.0, + "strategy_rank": 75.567406, + "rr": 0.688128, + "primary_prob": 45.38, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 25.0, + "primary_rejection_count": 37, + "primary_distance_atr": 1.032192, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.637747, + "hold30_r": -1.448484 + }, + { + "symbol": "JPM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.777778, + "strategy_rank": 67.562626, + "rr": 0.991478, + "primary_prob": 30.27, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.487218, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.915874, + "hold30_r": -1.0 + }, + { + "symbol": "KEY", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.888889, + "strategy_rank": 81.108918, + "rr": 1.704508, + "primary_prob": 18.89, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 26.0, + "primary_rejection_count": 40, + "primary_distance_atr": 2.556763, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.655079, + "hold30_r": 0.959623 + }, + { + "symbol": "KKR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 94.0, + "strategy_rank": 88.449667, + "rr": 0.979169, + "primary_prob": 30.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.468754, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.934282, + "hold30_r": -1.17212 + }, + { + "symbol": "KLAC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.888889, + "strategy_rank": 84.765903, + "rr": 1.165201, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 1.747802, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.120808, + "hold30_r": -1.0 + }, + { + "symbol": "MPC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.555556, + "strategy_rank": 86.741661, + "rr": 1.21255, + "primary_prob": 24.84, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 11, + "primary_distance_atr": 1.818824, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.056928, + "hold30_r": -1.0 + }, + { + "symbol": "MRNA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.555556, + "strategy_rank": 89.95696, + "rr": 2.215408, + "primary_prob": 12.92, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 30.0, + "primary_rejection_count": 46, + "primary_distance_atr": 3.323112, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.026727, + "hold30_r": -1.0 + }, + { + "symbol": "MSTR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.888889, + "strategy_rank": 99.888963, + "rr": 1.021332, + "primary_prob": 31.57, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 15.0, + "primary_rejection_count": 23, + "primary_distance_atr": 1.531998, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.017212, + "hold30_r": -1.0 + }, + { + "symbol": "MU", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.111111, + "strategy_rank": 94.582212, + "rr": 1.60109, + "primary_prob": 30.61, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 2, + "primary_distance_atr": 2.401635, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.033015, + "hold30_r": -1.0 + }, + { + "symbol": "NFLX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.111111, + "strategy_rank": 82.992412, + "rr": 0.682303, + "primary_prob": 42.43, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 1.023454, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.621706, + "hold30_r": -1.0 + }, + { + "symbol": "NRG", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.888889, + "strategy_rank": 92.269451, + "rr": 0.870777, + "primary_prob": 33.78, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 2.0, + "primary_rejection_count": 3, + "primary_distance_atr": 1.306166, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.036959, + "hold30_r": -1.0 + }, + { + "symbol": "NVDA", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.666667, + "strategy_rank": 96.569106, + "rr": 1.539896, + "primary_prob": 31.71, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 1.0, + "primary_rejection_count": 1, + "primary_distance_atr": 2.309845, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.020496, + "hold30_r": -1.0 + }, + { + "symbol": "OKE", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 86.111111, + "strategy_rank": 63.836536, + "rr": 0.725082, + "primary_prob": 39.64, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 4.0, + "primary_rejection_count": 6, + "primary_distance_atr": 1.087623, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.642341, + "hold30_r": -1.0 + }, + { + "symbol": "PCAR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 81.222222, + "strategy_rank": 68.1305, + "rr": 0.780629, + "primary_prob": 39.25, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 13.0, + "primary_rejection_count": 19, + "primary_distance_atr": 1.170944, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.071297, + "hold30_r": -1.0 + }, + { + "symbol": "PGR", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 96.0, + "strategy_rank": 72.820843, + "rr": 1.058277, + "primary_prob": 29.3, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 13, + "primary_distance_atr": 1.587416, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.988075, + "hold30_r": 1.28082 + }, + { + "symbol": "PRU", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 85.333333, + "strategy_rank": 66.351959, + "rr": 0.686929, + "primary_prob": 43.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.030394, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.60407, + "hold30_r": -1.0 + }, + { + "symbol": "PSX", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.333333, + "strategy_rank": 80.333333, + "rr": 0.750101, + "primary_prob": 42.04, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 1.125151, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.681797, + "hold30_r": -1.618907 + }, + { + "symbol": "QCOM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 91.888889, + "strategy_rank": 88.70138, + "rr": 1.197037, + "primary_prob": 24.82, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.795556, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.039302, + "hold30_r": -1.0 + }, + { + "symbol": "RL", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 83.888889, + "strategy_rank": 83.533752, + "rr": 1.078166, + "primary_prob": 42.95, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.617249, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055781, + "hold30_r": -1.0 + }, + { + "symbol": "SMCI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 98.777778, + "strategy_rank": 99.044666, + "rr": 1.256921, + "primary_prob": 24.58, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 1.885382, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.238771, + "hold30_r": -1.0 + }, + { + "symbol": "STX", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 88.444444, + "strategy_rank": 84.128406, + "rr": 2.067304, + "primary_prob": 25.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 16, + "primary_distance_atr": 3.100956, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.017803, + "hold30_r": -1.0 + }, + { + "symbol": "SW", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.0, + "strategy_rank": 86.092905, + "rr": 1.401262, + "primary_prob": 23.4, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 21.0, + "primary_rejection_count": 31, + "primary_distance_atr": 2.101893, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.055821, + "hold30_r": -1.0 + }, + { + "symbol": "TPL", + "date": "2024-06-25", + "direction": "long", + "qualified": true, + "meets_core": true, + "momentum_percentile": 91.0, + "strategy_rank": 92.136807, + "rr": 2.264083, + "primary_prob": 23.2, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 9.0, + "primary_rejection_count": 14, + "primary_distance_atr": 3.396125, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 2.225517, + "hold30_r": 0.585276 + }, + { + "symbol": "TSN", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 80.222222, + "strategy_rank": 68.561321, + "rr": 1.948647, + "primary_prob": 16.53, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 32.0, + "primary_rejection_count": 49, + "primary_distance_atr": 2.92297, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.877952, + "hold30_r": 2.481052 + }, + { + "symbol": "TXT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 84.333333, + "strategy_rank": 73.368145, + "rr": 1.0724, + "primary_prob": 30.31, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 16.0, + "primary_rejection_count": 24, + "primary_distance_atr": 1.6086, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.991291, + "hold30_r": -1.0 + }, + { + "symbol": "URI", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 82.0, + "strategy_rank": 83.34235, + "rr": 0.927694, + "primary_prob": 35.07, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 18.0, + "primary_rejection_count": 27, + "primary_distance_atr": 1.391541, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.886987, + "hold30_r": 0.671828 + }, + { + "symbol": "VLO", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.888889, + "strategy_rank": 82.377433, + "rr": 1.380748, + "primary_prob": 21.83, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 2.071121, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.497408, + "hold30_r": -1.450012 + }, + { + "symbol": "VRT", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.444444, + "strategy_rank": 98.713107, + "rr": 1.219692, + "primary_prob": 24.26, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 5.0, + "primary_rejection_count": 7, + "primary_distance_atr": 1.829538, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.022515, + "hold30_r": -1.0 + }, + { + "symbol": "VST", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 99.222222, + "strategy_rank": 97.958881, + "rr": 0.865593, + "primary_prob": 34.96, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 7.0, + "primary_rejection_count": 10, + "primary_distance_atr": 1.298389, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.841738, + "hold30_r": -1.0 + }, + { + "symbol": "WAB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 93.111111, + "strategy_rank": 74.058044, + "rr": 0.73678, + "primary_prob": 41.17, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 14.0, + "primary_rejection_count": 21, + "primary_distance_atr": 1.10517, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.070411, + "hold30_r": -1.0 + }, + { + "symbol": "WDC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 95.444444, + "strategy_rank": 92.28783, + "rr": 0.940722, + "primary_prob": 31.65, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 3.0, + "primary_rejection_count": 4, + "primary_distance_atr": 1.411082, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 0.898121, + "hold30_r": -1.0 + }, + { + "symbol": "WFC", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.0, + "strategy_rank": 72.608869, + "rr": 1.096957, + "primary_prob": 30.23, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 19.0, + "primary_rejection_count": 28, + "primary_distance_atr": 1.645435, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "target_hit", + "net_r": 1.032187, + "hold30_r": -1.143666 + }, + { + "symbol": "WRB", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 88.666667, + "strategy_rank": 72.24405, + "rr": 1.555144, + "primary_prob": 18.63, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 12.0, + "primary_rejection_count": 18, + "primary_distance_atr": 2.332716, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.08326, + "hold30_r": -1.0 + }, + { + "symbol": "WSM", + "date": "2024-06-25", + "direction": "long", + "qualified": false, + "meets_core": false, + "momentum_percentile": 97.444444, + "strategy_rank": 96.581399, + "rr": 1.149151, + "primary_prob": 27.24, + "primary_sources": [ + "volume_profile" + ], + "primary_strength": 11.0, + "primary_rejection_count": 17, + "primary_distance_atr": 1.723726, + "raw_level_count": 20, + "gate_level_count": 20, + "outcome": "stop_hit", + "net_r": -1.029207, + "hold30_r": -1.0 + } + ], + "signal_eval": [ + { + "signal": "vol_6m", + "weeks": 39, + "avg_cross_section": 498.2, + "mean_ic": 0.0609, + "ic_t_stat": 1.48, + "ic_positive_pct": 64.1, + "mean_quintile_spread": 0.0337, + "reliable": true + }, + { + "signal": "mom_12_1_resid", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": 0.0552, + "ic_t_stat": 1.98, + "ic_positive_pct": 60.0, + "mean_quintile_spread": 0.0207, + "reliable": true + }, + { + "signal": "mom_12_1", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": 0.0531, + "ic_t_stat": 1.61, + "ic_positive_pct": 65.7, + "mean_quintile_spread": 0.0206, + "reliable": true + }, + { + "signal": "trend_200", + "weeks": 37, + "avg_cross_section": 497.9, + "mean_ic": 0.0161, + "ic_t_stat": 0.44, + "ic_positive_pct": 59.5, + "mean_quintile_spread": 0.006, + "reliable": true + }, + { + "signal": "reversal_1m", + "weeks": 43, + "avg_cross_section": 498.7, + "mean_ic": 0.0059, + "ic_t_stat": 0.22, + "ic_positive_pct": 53.5, + "mean_quintile_spread": 0.0053, + "reliable": true + }, + { + "signal": "mom_6_1", + "weeks": 39, + "avg_cross_section": 498.2, + "mean_ic": 0.0051, + "ic_t_stat": 0.21, + "ic_positive_pct": 56.4, + "mean_quintile_spread": 0.0087, + "reliable": true + }, + { + "signal": "mom_3_1", + "weeks": 42, + "avg_cross_section": 498.5, + "mean_ic": -0.0064, + "ic_t_stat": -0.25, + "ic_positive_pct": 50.0, + "mean_quintile_spread": 0.0046, + "reliable": true + }, + { + "signal": "high_52w", + "weeks": 35, + "avg_cross_section": 497.7, + "mean_ic": -0.0086, + "ic_t_stat": -0.26, + "ic_positive_pct": 54.3, + "mean_quintile_spread": -0.0088, + "reliable": true + } + ], + "signal_eval_note": "Cross-sectional rank-IC of price-only signals vs the forward 30-day return (min 20 names/window). |IC| \u2273 0.03 with a consistent sign is a real (if small) edge; near 0 means ranking on it sorts nothing. Momentum factors and high_52w are expected positive; reversal_1m and vol_6m expected negative (mean-reversion / low-vol anomaly). IC is measured on non-overlapping windows; signals with fewer than 12 independent windows are flagged unreliable (too few regimes \u2014 deepen history with the Data Backfill job).", + "note": "Sentiment & fundamentals held neutral (no point-in-time history). Stops fill at the worse of the stop or the bar's open (gaps through the stop are modeled, so a loss can exceed \u22121R); targets never fill better than their level. ~6 months \u2248 one market regime \u2014 treat as directional, not gospel.", + "recommendation": { + "headline": "Production baseline: residual/high-vol 80/20 entry rank with a 3x ATR trailing exit and 30-trading-day max hold.", + "items": [ + { + "topic": "production", + "text": "Production monitor (All history): +41.8% CAGR, Sharpe 1.72, max drawdown -16.8%." + }, + { + "topic": "exit", + "text": "Legacy exit diagnostic: hold 30 trading days with the initial stop (+0.59R net/trade vs +0.27R for the S/R target exit). The simulated book agrees: +44.8% vs +23.2% CAGR at similar drawdown." + }, + { + "topic": "gate", + "text": "Gate: the confidence floor adds nothing \u2014 dropping it costs -0.04R/trade and adds 27 trades." + }, + { + "topic": "gate", + "text": "Gate: keep the R:R floor (worth +0.26R/trade under the hold exit)." + }, + { + "topic": "gate", + "text": "Gate: the NEUTRAL exclusion adds nothing \u2014 dropping it costs -0.05R/trade and adds 196 trades." + }, + { + "topic": "cutoff", + "text": "Residual-momentum cutoff: 90 has the best per-trade net (+0.34R over 253 setups)." + }, + { + "topic": "benchmark", + "text": "Book vs SPY: beats buy-and-hold by +81.5 points (+116.8% vs +35.3%), max drawdown \u221217.5%." + }, + { + "topic": "robustness", + "text": "Robustness: expectancy survives removing the top 5% of winners (+0.17R net/trade under the recommended 30d hold) \u2014 the edge is not a handful of outliers." + } + ], + "note": "Derived from this report's numbers on every run \u2014 the advice flips if the data does." + }, + "research_recommendation": { + "items": [ + { + "topic": "capacity_15", + "candidate": false, + "text": "Max-15 capacity is not needed yet: Sharpe 1.76 vs 1.76, CAGR +44.8% vs +44.8%, skipped 0 vs 0." + }, + { + "topic": "cutoff_90", + "candidate": false, + "text": "Cutoff 90 stays research-only: Raw 90 / max 10 Sharpe 1.54 vs 1.76, drawdown 13.1% vs 17.5%, CAGR +33.0% vs +44.8%." + }, + { + "topic": "low_vol_overlay", + "candidate": false, + "text": "Low-vol overlay stays research-only: Residual 80 + low-vol 70 / max 10 Sharpe 1.67 vs 1.76, drawdown 5.1% vs 17.5%, CAGR +15.1% vs +44.8%." + }, + { + "topic": "high_vol_overlay", + "candidate": false, + "text": "High-vol overlay stays research-only: Residual 80 + high-vol 80/20 blend / max 10 Sharpe 1.73 vs 1.76, drawdown 19.1% vs 17.5%, CAGR +44.9% vs +44.8%." + } + ], + "note": "Residual 12-1 momentum is now the production activation rank. Remaining rows are research comparisons only." + } +}